Related papers: Non-collective Calibrating Strategy for Time Serie…
Time-series data augmentation mitigates the issue of insufficient training data for deep learning models. Yet, existing augmentation methods are mainly designed for classification, where class labels can be preserved even if augmentation…
Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…
The Super Learner (SL) is a widely used ensemble method that combines predictions from a library of learners based on their predictive performance. Interval predictions are of considerable practical interest because they allow uncertainty…
Deep Learning models have become dominant in tackling financial time-series analysis problems, overturning conventional machine learning and statistical methods. Most often, a model trained for one market or security cannot be directly…
While test-time scaling has enabled large language models to solve highly difficult tasks, state-of-the-art results come at exorbitant compute costs. These inefficiencies can be attributed to the miscalibration of post-trained language…
While most continual learning methods focus on mitigating forgetting and improving accuracy, they often overlook the critical aspect of network calibration, despite its importance. Neural collapse, a phenomenon where last-layer features…
Time series forecasting attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our…
Time series forecasting is an important problem across many domains, playing a crucial role in multiple real-world applications. In this paper, we propose a forecasting architecture that combines deep autoregressive models with a Spectral…
Contextual optimization, also known as predict-then-optimize or prescriptive analytics, considers an optimization problem with the presence of covariates (context or side information). The goal is to learn a prediction model (from the…
Machine learning models typically focus on specific targets like creating classifiers, often based on known population feature distributions in a business context. However, models calculating individual features adapt over time to improve…
We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…
Standard deep-learning pipelines usually choose the network architecture before training and keep it fixed throughout optimization. In contrast, a model can also be adapted by editing its structure during training, for example by pruning…
Model merging combines fine-tuned checkpoints into a single multi-task model without retraining. Existing methods - such as task arithmetic, model soups, TIES, and DARE - are computationally efficient and empirically successful, but rely on…
Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…
Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient…
Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…
Precise calibration is the basis for the vision-guided robot system to achieve high-precision operations. Systems with multiple eyes (cameras) and multiple hands (robots) are particularly sensitive to calibration errors, such as…
Conformal prediction is a statistical tool for producing prediction regions of machine learning models that are valid with high probability. However, applying conformal prediction to time series data leads to conservative prediction…
Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks. Models trained with early stopping often provide relatively accurate…
Deep Reinforcement Learning (DRL) has emerged as a promising approach for solving Combinatorial Optimization (CO) problems, such as the 3D Bin Packing Problem (3D-BPP), Traveling Salesman Problem (TSP), or Vehicle Routing Problem (VRP), but…