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Main Authors: Oreshkin, Boris N., Tavker, Shiv, Efimov, Dmitry
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2508.16355
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author Oreshkin, Boris N.
Tavker, Shiv
Efimov, Dmitry
author_facet Oreshkin, Boris N.
Tavker, Shiv
Efimov, Dmitry
contents Transfer learning for probabilistic regression remains underexplored. This work closes this gap by introducing NIAQUE, Neural Interpretable Any-Quantile Estimation, a new model designed for transfer learning in probabilistic regression through permutation invariance. We demonstrate that pre-training NIAQUE directly on diverse downstream regression datasets and fine-tuning it on a specific target dataset enhances performance on individual regression tasks, showcasing the positive impact of probabilistic transfer learning. Furthermore, we highlight the effectiveness of NIAQUE in Kaggle competitions against strong baselines involving tree-based models and recent neural foundation models TabPFN and TabDPT. The findings highlight NIAQUE's efficacy as a robust and scalable framework for probabilistic regression, leveraging transfer learning to enhance predictive performance.
format Preprint
id arxiv_https___arxiv_org_abs_2508_16355
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Probabilistic Pretraining for Neural Regression
Oreshkin, Boris N.
Tavker, Shiv
Efimov, Dmitry
Machine Learning
Transfer learning for probabilistic regression remains underexplored. This work closes this gap by introducing NIAQUE, Neural Interpretable Any-Quantile Estimation, a new model designed for transfer learning in probabilistic regression through permutation invariance. We demonstrate that pre-training NIAQUE directly on diverse downstream regression datasets and fine-tuning it on a specific target dataset enhances performance on individual regression tasks, showcasing the positive impact of probabilistic transfer learning. Furthermore, we highlight the effectiveness of NIAQUE in Kaggle competitions against strong baselines involving tree-based models and recent neural foundation models TabPFN and TabDPT. The findings highlight NIAQUE's efficacy as a robust and scalable framework for probabilistic regression, leveraging transfer learning to enhance predictive performance.
title Probabilistic Pretraining for Neural Regression
topic Machine Learning
url https://arxiv.org/abs/2508.16355