Related papers: Weakly Supervised Regression with Interval Targets
In clinical or epidemiological follow-up studies, methods based on time scale indicators such as the restricted mean survival time (RMST) have been developed to some extent. Compared with traditional hazard rate indicator system methods,…
Paraphrase generation is a longstanding NLP task that has diverse applications for downstream NLP tasks. However, the effectiveness of existing efforts predominantly relies on large amounts of golden labeled data. Though unsupervised…
We introduce the problem of weakly supervised Multi-Object Tracking and Segmentation, i.e. joint weakly supervised instance segmentation and multi-object tracking, in which we do not provide any kind of mask annotation. To address it, we…
This paper introduces Conformal Thresholded Intervals (CTI), a novel conformal regression method that aims to produce the smallest possible prediction set with guaranteed coverage. Unlike existing methods that rely on nested conformal…
Multi-view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi-view predictor sets, all of which can be of high…
We analyze a lightweight simulation-based inference method that infers simulator parameters using only a regression-based projection of the observed data. After fitting a surrogate linear regression once, the procedure simulates small…
The Rapid Iterative FiTting (RIFT) parameter inference algorithm provides a simulation-based inference approach to efficient, highly-parallelized parameter inference for GW sources. Previous editions of RIFT have conservatively optimized…
Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…
Weighted empirical risk minimization is a common approach to prediction under distribution drift. This article studies its out-of-sample prediction error under nonstationarity. We provide a general decomposition of the excess risk into a…
The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large data sets. Subset selection in regression is essential when a huge number of covariates can…
Accurate uncertainty quantification is necessary to enhance the reliability of deep learning models in real-world applications. In the case of regression tasks, prediction intervals (PIs) should be provided along with the deterministic…
In this contribution we introduce weakly locally stationary time series through the local approximation of the non-stationary covariance structure by a stationary one. This allows us to define autoregression coefficients in a non-stationary…
Supervisory signals have the potential to make low-dimensional data representations, like those learned by mixture and topic models, more interpretable and useful. We propose a framework for training latent variable models that explicitly…
Existing weak supervision approaches use all the data covered by weak signals to train a classifier. We show both theoretically and empirically that this is not always optimal. Intuitively, there is a tradeoff between the amount of…
The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…
Visual tracking fundamentally involves regressing the state of the target in each frame of a video. Despite significant progress, existing regression-based trackers still tend to experience failures and inaccuracies. To enhance the…
This study proposes a mathematical programming-based algorithm for the integrated selection of variable subsets and bandwidth estimation in geographically weighted regression, a local regression method that allows the kernel bandwidth and…
Expected Shortfall (ES), also known as superquantile or Conditional Value-at-Risk, has been recognized as an important measure in risk analysis and stochastic optimization, and is also finding applications beyond these areas. In finance, it…
Both classification and regression tasks are susceptible to the biased distribution of training data. However, existing approaches are focused on the class-imbalanced learning and cannot be applied to the problems of numerical regression…
This paper introduces a new training strategy to improve speech dereverberation systems using minimal acoustic information and reverberant (wet) speech. Most existing algorithms rely on paired dry/wet data, which is difficult to obtain, or…