4 citations · 5 across the 6 of their papers we have counts for
6 papers · 1 filter
Factorize to Generalize: Retrieval-Guided Invariant-Dynamic Decomposition for Time Series Forecasting
Jinjin Chi, Lei Feng, Lulu Zhang +6
Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, o…
When More Experts Hurt: Underfitting in Multi-Expert Learning to Defer
Shuqi Liu, Yuzhou Cao, Lei Feng +2
Learning to Defer (L2D) enables a classifier to abstain from predictions and defer to an expert, and has recently been extended to multi-expert settings. In this work, we show that…
Establishing Linear Surrogate Regret Bounds for Convex Smooth Losses via Convolutional Fenchel-Young Losses
Yuzhou Cao, Han Bao, Lei Feng +1
Surrogate regret bounds, also known as excess risk bounds, bridge the gap between the convergence rates of surrogate and target losses. The regret transfer is lossless if the surro…
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
Chuqiao Zong, Chaojie Wang, Molei Qin +3
High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative t…
Regression with Cost-based Rejection
Xin Cheng, Yuzhou Cao, Haobo Wang +3
Learning with rejection is an important framework that can refrain from making predictions to avoid critical mispredictions by balancing between prediction and rejection. Previous…
In Defense of Softmax Parametrization for Calibrated and Consistent Learning to Defer
Yuzhou Cao, Hussein Mozannar, Lei Feng +2
Enabling machine learning classifiers to defer their decision to a downstream expert when the expert is more accurate will ensure improved safety and performance. This objective ca…