AdaWeather: Adaptively Mixing Probabilistic Weather Forecasts with Logarithmic Regret
Saptarishi Dhanuka, Sarvesh Iyer, Manmeet Singh, Mihir More, Rushil Gupta, Dhruman Gupta, Parthasarathi Mukhopadhyay, Sandeep Juneja
An adaptive framework that mixes many probabilistic weather forecasts using both machine learning and a mixture of experts. We prove logarithmic regret against the best static mixture of experts in hindsight, and show empirical gains on temperature forecasting.