Related papers: Regularized Ensemble Forecasting for Learning Weig…
We present a new framework for the assessment and calibration of medium range ensemble temperature forecasts. The method is based on maximising the likelihood of a simple parametric model for the temperature distribution, and leads to some…
Ensemble learning has been widely recognized as a pivotal technique for boosting predictive performance by combining multiple base models. Nevertheless, conventional margin-based ensemble methods predominantly focus on maximizing the…
We describe various moment-based ensemble interpretation models for the construction of probabilistic temperature forecasts from ensembles. We apply the methods to one year of medium range ensemble forecasts and perform in and out of sample…
We present the checkpoint ensembles method that can learn ensemble models on a single training process. Although checkpoint ensembles can be applied to any parametric iterative learning technique, here we focus on neural networks. Neural…
A common technique to reduce model bias in time-series forecasting is to use an ensemble of predictive models and pool their output into an ensemble forecast. In cases where each predictive model has different biases, however, it is not…
Ensemble weather forecasts enable a measure of uncertainty to be attached to each forecast, by computing the ensemble's spread. However, generating an ensemble with a good spread-error relationship is far from trivial, and a wide range of…
This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…
Although by now the ensemble-based probabilistic forecasting is the most advanced approach to weather prediction, ensemble forecasts still might suffer from lack of calibration and/or display systematic bias, thus require some…
We combine Bayesian prediction and weighted inference as a unified approach to survey inference. The general principles of Bayesian analysis imply that models for survey outcomes should be conditional on all variables that affect the…
Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…
Many organizations face critical decisions that rely on forecasts of binary events. In these situations, organizations often gather forecasts from multiple experts or models and average those forecasts to produce a single aggregate…
Probabilistic load forecasts provide comprehensive information about future load uncertainties. In recent years, many methodologies and techniques have been proposed for probabilistic load forecasting. Forecast combination, a widely…
Addressing the computational challenges inherent in training large-scale deep neural networks remains a critical endeavor in contemporary machine learning research. While previous efforts have focused on enhancing training efficiency…
Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…
Robust methods, though ubiquitous in practice, are yet to be fully understood in the context of regularized estimation and high dimensions. Even simple questions become challenging very quickly. For example, classical statistical theory…
Ensemble learning combines several individual models to obtain a better generalization performance. In this work we present a practical method for estimating the joint power of several classifiers. It differs from existing approaches which…
With the increasing volume of data in the world, the best approach for learning from this data is to exploit an online learning algorithm. Online ensemble methods are online algorithms which take advantage of an ensemble of classifiers to…
Ensemble methods are widely employed to improve generalization in machine learning. This has also prompted the adoption of ensemble learning for the knowledge graph embedding (KGE) models in performing link prediction. Typical approaches to…
The weighted ensemble (WE) method, an enhanced sampling approach based on periodically replicating and pruning trajectories in a set of parallel simulations, has grown increasingly popular for computational biochemistry problems, due in…
Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…