We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time. The parameters of the model are recovered within a deep learning framework, which makes it possible to retain a transparent parametric structure while simultaneously accounting for complex and nonstationary patterns in the observed phenomenon. Our analysis covers two specifications of the noise process. Besides the standard Gaussian setting, we also consider Laplace-distributed noise, which can offer a more adequate description in the presence of heavier tails and sharper local fluctuations. For both cases, we formulate the predictive scheme of the model and analyze the associated uncertainty quantification, including the construction of prediction intervals. The results illustrate that a relatively simple model, when combined with time-dependent parameter estimation, can serve as a mathematically tractable and practically flexible tool for forecasting complex dynamics under different noise assumptions. The general model is stated for TVAR($p$), while the prediction-interval formulas and the numerical experiments are developed for the TVAR(1) case.

Probabilistic Circuits (PCs) are a promising avenue for probabilistic modeling. They combine advantages of probabilistic graphical models (PGMs) with those of neural networks (NNs). Crucially, however, they are tractable probabilistic models, supporting efficient and exact computation of many probabilistic inference queries, such as marginals and MAP. Further, since PCs are structured computation graphs, they can take advantage of deep-learning-style parameter updates, which greatly improves their scalability. However, this innovation also makes PCs prone to overfitting, which has been observed in many standard benchmarks. Despite the existence of abundant regularization techniques for both PGMs and NNs, they are not effective enough when applied to PCs.

Laplace learning algorithms for graph-based semi-supervised learning have been shown to produce degenerate predictions at low label rates and in imbalanced class regimes, particularly near class boundaries. We propose CutSSL: a framework for graph-based semi-supervised learning based on continuous nonconvex quadratic programming, which provably obtains \emph{integer} solutions. Our framework is naturally motivated by an \emph{exact} quadratic relaxation of a cardinality-constrained minimum-cut graph partitioning problem. Furthermore, we show our formulation is related to an optimization problem whose approximate solution is the mean-shifted Laplace learning heuristic, thus providing new insight into the performance of this heuristic. We demonstrate that CutSSL significantly surpasses the current state-of-the-art on k-nearest neighbor graphs and large real-world graph benchmarks across a variety of label rates, class imbalance, and label imbalance regimes.

Neural Information Processing Systems http://nips.cc/

As machine learning models in critical fields increasingly grapple with multi-modal data, they face the dual challenges of handling a wide array of modalities, often incomplete due to missing elements, and the temporal irregularity and sparsity of collected samples. Successfully leveraging this complex data, while overcoming the scarcity of high-quality training samples, is key to improving these models' predictive performance. We introduce "FuseMoE", a mixture-of-experts framework incorporated with an innovative gating function. Designed to integrate a diverse number of modalities, FuseMoE is effective in managing scenarios with missing modalities and irregularly sampled data trajectories. Theoretically, our unique gating function contributes to enhanced convergence rates, leading to better performance in multiple downstream tasks. The practical utility of FuseMoE in the real world is validated by a diverse set of challenging prediction tasks.

Neural Information Processing Systems http://nips.cc/

Convex Optimizationwithout Projection Steps.arXivmath.OC, August 2011.

Let t(s, a)= Q(s, a) ˆQ (s, a)andFt(s, a)= rpeer+ maxb2 AQ(s0,b) ˆQ (s, a). In(A4), we robust DQNalgorithmwithpeersampling, inwhichtheoriginlossis`((s, a), y), also calibrated.