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Miscellaneous Aspects of Machine Learning/Sequential, Network, and Time Series Modeling

Abdullah Alomar, Munther Dahleh, Sean Mann, Devavrat Shah

The well-established practice of time series analysis involves estimating deterministic, non-stationary trend and seasonality components followed by learning the residual stochastic, stationary components. Recently, it has been shown that one can learn the deterministic non-stationary components accurately using multivariate Singular Spectrum Analysis (mSSA) in the absence of a correlated stationary component; meanwhile, in the absence of deterministic non-stationary components, the Autoregressive (AR) stationary component can also be learnt readily, e.g. via Ordinary Least Squares (OLS). However, a theoretical underpinning of multi-stage learning algorithms involving both deterministic and stationary components has been absent in the literature despite its pervasiveness. We resolve this open question by establishing desirable theoretical guarantees for a natural two-stage algorithm, where mSSA is first applied to estimate the non-stationary components despite the presence of a correlated stationary AR component, which is subsequently learned from the residual time series. We provide a finite-sample forecasting consistency bound for the proposed algorithm, SAMoSSA, which is data-driven and thus requires minimal parameter tuning. To establish theoretical guarantees, we overcome three hurdles: (i) we characterize the spectra of Page matrices of stable AR processes, thus extending the analysis of mSSA; (ii) we extend the analysis of AR process identification in the presence of arbitrary bounded perturbations; (iii) we characterize the out-of-sample or forecasting error, as opposed to solely considering model identification. Through representative empirical studies, we validate the superior performance of SAMoSSA compared to existing baselines. Notably, SAMoSSA's ability to account for AR noise structure yields improvements ranging from 5% to 37% across various benchmark datasets.

Miscellaneous Aspects of Machine Learning/Sequential, Network, and Time Series Modeling

Giovanni De Felice, John Goulermas, Vladimir Gusev

Kernel design is a pivotal but challenging aspect of time series analysis, especially in the context of small datasets. In recent years, Reservoir Computing (RC) has emerged as a powerful tool to compare time series based on the underlying dynamics of the generating process rather than the observed data. However, the performance of RC highly depends on the hyperparameter setting, which is hard to interpret and costly to optimize because of the recurrent nature of RC. Here, we present a new kernel for time series based on the recently established equivalence between reservoir dynamics and Nonlinear Vector AutoRegressive (NVAR) processes. The kernel is non-recurrent and depends on a small set of meaningful hyperparameters, for which we suggest an effective heuristic. We demonstrate excellent performance on a wide range of real-world classification tasks, both in terms of accuracy and speed. This further advances the understanding of RC representation learning models and extends the typical use of the NVAR framework to kernel design and representation of real-world time series data.

Long Zhuo, Guangcong Wang, Shikai Li, Wayne Wu, Ziwei Liu

Video-to-Video synthesis (Vid2Vid) has achieved remarkable results on generating a photo-realistic video from a sequence of semantic maps. However, this pipeline suffers from high computational cost and long inference latency, which largely depends on two essential factors: 1) network architecture parameters, 2) sequential data stream. Recently, the parameters of image-based generative models have been significantly compressed via more efficient network architectures. Nevertheless, existing methods mainly focus on slimming network architectures and ignore the size of sequential data stream. Moreover, due to the lack of temporal coherence, image-based compression is not sufficient for the compression of video synthesis with a dynamic time series. In this paper, we present a spatial-temporal compression framework, Fast-Vid2Vid, which focuses on data aspects of generative models. It makes the first attempt at time dimension to reduce computational resources and accelerate inference. Specifically, we compress the input data stream spatially and reduce the temporal redundancy. After the proposed spatial-knowledge distillation, our model can synthesize key-frames using low-resolution data stream. Finally, Fast-Vid2Vid interpolates inter frames by motion compensation with negligible latency. On standard benchmarks, Fast-Vid2Vid achieves around real-time performance as 20 FPS and saves around 8× computational cost on a single V100 GPU.

Hang Xu, Ning Kang, Gengwei Zhang, Chuanlong Xie, Xiaodan Liang, Zhenguo Li

Fine-tuning from pre-trained ImageNet models has been a simple, effective, and popular approach for various computer vision tasks. The common practice of fine-tuning is to adopt a default hyperparameter setting with a fixed pre-trained model, while both of them are not optimized for specific tasks and time constraints. Moreover, in cloud computing or GPU clusters where the tasks arrive sequentially in a stream, faster online fine-tuning is a more desired and realistic strategy for saving money, energy consumption, and CO2 emission. In this paper, we propose a joint Neural Architecture Search and Online Adaption framework named NASOA towards a faster task-oriented fine-tuning upon the request of users. Specifically, NASOA first adopts an offline NAS to identify a group of training-efficient networks to form a pretrained model zoo. We propose a novel joint block and macro level search space to enable a flexible and efficient search. Then, by estimating fine-tuning performance via an adaptive model by accumulating experience from the past tasks, an online schedule generator is proposed to pick up the most suitable model and generate a personalized training regime with respect to each desired task in a one-shot fashion. The resulting model zoo is more training efficient than SOTA NAS models, e.g. 6x faster than RegNetY-16GF, and 1.7x faster than EfficientNetB3. Experiments on multiple datasets also show that NASOA achieves much better fine-tuning results, i.e. improving around 2.1% accuracy than the best performance in RegNet series under various time constraints and tasks; 40x faster compared to the BOHB method.

Dongwon Park, Dong Un Kang, Jisoo Kim, Se Young Chun

Blind non-uniform image deblurring for severe blurs induced by large motions is still challenging. Multi-scale (MS) approach has been widely used for deblurring that sequentially recovers the downsampled original image in low spatial scale first and then further restores in high spatial scale using the result(s) from lower spatial scale(s). Here, we investigate a novel alternative approach to MS, called multi-temporal (MT), for non-uniform single image deblurring by exploiting time-resolved deblurring dataset from high-speed cameras. MT approach models severe blurs as a series of small blurs so that it deblurs small amount of blurs in the original spatial scale progressively instead of restoring the images in different spatial scales. To realize MT approach, we propose progressive deblurring over iterations and incremental temporal training with temporally augmented training data. Our MT approach, that can be seen as a form of curriculum learning in a wide sense, allows a number of state-of-the-art MS based deblurring methods to yield improved performances without using MS approach. We also proposed a MT recurrent neural network with recurrent feature maps that outperformed state-of-the-art deblurring methods with the smallest number of parameters.