相关论文: Non-collective Calibrating Strategy for Time Serie…

Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective…

Many real-world analytics problems involve two significant challenges: prediction and optimization. Due to the typically complex nature of each challenge, the standard paradigm is predict-then-optimize. By and large, machine learning tools…

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

In this short note, we establish, for the first time, the convergence rate of SOAP, an efficient and popular matrix-based optimizer for training deep neural networks. Our analysis extends to a more general variant of SOAP that admits…

This paper presents a deep learning based model predictive control algorithm for control affine nonlinear discrete time systems with matched and bounded state dependent uncertainties of unknown structure. Since the structure of…

Semi-supervised learning (SSL) has demonstrated high performance in image classification tasks by effectively utilizing both labeled and unlabeled data. However, existing SSL methods often suffer from poor calibration, with models yielding…

Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…

Accurate and robust weather forecasting remains a fundamental challenge due to the inherent spatio-temporal complexity of atmospheric systems. In this paper, we propose a novel self-supervised learning framework that leverages…

Confidence calibration - the process to calibrate the output probability distribution of neural networks - is essential for safety-critical applications of such networks. Recent works verify the link between mis-calibration and overfitting.…

We present an online post-hoc calibration method, called Online Platt Scaling (OPS), which combines the Platt scaling technique with online logistic regression. We demonstrate that OPS smoothly adapts between i.i.d. and non-i.i.d. settings…

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy. However,…

Hierarchical time series forecasting presents unique challenges, particularly when dealing with noisy data that may not perfectly adhere to aggregation constraints. This paper introduces a novel approach to soft coherency in hierarchical…

Modern software-defined networks, such as Open Radio Access Network (O-RAN) systems, rely on artificial intelligence (AI)-powered applications running on controllers interfaced with the radio access network. To ensure that these AI…

Despite the impressive generalization capabilities of deep neural networks, they have been repeatedly shown to be overconfident when they are wrong. Fixing this issue is known as model calibration, and has consequently received much…

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics,…

Accurate load forecasting is critical for reliable and efficient planning and operation of electric power grids. In this paper, we propose a unifying deep learning framework for load forecasting, which includes time-varying feature…

Deep clustering has exhibited remarkable performance; however, the over confidence problem, i.e., the estimated confidence for a sample belonging to a particular cluster greatly exceeds its actual prediction accuracy, has been over looked…

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoTA research…