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Probabilistic electricity price forecasting (PEPF) is subject of increasing interest, following the demand for proper quantification of prediction uncertainty, to support the operation in complex power markets with increasing share of…
For quasi-linear interface problems with discontinuous diffusion coefficients, the nonconvex objective functional often leads to optimization stagnation in randomized neural network approximations. This paper Proposes a…
We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…
Understanding and interpreting how machine learning (ML) models make decisions have been a big challenge. While recent research has proposed various technical approaches to provide some clues as to how an ML model makes individual…
The recent advances in modelling nonlinear interference of systems operating beyond the C-band are discussed. Estimation accuracy as well as computational complexity of current approaches are compared and addressed.
While neural networks are achieving high predictive accuracy in multi-horizon probabilistic forecasting, understanding the underlying mechanisms that lead to feature-conditioned outputs remains a significant challenge for forecasters. In…
This work focuses on exploring the potential benefits of introducing a nonlinear Laplacian in Sheaf Neural Networks for graph-related tasks. The primary aim is to understand the impact of such nonlinearity on diffusion dynamics, signal…
Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…
Recent years have witnessed strong empirical performance of over-parameterized neural networks on various tasks and many advances in the theory, e.g. the universal approximation and provable convergence to global minimum. In this paper, we…
In this paper the application of uncertainty modeling to convolutional neural networks is evaluated. A novel method for adjusting the network's predictions based on uncertainty information is introduced. This allows the network to be either…
We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with…
Deep nonparametric regression, characterized by the utilization of deep neural networks to learn target functions, has emerged as a focus of research attention in recent years. Despite considerable progress in understanding convergence…
We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…
In this paper, we propose an incremental abstraction method for dynamically over-approximating nonlinear systems in a bounded domain by solving a sequence of linear programs, resulting in a sequence of affine upper and lower hyperplanes…
Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…
This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are complements in empirical…
Explanation methods help understand the reasons for a model's prediction. These methods are increasingly involved in model debugging, performance optimization, and gaining insights into the workings of a model. With such critical…
We present here a regress later based Monte Carlo approach that uses neural networks for pricing high-dimensional contingent claims. The choice of specific architecture of the neural networks used in the proposed algorithm provides for…
Network binarization is a promising hardware-aware direction for creating efficient deep models. Despite its memory and computational advantages, reducing the accuracy gap between binary models and their real-valued counterparts remains an…
Machine learning is becoming increasingly important for nonlinear system identification, including dynamical systems with spatially distributed outputs. However, classical identification and forecasting approaches become markedly less…