254 citations · 384 across the 9 of their papers we have counts for
3 papers · 1 filter
Online Heavy-tailed Change-point detection
Abishek Sankararaman, Balakrishnan, Narayanaswamy
We study algorithms for online change-point detection (OCPD), where samples that are potentially heavy-tailed, are presented one at a time and a change in the underlying mean must…
A Multi-Horizon Quantile Recurrent Forecaster
Ruofeng Wen, Kari Torkkola, Balakrishnan Narayanaswamy +1
We propose a framework for general probabilistic multi-step time series regression. Specifically, we exploit the expressiveness and temporal nature of Sequence-to-Sequence Neural N…
Thresholding Classifiers to Maximize F1 Score
Zachary Chase Lipton, Charles Elkan, Balakrishnan Narayanaswamy
This paper provides new insight into maximizing F1 scores in the context of binary classification and also in the context of multilabel classification. The harmonic mean of precisi…