Accurate prediction of electricity day-ahead prices is essential in competitive electricity markets. Although stationary electricity-price forecasting techniques have received considerable attention, research on non-stationary methods is comparatively scarce, despite the common prevalence of non-stationary features in electricity markets. Specifically, existing non-stationary techniques will often aim to address individual non-stationary features in isolation, leaving aside the exploration of concurrent multiple non-stationary effects. Our overarching objective here is the formulation of a framework to systematically model and forecast non-stationary electricity-price time series, encompassing the broader scope of non-stationary behavior. For this purpose we develop a data-driven model that combines an N-dimensional Langevin equation (LE) with a neural-ordinary differential equation (NODE). The LE captures fine-grained details of the electricity-price behavior in stationary regimes but is inadequate for non-stationary conditions. To overcome this inherent limitation, we adopt a NODE approach to learn, and at the same time predict, the difference between the actual electricity-price time series and the simulated price trajectories generated by the LE. By learning this difference, the NODE reconstructs the non-stationary components of the time series that the LE is not able to capture. We exemplify the effectiveness of our framework using the Spanish electricity day-ahead market as a prototypical case study. Our findings reveal that the NODE nicely complements the LE, providing a comprehensive strategy to tackle both stationary and non-stationary electricity-price behavior. The framework's dependability and robustness is demonstrated through different non-stationary scenarios by comparing it against a range of basic naive methods.

This paper explores the seamless integration of Generative AI (GenAI) and Evolutionary Algorithms (EAs) within the domain of large-scale multi-objective optimization. Focusing on the transformative role of Large Language Models (LLMs), our study investigates the potential of LLM-Assisted Inference to automate and enhance decision-making processes. Specifically, we highlight its effectiveness in illuminating key decision variables in evolutionarily optimized solutions while articulating contextual trade-offs. Tailored to address the challenges inherent in inferring complex multi-objective optimization solutions at scale, our approach emphasizes the adaptive nature of LLMs, allowing them to provide nuanced explanations and align their language with diverse stakeholder expertise levels and domain preferences. Empirical studies underscore the practical applicability and impact of LLM-Assisted Inference in real-world decision-making scenarios.

With the growing adoption of machine learning (ML) systems in areas like law enforcement, criminal justice, finance, hiring, and admissions, it is increasingly critical to guarantee the fairness of decisions assisted by ML. In this paper, we study the tradeoff between fairness and accuracy under the statistical notion of equalized odds. We present a new upper bound on the accuracy (that holds for any classifier), as a function of the fairness budget. In addition, our bounds also exhibit dependence on the underlying statistics of the data, labels and the sensitive group attributes. We validate our theoretical upper bounds through empirical analysis on three real-world datasets: COMPAS, Adult, and Law School. Specifically, we compare our upper bound to the tradeoffs that are achieved by various existing fair classifiers in the literature. Our results show that achieving high accuracy subject to a low-bias could be fundamentally limited based on the statistical disparity across the groups.

As the conversation around using geoengineering to combat climate change intensifies, it is imperative to engage the public and deeply understand their perspectives on geoengineering research, development, and potential deployment. Through a comprehensive data-driven investigation, this paper explores the types of news that captivate public interest in geoengineering. We delved into 30,773 English-language news articles from the BBC and the New York Times, combined with Google Trends data spanning 2018 to 2022, to explore how public interest in geoengineering fluctuates in response to news coverage of broader climate issues. Using BERT-based topic modeling, sentiment analysis, and time-series regression models, we found that positive sentiment in energy-related news serves as a good predictor of heightened public interest in geoengineering, a trend that persists over time. Our findings suggest that public engagement with geoengineering and climate action is not uniform, with some topics being more potent in shaping interest over time, such as climate news related to energy, disasters, and politics. Understanding these patterns is crucial for scientists, policymakers, and educators aiming to craft effective strategies for engaging with the public and fostering dialogue around emerging climate technologies.

This paper explores the efficacy of diffusion-based generative models as neural operators for partial differential equations (PDEs). Neural operators are neural networks that learn a mapping from the parameter space to the solution space of PDEs from data, and they can also solve the inverse problem of estimating the parameter from the solution. Diffusion models excel in many domains, but their potential as neural operators has not been thoroughly explored. In this work, we show that diffusion-based generative models exhibit many properties favourable for neural operators, and they can effectively generate the solution of a PDE conditionally on the parameter or recover the unobserved parts of the system. We propose to train a single model adaptable to multiple tasks, by alternating between the tasks during training. In our experiments with multiple realistic dynamical systems, diffusion models outperform other neural operators. Furthermore, we demonstrate how the probabilistic diffusion model can elegantly deal with systems which are only partially identifiable, by producing samples corresponding to the different possible solutions.

In recent years, the integration of artificial intelligence (AI) and machine learning (ML) with the natural sciences and physical engineering has led to significant advancements, particularly in addressing the complexities of nonlinear partial differential equations (PDE). These equations are fundamental in understanding various physical phenomena, ranging from turbulent fluid dynamics to complicate physico-chemical processes. Within the domain of nonlinear PDE systems lies a rich tapestry of intricate dynamics, including instabilities, multiscale interactions, and chaotic behaviors. To enhance predictive capabilities and design robust control strategies in engineering applications, computational methods are indispensable. These methods, often in the form of numerical solvers, enable the accurate simulation of PDE solutions across spatial and temporal domains. Implicit in these solvers is the concept of the functional-mapping operator, which could iteratively advances the PDE solution functions in time, providing a pathway to explore the evolution of physical systems over extended durations. A distinctive class of machine learning methods has emerged, capable of learning and replicating the behavior of these PDE operators. Recent advancements have seen the proliferation of operator learning methods, each offering unique insights and capabilities.

Real-world time series often exhibit complex interdependencies that cannot be captured in isolation. Global models that model past data from multiple related time series globally while producing series-specific forecasts locally are now common. However, their forecasts for each individual series remain isolated, failing to account for the current state of its neighbouring series. Multivariate models like multivariate attention and graph neural networks can explicitly incorporate inter-series information, thus addressing the shortcomings of global models. However, these techniques exhibit quadratic complexity per timestep, limiting scalability. This paper introduces the Context Neural Network, an efficient linear complexity approach for augmenting time series models with relevant contextual insights from neighbouring time series without significant computational overhead. The proposed method enriches predictive models by providing the target series with real-time information from its neighbours, addressing the limitations of global models, yet remaining computationally tractable for large datasets.

Time series prediction is a fundamental problem in scientific exploration and artificial intelligence (AI) technologies have substantially bolstered its efficiency and accuracy. A well-established paradigm in AI-driven time series prediction is injecting physical knowledge into neural networks through signal decomposition methods, and sustaining progress in numerous scenarios has been reported. However, we uncover non-negligible evidence that challenges the effectiveness of signal decomposition in AI-based time series prediction. We confirm that improper dataset processing with subtle future label leakage is unfortunately widely adopted, possibly yielding abnormally superior but misleading results. By processing data in a strictly causal way without any future information, the effectiveness of additional decomposed signals diminishes. Our work probably identifies an ingrained and universal error in time series modeling, and the de facto progress in relevant areas is expected to be revisited and calibrated to prevent future scientific detours and minimize practical losses.

Machine learning interatomic potentials (MLIPs) have introduced a new paradigm for atomic simulations. Recent advancements have seen the emergence of universal MLIPs (uMLIPs) that are pre-trained on diverse materials datasets, providing opportunities for both ready-to-use universal force fields and robust foundations for downstream machine learning refinements. However, their performance in extrapolating to out-of-distribution complex atomic environments remains unclear. In this study, we highlight a consistent potential energy surface (PES) softening effect in three uMLIPs: M3GNet, CHGNet, and MACE-MP-0, which is characterized by energy and force under-prediction in a series of atomic-modeling benchmarks including surfaces, defects, solid-solution energetics, phonon vibration modes, ion migration barriers, and general high-energy states. We find that the PES softening behavior originates from a systematic underprediction error of the PES curvature, which derives from the biased sampling of near-equilibrium atomic arrangements in uMLIP pre-training datasets. We demonstrate that the PES softening issue can be effectively rectified by fine-tuning with a single additional data point. Our findings suggest that a considerable fraction of uMLIP errors are highly systematic, and can therefore be efficiently corrected. This result rationalizes the data-efficient fine-tuning performance boost commonly observed with foundational MLIPs. We argue for the importance of a comprehensive materials dataset with improved PES sampling for next-generation foundational MLIPs.

This work proposes a time series prediction method based on the kernel view of linear reservoirs. In particular, the time series motifs of the reservoir kernel are used as representational basis on which general readouts are constructed. We provide a geometric interpretation of our approach shedding light on how our approach is related to the core reservoir models and in what way the two approaches differ. Empirical experiments then compare predictive performances of our suggested model with those of recent state-of-art transformer based models, as well as the established recurrent network model - LSTM. The experiments are performed on both univariate and multivariate time series and with a variety of prediction horizons. Rather surprisingly we show that even when linear readout is employed, our method has the capacity to outperform transformer models on univariate time series and attain competitive results on multivariate benchmark datasets. We conclude that simple models with easily controllable capacity but capturing enough memory and subsequence structure can outperform potentially over-complicated deep learning models. This does not mean that reservoir motif based models are preferable to other more complex alternatives - rather, when introducing a new complex time series model one should employ as a sanity check simple, but potentially powerful alternatives/baselines such as reservoir models or the models introduced here.