Multi Step
Multi-step methods address the challenge of predicting or planning across multiple sequential steps, a crucial aspect in diverse fields ranging from time series forecasting to program synthesis. Current research focuses on improving accuracy and robustness by employing ensemble methods, advanced neural network architectures (like Transformers and recurrent networks), and integrating external knowledge sources (e.g., weather data, knowledge graphs). These advancements enhance the reliability and interpretability of multi-step predictions, impacting areas such as energy management, process engineering, and scientific discovery through improved forecasting and decision-making capabilities.
Papers
Time-Series Classification for Dynamic Strategies in Multi-Step Forecasting
Riku Green, Grant Stevens, Telmo de Menezes e Silva Filho, Zahraa Abdallah
VerMCTS: Synthesizing Multi-Step Programs using a Verifier, a Large Language Model, and Tree Search
David Brandfonbrener, Simon Henniger, Sibi Raja, Tarun Prasad, Chloe Loughridge, Federico Cassano, Sabrina Ruixin Hu, Jianang Yang, William E. Byrd, Robert Zinkov, Nada Amin
A Multi-step Loss Function for Robust Learning of the Dynamics in Model-based Reinforcement Learning
Abdelhakim Benechehab, Albert Thomas, Giuseppe Paolo, Maurizio Filippone, Balázs Kégl
Multi-step Problem Solving Through a Verifier: An Empirical Analysis on Model-induced Process Supervision
Zihan Wang, Yunxuan Li, Yuexin Wu, Liangchen Luo, Le Hou, Hongkun Yu, Jingbo Shang