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 huber loss


TailedTS: Benchmark Dataset for Heavy-Tailed Time Series Prediction and Periodicity Quantification

arXiv.org Machine Learning

We present TailedTS, a large-scale benchmark dataset derived from Wikipedia hourly page view observations throughout 2024, specifically designed to test time series forecasting models under heavy-tailed, zero-inflated, and non-Gaussian conditions. The dataset comprises approximately 24.69 billion data points spanning roughly 3 million unique Wikipedia pages per month, stored in high-efficiency Apache Parquet format. Wikipedia traffic follows a pronounced power-law distribution where roughly 5% of pages account for over 70% of total page views, creating a natural and rigorous testbed for model robustness against extreme volatility that are absent from or underrepresented in existing benchmarks such as M4, M5, and UCI electricity datasets. TailedTS enables several research tasks. First, we introduce a periodicity quantification framework based on sparse autoregression with sparsity and non-negativity constraints, revealing that frequently-viewed pages exhibit significantly weaker periodic structure than their less-viewed counterparts, showing direct implications for server allocation and traffic forecasting on large digital platforms. Second, we provide standardized prediction benchmarks evaluated under a suite of non-Gaussian loss functions, including $\ell_1$-norm, Huber, quantile, and $\ell_p$-norm losses, demonstrating that standard Gaussian-based estimators degrade substantially on high-volume page categories, while robust alternatives provide consistent gains across all traffic scales. TailedTS is publicly available at https://doi.org/10.5281/zenodo.17070469.



Material

Neural Information Processing Systems

A.1 Data Configuration The inputs to a hydraulic simulation include an elevation map, initial conditions, and the boundary conditions. For a given elevation map, there is an infinite possible combinations of initial and boundary conditions that could potentially realize in future events. It is an interesting question how to automatically configure the most relevant initial and boundary conditions to train on, to get a representation that will be useful in potential future real-world scenarios. We suggest a basic configuration that adequate for the purpose of this paper. These include the water height h Rm m at each pixel and a staggered grid flux q R2 (m 1) (m 1) in each direction x,y.




d5b3d8dadd770c460b1cde910a711987-Paper.pdf

Neural Information Processing Systems

Estimating information from structured data is acentral theme in statistics that by now has found applications in a wide array of disciplines.




Fair Regression under Demographic Parity: A Unified Framework

arXiv.org Machine Learning

We propose a unified framework for fair regression tasks formulated as risk minimization problems subject to a demographic parity constraint. Unlike many existing approaches that are limited to specific loss functions or rely on challenging non-convex optimization, our framework is applicable to a broad spectrum of regression tasks. Examples include linear regression with squared loss, binary classification with cross-entropy loss, quantile regression with pinball loss, and robust regression with Huber loss. We derive a novel characterization of the fair risk minimizer, which yields a computationally efficient estimation procedure for general loss functions. Theoretically, we establish the asymptotic consistency of the proposed estimator and derive its convergence rates under mild assumptions. We illustrate the method's versatility through detailed discussions of several common loss functions. Numerical results demonstrate that our approach effectively minimizes risk while satisfying fairness constraints across various regression settings.