44.3LGJun 1
AdaWeather: Adaptively Mixing Probabilistic Weather Forecasts with Logarithmic RegretSaptarishi Dhanuka, Sarvesh Iyer, Manmeet Singh et al.
Recent advances in machine learning have produced probabilistic weather forecasting models comparable to state-of-the-art numerical weather predictors. But no model consistently dominates spatio-temporally, and relative performance is highly context-dependent. This motivates adaptive methods for combining multiple forecasts to obtain improvements and robustness. While combined forecasts have been proposed in the literature, these are achieved either through supervised learning or through prediction with expert advice methods. We introduce AdaWeather, an adaptive framework that combines many probabilistic forecasts using both machine learning as well as mixture of experts to arrive at a unified improved probabilistic forecast. While traditional expert methods develop the regret bounds with respect to the best single expert in hindsight, we extend the algorithm and analysis to show our method has logarithmic regret compared to the best static mixture of experts in hindsight. Empirically, we focus on forecasting temperature, and observe improvements over existing methods.
LGFeb 24
Does Order Matter : Connecting The Law of Robustness to Robust GeneralizationHimadri Mandal, Vishnu Varadarajan, Jaee Ponde et al.
Bubeck and Sellke (2021) pose as an open problem the connection between the law of robustness and robust generalization. The law of robustness states that overparameterization is necessary for models to interpolate robustly; in particular, robust interpolation requires the learned function to be Lipschitz. Robust generalization asks whether small robust training loss implies small robust test loss. We resolve this problem by explicitly connecting the two for arbitrary data distributions. Specifically, we introduce a nontrivial notion of robust generalization error and convert it into a lower bound on the expected Rademacher complexity of the induced robust loss class. Our bounds recover the $Ω(n^{1/d})$ regime of Wu et al. (2023) and show that, up to constants, robust generalization does not change the order of the Lipschitz constant required for smooth interpolation. We conduct experiments to probe the predicted scaling with dataset size and model capacity, testing whether empirical behavior aligns more closely with the predictions of Bubeck and Sellke (2021) or Wu et al. (2023). For MNIST, we find that the lower-bound Lipschitz constant scales on the order predicted by Wu et al. (2023). Informally, to obtain low robust generalization error, the Lipschitz constant must lie in a range that we bound, and the allowable perturbation radius is linked to the Lipschitz scale.