Researcher profile

Philipp Singer

Philipp Singer contributes to research discovery and scholarly infrastructure.

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Published work

2 published item(s)

preprint2026arXiv

TabPFN-3: Technical Report

Tabular data underpins most high-value prediction problems in science and industry, and TabPFN has driven the foundation model revolution for this modality. Designed with feedback from our users, TabPFN-3 builds on this foundation to scale state-of-the-art performance to datasets with 1M training rows and substantially reduce training and inference time. Pretrained exclusively on synthetic data from our prior, TabPFN-3 dramatically pushes the frontier of tabular prediction and brings substantial gains on time series, relational, and tabular-text data. On the standard tabular benchmark TabArena, a forward pass of TabPFN-3 outperforms all other models, including tuned and ensembled baselines, by a significant margin, and pareto-dominates the speed/performance frontier. On more diverse datasets, TabPFN-3 ranks first on datasets with many classes, and beats 8-hour-tuned gradient-boosted-tree baselines on datasets up to 1M training rows and 200 features. TabPFN-3 introduces test-time compute scaling to tabular foundation models. Our API offering TabPFN-3-Plus (Thinking) exploits this to beat all non-TabPFN models by over 200 Elo on TabArena, rising to 420 Elo on the largest data subset, and outperforms AutoGluon 1.5 extreme while being 10x faster, without using LLMs, real data, internet search or any other model besides TabPFN. TabPFN-3 extends the capabilities of our models, enabling SOTA prediction on relational data (new SOTA foundation model on RelBenchV1) and tabular-text data (SOTA on TabSTAR via TabPFN-3-Plus); and improves existing integrations: a specialized checkpoint, TabPFN-TS-3, ranks 2nd on the time-series benchmark fev-bench, and SHAP-value computation is up to 120x faster. TabPFN-3 achieves this performance while being up to 20x faster than TabPFN-2.5. In addition, a reduced KV cache and row-chunking scale to 1M rows on one H100 with fast inference speed.

preprint2020arXiv

Backtesting the predictability of COVID-19

The advent of the COVID-19 pandemic has instigated unprecedented changes in many countries around the globe, putting a significant burden on the health sectors, affecting the macro economic conditions, and altering social interactions amongst the population. In response, the academic community has produced multiple forecasting models, approaches and algorithms to best predict the different indicators of COVID-19, such as the number of confirmed infected cases. Yet, researchers had little to no historical information about the pandemic at their disposal in order to inform their forecasting methods. Our work studies the predictive performance of models at various stages of the pandemic to better understand their fundamental uncertainty and the impact of data availability on such forecasts. We use historical data of COVID-19 infections from 253 regions from the period of 22nd January 2020 until 22nd June 2020 to predict, through a rolling window backtesting framework, the cumulative number of infected cases for the next 7 and 28 days. We implement three simple models to track the root mean squared logarithmic error in this 6-month span, a baseline model that always predicts the last known value of the cumulative confirmed cases, a power growth model and an epidemiological model called SEIRD. Prediction errors are substantially higher in early stages of the pandemic, resulting from limited data. Throughout the course of the pandemic, errors regress slowly, but steadily. The more confirmed cases a country exhibits at any point in time, the lower the error in forecasting future confirmed cases. We emphasize the significance of having a rigorous backtesting framework to accurately assess the predictive power of such models at any point in time during the outbreak which in turn can be used to assign the right level of certainty to these forecasts and facilitate better planning.