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Jianqing Fan

11 accepted papers

2026

UNDERSTANDING TRANSFORMERS FOR TIME SEIRES FORECASTING: A CASE STUDY ON MOIRAI

ICLR 2026poster

We give a comprehensive theoretical analysis of transformers as time series pre- diction models, with a focus on MOIRAI (Woo et al., 2024). We study its ap- proximation and generalization capabilities. First, we demonstrate that there exist transformers that fit an autoregressive model on input univ…

Cited by 0SourcecodeScholar
2025

Benign Overfitting in Out-of-Distribution Generalization of Linear Models

ICLR 2025poster

Benign overfitting refers to the phenomenon where an over-parameterized model fits the training data perfectly, including noise in the data, but still generalizes well to the unseen test data. While prior work provides some theoretical understanding of this phenomenon under the in-distribution setup…

Cited by 0SourcePDFScholar
2024

Global Convergence in Training Large-Scale Transformers

NeurIPS 2024poster

Despite the widespread success of Transformers across various domains, their optimization guarantees in large-scale model settings are not well-understood. This paper rigorously analyzes the convergence properties of gradient flow in training Transformers with weight decay regularization. First, we…

Cited by 2SourcePDFScholar
2024

Maximum Likelihood Estimation is All You Need for Well-Specified Covariate Shift

ICLR 2024poster

A key challenge of modern machine learning systems is to achieve Out-of-Distribution (OOD) generalization---generalizing to target data whose distribution differs from that of source data. Despite its significant importance, the fundamental question of ``what are the most effective algorithms for OO…

Cited by 15SourcePDFScholar
2024

One-Layer Transformer Provably Learns One-Nearest Neighbor In Context

NeurIPS 2024poster

Transformers have achieved great success in recent years. Interestingly, transformers have shown particularly strong in-context learning capability -- even without fine-tuning, they are still able to solve unseen tasks well purely based on task-specific prompts. In this paper, we study the capabilit…

Cited by 6SourcePDFScholar
2024

Optimal Aggregation of Prediction Intervals under Unsupervised Domain Shift

NeurIPS 2024poster

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating process changes, leading to a deviation in the model's performa…

2022

Negative Sample is Negative in Its Own Way: Tailoring Negative Sentences for Image-Text Retrieval

NAACL 2022findings

Matching model is essential for Image-Text Retrieval framework. Existing research usually train the model with a triplet loss and explore various strategy to retrieve hard negative sentences in the dataset. We argue that current retrieval-based negative sample construction approach is limited in the…

2021

Sample-Efficient Reinforcement Learning for Linearly-Parameterized MDPs with a Generative Model

NeurIPS 2021poster

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a near optimal policy with sampling access to a generative model, the minimax optimal sample co…

Cited by 25SourcePDFScholar
2018

Statistical Sparse Online Regression: A Diffusion Approximation Perspective

AISTATS 2018poster

In this paper, we propose to adopt the diffusion approximation techniques to study online regression. The diffusion approximation techniques allow us to characterize the exact dynamics of the online regression process. As a consequence, we obtain the optimal statistical rate of convergence up to a l…

Cited by 0SourcePDFScholar