Charles Findling

Echo Diyun LU, Charles Findling, Marianne Clausel et al.

Regime transitions routinely break stationarity in time series, making calibrated uncertainty as important as point accuracy. We study distribution-free uncertainty for regime-switching forecasting by coupling Deep Switching State Space Models with Adaptive Conformal Inference (ACI) and its aggregated variant (AgACI). We also introduce a unified conformal wrapper that sits atop strong sequence baselines including S4, MC-Dropout GRU, sparse Gaussian processes, and a change-point local model to produce online predictive bands with finite-sample marginal guarantees under nonstationarity and model misspecification. Across synthetic and real datasets, conformalized forecasters achieve near-nominal coverage with competitive accuracy and generally improved band efficiency.

Jacob J. W. Bakermans, Pablo Tano, Reidar Riveland et al.

To solve a new task from minimal experience, it is essential to effectively reuse knowledge from previous tasks, a problem known as meta-learning. Compositional solutions, where common elements of computation are flexibly recombined into new configurations, are particularly well-suited for meta-learning. Here, we propose a compositional meta-learning model that explicitly represents tasks as structured combinations of reusable computations. We achieve this by learning a generative model that captures the underlying components and their statistics shared across a family of tasks. This approach transforms learning a new task into a probabilistic inference problem, which allows for finding solutions without parameter updates through highly constrained hypothesis testing. Our model successfully recovers ground truth components and statistics in rule learning and motor learning tasks. We then demonstrate its ability to quickly infer new solutions from just single examples. Together, our framework joins the expressivity of neural networks with the data-efficiency of probabilistic inference to achieve rapid compositional meta-learning.