Related papers: On context-tree prediction of individual sequences
In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be…
Research into the classification of time series has made enormous progress in the last decade. The UCR time series archive has played a significant role in challenging and guiding the development of new learners for time series…
Generative models are often trained with a next-token prediction objective, yet many downstream applications require the ability to estimate or control sequence-level properties. Next-token prediction can lead to overfitting of local…
We initiate the study of tree structures in the context of scenario-based robust optimization. Specifically, we study Binary Search Trees (BSTs) and Huffman coding, two fundamental techniques for efficiently managing and encoding data based…
We introduce the first global recursive neural parsing model with optimality guarantees during decoding. To support global features, we give up dynamic programs and instead search directly in the space of all possible subtrees. Although…
We consider the problem of locating the source of a network cascade, given a noisy time-series of network data. Initially, the cascade starts with one unknown, affected vertex and spreads deterministically at each time step. The goal is to…
A new Bayesian modelling framework is introduced for piece-wise homogeneous variable-memory Markov chains, along with a collection of effective algorithmic tools for change-point detection and segmentation of discrete time series. Building…
We introduce Hyper-Trees as a novel framework for modeling time series data using gradient boosted trees. Unlike conventional tree-based approaches that forecast time series directly, Hyper-Trees learn the parameters of a target time series…
Modeling and forecasting forward citations to a patent is a central task for the discovery of emerging technologies and for measuring the pulse of inventive progress. Conventional methods for forecasting these forward citations cast the…
The in-context learning capabilities of modern language models have motivated a deeper mathematical understanding of sequence models. A line of recent work has shown that linear attention models can emulate projected gradient descent…
How to predict precise user preference and how to make efficient retrieval from a big corpus are two major challenges of large-scale industrial recommender systems. In tree-based methods, a tree structure T is adopted as index and each item…
This paper is composed of two main results concerning chains of infinite order which are not necessarily continuous. The first one is a decomposition of the transition probability kernel as a countable mixture of unbounded probabilistic…
Motivation: Sequence mapping is the cornerstone of modern genomics. However, most existing sequence mapping algorithms are insufficiently general. Results: We introduce context schemes: a method that allows the unambiguous recognition of a…
Deep neural networks often fail catastrophically by relying on spurious correlations. Most prior work assumes a clear dichotomy into spurious and reliable features; however, this is often unrealistic. For example, most of the time we do not…
Conditional density estimation (CDE) goes beyond regression by modeling the full conditional distribution, providing a richer understanding of the data than just the conditional mean in regression. This makes CDE particularly useful in…
We study contextual chance-constrained programming under decision-dependent uncertainty. In this setting, a decision not only needs to satisfy constraints but also alters the distribution of uncertain outcomes. This dependency makes the…
Stochastic forecasting is critical for efficient decision-making in uncertain systems, such as energy markets and finance, where estimating the full distribution of future scenarios is essential. We propose Diffusion Scenario Tree (DST), a…
We investigate the capacity of transformers to learn algorithms involving their context while solely being trained using next token prediction. We set up Markov chains with random transition matrices and we train transformers to predict the…
Television is an ever-evolving multi billion dollar industry. The success of a television show in an increasingly technological society is a vast multi-variable formula. The art of success is not just something that happens, but is studied,…
The ability of a robot to plan complex behaviors with real-time computation, rather than adhering to predesigned or offline-learned routines, alleviates the need for specialized algorithms or training for each problem instance. Monte Carlo…