1 code implementation • 14 Feb 2024 • Yanfei Zhou, Lars Lindemann, Matteo Sesia
This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability.
1 code implementation • 27 Jan 2023 • Ziyi Liang, Yanfei Zhou, Matteo Sesia
Early stopping based on hold-out data is a popular regularization technique designed to mitigate overfitting and increase the predictive accuracy of neural networks.
1 code implementation • 12 May 2022 • Bat-Sheva Einbinder, Yaniv Romano, Matteo Sesia, Yanfei Zhou
Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities.