Related papers: Sequential Regression for Continuous Value Predict…

In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Casting session-based or sequential recommendation as reinforcement learning (RL) through reward signals is a promising research direction towards recommender systems (RS) that maximize cumulative profits. However, the direct use of RL…

Predictive Maintenance (PdM) is pivotal in Industry 4.0 and 5.0, proactively enhancing efficiency through accurate equipment Remaining Useful Life (RUL) prediction, thus optimizing maintenance scheduling and reducing unexpected failures and…

Accurately estimating the remaining useful life (RUL) of industrial machinery is beneficial in many real-world applications. Estimation techniques have mainly utilized linear models or neural network based approaches with a focus on short…

Generative recommender systems have recently attracted attention by formulating next-item prediction as an autoregressive sequence generation task. However, most existing methods optimize standard next-token likelihood and implicitly treat…

We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural Networks (e.g. recurrent and convolutional structures), the…

Symbolic Regression (SR) is a well-established framework for generating interpretable or white-box predictive models. Although SR has been successfully applied to create interpretable estimates of the average of the outcome, it is currently…

Deep Q-learning algorithms often suffer from poor gradient estimations with an excessive variance, resulting in unstable training and poor sampling efficiency. Stochastic variance-reduced gradient methods such as SVRG have been applied to…

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Q-learning is a regression-based approach that is widely used to formalize the development of an optimal dynamic treatment strategy. Finite dimensional working models are typically used to estimate certain nuisance parameters, and…

This article presents a new method for forecasting Value at Risk. Convolutional neural networks can do time series forecasting, since they can learn local patterns in time. A simple modification enables them to forecast not the mean, but…

Learning discrete representations with vector quantization (VQ) has emerged as a powerful approach in various generative models. However, most VQ-based models rely on a single, fixed-rate codebook, requiring extensive retraining for new…

Quantum Recurrent Neural Networks (QRNNs) are robust candidates for modelling and predicting future values in multivariate time series. However, the effective implementation of some QRNN models is limited by the need for mid-circuit…

Recommender systems aim to fulfill the user's daily demands. While most existing research focuses on maximizing the user's engagement with the system, it has recently been pointed out that how frequently the users come back for the service…

In many scientific areas, data with quantitative and qualitative (QQ) responses are commonly encountered with a large number of predictors. By exploring the association between QQ responses, existing approaches often consider a joint model…

Quality-Diversity (QD) algorithms have emerged as a powerful optimization paradigm with the aim of generating a set of high-quality and diverse solutions. To achieve such a challenging goal, QD algorithms require maintaining a large archive…

Uncertainty quantification (UQ) is essential for safe deployment of generative AI models such as large language models (LLMs), especially in high stakes applications. Conformal prediction (CP) offers a principled uncertainty quantification…

Graph Neural Networks (GNNs) excel at modeling relational data but face significant challenges in high-stakes domains due to unquantified uncertainty. Conformal prediction (CP) offers statistical coverage guarantees, but existing methods…