Related papers: Inner-Instance Normalization for Time Series Forec…

Pairwise difference learning (PDL) has recently been introduced as a new meta-learning technique for regression. Instead of learning a mapping from instances to outcomes in the standard way, the key idea is to learn a function that takes…

We categorize meta-learning evaluation into two settings: $\textit{in-distribution}$ [ID], in which the train and test tasks are sampled $\textit{iid}$ from the same underlying task distribution, and $\textit{out-of-distribution}$ [OOD], in…

Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…

Deep learning (DL) techniques have achieved great success in predictive accuracy in a variety of tasks, but deep neural networks (DNNs) are shown to produce highly overconfident scores for even abnormal samples. Well-defined uncertainty…

Time series forecasting is of significant importance across various domains. However, it faces significant challenges due to distribution shift. This issue becomes particularly pronounced in online deployment scenarios where data arrives…

Non-stationarity poses significant challenges for multivariate time series forecasting due to the inherent short-term fluctuations and long-term trends that can lead to spurious regressions or obscure essential long-term relationships. Most…

Research in machine learning is making progress in fixing its own reproducibility crisis. Reinforcement learning (RL), in particular, faces its own set of unique challenges. Comparison of point estimates, and plots that show successful…

One critical challenge of time-series modeling is how to learn and quickly correct the model under unknown distribution shifts. In this work, we propose a principled framework, called LiLY, to first recover time-delayed latent causal…

When modeling dynamical systems from real-world data samples, the distribution of data often changes according to the environment in which they are captured, and the dynamics of the system itself vary from one environment to another.…

In-context learning (ICL) enables large language models (LLMs) to perform new tasks by prompting them with a sequence of training examples. However, it is known that ICL is very sensitive to the choice of training examples: randomly…

Instance normalization (IN) is widely used in non-stationary multivariate time series forecasting to reduce distribution shifts and highlight common patterns across samples. However, IN can over-smooth instance-specific structural…

A continual learning (CL) algorithm learns from a non-stationary data stream. The non-stationarity is modeled by some schedule that determines how data is presented over time. Most current methods make strong assumptions on the schedule and…

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over…

Most machine learning models operate under the assumption that the training, testing and deployment data is independent and identically distributed (i.i.d.). This assumption doesn't generally hold true in a natural setting. Usually, the…

The i.i.d. assumption is a useful idealization that underpins many successful approaches to supervised machine learning. However, its violation can lead to models that learn to exploit spurious correlations in the training data, rendering…

In-context learning (ICL) is a remarkable capability of pretrained transformers that allows models to generalize to unseen tasks after seeing only a few examples. We investigate empirically the conditions necessary on the pretraining…

Recent years have witnessed the success of introducing deep learning models to time series forecasting. From a data generation perspective, we illustrate that existing models are susceptible to distribution shifts driven by temporal…

We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…

Learning guarantees often rely on assumptions of i.i.d. data, which will likely be violated in practice once predictors are deployed to perform real-world tasks. Domain adaptation approaches thus appeared as a useful framework yielding…

Recently, Liu and Zhang studied the rather challenging problem of time series forecasting from the perspective of compressed sensing. They proposed a no-learning method, named Convolution Nuclear Norm Minimization (CNNM), and proved that…