论文检索

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

Joseph Early, Gavin Cheung, Kurt Cutajar, Hanting Xie, Jas Kandola, Niall Twomey

Conventional Time Series Classification (TSC) methods are often black boxes that obscure inherent interpretation of their decision-making processes. In this work, we leverage Multiple Instance Learning (MIL) to overcome this issue, and propose a new framework called MILLET: Multiple Instance Learning for Locally Explainable Time series classification. We apply MILLET to existing deep learning TSC models and show how they become inherently interpretable without compromising (and in some cases, even improving) predictive performance. We evaluate MILLET on 85 UCR TSC datasets and also present a novel synthetic dataset that is specially designed to facilitate interpretability evaluation. On these datasets, we show MILLET produces sparse explanations quickly that are of higher quality than other well-known interpretability methods. To the best of our knowledge, our work with MILLET is the first to develop general MIL methods for TSC and apply them to an extensive variety of domains.

Deep Learning · Sequential Models, Time series

Joonhun Lee, Myeongho Jeon, Myungjoo Kang, Kyunghyun Park

We propose Feature-aligned N-BEATS as a domain-generalized time series forecasting model. It is a nontrivial extension of N-BEATS with doubly residual stacking principle (Oreshkin et al. [45]) into a representation learning framework. In particular, it revolves around marginal feature probability measures induced by the intricate composition of residual and feature extracting operators of N-BEATS in each stack and aligns them stack-wise via an approximate of an optimal transport distance referred to as the Sinkhorn divergence. The training loss consists of an empirical risk minimization from multiple source domains, i.e., forecasting loss, and an alignment loss calculated with the Sinkhorn divergence, which allows the model to learn invariant features stack-wise across multiple source data sequences while retaining N-BEATS’s interpretable design and forecasting power. Comprehensive experimental evaluations with ablation studies are provided and the corresponding results demonstrate the proposed model’s forecasting and generalization capabilities.

Applications · Time Series

Yogesh Verma, Markus Heinonen, Vikas Garg

Climate and weather prediction traditionally relies on complex numerical simulations of atmospheric physics. Deep learning approaches, such as transformers, have recently challenged the simulation paradigm with complex network forecasts. However, they often act as data-driven black-box models that neglect the underlying physics and lack uncertainty quantification. We address these limitations with ClimODE, a spatiotemporal continuous-time process that implements a key principle of advection from statistical mechanics, namely, weather changes due to a spatial movement of quantities over time. ClimODE models precise weather evolution with value-conserving dynamics, learning global weather transport as a neural flow, which also enables estimating the uncertainty in predictions. Our approach outperforms existing data-driven methods in global and regional forecasting with an order of magnitude smaller parameterization, establishing a new state of the art.

Applications · Time Series

Kashif Rasul, Andrew Bennett, Pablo Vicente, Umang Gupta, Hena Ghonia, Anderson Schneider, Yuriy Nevmyvaka

Probabilistic time series forecasting is a challenging problem due to the long sequences involved, the large number of samples needed for accurate probabilistic inference, and the need for real-time inference in many applications. These challenges necessitate methods that are not only accurate but computationally efficient. Unfortunately, most current state-of-the-art methods for time series forecasting are based on Transformers, which scale poorly due to quadratic complexity in sequence length, and are therefore needlessly computationally inefficient. Moreover, with a few exceptions, these methods have only been evaluated for non-probabilistic point estimation. In this work, we address these two shortcomings.For the first, we introduce VQ-TR, which maps large sequences to a discrete set of latent representations as part of the Attention module. This not only allows us to attend over larger context windows with linear complexity in sequence length but also allows for effective regularization to avoid overfitting.For the second, we provide what is to the best of our knowledge the first systematic comparison of modern Transformer-based time series forecasting methods for probabilistic forecasting. In this comparison, we find that VQ-TR performs better or comparably to all other methods while being computationally efficient.

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

Lifan Zhao, Yanyan Shen

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence for accurate predictions. We argue that there exist locally stationary lead-lag relationships between variates, i.e., some lagged variates may follow the leading indicators within a short time period. Exploiting such channel dependence is beneficial since leading indicators offer advance information that can be used to reduce the forecasting difficulty of the lagged variates. In this paper, we propose a new method named LIFT that first efficiently estimates leading indicators and their leading steps at each time step and then judiciously allows the lagged variates to utilize the advance information from leading indicators. LIFT plays as a plugin that can be seamlessly collaborated with arbitrary time series forecasting methods. Extensive experiments on six real-world datasets demonstrate that LIFT improves the state-of-the-art methods by 5.4% in average forecasting performance. Our code is available at https://github.com/SJTU-Quant/LIFT.

Reinforcement Learning · Deep RL

Chongyi Zheng, Ruslan Salakhutdinov, Benjamin Eysenbach

Predicting and reasoning about the future lie at the heart of many time-series questions. For example, goal-conditioned reinforcement learning can be viewed as learning representations to predict which states are likely to be visited in the future. While prior methods have used contrastive predictive coding to model time series data, learning representations that encode long-term dependencies usually requires large amounts of data. In this paper, we introduce a temporal difference version of contrastive predictive coding that stitches together pieces of different time series data to decrease the amount of data required to learn predictions of future events. We apply this representation learning method to derive an off-policy algorithm for goal-conditioned RL. Experiments demonstrate that, compared with prior RL methods, ours achieves $2 \times$ median improvement in success rates and can better cope with stochastic environments. In tabular settings, we show that our method is about $20\times$ more sample efficient than the successor representation and $1500 \times$ more sample efficient than the standard (Monte Carlo) version of contrastive predictive coding.

Applications · Time Series

Xuan Zhang, Jacob Helwig, Yuchao Lin, Yaochen Xie, Cong Fu, Stephan Wojtowytsch, Shuiwang Ji

We consider using deep neural networks to solve time-dependent partial differential equations (PDEs), where multi-scale processing is crucial for modeling complex, time-evolving dynamics. While the U-Net architecture with skip connections is commonly used by prior studies to enable multi-scale processing, our analysis shows that the need for features to evolve across layers results in temporally misaligned features in skip connections, which limits the model’s performance. To address this limitation, we propose SineNet, consisting of multiple sequentially connected U-shaped network blocks, referred to as waves. In SineNet, high-resolution features are evolved progressively through multiple stages, thereby reducing the amount of misalignment within each stage. We furthermore analyze the role of skip connections in enabling both parallel and sequential processing of multi-scale information. Our method is rigorously tested on multiple PDE datasets, including the Navier-Stokes equations and shallow water equations, showcasing the advantages of our proposed approach over conventional U-Nets with a comparable parameter budget. We further demonstrate that increasing the number of waves in SineNet while maintaining the same number of parameters leads to a monotonically improved performance. The results highlight the effectiveness of SineNet and the potential of our approach in advancing the state-of-the-art in neural PDE solver design. Our code is available as part of AIRS (https://github.com/divelab/AIRS).

Miscellaneous Aspects of Machine Learning · Everything Else

Haowei Lin, Yijia Shao, Weinan Qian, Ningxin Pan, Yiduo Guo, Bing Liu

Class incremental learning (CIL) is a challenging setting of continual learning, which learns a series of tasks sequentially. Each task consists of a set of unique classes. The key feature of CIL is that no task identifier (or task-id) is provided at test time. Predicting the task-id for each test sample is a challenging problem. An emerging theory-guided approach (called TIL+OOD) is to train a task-specific model for each task in a shared network for all tasks based on a task-incremental learning (TIL) method to deal with catastrophic forgetting. The model for each task is an out-of-distribution (OOD) detector rather than a conventional classifier. The OOD detector can perform both within-task (in-distribution (IND)) class prediction and OOD detection. The OOD detection capability is the key to task-id prediction during inference. However, this paper argues that using a traditional OOD detector for task-id prediction is sub-optimal because additional information (e.g., the replay data and the learned tasks) available in CIL can be exploited to design a better and principled method for task-id prediction. We call the new method TPL (Task-id Prediction based on Likelihood Ratio). TPL markedly outperforms strong CIL baselines and has negligible catastrophic forgetting. The code of TPL is publicly available at https://github.com/linhaowei1/TPL.

Deep Learning · Large Language Models

Sachin Goyal, Ziwei Ji, Ankit Singh Rawat, Aditya Krishna Menon, Sanjiv Kumar, Vaishnavh Nagarajan

Language models generate responses by producing a series of tokens in immediate succession: the $(K+1)^{\rm th}$ token is an outcome of manipulating $K$ hidden vectors per layer, one vector per preceding token. What if instead we were to let the model manipulate say, $K+10$ hidden vectors, before it outputs the $(K+1)^{\rm th}$ token? We operationalize this idea by performing training and inference on language models with a (learnable) $\textit{pause}$ token, a sequence of which is appended to the input prefix. We then delay extracting the model's outputs until the last pause token is seen, thereby allowing the model to process extra computation before committing to an answer. We empirically evaluate $\textit{pause-training}$ on decoder-only models of 1B and 130M parameters with causal pretraining on C4, and on downstream tasks covering reasoning, question-answering, general understanding and fact recall. Our main finding is that inference-time delays show gains when the model is both pre-trained and finetuned with delays. For the 1B model, we witness gains on 8 of 9 tasks, most prominently, a gain of $18\\%$ EM score on the QA task of SQuAD, $8\\%$ on CommonSenseQA and $1\\%$ accuracy on the reasoning task of GSM8k. Our work raises a range of conceptual and practical future research questions on making delayed next-token prediction a widely applicable new paradigm.

Applications · Time Series

Tao Dai, Beiliang Wu, Peiyuan Liu, Naiqi Li, Jigang Bao, Yong Jiang, Shu-Tao Xia

Convolutional neural network (CNN)-based and Transformer-based methods have recently made significant strides in time series forecasting, which excel at modeling local temporal variations or capturing long-term dependencies. However, real-world time series usually contain intricate temporal patterns, thus making it challenging for existing methods that mainly focus on temporal variations modeling from the 1D time series directly. Based on the intrinsic periodicity of time series, we propose a novel Periodicity Decoupling Framework (PDF) to capture 2D temporal variations of decoupled series for long-term series forecasting. Our PDF mainly consists of three components: multi-periodic decoupling block (MDB), dual variations modeling block (DVMB), and variations aggregation block (VAB). Unlike the previous methods that model 1D temporal variations, our PDF mainly models 2D temporal variations, decoupled from 1D time series by MDB. After that, DVMB attempts to further capture short-term and long-term variations, followed by VAB to make final predictions. Extensive experimental results across seven real-world long-term time series datasets demonstrate the superiority of our method over other state-of-the-art methods, in terms of both forecasting performance and computational efficiency. Code is available at https://github.com/Hank0626/PDF.

Applications · Neuroscience, Cognitive Science

Ayesha Vermani, Il Memming Park, Josue Nassar

Large scale inference models are widely used in neuroscience to extract latent representations from high-dimensional neural recordings. Due to the statistical heterogeneities between sessions and animals, a new model is trained from scratch to infer the underlying dynamics for each new dataset. This is computationally expensive and does not fully leverage all the available data. Moreover, as these models get more complex, they can be challenging to train. In parallel, it is becoming common to use pre-trained models in the machine learning community for few shot and transfer learning. One major hurdle that prevents the re-use of generative models in neuroscience is the complex spatio-temporal structure of neural dynamics within and across animals. Interestingly, the underlying dynamics identified from different datasets on the same task are qualitatively similar. In this work, we exploit this observation and propose a source-free and unsupervised alignment approach that utilizes the learnt dynamics and enables the re-use of trained generative models. We validate our approach on simulations and show the efficacy of the alignment on neural recordings from the motor cortex obtained during a reaching task.

Applications · Everything Else

Hong Wang, Zhongkai Hao, Jie Wang, Zijie Geng, Zhen Wang, Bin Li, Feng Wu

Learning neural operators for solving partial differential equations (PDEs) has attracted great attention due to its high inference efficiency.However, training such operators requires generating a substantial amount of labeled data, i.e., PDE problems together with their solutions.The data generation process is exceptionally time-consuming, as it involves solving numerous systems of linear equations to obtain numerical solutions to the PDEs.Many existing methods solve these systems independently without considering their inherent similarities, resulting in extremely redundant computations.To tackle this problem, we propose a novel method, namely **S**orting **K**rylov **R**ecycling (**SKR**), to boost the efficiency of solving these systems, thus significantly accelerating data generation for neural operators training.To the best of our knowledge, SKR is the first attempt to address the time-consuming nature of data generation for learning neural operators.The working horse of SKR is Krylov subspace recycling, a powerful technique for solving a series of interrelated systems by leveraging their inherent similarities.Specifically, SKR employs a sorting algorithm to arrange these systems in a sequence, where adjacent systems exhibit high similarities.Then it equips a solver with Krylov subspace recycling to solve the systems sequentially instead of independently, thus effectively enhancing the solving efficiency.Both theoretical analysis and extensive experiments demonstrate that SKR can significantly accelerate neural operator data generation, achieving a remarkable speedup of up to 13.9 times.

Applications · Time Series

Yujee Song, Donghyun LEE, Rui Meng, Won Hwa Kim

A Marked Temporal Point Process (MTPP) is a stochastic process whose realization is a set of event-time data. MTPP is often used to understand complex dynamics of asynchronous temporal events such as money transaction, social media, healthcare, etc. Recent studies have utilized deep neural networks to capture complex temporal dependencies of events and generate embedding that aptly represent the observed events. While most previous studies focus on the inter-event dependencies and their representations, how individual events influence the overall dynamics over time has been under-explored. In this regime, we propose a Decoupled MTPP framework that disentangles characterization of a stochastic process into a set of evolving influences from different events. Our approach employs Neural Ordinary Differential Equations (Neural ODEs) to learn flexible continuous dynamics of these influences while simultaneously addressing multiple inference problems, such as density estimation and survival rate computation. We emphasize the significance of disentangling the influences by comparing our framework with state-of-the-art methods on real-life datasets, and provide analysis on the model behavior for potential applications.

Yu-Hsuan Wu, Jerry Hu, Weijian Li, Bo-Yu Chen, Han Liu

We present **STanHop-Net** (**S**parse **Tan**dem **Hop**field **Net**work) for multivariate time series prediction with memory-enhanced capabilities. At the heart of our approach is **STanHop**, a novel Hopfield-based neural network block, which sparsely learns and stores both temporal and cross-series representations in a data-dependent fashion. In essence, STanHop sequentially learns temporal representation and cross-series representation using two tandem sparse Hopfield layers. Additionally, STanHop incorporates two external memory modules: **Plug-and-Play** and **Tune-and-Play** for train-less and task-aware memory enhancements, respectively. They allow StanHop-Net to swiftly respond to sudden events. Methodologically, we construct the STanHop-Net by stacking STanHop blocks in a hierarchical fashion, enabling multi-resolution feature extraction with resolution-specific sparsity. Theoretically, we introduce a unified construction (**Generalized Sparse Modern Hopfield Model**) for both dense and sparse modern Hopfield models and show that it endows a tighter memory retrieval error compared to the dense counterpart without sacrificing memory capacity. Empirically, we validate the efficacy of STanHop-Net on many settings: time series prediction, fast test-time adaptation, and strongly correlated time series prediction.

Lifeng Shen, Weiyu Chen, James Kwok

The diffusion model has been successfully used in many computer vision applications, such as text-guided image generation and image-to-image translation. Recently, there have been attempts on extending the diffusion model for time series data. However, these extensions are fairly straightforward and do not utilize the unique properties of time series data. As different patterns are usually exhibited at multiple scales of a time series, we in this paper leverage this multi-resolution temporal structure and propose the multi-resolution diffusion model (mr-Diff). By using the seasonal-trend decomposition, we sequentially extract fine-to-coarse trends from the time series for forward diffusion. The denoising process then proceeds in an easy-to-hard non-autoregressive manner. The coarsest trend is generated first. Finer details are progressively added, using the predicted coarser trends as condition variables. Experimental results on nine real-world time series datasets demonstrate that mr-Diff outperforms state-of-the-art time series diffusion models. It is also better than or comparable across a wide variety of advanced time series prediction models.

Deep Learning · Sequential Models, Time series

Irina Rish, Kartik Ahuja, Mohammad Javad Darvishi Bayazi, Pooneh Mousavi, Guillaume Dumas, Jean-Christophe Gagnon-Audet

Deep learning models often fail to generalize well under distribution shifts. Understanding and overcoming these failures have led to a new research field on Out-of-Distribution (OOD) generalization. Despite being extensively studied for static computer vision tasks, OOD generalization has been severely underexplored for time series tasks. To shine a light on this gap, we present WOODS: 10 challenging time series benchmarks covering a diverse range of data modalities, such as videos, brain recordings, and smart device sensory signals. We revise the existing OOD generalization algorithms for time series tasks and evaluate them using our systematic framework. Our experiments show a large room for improvement for empirical risk minimization and OOD generalization algorithms on our datasets, thus underscoring the new challenges posed by time series tasks.

Deep Learning · Sequential Models, Time series

Yi Heng Lim, Qi Zhu, Joshua Selfridge, Muhammad Firmansyah

Sequential models, such as Recurrent Neural Networks and Neural Ordinary Differential Equations, have long suffered from slow training due to their inherent sequential nature.For many years this bottleneck has persisted, as many thought sequential models could not be parallelized.We challenge this long-held belief with our parallel algorithm that accelerates GPU evaluation of sequential models by up to 3 orders of magnitude faster without compromising output accuracy.The algorithm does not need any special structure in the sequential models' architecture, making it applicable to a wide range of architectures.Using our method, training sequential models can be more than 10 times faster than the common sequential method without any meaningful difference in the training results.Leveraging this accelerated training, we discovered the efficacy of the Gated Recurrent Unit in a long time series classification problem with 17k time samples.By overcoming the training bottleneck, our work serves as the first step to unlock the potential of non-linear sequential models for long sequence problems.

Applications · Time Series

MinGyu Choi, Changhee Lee

Time series imputation presents a significant challenge because it requires capturing the underlying temporal dynamics from partially observed time series data. Among the recent successes of imputation methods based on generative models, the information bottleneck (IB) framework offers a well-suited theoretical foundation for multiple imputations, allowing us to account for the uncertainty associated with the imputed values. However, directly applying the IB framework to time series data without considering their temporal context can lead to a substantial loss of temporal dependencies, which, in turn, can degrade the overall imputation performance. To address such a challenge, we propose a novel conditional information bottleneck (CIB) approach for time series imputation, which aims to mitigate the potentially negative consequences of the regularization constraint by focusing on reducing the redundant information conditioned on the temporal context. We provide a theoretical analysis of its effect by adapting variational decomposition. We use the resulting insight and propose a novel deep learning method that can approximately achieve the proposed CIB objective for time series imputation as a combination of evidence lower bound and novel temporal kernel-enhanced contrastive optimization. Our experiments, conducted on multiple real-world datasets, consistently demonstrate that our method significantly improves imputation performance (including both interpolation and extrapolation), and also enhances classification performance based on the imputed values.

Deep Learning · Sequential Models, Time series

Giovanni De Felice, Andrea Cini, Daniele Zambon, Vladimir Gusev, Cesare Alippi

Virtual sensing techniques allow for inferring signals at new unmonitored locations by exploiting spatio-temporal measurements coming from physical sensors at different locations. However, as the sensor coverage becomes sparse due to costs or other constraints, physical proximity cannot be used to support interpolation. In this paper, we overcome this challenge by leveraging dependencies between the target variable and a set of correlated variables (covariates) that can frequently be associated with each location of interest. From this viewpoint, covariates provide partial observability, and the problem consists of inferring values for unobserved channels by exploiting observations at other locations to learn how such variables can correlate. We introduce a novel graph-based methodology to exploit such relationships and design a graph deep learning architecture, named GgNet, implementing the framework. The proposed approach relies on propagating information over a nested graph structure that is used to learn dependencies between variables as well as locations. GgNet is extensively evaluated under different virtual sensing scenarios, demonstrating higher reconstruction accuracy compared to the state-of-the-art.

Deep Learning · Sequential Models, Time series

Xihaier Luo, Wei Xu, Balasubramanya T. Nadiga, Yihui Ren, Shinjae Yoo

Reliably reconstructing physical fields from sparse sensor data is a challenge that frequenty arises in many scientific domains. In practice, the process generating the data is often not known to sufficient accuracy. Therefore, there is a growing interest in the deep neural network route to the problem. In this work, we present a novel approach that learns a continuous representation of the field using implicit neural representations (INR). Specifically, after factorizing spatiotemporal variability into spatial and temporal components using the technique of separation of variables, the method learns relevant basis functions from sparsely sampled irregular data points to thus develop a continuous representation of the data. In experimental evaluations, the proposed model outperforms recent INR methods, offering superior reconstruction quality on simulation data from a state of the art climate model and on a second dataset that comprises of ultra-high resolution satellite-based sea surface temperature field. [Website for the Project: Both data and code are accessible.](https://xihaier.github.io/ICLR-2024-MMGN/)