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The practical importance of coherent forecasts in hierarchical forecasting has inspired many studies on forecast reconciliation. Under this approach, so-called base forecasts are produced for every series in the hierarchy and are subsequently adjusted to be coherent in a second reconciliation step. Reconciliation methods have been shown to improve forecast accuracy, but will, in general, adjust the base forecast of every series. However, in an operational context, it is sometimes necessary or beneficial to keep forecasts of some variables unchanged after forecast reconciliation. In this paper, we formulate reconciliation methodology that keeps forecasts of a pre-specified subset of variables unchanged or "immutable". In contrast to existing approaches, these immutable forecasts need not all come from the same level of a hierarchy, and our method can also be applied to grouped hierarchies. We prove that our approach preserves unbiasedness in base forecasts. Our method can also account for correlations between base forecasting errors and ensure non-negativity of forecasts. We also perform empirical experiments, including an application to sales of a large scale online retailer, to assess the impacts of our proposed methodology.

Multilingual language models were shown to allow for nontrivial transfer across scripts and languages. In this work, we study the structure of the internal representations that enable this transfer. We focus on the representation of gender distinctions as a practical case study, and examine the extent to which the gender concept is encoded in shared subspaces across different languages. Our analysis shows that gender representations consist of several prominent components that are shared across languages, alongside language-specific components. The existence of language-independent and language-specific components provides an explanation for an intriguing empirical observation we make: while gender classification transfers well across languages, interventions for gender removal, trained on a single language, do not transfer easily to others.

The most common Named Entity Recognizers are usually sequence taggers trained on fully annotated corpora, i.e. the class of all words for all entities is known. Partially annotated corpora, i.e. some but not all entities of some types are annotated, are too noisy for training sequence taggers since the same entity may be annotated one time with its true type but not another time, misleading the tagger. Therefore, we are comparing three training strategies for partially annotated datasets and an approach to derive new datasets for new classes of entities from Wikipedia without time-consuming manual data annotation. In order to properly verify that our data acquisition and training approaches are plausible, we manually annotated test datasets for two new classes, namely food and drugs.

Intermittent demand forecasting is a ubiquitous and challenging problem in operations and supply chain management. There has been a growing focus on developing forecasting approaches for intermittent demand from academic and practical perspectives in recent years. However, limited attention has been given to forecast combination methods, which have been proved to achieve competitive performance in forecasting fast-moving time series. The current study aims to examine the empirical outcomes of some existing forecast combination methods, and propose a generalized feature-based framework for intermittent demand forecasting. We conduct a simulation study to perform a large-scale comparison of a series of combination methods based on an intermittent demand classification scheme. Further, a real data set is used to investigate the forecasting performance and offer insights with regards the inventory performance of the proposed framework by considering some complementary error measures. The proposed framework leads to a significant improvement in forecast accuracy and offers the potential of flexibility and interpretability in inventory control.

Dense video captioning aims to identify the events of interest in an input video, and generate descriptive captions for each event. Previous approaches usually follow a two-stage generative process, which first proposes a segment for each event, then renders a caption for each identified segment. Recent advances in large-scale sequence generation pretraining have seen great success in unifying task formulation for a great variety of tasks, but so far, more complex tasks such as dense video captioning are not able to fully utilize this powerful paradigm. In this work, we show how to model the two subtasks of dense video captioning jointly as one sequence generation task, and simultaneously predict the events and the corresponding descriptions. Experiments on YouCook2 and ViTT show encouraging results and indicate the feasibility of training complex tasks such as end-to-end dense video captioning integrated into large-scale pre-trained models.

We present an efficient method of pretraining large-scale autoencoding language models using training signals generated by an auxiliary model. Originated in ELECTRA, this training strategy has demonstrated sample-efficiency to pretrain models at the scale of hundreds of millions of parameters. In this work, we conduct a comprehensive empirical study, and propose a recipe, namely "Model generated dEnoising TRaining Objective" (METRO), which incorporates some of the best modeling techniques developed recently to speed up, stabilize, and enhance pretrained language models without compromising model effectiveness. The resultant models, METRO-LM, consisting of up to 5.4 billion parameters, achieve new state-of-the-art on the GLUE, SuperGLUE, and SQuAD benchmarks. More importantly, METRO-LM are efficient in that they often outperform previous large models with significantly smaller model sizes and lower pretraining cost.

Amounts of historical data collected increase and business intelligence applicability with automatic forecasting of time series are in high demand. While no single time series modeling method is universal to all types of dynamics, forecasting using an ensemble of several methods is often seen as a compromise. Instead of fixing ensemble diversity and size, we propose to predict these aspects adaptively using meta-learning. Meta-learning here considers two separate random forest regression models, built on 390 time-series features, to rank 22 univariate forecasting methods and recommend ensemble size. The forecasting ensemble is consequently formed from methods ranked as the best, and forecasts are pooled using either simple or weighted average (with a weight corresponding to reciprocal rank). The proposed approach was tested on 12561 micro-economic time-series (expanded to 38633 for various forecasting horizons) of M4 competition where meta-learning outperformed Theta and Comb benchmarks by relative forecasting errors for all data types and horizons. Best overall results were achieved by weighted pooling with a symmetric mean absolute percentage error of 9.21% versus 11.05% obtained using the Theta method.

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.

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.

Clustering is one of the most fundamental and wide-spread techniques in exploratory data analysis. Yet, the basic approach to clustering has not really changed: a practitioner hand-picks a task-specific clustering loss to optimize and fit the given data to reveal the underlying cluster structure. Some types of losses---such as k-means, or its non-linear version: kernelized k-means (centroid based), and DBSCAN (density based)---are popular choices due to their good empirical performance on a range of applications. Although every so often the clustering output using these standard losses fails to reveal the underlying structure, and the practitioner has to custom-design their own variation. In this work we take an intrinsically different approach to clustering: rather than fitting a dataset to a specific clustering loss, we train a recurrent model that learns how to cluster. The model uses as training pairs examples of datasets (as input) and its corresponding cluster identities (as output). By providing multiple types of training datasets as inputs, our model has the ability to generalize well on unseen datasets (new clustering tasks). Our experiments reveal that by training on simple synthetically generated datasets or on existing real datasets, we can achieve better clustering performance on unseen real-world datasets when compared with standard benchmark clustering techniques. Our meta clustering model works well even for small datasets where the usual deep learning models tend to perform worse.