A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Paper introduces conformal prediction for reliable uncertainty quantification in landmark localization.
Multi-output prediction deals with the prediction of several targets of possibly diverse types. One way to address this problem is the so called problem transformation method. This method is often used in multi-label learning, but can also be used for multi-output prediction due to its generality and simplicity. In thi…
Unified study of nine multi-output conformal methods with generalized scores.
The paper develops exact and approximate conformal inference methods for multi-output regression.
This study compares multivariate vs univariate machine learning for multi-output regression.
Multi-output learning aims to simultaneously predict multiple outputs given an input. It is an important learning problem due to the pressing need for sophisticated decision making in real-world applications. Inspired by big data, the 4Vs characteristics of multi-output imposes a set of challenges to multi-output learn…
In its simplest form, the traffic flow prediction problem is restricted to predicting a single time-step into the future. Multi-step traffic flow prediction extends this set-up to the case where predicting multiple time-steps into the future based on some finite history is of interest. This problem is significantly mor…
Optimistic bounds for multi-output learning using self-bounding Lipschitz condition.
Proposes a deep tree-ensemble model for multi-output prediction.
New method improves calibration in multi-output probabilistic models.
Enhances robustness of MOGP regression for multiple correlated outputs.
We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in all likelihoods as latent functions. Our multi-output Gaussian process uses a c…
Multi-output regression seeks to borrow strength and leverage commonalities across different but related outputs in order to enhance learning and prediction accuracy. A fundamental assumption is that the output/group membership labels for all observations are known. This assumption is often violated in real application…
MO-GP models fill gaps in biophysical data with across-domain info transfer.
The paper presents a novel approach to multi-output regression using probabilistic circuits.
Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations across the multiple outputs. While model estimation can be performed efficiently for …
Multi-output Gaussian processes (MOGPs) are an extension of Gaussian Processes (GPs) for predicting multiple output variables (also called channels, tasks) simultaneously. In this paper we use the convolution theorem to design a new kernel for MOGPs, by modeling cross channel dependencies through cross convolution of t…
Gaussian process model for vector-valued function has been shown to be useful for multi-output prediction. The existing method for this model is to re-formulate the matrix-variate Gaussian distribution as a multivariate normal distribution. Although it is effective in many cases, re-formulation is not always workable a…
We construct flexible likelihoods for multi-output Gaussian process models that leverage neural networks as components. We make use of sparse variational inference methods to enable scalable approximate inference for the resulting class of models. An attractive feature of these models is that they can admit analytic pr…
Single model predicts multiple subnetworks for robustness.
Parallel gradient boosting speeds up multi-output regression.
Develops a scalable model for drug combination prediction in cancer.
Proposes GPLFR for predicting high-dimensional outputs with few data.
DeepICMGP surrogate models multiple outputs efficiently.
Safe active learning for multi-output Gaussian processes reduces data acquisition costs and ensures safety.
A new method for decision-focused learning reduces computational cost.
Optimal transport improves multivariate prediction uncertainty quantification.
Lung cancer is the leading cause of cancer-related death worldwide. Early diagnosis of pulmonary nodules in Computed Tomography (CT) chest scans provides an opportunity for designing effective treatment and making financial and care plans. In this paper, we consider the problem of diagnostic classification between beni…
A latent function decomposition method is proposed for forecasting the capacity of lithium-ion battery cells. The method uses the Multi-Output Gaussian Process, a generative machine learning framework for multi-task and transfer learning. The MCGP decomposes the available capacity trends from multiple battery cells int…
Multi-Output Dependence (MOD) learning is a generalization of standard classification problems that allows for multiple outputs that are dependent on each other. A primary issue that arises in the context of MOD learning is that for any given input pattern there can be multiple correct output patterns. This changes the…
Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have limited representational power. We present the Gaussian Process Autoregressive Regr…
Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output Gaussian process is that it can be used as a generative model for vector-valued rando…
A new model combines Gaussian processes with collaborative filtering for uncertainty-aware recommendations.
Multi-output inference tasks, such as multi-label classification, have become increasingly important in recent years. A popular method for multi-label classification is classifier chains, in which the predictions of individual classifiers are cascaded along a chain, thus taking into account inter-label dependencies and…
Proposes SHORE model for efficient MOR with sparsity and scalability.
In many forecasting applications, it is valuable to predict not only the value of a signal at a certain time point in the future, but also the values leading up to that point. This is especially true in clinical applications, where the future state of the patient can be less important than the patient's overall traject…
This paper introduces early exits in neural networks for faster inference.
Proposes a flexible MGP model for dynamic, sparse correlations.
New kernel models multi-output Gaussian processes accurately.
Optimal algorithms identify non-dominated arms in multi-output linear bandit models.
The paper explores dynamic ensembles for multi-step forecasting.
This paper introduces a multi-output Gaussian process for censored data.
We present MOGPTK, a Python package for multi-channel data modelling using Gaussian processes (GP). The aim of this toolkit is to make multi-output GP (MOGP) models accessible to researchers, data scientists, and practitioners alike. MOGPTK uses a Python front-end, relies on the GPflow suite and is built on a TensorFlo…
The study addresses negative transfer in multi-output Gaussian processes by proposing latent structures.
Accurate and reliable travel time predictions in public transport networks are essential for delivering an attractive service that is able to compete with other modes of transport in urban areas. The traditional application of this information, where arrival and departure predictions are displayed on digital boards, is…
We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of distribution calibration, and demonstrate its advantages over the existing defin…
This paper aims to decrease the time complexity of multi-output relevance vector regression from O(VM^3) to O(V^3+M^3), where V is the number of output dimensions, M is the number of basis functions, and V<M. The experimental results demonstrate that the proposed method is more competitive than the existing method, wit…
Enhances fairness in multi-output models using optimal transport.