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Future trajectories play an important role across domains such as autonomous driving, hurricane forecasting, and epidemic modeling, where practitioners commonly generate ensemble paths by sampling probabilistic models or leveraging multiple…
Accurate prediction of application performance is critical for enabling effective scheduling and resource management in resource-constrained dynamic edge environments. However, achieving predictable performance in such environments remains…
In Business Intelligence, accurate predictive modeling is the key for providing adaptive decisions. We studied predictive modeling problems in this research which was motivated by real-world cases that Microsoft data scientists encountered…
This paper presents a new approach for assessing uncertainty in machine translation by simultaneously evaluating translation quality and providing a reliable confidence score. Our approach utilizes conformal predictive distributions to…
Sequences of labeled events observed at irregular intervals in continuous time are ubiquitous across various fields. Temporal Point Processes (TPPs) provide a mathematical framework for modeling these sequences, enabling inferences such as…
Regime transitions routinely break stationarity in time series, making calibrated uncertainty as important as point accuracy. We study distribution-free uncertainty for regime-switching forecasting by coupling Deep Switching State Space…
We propose conformal hyperrectangular prediction regions for multi-target regression. We propose split conformal prediction algorithms for both point and quantile regression to form hyperrectangular prediction regions, which allow for easy…
In this paper, we propose a machine learning approach for forecasting hierarchical time series. When dealing with hierarchical time series, apart from generating accurate forecasts, one needs to select a suitable method for producing…
Predicting the motion of a driver's vehicle is crucial for advanced driving systems, enabling detection of potential risks towards shared control between the driver and automation systems. In this paper, we propose a variational neural…
We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…
Mobile robots navigating in crowds trained using reinforcement learning are known to suffer performance degradation when faced with out-of-distribution scenarios. We propose that by properly accounting for the uncertainties of pedestrians,…
Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…
Accurate forecasting is critical for reliable power grid operations, particularly as the share of renewable generation, such as wind and solar, continues to grow. Given the inherent uncertainty and variability in renewable generation,…
Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…
Conformal prediction (CP) quantifies the uncertainty of machine learning models by constructing sets of plausible outputs. These sets are constructed by leveraging a so-called conformity score, a quantity computed using the input point of…
We study the problem of uncertainty quantification for time series prediction, with the goal of providing easy-to-use algorithms with formal guarantees. The algorithms we present build upon ideas from conformal prediction and control…
Modern black-box predictive models are often accompanied by weak performance guarantees that only hold asymptotically in the size of the dataset or require strong parametric assumptions. In response to this, split conformal prediction…
Contract scheduling is a widely studied framework for designing real-time systems with interruptible capabilities. Previous work has showed that a prediction on the interruption time can help improve the performance of contract-based…
This paper presents a computationally efficient model for optimizing real-time decisions in humanitarian aid delivery systems. Our formulation models a hierarchical system and is a mixed integer, probabilistic, non-linear and non-concave…
The real-time joint optimization of inventory replenishment and vehicle routing is essential for cost-efficiently operating one-warehouse, multiple-retailer systems. This is complex, as future demand predictions should capture correlation…