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This study develops and empirically validates a Mixture of Experts (MoE) framework for stock price prediction across heterogeneous volatility regimes using real market data. The proposed model combines a Recurrent Neural Network (RNN)…

Statistical Finance · Quantitative Finance 2025-08-06 Diego Vallarino

Deep learning approaches are increasingly relevant for time series forecasting tasks. Methods such as N-BEATS, which is built on stacks of multilayer perceptrons (MLPs) blocks, have achieved state-of-the-art results on benchmark datasets…

Machine Learning · Computer Science 2025-08-12 Ricardo Matos , Luis Roque , Vitor Cerqueira

Mixture-of-experts (MoE) architecture has been proven a powerful method for diverse tasks in training deep models in many applications. However, current MoE implementations are task agnostic, treating all tokens from different tasks in the…

Computation and Language · Computer Science 2023-10-26 Hai Pham , Young Jin Kim , Subhabrata Mukherjee , David P. Woodruff , Barnabas Poczos , Hany Hassan Awadalla

Mixture-of-Experts (MoE) models improve transformer efficiency but lack a unified theoretical explanation, especially when both feed-forward and attention layers are allowed to specialize. To this end, we study the Mixture-of-Transformers…

Machine Learning · Computer Science 2025-11-03 Hongbo Li , Qinhang Wu , Sen Lin , Yingbin Liang , Ness B. Shroff

Time series forecasting models are increasingly scaled through large Transformer backbones, yet most existing approaches process all series through a shared dense computation path despite substantial heterogeneity in temporal structure.…

Machine Learning · Computer Science 2026-05-26 Rui Wang , Renhao Xue , Ray Razi , Huan Song , Hannah R. Marlowe

Mixture of experts (MoE) has recently emerged as an effective framework to advance the efficiency and scalability of machine learning models by softly dividing complex tasks among multiple specialized sub-models termed experts. Central to…

Machine Learning · Statistics 2025-03-06 Huy Nguyen , Nhat Ho , Alessandro Rinaldo

This paper introduces the "Uncertainty-aware Mixture of Experts" (uMoE), a novel solution aimed at addressing aleatoric uncertainty within Neural Network (NN) based predictive models. While existing methodologies primarily concentrate on…

Machine Learning · Statistics 2024-04-26 Lucas Luttner

The real-world traffic networks undergo expansion through the installation of new sensors, implying that the traffic patterns continually evolve over time. Incrementally training a model on the newly added sensors would make the model…

Machine Learning · Computer Science 2024-06-06 Sanghyun Lee , Chanyoung Park

Mixture of experts (MoE) model is a statistical machine learning design that aggregates multiple expert networks using a softmax gating function in order to form a more intricate and expressive model. Despite being commonly used in several…

Machine Learning · Statistics 2024-06-25 Huy Nguyen , Nhat Ho , Alessandro Rinaldo

Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification, and clustering. For regression and cluster analyses of continuous data, MoE usually use normal experts following the Gaussian…

Methodology · Statistics 2017-01-26 Faicel Chamroukhi

Transformer-based architectures dominate time series modeling by enabling global attention over all timestamps, yet their rigid 'one-size-fits-all' context aggregation fails to address two critical challenges in real-world data: (1)…

Machine Learning · Computer Science 2025-09-30 Xiaowen Ma , Shuning Ge , Fan Yang , Xiangyu Li , Yun Chen , Mengting Ma , Wei Zhang , Zhipeng Liu

Mixture-of-Experts (MoE) networks have been proposed as an efficient way to scale up model capacity and implement conditional computing. However, the study of MoE components mostly focused on the feedforward layer in Transformer…

Computation and Language · Computer Science 2022-10-12 Xiaofeng Zhang , Yikang Shen , Zeyu Huang , Jie Zhou , Wenge Rong , Zhang Xiong

The Mixture of Experts (MoE) architecture has become a fundamental building block in state-of-the-art large language models (LLMs), improving domain-specific expertise in LLMs and scaling model capacity without proportionally increasing…

Machine Learning · Computer Science 2026-05-13 Ankit Jyothish , Ali Jannesari , Aishwarya Sarkar , Joseph Zuber

As machine learning models in critical fields increasingly grapple with multimodal data, they face the dual challenges of handling a wide array of modalities, often incomplete due to missing elements, and the temporal irregularity and…

Machine Learning · Computer Science 2025-04-10 Xing Han , Huy Nguyen , Carl Harris , Nhat Ho , Suchi Saria

The Mixture-of-Experts (MoE) approach has demonstrated outstanding scalability in multi-task learning including low-level upstream tasks such as concurrent removal of multiple adverse weather effects. However, the conventional MoE…

Computer Vision and Pattern Recognition · Computer Science 2023-12-29 Rongyu Zhang , Yulin Luo , Jiaming Liu , Huanrui Yang , Zhen Dong , Denis Gudovskiy , Tomoyuki Okuno , Yohei Nakata , Kurt Keutzer , Yuan Du , Shanghang Zhang

In deep learning, mixture-of-experts (MoE) activates one or few experts (sub-networks) on a per-sample or per-token basis, resulting in significant computation reduction. The recently proposed \underline{p}atch-level routing in…

Machine Learning · Computer Science 2023-07-10 Mohammed Nowaz Rabbani Chowdhury , Shuai Zhang , Meng Wang , Sijia Liu , Pin-Yu Chen

Mixture-of-experts (MoE) model incorporates the power of multiple submodels via gating functions to achieve greater performance in numerous regression and classification applications. From a theoretical perspective, while there have been…

Machine Learning · Statistics 2024-06-25 Huy Nguyen , Pedram Akbarian , TrungTin Nguyen , Nhat Ho

Mixture-of-Experts (MoE) architectures decompose prediction tasks into specialized expert sub-networks selected by a gating mechanism. This letter adopts a communication-theoretic view of MoE gating, modeling the gate as a stochastic…

Machine Learning · Statistics 2026-03-27 Ali Khalesi , Mohammad Reza Deylam Salehi

Non-recurrent conditions caused by incidents are different from recurrent conditions that follow periodic patterns. Existing traffic speed prediction studies are incident-agnostic and use one single model to learn all possible patterns from…

Machine Learning · Computer Science 2024-09-06 Zemian Ke , Haocheng Duan , Sean Qian

With the growing prominence of the Mixture of Experts (MoE) architecture in developing large-scale foundation models, we investigate the Hierarchical Mixture of Experts (HMoE), a specialized variant of MoE that excels in handling complex…

Machine Learning · Statistics 2025-03-10 Huy Nguyen , Xing Han , Carl Harris , Suchi Saria , Nhat Ho