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Extreme events are of great importance since they often represent impactive occurrences. For instance, in terms of climate and weather, extreme events might be major storms, floods, extreme heat or cold waves, and more. However, they are…
Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…
Neural operators have proven to be a promising approach for modeling spatiotemporal systems in the physical sciences. However, training these models for large systems can be quite challenging as they incur significant computational and…
We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…
Artificial neural networks perform state-of-the-art in an ever-growing number of tasks, and nowadays they are used to solve an incredibly large variety of tasks. There are problems, like the presence of biases in the training data, which…
Diffusion and flow-based models have enabled significant progress in generation tasks across various modalities and have recently found applications in predictive learning. However, unlike typical generation tasks that encourage sample…
Time series forecasting faces two important but often overlooked challenges. Firstly, the inherent random noise in the time series labels sets a theoretical lower bound for the forecasting error, which is positively correlated with the…
While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering…
In recommender systems, users always choose the favorite items to rate, which leads to data missing not at random and poses a great challenge for unbiased evaluation and learning of prediction models. Currently, the doubly robust (DR)…
Data preprocessing is a crucial part of any machine learning pipeline, and it can have a significant impact on both performance and training efficiency. This is especially evident when using deep neural networks for time series prediction…
Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…
Channel estimation is crucial in wireless communications. However, in many papers neural networks are frequently tested by training and testing on one example channel or similar channels. This is because data-driven methods often degrade on…
Full Waveform Inversion (FWI) is a powerful technique for estimating high-resolution subsurface velocity models by minimizing the discrepancy between modeled and observed seismic data. However, the oscillatory nature of seismic waveforms…
Generalization remains a central yet unresolved challenge in deep learning, particularly the ability to predict a model's performance beyond its training distribution using quantities available prior to test-time evaluation. Building on the…
In modern recommendation systems, the standard pipeline involves training machine learning models on historical data to predict user behaviors and improve recommendations continuously. However, these data training loops can introduce…
Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…
Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…
Deep learning models have significantly improved prediction accuracy in various fields, gaining recognition across numerous disciplines. Yet, an aspect of deep learning that remains insufficiently addressed is the assessment of prediction…
Generalization error bounds are critical to understanding the performance of machine learning models. In this work, building upon a new bound of the expected value of an arbitrary function of the population and empirical risk of a learning…
Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…