相关论文: Towards Reliable Time Series Forecasting under Fut…

Machine learning models always make a prediction, even when it is likely to be inaccurate. This behavior should be avoided in many decision support applications, where mistakes can have severe consequences. Albeit already studied in 1970,…

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Forecasting irregular time series presents significant challenges due to two key issues: the vulnerability of models to mean regression, driven by the noisy and complex nature of the data, and the limitations of traditional error-based…

Ambiguity is inherently present in many machine learning tasks, but especially for sequential models seldom accounted for, as most only output a single prediction. In this work we propose an extension of the Multiple Hypothesis Prediction…

Current approaches to novelty or anomaly detection are based on deep neural networks. Despite their effectiveness, neural networks are also vulnerable to imperceptible deformations of the input data. This is a serious issue in critical…

Although neural networks (especially deep neural networks) have achieved \textit{better-than-human} performance in many fields, their real-world deployment is still questionable due to the lack of awareness about the limitation in their…

It is not, in general, possible to have access to all variables that determine the behavior of a system. Having identified a number of variables whose values can be accessed, there may still be hidden variables which influence the dynamics…

The application of machine learning based decision making systems in safety critical areas requires reliable high certainty predictions. Reject options are a common way of ensuring a sufficiently high certainty of predictions made by the…

Artificial neural networks will always make a prediction, even when completely uncertain and regardless of the consequences. This obliviousness of uncertainty is a major obstacle towards their adoption in practice. Techniques exist,…

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Safety-critical perception systems require both reliable uncertainty quantification and principled abstention mechanisms to maintain safety under diverse operational conditions. We present a novel dual-threshold conformalization framework…

Time series forecasting is an important and forefront task in many real-world applications. However, most of time series forecasting techniques assume that the training data is clean without anomalies. This assumption is unrealistic since…

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Reversible Instance Normalization (RevIN) is a key technique enabling simple linear models to achieve state-of-the-art performance in time series forecasting. While replacing its non-robust statistics with robust counterparts (termed…

The deployment of pre-trained perception models in novel environments often leads to performance degradation due to distributional shifts. Although recent artificial intelligence approaches for metacognition use logical rules to…

We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…

We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…

This paper provides insight into when, why, and how forecast strategies fail when they are applied to complicated time series. We conjecture that the inherent complexity of real-world time-series data---which results from the dimension,…

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…