Accurate time-series forecasting is essential across a multitude of scientific and industrial domains, yet deep learning models often struggle with challenges such as capturing long-term dependencies and adapting to drift in data distributions over time. We introduce Future-Guided Learning, an approach that enhances time-series event forecasting through a dynamic feedback mechanism inspired by predictive coding. Our approach involves two models: a detection model that analyzes future data to identify critical events and a forecasting model that predicts these events based on present data. When discrepancies arise between the forecasting and detection models, the forecasting model undergoes more substantial updates, effectively minimizing surprise and adapting to shifts in the data distribution by aligning its predictions with actual future outcomes. This feedback loop, drawing upon principles of predictive coding, enables the forecasting model to dynamically adjust its parameters, improving accuracy by focusing on features that remain relevant despite changes in the underlying data. We validate our method on a variety of tasks such as seizure prediction in biomedical signal analysis and forecasting in dynamical systems, achieving a 40\% increase in the area under the receiver operating characteristic curve (AUC-ROC) and a 10\% reduction in mean absolute error (MAE), respectively. By incorporating a predictive feedback mechanism that adapts to data distribution drift, Future-Guided Learning offers a promising avenue for advancing time-series forecasting with deep learning.

Representation learning of Text-Attributed Graphs (TAGs) has garnered significant attention due to its applications in various domains, including recommendation systems and social networks. Despite advancements in TAG learning methodologies, challenges remain in explainability due to the black-box nature of existing TAG representation learning models. This paper presents TAGExplainer, the first method designed to generate natural language explanations for TAG learning. TAGExplainer employs a generative language model that maps input-output pairs to explanations reflecting the model's decision-making process. To address the lack of annotated ground truth explanations in real-world scenarios, we propose first generating pseudo-labels that capture the model's decisions from saliency-based explanations, then the pseudo-label generator is iteratively trained based on three training objectives focusing on faithfulness and brevity via Expert Iteration, to improve the quality of generated pseudo-labels. The high-quality pseudo-labels are finally utilized to train an end-to-end explanation generator model. Extensive experiments are conducted to demonstrate the effectiveness of TAGExplainer in producing faithful and concise natural language explanations.

We consider reinforcement learning (RL) for a class of problems with bagged decision times. A bag contains a finite sequence of consecutive decision times. The transition dynamics are non-Markovian and non-stationary within a bag. Further, all actions within a bag jointly impact a single reward, observed at the end of the bag. Our goal is to construct an online RL algorithm to maximize the discounted sum of the bag-specific rewards. To handle non-Markovian transitions within a bag, we utilize an expert-provided causal directed acyclic graph (DAG). Based on the DAG, we construct the states as a dynamical Bayesian sufficient statistic of the observed history, which results in Markovian state transitions within and across bags. We then frame this problem as a periodic Markov decision process (MDP) that allows non-stationarity within a period. An online RL algorithm based on Bellman-equations for stationary MDPs is generalized to handle periodic MDPs. To justify the proposed RL algorithm, we show that our constructed state achieves the maximal optimal value function among all state constructions for a periodic MDP. Further we prove the Bellman optimality equations for periodic MDPs. We evaluate the proposed method on testbed variants, constructed with real data from a mobile health clinical trial.

If sentiment analysis tools were valid classifiers, one would expect them to provide comparable results for sentiment classification on different kinds of corpora and for different languages. In line with results of previous studies we show that sentiment analysis tools disagree on the same dataset. Going beyond previous studies we show that the sentiment tool used for sentiment annotation can even be predicted from its outcome, revealing an algorithmic bias of sentiment analysis. Based on Twitter, Wikipedia and different news corpora from the English, German and French languages, our classifiers separate sentiment tools with an averaged F1-score of 0.89 (for the English corpora). We therefore warn against taking sentiment annotations as face value and argue for the need of more and systematic NLP evaluation studies.

To support real-world decision-making, it is crucial for models to be well-calibrated, i.e., to assign reliable confidence estimates to their predictions. Uncertainty quantification is particularly important in personalized federated learning (PFL), as participating clients typically have small local datasets, making it difficult to unambiguously determine optimal model parameters. Bayesian PFL (BPFL) methods can potentially enhance calibration, but they often come with considerable computational and memory requirements due to the need to track the variances of all the individual model parameters. Furthermore, different clients may exhibit heterogeneous uncertainty levels owing to varying local dataset sizes and distributions. To address these challenges, we propose LR-BPFL, a novel BPFL method that learns a global deterministic model along with personalized low-rank Bayesian corrections. To tailor the local model to each client's inherent uncertainty level, LR-BPFL incorporates an adaptive rank selection mechanism. We evaluate LR-BPFL across a variety of datasets, demonstrating its advantages in terms of calibration, accuracy, as well as computational and memory requirements.

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This dynamic market presents significant opportunities and risks, highlighting the need for accurate price prediction models to manage volatility. This chapter comprehensively reviews machine learning (ML) techniques applied to cryptocurrency price prediction from 2014 to 2024. We explore various ML algorithms, including linear models, tree-based approaches, and advanced deep learning architectures such as transformers and large language models. Additionally, we examine the role of sentiment analysis in capturing market sentiment from textual data like social media posts and news articles to anticipate price fluctuations. With expertise in optimizing complex systems and processes, industrial engineers are pivotal in enhancing these models. They contribute by applying principles of process optimization, efficiency, and risk mitigation to improve computational performance and data management. This chapter highlights the evolving landscape of cryptocurrency price prediction, the integration of emerging technologies, and the significant role of industrial engineers in refining predictive models. By addressing current limitations and exploring future research directions, this chapter aims to advance the development of more accurate and robust prediction systems, supporting better-informed investment decisions and more stable market behavior.

Predictive maintenance of railway infrastructure, especially railroads, is essential to ensure safety. However, accurate prediction of crack evolution represents a major challenge due to the complex interactions between intrinsic and external factors, as well as measurement uncertainties. Effective modeling requires a multidimensional approach and a comprehensive understanding of these dynamics and uncertainties. Motivated by an industrial use case based on collected real data containing measured crack lengths, this paper introduces a robust Bayesian multi-horizon approach for predicting the temporal evolution of crack lengths on rails. This model captures the intricate interplay between various factors influencing crack growth. Additionally, the Bayesian approach quantifies both epistemic and aleatoric uncertainties, providing a confidence interval around predictions. To enhance the model's reliability for railroad maintenance, specific constraints are incorporated. These constraints limit non-physical crack propagation behavior and prioritize safety. The findings reveal a trade-off between prediction accuracy and constraint compliance, highlighting the nuanced decision-making process in model training. This study offers insights into advanced predictive modeling for dynamic temporal forecasting, particularly in railway maintenance, with potential applications in other domains.

Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification. We propose predictive variational inference (PVI): a general inference framework that seeks and samples from an optimal posterior density such that the resulting posterior predictive distribution is as close to the true data generating process as possible, while this this closeness is measured by multiple scoring rules. By optimizing the objective, the predictive variational inference is generally not the same as, or even attempting to approximate, the Bayesian posterior, even asymptotically. Rather, we interpret it as implicit hierarchical expansion. Further, the learned posterior uncertainty detects heterogeneity of parameters among the population, enabling automatic model diagnosis. This framework applies to both likelihood-exact and likelihood-free models. We demonstrate its application in real data examples.

Accurate uncertainty quantification for causal effects is essential for robust decision making in complex systems, but remains challenging in non-parametric settings. One promising framework represents conditional distributions in a reproducing kernel Hilbert space and places Gaussian process priors on them to infer posteriors on causal effects, but requires restrictive nuclear dominant kernels and approximations that lead to unreliable uncertainty estimates. In this work, we introduce a method, IMPspec, that addresses these limitations via a spectral representation of the Hilbert space. We show that posteriors in this model can be obtained explicitly, by extending a result in Hilbert space regression theory. We also learn the spectral representation to optimise posterior calibration. Our method achieves state-of-the-art performance in uncertainty quantification and causal Bayesian optimisation across simulations and a healthcare application.

Perturbation experiments allow biologists to discover causal relationships between variables of interest, but the sparsity and high dimensionality of these data pose significant challenges for causal structure learning algorithms. Biological knowledge graphs can bootstrap the inference of causal structures in these situations, but since they compile vastly diverse information, they can bias predictions towards well-studied systems. Alternatively, amortized causal structure learning algorithms encode inductive biases through data simulation and train supervised models to recapitulate these synthetic graphs. However, realistically simulating biology is arguably even harder than understanding a specific system. In this work, we take inspiration from both strategies and propose an amortized algorithm for refining domain knowledge, based on data observations. On real and synthetic datasets, we show that our approach outperforms baselines in recovering ground truth causal graphs and identifying errors in the prior knowledge with limited interventional data.