activity
20162023
most citedLong-term Forecasting with TiDE: Time-series Dense Encoder

163 citations · 249 across the 22 of their papers we have counts for

collaborators

23 papers

stat.ML2023★ 163 cited

Long-term Forecasting with TiDE: Time-series Dense Encoder

Abhimanyu Das, Weihao Kong, Andrew Leach +3

Recent work has shown that simple linear models can outperform several Transformer based approaches in long term time-series forecasting. Motivated by this, we propose a Multi-laye…

cs.LG2023

Estimating Optimal Policy Value in General Linear Contextual Bandits

Jonathan N. Lee, Weihao Kong, Aldo Pacchiano +2

In many bandit problems, the maximal reward achievable by a policy is often unknown in advance. We consider the problem of estimating the optimal policy value in the sublinear data…

cs.LG2023★ 2 cited

Near Optimal Private and Robust Linear Regression

Xiyang Liu, Prateek Jain, Weihao Kong +2

We study the canonical statistical estimation problem of linear regression from i.i.d.~examples under -differential privacy when some response variables are ad…

cs.LG2022

Efficient List-Decodable Regression using Batches

Abhimanyu Das, Ayush Jain, Weihao Kong +1

We begin the study of list-decodable linear regression using batches. In this setting only an fraction of the batches are genuine. Each genuine batch contains …

cs.LG2022

Trimmed Maximum Likelihood Estimation for Robust Learning in Generalized Linear Models

Pranjal Awasthi, Abhimanyu Das, Weihao Kong +1

We study the problem of learning generalized linear models under adversarial corruptions. We analyze a classical heuristic called the iterative trimmed maximum likelihood estimator…

cs.LG2022★ 5 cited

DP-PCA: Statistically Optimal and Differentially Private PCA

Xiyang Liu, Weihao Kong, Prateek Jain +1

We study the canonical statistical task of computing the principal component from i.i.d.~data in dimensions under -differential privacy. Although extensive…