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Operator Learning for Smoothing and Forecasting

arXiv.org Machine Learning

Machine learning has opened new frontiers in purely data-driven algorithms for data assimilation in, and for forecasting of, dynamical systems; the resulting methods are showing some promise. However, in contrast to model-driven algorithms, analysis of these data-driven methods is poorly developed. In this paper we address this issue, developing a theory to underpin data-driven methods to solve smoothing problems arising in data assimilation and forecasting problems. The theoretical framework relies on two key components: (i) establishing the existence of the mapping to be learned; (ii) the properties of the operator learning architecture used to approximate this mapping. By studying these two components in conjunction, we establish novel universal approximation theorems for purely data driven algorithms for both smoothing and forecasting of dynamical systems. We work in the continuous time setting, hence deploying neural operator architectures. The theoretical results are illustrated with experiments studying the Lorenz `63, Lorenz `96 and Kuramoto-Sivashinsky dynamical systems.


Evidential Stochastic Differential Equations for Time-Aware Sequential Recommendation

Neural Information Processing Systems

Sequential recommender systems are designed to capture users' evolving interests over time. Existing methods typically assume a uniform time interval among consecutive user interactions and may not capture users' continuously evolving behavior in the short and long term. In reality, the actual time intervals of user interactions vary dramatically. Consequently, as the time interval between interactions increases, so does the uncertainty in user behavior. Intuitively, it is beneficial to establish a correlation between the interaction time interval and the model uncertainty to provide effective recommendations. To this end, we formulate a novel Evidential Neural Stochastic Differential Equation () to seamlessly integrate NSDE and evidential learning for effective time-aware sequential recommendations. The NSDE enables the model to learn users' fine-grained time-evolving behavior by capturing continuous user representation while evidential learning quantifies both aleatoric and epistemic uncertainties considering interaction time interval to provide model confidence during prediction. Furthermore, we derive a mathematical relationship between the interaction time interval and model uncertainty to guide the learning process. Experiments on real-world data demonstrate the effectiveness of the proposed method compared to the SOTA methods.