Related papers: Identifying and Overcoming Transformation Bias in …
Model fusion research aims to aggregate the knowledge of multiple individual models to enhance performance by combining their weights. In this work, we study the inverse problem: investigating whether model fusion can be used to reduce…
It is widely believed that the prediction accuracy of decision tree models is invariant under any strictly monotone transformation of the individual predictor variables. However, this statement may be false when predicting new observations…
Using transfer learning to adapt a pre-trained "source model" to a downstream "target task" can dramatically increase performance with seemingly no downside. In this work, we demonstrate that there can exist a downside after all: bias…
Time series forecasting plays an increasingly important role in modern business decisions. In today's data-rich environment, people often aim to choose the optimal forecasting model for their data. However, identifying the optimal model…
Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…
This research aims to leverage machine learning to improve stock price prediction and support informed investment decisions related to buying, selling, and holding assets. Specifically, this work investigates transformer-based models for…
One of the most challenging problems in computational advertising is the prediction of click-through and conversion rates for bidding in online advertising auctions. An unaddressed problem in previous approaches is the existence of highly…
Two-part models and Tweedie generalized linear models (GLMs) have been used to model loss costs for short-term insurance contract. For most portfolios of insurance claims, there is typically a large proportion of zero claims that leads to…
We analyze sources of error in prediction market forecasts in order to bound the difference between a security's price and the ground truth it estimates. We consider cost-function-based prediction markets in which an automated market maker…
Time-series forecasts play a critical role in business planning. However, forecasters typically optimize objectives that are agnostic to downstream business goals and thus can produce forecasts misaligned with business preferences. In this…
Multi-output prediction deals with the prediction of several targets of possibly diverse types. One way to address this problem is the so called problem transformation method. This method is often used in multi-label learning, but can also…
Increasingly, homeowners opt for photovoltaic (PV) systems and/or battery storage to minimize their energy bills and maximize renewable energy usage. This has spurred the development of advanced control algorithms that maximally achieve…
Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…
When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under…
Learning for model based control can be sample-efficient and generalize well, however successfully learning models and controllers that represent the problem at hand can be challenging for complex tasks. Using inaccurate models for learning…
There is recent interest in using model hubs, a collection of pre-trained models, in computer vision tasks. To utilize the model hub, we first select a source model and then adapt the model for the target to compensate for differences.…
Many core concepts in political science are latent and therefore can only be measured with error. Measurement error in a predictor attenuates slope coefficient estimates in regression, biasing them toward zero. We show that widely used…
Learning under one-sided feedback (i.e., where we only observe the labels for examples we predicted positively on) is a fundamental problem in machine learning -- applications include lending and recommendation systems. Despite this, there…
Machine learning models trained on Earth observation data, such as satellite imagery, have demonstrated significant promise in predicting household-level wealth indices, enabling the creation of high-resolution wealth maps that can be…
Catching and attributing code change-induced performance regressions in production is hard; predicting them beforehand, even harder. A primer on automatically learning to predict performance regressions in software, this article gives an…