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It is well known that ensemble methods often provide enhanced performance in reinforcement learning. In this paper, we explore this concept further by using group-aided training within the distributional reinforcement learning paradigm.…

Machine Learning · Computer Science 2020-05-25 Björn Lindenberg , Jonas Nordqvist , Karl-Olof Lindahl

A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a…

Machine Learning · Statistics 2020-02-25 Guowei Zhang , Tao Ren , Yifan Yang

Time-series forecasting plays an important role in many domains. Boosted by the advances in Deep Learning algorithms, it has for instance been used to predict wind power for eolic energy production, stock market fluctuations, or motor…

Machine Learning · Computer Science 2021-07-23 Luis P. Silvestrin , Leonardos Pantiskas , Mark Hoogendoorn

We develop a generalized inverse optimization framework for fitting the cost vector of a single linear optimization problem given multiple observed decisions. This setting is motivated by ensemble learning, where building consensus from…

Optimization and Control · Mathematics 2020-06-08 Aaron Babier , Timothy C. Y. Chan , Taewoo Lee , Rafid Mahmood , Daria Terekhov

Ensemble learning has been a focal point of machine learning research due to its potential to improve predictive performance. This study revisits the foundational work on ensemble error decomposition, historically confined to…

Machine Learning · Computer Science 2024-02-13 João Mendes-Moreira , Tiago Mendes-Neves

Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…

Machine Learning · Computer Science 2021-06-08 Qingyang Xu , Qingsong Wen , Liang Sun

Ensembling is a simple and popular technique for boosting evaluation performance by training multiple models (e.g., with different initializations) and aggregating their predictions. This approach is commonly reserved for the largest…

Machine Learning · Computer Science 2020-05-05 Dan Kondratyuk , Mingxing Tan , Matthew Brown , Boqing Gong

Although deep learning models have achieved state-of-the-art performance on a number of vision tasks, generalization over high dimensional multi-modal data, and reliable predictive uncertainty estimation are still active areas of research.…

Machine Learning · Computer Science 2020-12-10 Samarth Sinha , Homanga Bharadhwaj , Anirudh Goyal , Hugo Larochelle , Animesh Garg , Florian Shkurti

This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…

Machine Learning · Computer Science 2021-01-27 Tomokaze Shiratori , Ken Kobayashi , Yuichi Takano

Classification is one of the main applications of supervised learning. Recent advancement in developing quantum computers has opened a new possibility for machine learning on such machines. Due to the noisy performance of near-term quantum…

Quantum Physics · Physics 2026-03-02 Qingyu Li , Yuhan Huang , Xiaokai Hou , Ying Li , Xiaoting Wang , Abolfazl Bayat

Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…

Machine Learning · Computer Science 2023-08-08 Anastasios Iliopoulos , John Violos , Christos Diou , Iraklis Varlamis

Ensemble learning combines several individual models to obtain a better generalization performance. In this work we present a practical method for estimating the joint power of several classifiers. It differs from existing approaches which…

Artificial Intelligence · Computer Science 2023-12-22 Simi Haber , Yonatan Wexler

Dealing with uncertainty is essential for efficient reinforcement learning. There is a growing literature on uncertainty estimation for deep learning from fixed datasets, but many of the most popular approaches are poorly-suited to…

Machine Learning · Statistics 2018-11-16 Ian Osband , John Aslanides , Albin Cassirer

Ensembles are a straightforward, remarkably effective method for improving the accuracy,calibration, and robustness of models on classification tasks; yet, the reasons that underlie their success remain an active area of research. We build…

Machine Learning · Statistics 2022-06-22 Neha Gupta , Jamie Smith , Ben Adlam , Zelda Mariet

Neural network ensembles have been effectively used to improve generalization by combining the predictions of multiple independently trained models. However, the growing scale and complexity of deep neural networks have led to these methods…

Machine Learning · Computer Science 2024-07-09 Tim Whitaker

Ensemble learning methods are designed to benefit from multiple learning algorithms for better predictive performance. The tradeoff of this improved performance is slower speed and larger size of ensemble learning systems compared to single…

Machine Learning · Computer Science 2021-01-22 Abolfazl Nadi , Hadi Moradi , Khalil Taheri

The ensemble methods are meta-algorithms that combine several base machine learning techniques to increase the effectiveness of the classification. Many existing committees of classifiers use the classifier selection process to determine…

Machine Learning · Computer Science 2021-06-15 Robert Burduk

Ensemble models can be used to estimate prediction uncertainties in machine learning models. However, an ensemble of N models is approximately N times more computationally demanding compared to a single model when it is used for inference.…

Machine Learning · Computer Science 2026-03-04 Vidit Agrawal , Shixin Zhang , Lane E. Schultz , Dane Morgan

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are…

Machine Learning · Computer Science 2024-03-14 Anthony Frion , Lucas Drumetz , Guillaume Tochon , Mauro Dalla Mura , Albdeldjalil Aïssa El Bey

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng