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Decision-focused learning for optimal PV-Battery scheduling
Depoortere, Joris, Kazmi, Hussain, Driesen, Johan
The use of residential photovoltaics has increased dramatically in recent years. With battery systems becoming more affordable, the optimal operation of a photovoltaic-battery system can bring significant savings to households. Optimal control requires correct forecasts of underlying parameters, such as photovoltaic power generation, to schedule the battery. While forecasting models have become increasingly accurate due to algorithmic advances and data availability, accuracy is typically measured in generic metrics which might not align with the downstream application. This study proposes a decision-focused learning framework that integrates optimization and prediction by training a Long Short-Term Memory photovoltaic energy forecaster on the downstream optimal scheduling of a battery system. The proposed methodology is compared against a standard two-phase approach. Across a 14-month evaluation period, the decision-focused method reduced average electricity costs across twenty buildings by 3.6% when normalized against performance bounds defined by a perfect forecast and a baseline of no optimization. Critically, this financial improvement was achieved despite the model exhibiting a root mean squared error of 19.9%, significantly higher than the decoupled model's 8.2%. Warm-starting the decision-focused model further improves results, lowering average cost by approximately 8%, while also mitigating the negative impact on statistical accuracy (root mean squared error of 13.7%). The findings are statistically significant at the 0.001 level across the twenty households and for each household individually. These results demonstrate that aligning forecast models with optimization goals is key for achieving cost advantages in PV-battery systems. Future research should replicate these findings on other datasets, alternate forecasting models and alternate optimization algorithms.
Bridging Maximum Likelihood and Optimal Transport for Efficient Inference and Model Selection in Stochastic Block Models
Queric, Simon, Vincent-Cuaz, Cรฉdric, Bouveyron, Charles, Corneli, Marco
We study inference in stochastic block models (SBMs) through the lens of optimal transport (OT). We first establish that maximum likelihood variational inference (MLVI) can be interpreted as a semi-relaxed Gromov-Wasserstein (srGW) projection with entropic regularization. While this formulation yields accurate clustering, the entropic regularization prevents transport plans to be sparse, hindering intrinsic model selection. Consequently, we investigate unregularized srGW estimators, and prove that they consistently recover both the SBM connectivity matrix and latent cluster assignments in the asymptotic regime. However, this asymptotic property does not translate into reliable model selection in finite samples, and calls for additional mechanisms to promote sparsity in the inferred cluster proportions. We empirically show that such a regularized formulation yields estimators that simultaneously recover model parameters and select the number of clusters in a single optimization problem, thereby avoiding costly grid search or heuristic model selection procedures.
Conservative neural posterior estimation via distributionally robust training
Laplante, William, Hikida, Yuga, Dellaporta, Charita, Briol, Franรงois-Xavier, Bharti, Ayush
Simulation-based inference (SBI; Cranmer et al., 2020) is a powerful framework for inferring parameters of scientific models whose likelihood functions are unavailable or computationally prohibitive to evaluate, but for which simulating data is straightforward. The use of flexible neural conditional density estimators has substantially expanded the applicability of SBI to challenging problems, especially in fields such as particle physics (Brehmer, 2021), cognitive neuroscience (Fengler et al., 2021), economics (Dyer et al., 2024) and cosmology (Alsing et al., 2018; Jeffrey et al., 2021). Neural SBI methods rely on simulations from the scientific model to approximate intractable quantities such as the posterior, the likelihood, the likelihood-to-evidence ratio, or the score function; see Zammit-Mangion et al. (2024) for a recent review. In this work, we focus on the widely used neural posterior estimation (NPE) method (Papamakarios and Murray, 2016; Radev et al., 2022). A central practical limitation of NPE is the simulation budget required to train the conditional density estimator. As many scientific simulators are expensive to run, generating a sufficiently large training set is often the main computational bottleneck.
Optimal ridge regularization revisited
Timmermans, Jack, Alvarez, Sergio A.
We consider $L^2$-regularized linear (ridge) regression over a finite data sample $X$ with bounded covariance and linear prediction targets $y$ with additive isotropic noise of finite variance. We present an iterative procedure to compute the optimal regularization strength numerically from the generative parameters in the fixed-$X$ setting and prove its convergence at limited noise levels. Our experimental evaluation over synthetic data shows that the proposed procedure combined with sample-based parameter estimates attains near-optimal random-$X$ generalization across a wide range of sample sizes, aspect ratios, and noise levels, at an added computational cost equivalent to one preliminary ridge regression in the underparameterized regime and two in the overparameterized case.
Beyond Lipschitz: Data-Driven Robustness via Discrete Modulus of Continuity
Dรถlz, Jรผrgen, Multerer, Michael, Palma, Michele
Robustness of neural networks is commonly quantified via local or global Lipschitz constants. However, Lipschitz continuity can be overly coarse or overly restrictive as global robustness measure, failing to capture nuanced, data-dependent behavior. We propose a data-driven, architecture-agnostic framework based on the discrete modulus of continuity (DMOC), a non linear generalization of Lipschitz continuity that provides a finer notion of robustness. Unlike many existing approaches, DMOC does not require access to model internals and instead evaluates regularity relative to the data distribution. This shifts the focus from the model to the data, which provide a data-driven baseline of regularity against which the network's robustness is assessed. We establish convergence results for DMOC-induced seminorms with explicit data-driven rates in terms of the separation distance, and introduce a scalable minibatch algorithm that reduces the quadratic cost of exact computation, enabling application to large-scale data sets such as ImageNet. Empirically, DMOC serves as an architecture independent diagnostic: it distinguishes trained from untrained networks, reveals underfitting and overfitting regimes, and yields, as a special case, tight Lipschitz estimates comparable to state-of-the-art method such as ECLipsE and ECLipsE-fast.
Deep Neural Networks for Doubly Robust Estimation with Nonprobability Survey Samples
Dai, Yufang, Luo, Shihua, Lou, Wendy, Wang, Zilin, Lu, Xuewen
Integrating probability and nonprobability survey samples is an important problem in modern survey sampling. Nonprobability samples often contain rich outcome information but may lack population representativeness, whereas probability samples provide design-based auxiliary information but may not contain the study variable. We propose a deep neural network (DNN)-assisted doubly robust framework for estimating the finite population mean from these two data sources. The proposed method models the logit sampling score for the nonprobability sample as an unknown nonparametric function and estimates it by maximizing a pseudo-likelihood that combines information from the nonprobability sample and a reference probability sample. The DNN parameters are optimized using the ADAM algorithm. The resulting DNN-estimated sampling scores are incorporated into a DNN-assisted inverse-probability weighted estimator and a deep doubly robust estimator. We establish consistency and convergence rates under regularity conditions and evaluate the finite-sample performance of the proposed estimators through simulation studies and an empirical application using Pew Research Center and Behavioral Risk Factor Surveillance System data. The results suggest that the proposed estimators can improve robustness to parametric propensity-score misspecification, especially when the true selection mechanism is nonlinear.
Principled Algorithms for Optimizing Generalized Metrics in Multi-Label Learning
Many real-world classification tasks require predicting multiple labels per instance, necessitating the optimization of complex evaluation metrics such as the $F$-measure and Jaccard index. While the Empirical Utility Maximization (EUM) framework is natural for these population-level metrics, existing theoretical results are largely limited to asymptotic Bayes-consistency. In this paper, we develop principled learning algorithms for optimizing a broad class of generalized metrics within the EUM framework, grounded in the stronger notion of $H$-consistency. Our key contribution is the design of novel surrogate loss functions for multi-label learning that admit provable $H$-consistency bounds, enabling optimization with non-asymptotic guarantees tailored to the hypothesis class and finite samples. Crucially, we prove these combinatorially formulated surrogates decompose exactly, operating in strictly $O(l)$ time without approximations. Building on this foundation, we introduce MMO (Multi-Label Metric Optimization), a new family of algorithms for optimizing generalized linear-fractional metrics. We validate our approach through extensive experiments, demonstrating robust scalability and superior performance over state-of-the-art continuous baselines on large-scale datasets (MS-COCO, Reuters-21578) in high-sparsity, deep learning regimes. Our results offer both theoretical rigor and practical effectiveness for general multi-label metric optimization.
The General Theory of Localization Methods
This paper proposes a general machine learning framework called the localization method, which is fundamentally built on two core concepts: localization kernels and local means -- key components that underpin the self-attention mechanism. To establish a rigorous theoretical foundation, the framework is formally defined through two essential pillars: the formulation of the local(-ized) model and the localization trick. We systematically investigate the connections between the localization method and a wide range of existing machine learning models/methods, including (but not limited to) kernel methods, lazy learning, the MeanShift algorithm, relaxation labeling, Hopfield networks, local linear embedding (LLE), fuzzy inference, and denoising autoencoders (DAEs). By dissecting these relationships, we clarify the broader theoretical significance of the localization method and demonstrate its practical applicability across diverse machine learning tasks. Furthermore, we explore advanced extensions of the framework, such as adaptive kernels, hierarchical local models, and non-local models. Notably, we show that the Transformer -- a cornerstone of modern sequence modeling -- can be constructed using hierarchical local models, revealing the ability of the localization method to unify and generalize state-of-the-art architectures. This work not only provides a unified theoretical lens to reinterpret existing models but also offers new methodological tools for designing flexible, data-adaptive learning systems.
We analysed thousands of Trump's posts - here's what we found
We analysed thousands of Trump's posts - here's what we found In 2026, Donald Trump's use of social media has escalated. The BBC sifted through thousands of posts on his platform Truth Social to analyse what the President has been saying and when. What was the busiest day? When are the busiest hours? What type of content does President Trump share?
Paul McCartney on playing guitar with Paul Mescal: 'He knew it better than I did!'
Paul McCartney on playing guitar with Paul Mescal: 'He knew it better than I did!' Hey, I know you! exclaims Paul McCartney, gripping my hand as we walk into his office in central London. And while I'm realistic enough to know he doesn't really hold treasured memories of our previous encounters, I'm impressed by his ability to defuse the tension of Meeting A Beatle. We gather in Soho at lunchtime. Instead of Wild Honey Pie or Savoy Truffle, McCartney has opted for a simple bagel (topping: a terrifying blend of Marmite and hummus), which he prepared in a kitchenette next to his assistant's desk. As he eats, he scans a printed list of film titles - mainly vintage comedies - looking for something to play at his family movie night.