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In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…

Machine Learning · Computer Science 2023-10-23 Ioannis Nasios , Konstantinos Vogklis

A robust model for time series forecasting is highly important in many domains, including but not limited to financial forecast, air temperature and electricity consumption. To improve forecasting performance, traditional approaches usually…

Machine Learning · Computer Science 2019-09-19 Long H. Nguyen , Zhenhe Pan , Opeyemi Openiyi , Hashim Abu-gellban , Mahdi Moghadasi , Fang Jin

This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…

Portfolio Management · Quantitative Finance 2025-11-19 Alejandro Rodriguez Dominguez , Muhammad Shahzad , Xia Hong

Improving the fairness of machine learning models is a nuanced task that requires decision makers to reason about multiple, conflicting criteria. The majority of fair machine learning methods transform the error-fairness trade-off into a…

Neural and Evolutionary Computing · Computer Science 2023-04-25 William G. La Cava

Value-oriented forecasts for two-stage power system operational problems have been demonstrated to reduce cost, but prove to be computationally challenging for large-scale systems because the underlying optimization problem must be…

Optimization and Control · Mathematics 2025-05-20 Mehrnoush Ghazanfariharandi , Robert Mieth

Many vision-related tasks benefit from reasoning over multiple modalities to leverage complementary views of data in an attempt to learn robust embedding spaces. Most deep learning-based methods rely on a late fusion technique whereby…

Computer Vision and Pattern Recognition · Computer Science 2020-03-04 Austin Reiter , Menglin Jia , Pu Yang , Ser-Nam Lim

Multi-task learning (MTL) is a learning paradigm that enables the simultaneous training of multiple communicating algorithms. Although MTL has been successfully applied to ether regression or classification tasks alone, incorporating mixed…

Machine Learning · Computer Science 2024-05-17 Han Cao , Sivanesan Rajan , Bianka Hahn , Ersoy Kocak , Daniel Durstewitz , Emanuel Schwarz , Verena Schneider-Lindner

Multi-task learning has emerged as a powerful machine learning paradigm for integrating data from multiple sources, leveraging similarities between tasks to improve overall model performance. However, the application of multi-task learning…

Methodology · Statistics 2024-02-09 Parker Knight , Rui Duan

A central goal of algorithmic fairness is to reduce bias in automated decision making. An unavoidable tension exists between accuracy gains obtained by using sensitive information (e.g., gender or ethnic group) as part of a statistical…

Machine Learning · Statistics 2020-02-03 Luca Oneto , Michele Donini , Amon Elders , Massimiliano Pontil

Multi-task learning solves multiple correlated tasks. However, conflicts may exist between them. In such circumstances, a single solution can rarely optimize all the tasks, leading to performance trade-offs. To arrive at a set of optimized…

Artificial Intelligence · Computer Science 2024-03-26 Lu Bai , Abhishek Gupta , Yew-Soon Ong

Understanding how multiple features are associated and contribute to a specific objective is as important as understanding how each feature contributes to a particular outcome. Interpretability of a single feature in a prediction may be…

Machine Learning · Computer Science 2024-03-04 Nisha Pillai , Ganga Gireesan , Michael J. Rothrock , Bindu Nanduri , Zhiqian Chen , Mahalingam Ramkumar

Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…

Machine Learning · Computer Science 2020-04-08 Gustavo A Valencia-Zapata , Daniel Mejia , Gerhard Klimeck , Michael Zentner , Okan Ersoy

Many interesting tasks in machine learning and computer vision are learned by optimising an objective function defined as a weighted linear combination of multiple losses. The final performance is sensitive to choosing the correct…

Computer Vision and Pattern Recognition · Computer Science 2020-11-11 Rick Groenendijk , Sezer Karaoglu , Theo Gevers , Thomas Mensink

Multitask learning (MTL) aims to learn multiple tasks simultaneously through the interdependence between different tasks. The way to measure the relatedness between tasks is always a popular issue. There are mainly two ways to measure…

Machine Learning · Computer Science 2019-04-04 Ya Li , Xinmei Tian , Tongliang Liu , Dacheng Tao

In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…

Optimization and Control · Mathematics 2019-01-23 Trivikram Dokka , Marc Goerigk , Rahul Roy

This paper presents a meta-learning based, automatic distribution system load forecasting model selection framework. The framework includes the following processes: feature extraction, candidate model labeling, offline training, and online…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Yiyan Li , Si Zhang , Rongxing Hu , Ning Lu

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…

Machine Learning · Computer Science 2018-11-22 Bryan Wilder , Bistra Dilkina , Milind Tambe

Multi-task learning is a framework that enforces different learning tasks to share their knowledge to improve their generalization performance. It is a hot and active domain that strives to handle several core issues; particularly, which…

Machine Learning · Computer Science 2021-02-23 Johnny Torres , Guangji Bai , Junxiang Wang , Liang Zhao , Carmen Vaca , Cristina Abad

Data and knowledge representation are fundamental concepts in machine learning. The quality of the representation impacts the performance of the learning model directly. Feature learning transforms or enhances raw data to structures that…

Artificial Intelligence · Computer Science 2021-04-26 Filipe Alves Neto Verri , Renato Tinós , Liang Zhao

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott