相关论文: Mixture Experts with Test-Time Self-Supervised Agg…

Industrial recommender systems critically depend on high-quality ranking models. However, traditional pipelines still rely on manual feature engineering and scenario-specific architectures, which hinder cross-scenario transfer and…

Graph data are inherently complex and heterogeneous, leading to a high natural diversity of distributional shifts. However, it remains unclear how to build machine learning architectures that generalize to the complex distributional shifts…

Self-supervised representation learning methods have achieved significant success in computer vision and natural language processing, where data samples exhibit explicit spatial or semantic dependencies. However, applying these methods to…

In medical real-world study (RWS), how to fully utilize the fragmentary and scarce information in model training to generate the solid diagnosis results is a challenging task. In this work, we introduce a novel multi-instance neural…

Obtaining high-quality labels is costly, whereas unlabeled covariates are often abundant, motivating semi-supervised inference methods with reliable uncertainty quantification. Prediction-powered inference (PPI) leverages a machine-learning…

We consider estimation of the target population average treatment effect (TATE) when outcome information is unavailable. Instead, we observe the outcome in multiple source populations and wish to combine the treatment effects therein to…

Test-time adaptation (TTA) seeks to tackle potential distribution shifts between training and test data by adapting a given model w.r.t. any test sample. Although recent TTA has shown promising performance, we still face two key challenges:…

Tabular Foundation Models have recently established the state of the art in supervised tabular learning, by leveraging pretraining to learn generalizable representations of numerical and categorical structured data. However, they lack…

In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…

In recent years, deep or reinforcement learning approaches have been applied to optimise investment portfolios through learning the spatial and temporal information under the dynamic financial market. Yet in most cases, the existing…

Deep neural network models have demonstrated their effectiveness in classifying multi-label data from various domains. Typically, they employ a training mode that combines mini-batches with optimizers, where each sample is randomly selected…

Recent successes suggest that parameter-efficient fine-tuning of foundation models as the state-of-the-art method for transfer learning in vision, replacing the rich literature of alternatives such as meta-learning. In trying to harness the…

Models trained on semantically related datasets and tasks exhibit comparable inter-sample relations within their latent spaces. We investigate in this study the aggregation of such latent spaces to create a unified space encompassing the…

For supervised learning with tabular data, decision tree ensembles produced via boosting techniques generally dominate real-world applications involving iid training/test sets. However for graph data where the iid assumption is violated due…

Traditional machine learning assumes samples in tabular data to be independent and identically distributed (i.i.d). This assumption may miss useful information within and between sample relationships in representation learning. This paper…

It is valuable for any decision maker to know the impact of decisions (treatments) on average and for subgroups. The causal machine learning literature has recently provided tools for estimating group average treatment effects (GATE) to…

We introduce \underline{F}actor-\underline{A}ugmented \underline{Ma}trix \underline{R}egression (FAMAR) to address the growing applications of matrix-variate data and their associated challenges, particularly with high-dimensionality and…

Multivariate time series forecasts are widely used, such as industrial, transportation and financial forecasts. However, the dominant frequencies in time series may shift with the evolving spectral distribution of the data. Traditional…

Deep learning models suffer from catastrophic forgetting when learning new tasks incrementally. Incremental learning has been proposed to retain the knowledge of old classes while learning to identify new classes. A typical approach is to…

The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series…