The U.S. COVID-19 Forecast Hub aggregates forecasts of the short-term burden of COVID-19 in the United States from many contributing teams. We study methods for building an ensemble that combines forecasts from these teams. These experiments have informed the ensemble methods used by the Hub. To be most useful to policy makers, ensemble forecasts must have stable performance in the presence of two key characteristics of the component forecasts: (1) occasional misalignment with the reported data, and (2) instability in the relative performance of component forecasters over time. Our results indicate that in the presence of these challenges, an untrained and robust approach to ensembling using an equally weighted median of all component forecasts is a good choice to support public health decision makers. In settings where some contributing forecasters have a stable record of good performance, trained ensembles that give those forecasters higher weight can also be helpful.
A generalized set theory (GST) is like a standard set theory but also can have non-set structured objects that can contain other structured objects including sets. This paper presents Isabelle/HOL support for GSTs, which are treated as type classes that combine features that specify kinds of mathematical objects, e.g., sets, ordinal numbers, functions, etc. GSTs can have an exception feature that eases representing partial functions and undefinedness. When assembling a GST, extra axioms are generated following a user-modifiable policy to fill specification gaps. Specialized type-like predicates called soft types are used extensively. Although a GST can be used without a model, for confidence in its consistency we build a model for each GST from components that specify each feature's contribution to each tier of a von-Neumann-style cumulative hierarchy defined via ordinal recursion, and we then connect the model to a separate type which the GST occupies.
This paper analyzes comparatively the performance of Random Forests and Gradient Boosting algorithms in the field of forecasting the energy consumption based on historical data. The two algorithms are applied in order to forecast the energy consumption individually, and then combined together by using a Weighted Average Ensemble Method. The comparison among the achieved experimental results proves that the Weighted Average Ensemble Method provides more accurate results than each of the two algorithms applied alone.
This paper investigates the collaboration of multiple connected and automated vehicles (CAVs) in different scenarios. In general, the collaboration of CAVs can be formulated as a nonlinear and nonconvex model predictive control (MPC) problem. Most of the existing approaches available for utilization to solve such an optimization problem suffer from the drawback of considerable computational burden, which hinders the practical implementation in real time. This paper proposes the use of sequential convex programming (SCP), which is a powerful approach to solving the nonlinear and nonconvex MPC problem in real time. To appropriately deploy the methodology, as a first stage, SCP requires linearization and discretization when addressing the nonlinear dynamics of the system model adequately. Based on the linearization and discretization, the original MPC problem can be transformed into a quadratically constrained quadratic programming (QCQP) problem. Besides, SCP also involves convexification to handle the associated nonconvex constraints. Thus, the nonconvex QCQP can be reduced to a quadratic programming (QP) problem that can be solved rather quickly. Therefore, the computational efficiency is suitably improved despite the existence of nonlinear and nonconvex characteristics, whereby the implementation is realized in real time. Furthermore, simulation results in three different scenarios of autonomous driving are presented to validate the effectiveness and efficiency of our proposed approach.
Stochastic rounding (SR) offers an alternative to the deterministic IEEE-754 floating-point rounding modes. In some applications such as PDEs, ODEs and neural networks, SR empirically improves the numerical behavior and convergence to accurate solutions while no sound theoretical background has been provided. Recent works by Ipsen, Zhou, Higham, and Mary have computed SR probabilistic error bounds for basic linear algebra kernels. For example, the inner product SR probabilistic bound of the forward error is proportional to $\sqrt$ nu instead of nu for the default rounding mode. To compute the bounds, these works show that the errors accumulated in computation form a martingale. This paper proposes an alternative framework to characterize SR errors based on the computation of the variance. We pinpoint common error patterns in numerical algorithms and propose a lemma that bounds their variance. For each probability and through Bienaym{\'e}-Chebyshev inequality, this bound leads to better probabilistic error bound in several situations. Our method has the advantage of providing a tight probabilistic bound for all algorithms fitting our model. We show how the method can be applied to give SR error bounds for the inner product and Horner polynomial evaluation.
Predictive coding (PC) is an influential theory in computational neuroscience, which argues that the cortex forms unsupervised world models by implementing a hierarchical process of prediction error minimization. PC networks (PCNs) are trained in two phases. First, neural activities are updated to optimize the network's response to external stimuli. Second, synaptic weights are updated to consolidate this change in activity -- an algorithm called \emph{prospective configuration}. While previous work has shown how in various limits, PCNs can be found to approximate backpropagation (BP), recent work has demonstrated that PCNs operating in this standard regime, which does not approximate BP, nevertheless obtain competitive training and generalization performance to BP-trained networks while outperforming them on tasks such as online, few-shot, and continual learning, where brains are known to excel. Despite this promising empirical performance, little is understood theoretically about the properties and dynamics of PCNs in this regime. In this paper, we provide a comprehensive theoretical analysis of the properties of PCNs trained with prospective configuration. We first derive analytical results concerning the inference equilibrium for PCNs and a previously unknown close connection relationship to target propagation (TP). Secondly, we provide a theoretical analysis of learning in PCNs as a variant of generalized expectation-maximization and use that to prove the convergence of PCNs to critical points of the BP loss function, thus showing that deep PCNs can, in theory, achieve the same generalization performance as BP, while maintaining their unique advantages.
Encouraged by decision makers' appetite for future information on topics ranging from elections to pandemics, and enabled by the explosion of data and computational methods, model based forecasts have garnered increasing influence on a breadth of decisions in modern society. Using several classic examples from fisheries management, I demonstrate that selecting the model or models that produce the most accurate and precise forecast (measured by statistical scores) can sometimes lead to worse outcomes (measured by real-world objectives). This can create a forecast trap, in which the outcomes such as fish biomass or economic yield decline while the manager becomes increasingly convinced that these actions are consistent with the best models and data available. The forecast trap is not unique to this example, but a fundamental consequence of non-uniqueness of models. Existing practices promoting a broader set of models are the best way to avoid the trap.
The user persona is a communication tool for designers to generate a mental model that describes the archetype of users. Developing building occupant personas is proven to be an effective method for human-centered smart building design, which considers occupant comfort, behavior, and energy consumption. Optimization of building energy consumption also requires a deep understanding of occupants' preferences and behaviors. The current approaches to developing building occupant personas face a major obstruction of manual data processing and analysis. In this study, we propose and evaluate a machine learning-based semi-automated approach to generate building occupant personas. We investigate the 2015 Residential Energy Consumption Dataset with five machine learning techniques - Linear Discriminant Analysis, K Nearest Neighbors, Decision Tree (Random Forest), Support Vector Machine, and AdaBoost classifier - for the prediction of 16 occupant characteristics, such as age, education, and, thermal comfort. The models achieve an average accuracy of 61% and accuracy over 90% for attributes including the number of occupants in the household, their age group, and preferred usage of heating or cooling equipment. The results of the study show the feasibility of using machine learning techniques for the development of building occupant persona to minimize human effort.
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.
The dominating NLP paradigm of training a strong neural predictor to perform one task on a specific dataset has led to state-of-the-art performance in a variety of applications (eg. sentiment classification, span-prediction based question answering or machine translation). However, it builds upon the assumption that the data distribution is stationary, ie. that the data is sampled from a fixed distribution both at training and test time. This way of training is inconsistent with how we as humans are able to learn from and operate within a constantly changing stream of information. Moreover, it is ill-adapted to real-world use cases where the data distribution is expected to shift over the course of a model's lifetime. The first goal of this thesis is to characterize the different forms this shift can take in the context of natural language processing, and propose benchmarks and evaluation metrics to measure its effect on current deep learning architectures. We then proceed to take steps to mitigate the effect of distributional shift on NLP models. To this end, we develop methods based on parametric reformulations of the distributionally robust optimization framework. Empirically, we demonstrate that these approaches yield more robust models as demonstrated on a selection of realistic problems. In the third and final part of this thesis, we explore ways of efficiently adapting existing models to new domains or tasks. Our contribution to this topic takes inspiration from information geometry to derive a new gradient update rule which alleviate catastrophic forgetting issues during adaptation.
This paper surveys and organizes research works in a new paradigm in natural language processing, which we dub "prompt-based learning". Unlike traditional supervised learning, which trains a model to take in an input x and predict an output y as P(y|x), prompt-based learning is based on language models that model the probability of text directly. To use these models to perform prediction tasks, the original input x is modified using a template into a textual string prompt x' that has some unfilled slots, and then the language model is used to probabilistically fill the unfilled information to obtain a final string x, from which the final output y can be derived. This framework is powerful and attractive for a number of reasons: it allows the language model to be pre-trained on massive amounts of raw text, and by defining a new prompting function the model is able to perform few-shot or even zero-shot learning, adapting to new scenarios with few or no labeled data. In this paper we introduce the basics of this promising paradigm, describe a unified set of mathematical notations that can cover a wide variety of existing work, and organize existing work along several dimensions, e.g.the choice of pre-trained models, prompts, and tuning strategies. To make the field more accessible to interested beginners, we not only make a systematic review of existing works and a highly structured typology of prompt-based concepts, but also release other resources, e.g., a website //pretrain.nlpedia.ai/ including constantly-updated survey, and paperlist.