arXiv Machine Learning

Free-Probability Kernels for Zero-Rollout Hyperparameter Selection in Reservoir Computing

arXiv Machine Learning
Aug 4

Stochastic Sequential Search in Very-High-Dimensional Feature Selection

arXiv:2608. 01502v1 Announce Type: new Abstract: Sequential subset search -- forward selection with floating backtracking and its descendants -- remains the quality reference in feature selection, but every member of the family sweeps the full pool of remaining candidate features at each step, which excludes it from very-high-dimensional problems; there, only individual-feature ranking remains practical, and it models feature interplay weakly or not at all.

By Petr Somol, Ji\v{r}\'{\i} Grim
arXiv Machine Learning
Sep 3

HyperMC: Multi-Fidelity Hyperparameter Tuning for Stochastic Gradient MCMC

HyperMC is a multi‑fidelity hyperparameter tuning framework for stochastic gradient Markov chain Monte Carlo (SGMCMC) that combines Hyperband-style resource allocation with kernel Stein discrepancy (KSD) evaluation. It uses successive‑halving brackets to explore a continuous hyperparameter space while progressively refining promising configurations within a fixed computational budget. Robust HyperMC further introduces global grid initialization and elite‑guided local refinement to reduce sensitivity to random candidate generation and noisy evaluations, and theoretical analysis shows that the successive‑halving component selects a near‑optimal configuration with high probability under suitable conditions.

By Ming Tan, Xiyun Jiao
arXiv Machine Learning
Aug 6

Echo Flow Networks

arXiv:2509. 24122v3 Announce Type: replace Abstract: At the heart of time-series forecasting (TSF) lies a fundamental challenge: how can models efficiently and effectively capture long-range temporal dependencies across ever-growing sequences?

By Hongbo Liu, Jia Xu
arXiv Machine Learning
Jul 27

Smart predict-then-robustly-optimize

arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.

By Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan
arXiv AI
Aug 3

HERO: History-Enriched Rollout Training for Long-Horizon Autoregressive Neural Operators

arXiv:2607. 29135v1 Announce Type: cross Abstract: Neural operators provide fast surrogates for time-dependent partial differential equations (PDEs) by applying a learned evolution operator recursively to its own predictions, but this autoregressive rollout feeds every prediction error back as input, so local errors accumulate.

By Jiaquan Zhang, Shuxu Chen, Haifan Meng, Yi Lu, Zhihan Lyu, Fan Mo, Wei Dong, Yang Yang, Chaoning Zhang