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Related papers: Nonlinear Performative Prediction

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We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

A key assumption in the theory of nonlinear adaptive control is that the uncertainty of the system can be expressed in the linear span of a set of known basis functions. While this assumption leads to efficient algorithms, it limits…

Optimization and Control · Mathematics 2022-08-26 Nicholas M. Boffi , Stephen Tu , Jean-Jacques E. Slotine

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…

Machine Learning · Statistics 2020-11-03 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

Performative prediction characterizes environments where predictive models alter the very data distributions they aim to forecast, triggering complex feedback loops. While prior research treats single-agent and multi-agent performativity as…

Machine Learning · Statistics 2026-02-04 Zhixian Zhang , Xiaotian Hou , Linjun Zhang

In this draft, fault diagnosis in nonlinear dynamic systems is addressed. The objective of this work is to establish a framework, in which not only model-based but also data-driven and machine learning based fault diagnosis strategies can…

Systems and Control · Electrical Eng. & Systems 2023-10-27 Steven X. Ding , Linlin Li

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Accurately estimating parameters in complex nonlinear systems is crucial across scientific and engineering fields. We present a novel approach for parameter estimation using a neural network with the Huber loss function. This method taps…

Machine Learning · Computer Science 2023-08-25 Kaushal Kumar

In this paper, we develop a novel efficient and robust nonparametric regression estimator under a framework of feedforward neural network. There are several interesting characteristics for the proposed estimator. First, the loss function is…

Methodology · Statistics 2023-09-25 Xuancheng Wang , Ling Zhou , Huazhen Lin

Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…

Machine Learning · Computer Science 2023-12-11 Enrique Garcia-Ceja , Luciano Garcia-Banuelos , Nicolas Jourdan

Predict-then-Optimize is a framework for using machine learning to perform decision-making under uncertainty. The central research question it asks is, "How can the structure of a decision-making task be used to tailor ML models for that…

Machine Learning · Computer Science 2024-02-20 Sanket Shah , Andrew Perrault , Bryan Wilder , Milind Tambe

Machine learning is the science of discovering statistical dependencies in data, and the use of those dependencies to perform predictions. During the last decade, machine learning has made spectacular progress, surpassing human performance…

Machine Learning · Statistics 2016-07-13 David Lopez-Paz

Linear Regression and neural networks are widely used to model data. Neural networks distinguish themselves from linear regression with their use of activation functions that enable modeling nonlinear functions. The standard argument for…

Machine Learning · Computer Science 2024-01-02 Anish Lakkapragada

Short-term forecasting models typically assume the availability of input data (features) when they are deployed and in use. However, equipment failures, disruptions, cyberattacks, may lead to missing features when such models are used…

Machine Learning · Statistics 2025-06-30 Akylas Stratigakos , Panagiotis Andrianesis

Use of machine learning to perform database operations, such as indexing, cardinality estimation, and sorting, is shown to provide substantial performance benefits. However, when datasets change and data distribution shifts, empirical…

Machine Learning · Computer Science 2024-11-12 Sepanta Zeighami , Cyrus Shahahbi

In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…

Optimization and Control · Mathematics 2019-10-18 Romeo Ortega , Vladislav Gromov , Emmanuel Nuño , Anton Pyrkin , Jose Guadalupe Romero

This work is devoted to the development of a distributionally robust active fault diagnosis approach for a class of nonlinear systems, which takes into account any ambiguity in distribution information of the uncertain model parameters.…

Optimization and Control · Mathematics 2021-08-12 Ioannis Tzortzis , Marios M. Polycarpou

Uncertainty estimation in machine learning has traditionally focused on the prediction stage, aiming to quantify confidence in model outputs while treating learned representations as deterministic and reliable by default. In this work, we…

Machine Learning · Statistics 2026-02-20 Yiyao Yang

Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…

Methodology · Statistics 2021-06-11 Darren Homrighausen , Daniel J. McDonald

Predictive processing has become an influential framework in cognitive sciences. This framework turns the traditional view of perception upside down, claiming that the main flow of information processing is realized in a top-down…

Robotics · Computer Science 2021-01-25 Alejandra Ciria , Guido Schillaci , Giovanni Pezzulo , Verena V. Hafner , Bruno Lara