Related papers: Temporal horizons in forecasting: a performance-le…
Balancing performance trade-off on long-tail (LT) data distributions remains a long-standing challenge. In this paper, we posit that this dilemma stems from a phenomenon called "tail performance degradation" (the model tends to severely…
Meta-gradients provide a general approach for optimizing the meta-parameters of reinforcement learning (RL) algorithms. Estimation of meta-gradients is central to the performance of these meta-algorithms, and has been studied in the setting…
Model predictive control (MPC) is a popular control method that has proved effective for robotics, among other fields. MPC performs re-planning at every time step. Re-planning is done with a limited horizon per computational and real-time…
Despite tremendous progress in developing deep-learning-based weather forecasting systems, their design space, including the impact of different design choices, is yet to be well understood. This paper aims to fill this knowledge gap by…
Forecasting accuracy is bounded by the information available about the future. This paper makes that statement precise using information-theoretic tools. Under logarithmic loss, the expected performance of any probabilistic forecast…
The width of a neural network matters since increasing the width will necessarily increase the model capacity. However, the performance of a network does not improve linearly with the width and soon gets saturated. In this case, we argue…
Seasonal time series Forecasting remains a challenging problem due to the long-term dependency from seasonality. In this paper, we propose a two-stage framework to forecast univariate seasonal time series. The first stage explicitly learns…
Capacity management is critical for software organizations to allocate resources effectively and meet operational demands. An important step in capacity management is predicting future resource needs often relies on data-driven analytics…
We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…
Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…
Neural network models for dynamic systems can be trained either in parallel or in series-parallel configurations. Influenced by early arguments, several papers justify the choice of series-parallel rather than parallel configuration…
Chaos reveals a fundamental paradox in the scientific understanding of Complex Systems. Although chaotic models may be mathematically deterministic, they are practically non-determinable due to the finite precision, which is inherent in all…
Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…
Successful deep learning models often involve training neural network architectures that contain more parameters than the number of training samples. Such overparametrized models have been extensively studied in recent years, and the…
A typical bottleneck of model predictive control algorithms is the computational burden in order to compute the receding horizon feedback law which is predominantly determined by the length of the prediction horizon. Based on a relaxed…
Real-world problems are often multi-objective with decision-makers unable to specify a priori which trade-off between the conflicting objectives is preferable. Intuitively, building machine learning solutions in such cases would entail…
We show that there may exist an inherent tension between the goal of adversarial robustness and that of standard generalization. Specifically, training robust models may not only be more resource-consuming, but also lead to a reduction of…
Time series forecasting has become a critical task due to its high practicality in real-world applications such as traffic, energy consumption, economics and finance, and disease analysis. Recent deep-learning-based approaches have shown…
Long-horizon planning is crucial in complex environments, but diffusion-based planners like Diffuser are limited by the trajectory lengths observed during training. This creates a dilemma: long trajectories are needed for effective…
Conventional time-series forecasting methods typically aim to minimize overall prediction error, without accounting for the varying importance of different forecast ranges in downstream applications. We propose a training methodology that…