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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
MQTransformer: Multi-Horizon Forecasts with Context Depen...
Carson Eisenach, Yagna Patel, Dhruv Madeka · 2020-10-01 · via stat.ML updates on arXiv.org

Recent advances in neural forecasting have produced major improvements in accuracy for probabilistic demand prediction. In this work, we propose novel improvements to the current state of the art by incorporating changes inspired by recent advances in Transformer architectures for Natural Language Processing. We develop a novel decoder-encoder attention for context-alignment, improving forecasting accuracy by allowing the network to study its own history based on the context for which it is producing a forecast. We also present a novel positional encoding that allows the neural network to learn context-dependent seasonality functions as well as arbitrary holiday distances. Finally we show that the current state of the art MQ-Forecaster (Wen et al., 2017) models display excess variability by failing to leverage previous errors in the forecast to improve accuracy. We propose a novel decoder-self attention scheme for forecasting that produces significant improvements in the excess variation of the forecast.