Marcel Scharth

The Simulacrum: Decision-Theoretic Pretraining for Near-Optimal Time-Series Forecasting and Inference

Pablo Montero-Manso, Marcel Scharth

We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining. Analysts specify a generative world, a distribution over data-generating processes, and a target decision objective. A neural network traine…Read more