Related papers: Tube Loss: A Novel Approach for Prediction Interva…
We propose a novel prediction interval (PI) method for uncertainty quantification, which addresses three major issues with the state-of-the-art PI methods. First, existing PI methods require retraining of neural networks (NNs) for every…
It has been observed that certain loss functions can render deep-learning pipelines robust against flaws in the data. In this paper, we support these empirical findings with statistical theory. We especially show that empirical-risk…
New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data…
The earth system is exceedingly complex and often chaotic in nature, making prediction incredibly challenging: we cannot expect to make perfect predictions all of the time. Instead, we look for specific states of the system that lead to…
Advancing loss function design is pivotal for optimizing neural network training and performance. This work introduces Random Linear Projections (RLP) loss, a novel approach that enhances training efficiency by leveraging geometric…
The application of wind power interval prediction for power systems attempts to give more comprehensive support to dispatchers and operators of the grid. Lower upper bound estimation (LUBE) method is widely applied in interval prediction.…
This paper presents a tractable tube-based robust data-driven predictive control scheme that uses only a single finite noisy input-state trajectory of an unknown discrete-time linear time-invariant (LTI) system. A simplex constraint is…
We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…
We propose a new approach for the problem of relative depth estimation from a single image. Instead of directly regressing over depth scores, we formulate the problem as estimation of a probability distribution over depth and aim to learn…
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…
Margin-based structured prediction commonly uses a maximum loss over all possible structured outputs \cite{Altun03,Collins04b,Taskar03}. In natural language processing, recent work \cite{Zhang14,Zhang15} has proposed the use of the maximum…
Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…
The neural network (NN)-based direct uncertainty quantification (UQ) methods have achieved the state of the art performance since the first inauguration, known as the lower-upper-bound estimation (LUBE) method. However, currently-available…
Capturing the global topology of an image is essential for proposing an accurate segmentation of its domain. However, most of existing segmentation methods do not preserve the initial topology of the given input, which is detrimental for…
To infer a function value on a specific point $x$, it is essential to assign higher weights to the points closer to $x$, which is called local polynomial / multivariable regression. In many practical cases, a limited sample size may ruin…
Time-series forecasting has gained significant attention in machine learning due to its crucial role in various domains. However, most existing forecasting models rely heavily on point-wise loss functions like Mean Square Error, which treat…
Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence…
In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…
Delineation of curvilinear structures is an important problem in Computer Vision with multiple practical applications. With the advent of Deep Learning, many current approaches on automatic delineation have focused on finding more powerful…