相关论文: Algometrics: Forecasting Under Algorithmic Feedbac…

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Accurate time-series forecasting is crucial in various scientific and industrial domains, yet deep learning models often struggle to capture long-term dependencies and adapt to data distribution shifts over time. We introduce Future-Guided…

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

Time-series forecasting aims to predict future values by modeling temporal dependencies in historical observations. It is a critical component of many real-world systems, where accurate forecasts improve operational efficiency and help…

Machine learning classifiers are probabilistic in nature, and thus inevitably involve uncertainty. Predicting the probability of a specific input to be correct is called uncertainty (or confidence) estimation and is crucial for risk…

We formulate the predicted-updates dynamic model, one of the first beyond-worst-case models for dynamic algorithms, which generalizes a large set of well-studied dynamic models including the offline dynamic, incremental, and decremental…

In the econometrics of financial time series, it is customary to take some parametric model for the data, and then estimate the parameters from historical data. This approach suffers from several problems. Firstly, how is estimation error…

Uncertainty in optimization is often represented as stochastic parameters in the optimization model. In Predict-Then-Optimize approaches, predictions of a machine learning model are used as values for such parameters, effectively…

Economic complexity methods, and in particular relatedness measures, lack a systematic evaluation and comparison framework. We argue that out-of-sample forecast exercises should play this role, and we compare various machine learning models…

Reinforcement learning (RL) has shown promise for decision-making tasks in real-world applications. One practical framework involves training parameterized policy models from an offline dataset and subsequently deploying them in an online…

World models aim to improve robotic decision making by predicting the consequences of actions. However, in practice, their predictions often become unreliable once the robot encounters states outside the training distribution, limiting…

A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms can take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions…

Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a…

Prediction markets aggregate agents' beliefs regarding a future event, where each agent is paid based on the accuracy of its reported belief when compared to the realized outcome. Agents may strategically manipulate the market (e.g., delay…

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

As predictive models are increasingly being deployed to make a variety of consequential decisions, there is a growing emphasis on designing algorithms that can provide recourse to affected individuals. Existing recourse algorithms function…

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Assessing the capabilities and risks of frontier AI systems is a critical area of research, and recent work has shown that repeated sampling from models can dramatically increase both. For instance, repeated sampling has been shown to…