3 papers
cs.LG2025
Aligning the Evaluation of Probabilistic Predictions with Downstream Value
Novin Shahroudi, Viacheslav Komisarenko, Meelis Kull
Every prediction is ultimately used in a downstream task. Consequently, evaluating prediction quality is more meaningful when considered in the context of its downstream use. Metri…
cs.LG2024
Improving Calibration by Relating Focal Loss, Temperature Scaling, and Properness
Viacheslav Komisarenko, Meelis Kull
Proper losses such as cross-entropy incentivize classifiers to produce class probabilities that are well-calibrated on the training data. Due to the generalization gap, these class…
cs.LG2020
Correlated daily time series and forecasting in the M4 competition
Anti Ingel, Novin Shahroudi, Markus Kängsepp +3
We participated in the M4 competition for time series forecasting and describe here our methods for forecasting daily time series. We used an ensemble of five statistical forecasti…