output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

Showing cs.LGShow all

29 papers · 1 filter

cs.LG2026

In a Streaming World, Should You Stand Still? A Comprehensive Benchmark of Anomaly Detection in Streams

Magali Parrino, Antoine Ajenjo, Emmanuel Remy +3

Time series anomaly detection (TSAD) is increasingly deployed in streaming settings, where data arrive sequentially and may exhibit non-stationarity. As a result, several works fro…

cs.LG2025

Achieving Skilled and Reliable Daily Probabilistic Forecasts of Wind Power at Subseasonal-to-Seasonal Timescales over France

Eloi Lindas, Yannig Goude, Philippe Ciais

In a growing renewable based energy system, accurate and reliable wind power forecasts are crucial for grid stability, balancing supply and demand and market risk management. Even…

cs.LG2025

MoTM: Towards a Foundation Model for Time Series Imputation based on Continuous Modeling

Etienne Le Naour, Tahar Nabil, Ghislain Agoua

Recent years have witnessed a growing interest for time series foundation models, with a strong emphasis on the forecasting task. Yet, the crucial task of out-of-domain imputation…

cs.LG2025★ 2 cited

DeviceScope: An Interactive App to Detect and Localize Appliance Patterns in Electricity Consumption Time Series

Adrien Petralia, Paul Boniol, Philippe Charpentier +1

In recent years, electricity suppliers have installed millions of smart meters worldwide to improve the management of the smart grid system. These meters collect a large amount of…

cs.LG2025★ 1 cited

Few Labels are all you need: A Weakly Supervised Framework for Appliance Localization in Smart-Meter Series

Adrien Petralia, Paul Boniol, Philippe Charpentier +1

Improving smart grid system management is crucial in the fight against climate change, and enabling consumers to play an active role in this effort is a significant challenge for e…

cs.LG2025★ 12 cited

NILMFormer: Non-Intrusive Load Monitoring that Accounts for Non-Stationarity

Adrien Petralia, Philippe Charpentier, Youssef Kadhi +1

Millions of smart meters have been deployed worldwide, collecting the total power consumed by individual households. Based on these data, electricity suppliers offer their clients…

cs.LG2025

Online Episodic Convex Reinforcement Learning

Bianca Marin Moreno, Khaled Eldowa, Pierre Gaillard +2

We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) pro…

cs.LG2025

A synthetic dataset of French electric load curves with temperature conditioning

Tahar Nabil, Ghislain Agoua, Pierre Cauchois +2

The undergoing energy transition is causing behavioral changes in electricity use, e.g. with self-consumption of local generation, or flexibility services for demand control. To be…

cs.LG2025

Quantum Reservoir Computing and Risk Bounds

Naomi Mona Chmielewski, Nina Amini, Joseph Mikael

We propose a way to bound the generalisation errors of several classes of quantum reservoirs using the Rademacher complexity. We give specific, parameter-dependent bounds for two p…

cs.LG2024★ 2 cited

Self-attentive Transformer for Fast and Accurate Postprocessing of Temperature and Wind Speed Forecasts

Aaron Van Poecke, Tobias Sebastian Finn, Ruoke Meng +6

Current postprocessing techniques often require separate models for each lead time and disregard possible inter-ensemble relationships by either correcting each member separately o…

cs.LG2024★ 2 cited

Improving sub-seasonal wind-speed forecasts in Europe with a non-linear model

Ganglin Tian, Camille Le Coz, Anastase Alexandre Charantonis +3

Sub-seasonal wind speed forecasts provide valuable guidance for wind power system planning and operations, yet the forecast skills of surface winds decrease sharply after two weeks…

cs.LG2024

Tackling the Accuracy-Interpretability Trade-off in a Hierarchy of Machine Learning Models for the Prediction of Extreme Heatwaves

Alessandro Lovo, Amaury Lancelin, Corentin Herbert +1

When performing predictions that use Machine Learning (ML), we are mainly interested in performance and interpretability. This generates a natural trade-off, where complex models g…

cs.LG2024

Automated Spatio-Temporal Weather Modeling for Load Forecasting

Julie Keisler, Margaux Bregere

Electricity is difficult to store, except at prohibitive cost, and therefore the balance between generation and load must be maintained at all times. Electricity is traditionally m…

cs.LG2024★ 15 cited

Dynamical system prediction from sparse observations using deep neural networks with Voronoi tessellation and physics constraint

Hanyang Wang, Hao Zhou, Sibo Cheng

Despite the success of various methods in addressing the issue of spatial reconstruction of dynamical systems with sparse observations, spatio-temporal prediction for sparse fields…

cs.LG2024★ 2 cited

Leveraging Graph Neural Networks to Forecast Electricity Consumption

Eloi Campagne, Yvenn Amara-Ouali, Yannig Goude +1

Accurate electricity demand forecasting is essential for several reasons, especially as the integration of renewable energy sources and the transition to a decentralized network pa…

cs.LG2024

A Fast Learning-Based Surrogate of Electrical Machines using a Reduced Basis

Alejandro Ribés, Nawfal Benchekroun, Théo Delagnes

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learnin…

cs.LG2024

MetaCURL: Non-stationary Concave Utility Reinforcement Learning

Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1

We explore online learning in episodic loop-free Markov decision processes on non-stationary environments (changing losses and probability transitions). Our focus is on the Concave…

cs.LG2024

Automated Deep Learning for Load Forecasting

Julie Keisler, Sandra Claudel, Gilles Cabriel +1

Accurate forecasting of electricity consumption is essential to ensure the performance and stability of the grid, especially as the use of renewable energy increases. Forecasting e…

cs.LG2024

WindDragon: Enhancing wind power forecasting with Automated Deep Learning

Julie Keisler, Etienne Le Naour

Achieving net zero carbon emissions by 2050 requires the integration of increasing amounts of wind power into power grids. This energy source poses a challenge to system operators…

cs.LG2023★ 2 cited

Time Series Continuous Modeling for Imputation and Forecasting with Implicit Neural Representations

Etienne Le Naour, Louis Serrano, Léon Migus +5

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular sample…

cs.LG2023★ 27 cited

Managing power grids through topology actions: A comparative study between advanced rule-based and reinforcement learning agents

Malte Lehna, Jan Viebahn, Christoph Scholz +2

The operation of electricity grids has become increasingly complex due to the current upheaval and the increase in renewable energy production. As a consequence, active grid manage…

cs.LG2023

Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models

Guillaume Lambert, Bachir Hamrouche, Joseph de Vilmarest

We focus on day-ahead electricity load forecasting of substations of the distribution network in France; therefore, our problem lies between the instability of a single consumption…

cs.LG2022★ 26 cited

dCAM: Dimension-wise Class Activation Map for Explaining Multivariate Data Series Classification

Paul Boniol, Mohammed Meftah, Emmanuel Remy +1

Data series classification is an important and challenging problem in data science. Explaining the classification decisions by finding the discriminant parts of the input that led…

cs.LG2021

Deep Surrogate for Direct Time Fluid Dynamics

Lucas Meyer, Louen Pottier, Alejandro Ribes +1

The ubiquity of fluids in the physical world explains the need to accurately simulate their dynamics for many scientific and engineering applications. Traditionally, well establish…