Related papers: Robust forecast aggregation via additional queries
Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…
An inconsistent knowledge base can be abstracted as a set of arguments and a defeat relation among them. There can be more than one consistent way to evaluate such an argumentation graph. Collective argument evaluation is the problem of…
In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…
Federated learning is the centralized training of statistical models from decentralized data on mobile devices while preserving the privacy of each device. We present a robust aggregation approach to make federated learning robust to…
Rule learning approaches for knowledge graph completion are efficient, interpretable and competitive to purely neural models. The rule aggregation problem is concerned with finding one plausibility score for a candidate fact which was…
The growing uncertainty from renewable power and electricity demand brings significant challenges to unit commitment (UC). While various advanced forecasting and optimization methods have been developed to predict better and address this…
Forecast combination is widely recognized as a preferred strategy over forecast selection due to its ability to mitigate the uncertainty associated with identifying a single "best" forecast. Nonetheless, sophisticated combinations are often…
Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…
A key challenge for decision makers when incorporating black box machine learned models into practice is being able to understand the predictions provided by these models. One proposed set of methods is training surrogate explainer models…
A central question of crowd-sourcing is how to elicit expertise from agents. This is even more difficult when answers cannot be directly verified. A key challenge is that sophisticated agents may strategically withhold effort or information…
Most subjective probability aggregation procedures use a single probability judgment from each expert, even though it is common for experts studying real problems to update their probability estimates over time. This paper advances into…
This papers proposes a generic, high-level methodology for generating forecast combinations that would deliver the optimal linearly combined forecast in terms of the mean-squared forecast error if one had access to two population…
We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…
This paper forges a strong connection between two seemingly unrelated forecasting problems: incentive-compatible forecast elicitation and forecast aggregation. Proper scoring rules are the well-known solution to the former problem. To each…
Reaching some form of consensus is often necessary for autonomous agents that want to coordinate their actions or otherwise engage in joint activities. One way to reach a consensus is by aggregating individual information, such as…
Distributed learning paradigms, such as federated and decentralized learning, allow for the coordination of models across a collection of agents, and without the need to exchange raw data. Instead, agents compute model updates locally based…
The primary goal of a recommender system is often known as "helping users find relevant items", and a lot of recommendation algorithms are proposed accordingly. However, these accuracy-oriented methods usually suffer the problem of…
Distribution-free uncertainty estimation for ensemble methods is increasingly desirable due to the widening deployment of multi-modal black-box predictive models. Conformal prediction is one approach that avoids such distributional…
This paper addresses the problem of rank aggregation, which aims to find a consensus ranking among multiple ranking inputs. Traditional rank aggregation methods are deterministic, and can be categorized into explicit and implicit methods…
Ensembles improve prediction performance and allow uncertainty quantification by aggregating predictions from multiple models. In deep ensembling, the individual models are usually black box neural networks, or recently, partially…