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Nov 20

Objective Mismatch in Model-based Reinforcement Learning

Model-based reinforcement learning (MBRL) has been shown to be a powerful framework for data-efficiently learning control of continuous tasks. Recent work in MBRL has mostly focused on using more advanced function approximators and planning schemes, with little development of the general framework. In this paper, we identify a fundamental issue of the standard MBRL framework -- what we call the objective mismatch issue. Objective mismatch arises when one objective is optimized in the hope that a second, often uncorrelated, metric will also be optimized. In the context of MBRL, we characterize the objective mismatch between training the forward dynamics model w.r.t.~the likelihood of the one-step ahead prediction, and the overall goal of improving performance on a downstream control task. For example, this issue can emerge with the realization that dynamics models effective for a specific task do not necessarily need to be globally accurate, and vice versa globally accurate models might not be sufficiently accurate locally to obtain good control performance on a specific task. In our experiments, we study this objective mismatch issue and demonstrate that the likelihood of one-step ahead predictions is not always correlated with control performance. This observation highlights a critical limitation in the MBRL framework which will require further research to be fully understood and addressed. We propose an initial method to mitigate the mismatch issue by re-weighting dynamics model training. Building on it, we conclude with a discussion about other potential directions of research for addressing this issue.

  • 4 authors
·
Feb 11, 2020 1

FutureDepth: Learning to Predict the Future Improves Video Depth Estimation

In this paper, we propose a novel video depth estimation approach, FutureDepth, which enables the model to implicitly leverage multi-frame and motion cues to improve depth estimation by making it learn to predict the future at training. More specifically, we propose a future prediction network, F-Net, which takes the features of multiple consecutive frames and is trained to predict multi-frame features one time step ahead iteratively. In this way, F-Net learns the underlying motion and correspondence information, and we incorporate its features into the depth decoding process. Additionally, to enrich the learning of multiframe correspondence cues, we further leverage a reconstruction network, R-Net, which is trained via adaptively masked auto-encoding of multiframe feature volumes. At inference time, both F-Net and R-Net are used to produce queries to work with the depth decoder, as well as a final refinement network. Through extensive experiments on several benchmarks, i.e., NYUDv2, KITTI, DDAD, and Sintel, which cover indoor, driving, and open-domain scenarios, we show that FutureDepth significantly improves upon baseline models, outperforms existing video depth estimation methods, and sets new state-of-the-art (SOTA) accuracy. Furthermore, FutureDepth is more efficient than existing SOTA video depth estimation models and has similar latencies when comparing to monocular models

  • 9 authors
·
Mar 19, 2024

Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast stock prices accurately, many researchers believe otherwise. There exist propositions in the literature that have demonstrated that if properly designed and optimized, predictive models can very accurately and reliably predict future values of stock prices. This paper presents a suite of deep learning based models for stock price prediction. We use the historical records of the NIFTY 50 index listed in the National Stock Exchange of India, during the period from December 29, 2008 to July 31, 2020, for training and testing the models. Our proposition includes two regression models built on convolutional neural networks and three long and short term memory network based predictive models. To forecast the open values of the NIFTY 50 index records, we adopted a multi step prediction technique with walk forward validation. In this approach, the open values of the NIFTY 50 index are predicted on a time horizon of one week, and once a week is over, the actual index values are included in the training set before the model is trained again, and the forecasts for the next week are made. We present detailed results on the forecasting accuracies for all our proposed models. The results show that while all the models are very accurate in forecasting the NIFTY 50 open values, the univariate encoder decoder convolutional LSTM with the previous two weeks data as the input is the most accurate model. On the other hand, a univariate CNN model with previous one week data as the input is found to be the fastest model in terms of its execution speed.

  • 2 authors
·
Oct 21, 2020

Generative Pretrained Hierarchical Transformer for Time Series Forecasting

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named GPHT. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach under the channel-independent assumption, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling a single model to forecast at arbitrary horizon settings. We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task, providing support for verifying the feasibility of pretrained time series large models.

  • 5 authors
·
Feb 26, 2024

Progressive Pretext Task Learning for Human Trajectory Prediction

Human trajectory prediction is a practical task of predicting the future positions of pedestrians on the road, which typically covers all temporal ranges from short-term to long-term within a trajectory. However, existing works attempt to address the entire trajectory prediction with a singular, uniform training paradigm, neglecting the distinction between short-term and long-term dynamics in human trajectories. To overcome this limitation, we introduce a novel Progressive Pretext Task learning (PPT) framework, which progressively enhances the model's capacity of capturing short-term dynamics and long-term dependencies for the final entire trajectory prediction. Specifically, we elaborately design three stages of training tasks in the PPT framework. In the first stage, the model learns to comprehend the short-term dynamics through a stepwise next-position prediction task. In the second stage, the model is further enhanced to understand long-term dependencies through a destination prediction task. In the final stage, the model aims to address the entire future trajectory task by taking full advantage of the knowledge from previous stages. To alleviate the knowledge forgetting, we further apply a cross-task knowledge distillation. Additionally, we design a Transformer-based trajectory predictor, which is able to achieve highly efficient two-step reasoning by integrating a destination-driven prediction strategy and a group of learnable prompt embeddings. Extensive experiments on popular benchmarks have demonstrated that our proposed approach achieves state-of-the-art performance with high efficiency. Code is available at https://github.com/iSEE-Laboratory/PPT.

  • 4 authors
·
Jul 16, 2024

Transformers Can Navigate Mazes With Multi-Step Prediction

Despite their remarkable success in language modeling, transformers trained to predict the next token in a sequence struggle with long-term planning. This limitation is particularly evident in tasks requiring foresight to plan multiple steps ahead such as maze navigation. The standard next single token prediction objective, however, offers no explicit mechanism to predict multiple steps ahead - or revisit the path taken so far. Consequently, in this work we study whether explicitly predicting multiple steps ahead (and backwards) can improve transformers' maze navigation. We train parameter-matched transformers from scratch, under identical settings, to navigate mazes of varying types and sizes with standard next token prediction and MLM-U, an objective explicitly predicting multiple steps ahead and backwards. We find that MLM-U considerably improves transformers' ability to navigate mazes compared to standard next token prediction across maze types and complexities. We also find MLM-U training is 4x more sample efficient and converges 2x faster in terms of GPU training hours relative to next token training. Finally, for more complex mazes we find MLM-U benefits from scaling to larger transformers. Remarkably, we find transformers trained with MLM-U outperform larger transformers trained with next token prediction using additional supervision from A* search traces. We hope these findings underscore the promise of learning objectives to advance transformers' capacity for long-term planning.

  • 5 authors
·
Dec 6, 2024

Foresight -- Generative Pretrained Transformer (GPT) for Modelling of Patient Timelines using EHRs

Background: Electronic Health Records hold detailed longitudinal information about each patient's health status and general clinical history, a large portion of which is stored within the unstructured text. Existing approaches focus mostly on structured data and a subset of single-domain outcomes. We explore how temporal modelling of patients from free text and structured data, using deep generative transformers can be used to forecast a wide range of future disorders, substances, procedures or findings. Methods: We present Foresight, a novel transformer-based pipeline that uses named entity recognition and linking tools to convert document text into structured, coded concepts, followed by providing probabilistic forecasts for future medical events such as disorders, substances, procedures and findings. We processed the entire free-text portion from three different hospital datasets totalling 811336 patients covering both physical and mental health. Findings: On tests in two UK hospitals (King's College Hospital, South London and Maudsley) and the US MIMIC-III dataset precision@10 0.68, 0.76 and 0.88 was achieved for forecasting the next disorder in a patient timeline, while precision@10 of 0.80, 0.81 and 0.91 was achieved for forecasting the next biomedical concept. Foresight was also validated on 34 synthetic patient timelines by five clinicians and achieved relevancy of 97% for the top forecasted candidate disorder. As a generative model, it can forecast follow-on biomedical concepts for as many steps as required. Interpretation: Foresight is a general-purpose model for biomedical concept modelling that can be used for real-world risk forecasting, virtual trials and clinical research to study the progression of disorders, simulate interventions and counterfactuals, and educational purposes.

  • 12 authors
·
Dec 13, 2022

Look Before you Leap: Estimating LLM Benchmark Scores from Descriptions

Progress in large language models is constrained by an evaluation bottleneck: build a benchmark, evaluate models and settings, then iterate. We therefore ask a simple question: can we forecast outcomes before running any experiments? We study text-only performance forecasting: estimating a model's score from a redacted task description and intended configuration, with no access to dataset instances. To support systematic study, we curate PRECOG, a corpus of redacted description-performance pairs spanning diverse tasks, domains, and metrics. Experiments show the task is challenging but feasible: models equipped with a retrieval module that excludes source papers achieve moderate prediction performance with well-calibrated uncertainty, reaching mean absolute error as low as 8.7 on the Accuracy subset at high-confidence thresholds. Our analysis indicates that stronger reasoning models engage in diverse, iterative querying, whereas current open-source models lag and often skip retrieval or gather evidence with limited diversity. We further test a zero-leakage setting, forecasting on newly released datasets or experiments before their papers are indexed, where GPT-5 with built-in web search still attains nontrivial prediction accuracy. Overall, our corpus and analyses offer an initial step toward open-ended anticipatory evaluation, supporting difficulty estimation and smarter experiment prioritization.

  • 4 authors
·
Sep 24

AutoCast++: Enhancing World Event Prediction with Zero-shot Ranking-based Context Retrieval

Machine-based prediction of real-world events is garnering attention due to its potential for informed decision-making. Whereas traditional forecasting predominantly hinges on structured data like time-series, recent breakthroughs in language models enable predictions using unstructured text. In particular, (Zou et al., 2022) unveils AutoCast, a new benchmark that employs news articles for answering forecasting queries. Nevertheless, existing methods still trail behind human performance. The cornerstone of accurate forecasting, we argue, lies in identifying a concise, yet rich subset of news snippets from a vast corpus. With this motivation, we introduce AutoCast++, a zero-shot ranking-based context retrieval system, tailored to sift through expansive news document collections for event forecasting. Our approach first re-ranks articles based on zero-shot question-passage relevance, honing in on semantically pertinent news. Following this, the chosen articles are subjected to zero-shot summarization to attain succinct context. Leveraging a pre-trained language model, we conduct both the relevance evaluation and article summarization without needing domain-specific training. Notably, recent articles can sometimes be at odds with preceding ones due to new facts or unanticipated incidents, leading to fluctuating temporal dynamics. To tackle this, our re-ranking mechanism gives preference to more recent articles, and we further regularize the multi-passage representation learning to align with human forecaster responses made on different dates. Empirical results underscore marked improvements across multiple metrics, improving the performance for multiple-choice questions (MCQ) by 48% and true/false (TF) questions by up to 8%.

  • 5 authors
·
Oct 3, 2023

Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).

  • 6 authors
·
Jul 21, 2023

Deep Stochastic Kinematic Models for Probabilistic Motion Forecasting in Traffic

In trajectory forecasting tasks for traffic, future output trajectories can be computed by advancing the ego vehicle's state with predicted actions according to a kinematics model. By unrolling predicted trajectories via time integration and models of kinematic dynamics, predicted trajectories should not only be kinematically feasible but also relate uncertainty from one timestep to the next. While current works in probabilistic prediction do incorporate kinematic priors for mean trajectory prediction, variance is often left as a learnable parameter, despite uncertainty in one time step being inextricably tied to uncertainty in the previous time step. In this paper, we show simple and differentiable analytical approximations describing the relationship between variance at one timestep and that at the next with the kinematic bicycle model. These approximations can be easily incorporated with negligible additional overhead into any existing trajectory forecasting framework utilizing probabilistic predictions, whether it is autoregressive or one-shot prediction. In our results, we find that encoding the relationship between variance across timesteps works especially well in unoptimal settings, such as with small or noisy datasets. We observe up to a 50% performance boost in partial dataset settings and up to an 8% performance boost in large-scale learning compared to previous kinematic prediction methods on SOTA trajectory forecasting architectures out-of-the-box, with no fine-tuning. In this paper, we show four analytical formulations of probabilistic kinematic priors which can be used for any Gaussian Mixture Model (GMM)-based deep learning models, quantify the error bound on linear approximations applied during trajectory unrolling, and show results to evaluate each formulation in trajectory forecasting.

  • 6 authors
·
Jun 3, 2024

OneForecast: A Universal Framework for Global and Regional Weather Forecasting

Accurate weather forecasts are important for disaster prevention, agricultural planning, etc. Traditional numerical weather prediction (NWP) methods offer physically interpretable high-accuracy predictions but are computationally expensive and fail to fully leverage rapidly growing historical data. In recent years, deep learning models have made significant progress in weather forecasting, but challenges remain, such as balancing global and regional high-resolution forecasts, excessive smoothing in extreme event predictions, and insufficient dynamic system modeling. To address these issues, this paper proposes a global-regional nested weather forecasting framework (OneForecast) based on graph neural networks. By combining a dynamic system perspective with multi-grid theory, we construct a multi-scale graph structure and densify the target region to capture local high-frequency features. We introduce an adaptive messaging mechanism, using dynamic gating units to deeply integrate node and edge features for more accurate extreme event forecasting. For high-resolution regional forecasts, we propose a neural nested grid method to mitigate boundary information loss. Experimental results show that OneForecast performs excellently across global to regional scales and short-term to long-term forecasts, especially in extreme event predictions. Codes link https://github.com/YuanGao-YG/OneForecast.

  • 14 authors
·
Feb 1

Clinically-Inspired Multi-Agent Transformers for Disease Trajectory Forecasting from Multimodal Data

Deep neural networks are often applied to medical images to automate the problem of medical diagnosis. However, a more clinically relevant question that practitioners usually face is how to predict the future trajectory of a disease. Current methods for prognosis or disease trajectory forecasting often require domain knowledge and are complicated to apply. In this paper, we formulate the prognosis prediction problem as a one-to-many prediction problem. Inspired by a clinical decision-making process with two agents -- a radiologist and a general practitioner -- we predict prognosis with two transformer-based components that share information with each other. The first transformer in this framework aims to analyze the imaging data, and the second one leverages its internal states as inputs, also fusing them with auxiliary clinical data. The temporal nature of the problem is modeled within the transformer states, allowing us to treat the forecasting problem as a multi-task classification, for which we propose a novel loss. We show the effectiveness of our approach in predicting the development of structural knee osteoarthritis changes and forecasting Alzheimer's disease clinical status directly from raw multi-modal data. The proposed method outperforms multiple state-of-the-art baselines with respect to performance and calibration, both of which are needed for real-world applications. An open-source implementation of our method is made publicly available at https://github.com/Oulu-IMEDS/CLIMATv2.

  • 4 authors
·
Oct 25, 2022

Modeling of learning curves with applications to pos tagging

An algorithm to estimate the evolution of learning curves on the whole of a training data base, based on the results obtained from a portion and using a functional strategy, is introduced. We approximate iteratively the sought value at the desired time, independently of the learning technique used and once a point in the process, called prediction level, has been passed. The proposal proves to be formally correct with respect to our working hypotheses and includes a reliable proximity condition. This allows the user to fix a convergence threshold with respect to the accuracy finally achievable, which extends the concept of stopping criterion and seems to be effective even in the presence of distorting observations. Our aim is to evaluate the training effort, supporting decision making in order to reduce the need for both human and computational resources during the learning process. The proposal is of interest in at least three operational procedures. The first is the anticipation of accuracy gain, with the purpose of measuring how much work is needed to achieve a certain degree of performance. The second relates the comparison of efficiency between systems at training time, with the objective of completing this task only for the one that best suits our requirements. The prediction of accuracy is also a valuable item of information for customizing systems, since we can estimate in advance the impact of settings on both the performance and the development costs. Using the generation of part-of-speech taggers as an example application, the experimental results are consistent with our expectations.

  • 3 authors
·
Feb 4, 2024

Oracle Efficient Algorithms for Groupwise Regret

We study the problem of online prediction, in which at each time step t, an individual x_t arrives, whose label we must predict. Each individual is associated with various groups, defined based on their features such as age, sex, race etc., which may intersect. Our goal is to make predictions that have regret guarantees not just overall but also simultaneously on each sub-sequence comprised of the members of any single group. Previous work such as [Blum & Lykouris] and [Lee et al] provide attractive regret guarantees for these problems; however, these are computationally intractable on large model classes. We show that a simple modification of the sleeping experts technique of [Blum & Lykouris] yields an efficient reduction to the well-understood problem of obtaining diminishing external regret absent group considerations. Our approach gives similar regret guarantees compared to [Blum & Lykouris]; however, we run in time linear in the number of groups, and are oracle-efficient in the hypothesis class. This in particular implies that our algorithm is efficient whenever the number of groups is polynomially bounded and the external-regret problem can be solved efficiently, an improvement on [Blum & Lykouris]'s stronger condition that the model class must be small. Our approach can handle online linear regression and online combinatorial optimization problems like online shortest paths. Beyond providing theoretical regret bounds, we evaluate this algorithm with an extensive set of experiments on synthetic data and on two real data sets -- Medical costs and the Adult income dataset, both instantiated with intersecting groups defined in terms of race, sex, and other demographic characteristics. We find that uniformly across groups, our algorithm gives substantial error improvements compared to running a standard online linear regression algorithm with no groupwise regret guarantees.

  • 5 authors
·
Oct 6, 2023

Cautious Next Token Prediction

Next token prediction paradigm has been prevailing for autoregressive models in the era of LLMs. The current default sampling choice for popular LLMs is temperature scaling together with nucleus sampling to balance diversity and coherence. Nevertheless, such approach leads to inferior performance in various NLP tasks when the model is not certain about testing questions. To this end, we propose a brand new training-free decoding strategy, dubbed as Cautious Next Token Prediction (CNTP). In the decoding process, if the model has comparatively high prediction entropy at a certain step, we sample multiple trials starting from the step independently and stop when encountering any punctuation. Then we select the trial with the lowest perplexity score viewed as the most probable and reliable trial path given the model's capacity. The trial number is negatively correlated with the prediction confidence, i.e., the less confident the model is, the more trials it should sample. This is consistent with human beings' behaviour: when feeling uncertain or unconfident, one tends to think more creatively, exploring multiple thinking paths, to cautiously select the path one feels most confident about. Extensive experiments on both LLMs and MLLMs show that our proposed CNTP approach outperforms existing standard decoding strategies consistently by a clear margin. Moreover, the integration of CNTP with self consistency can further improve over vanilla self consistency. We believe our proposed CNTP has the potential to become one of the default choices for LLM decoding. Code is available at https://github.com/wyzjack/CNTP.

  • 10 authors
·
Jul 3

Monash University, UEA, UCR Time Series Extrinsic Regression Archive

Time series research has gathered lots of interests in the last decade, especially for Time Series Classification (TSC) and Time Series Forecasting (TSF). Research in TSC has greatly benefited from the University of California Riverside and University of East Anglia (UCR/UEA) Time Series Archives. On the other hand, the advancement in Time Series Forecasting relies on time series forecasting competitions such as the Makridakis competitions, NN3 and NN5 Neural Network competitions, and a few Kaggle competitions. Each year, thousands of papers proposing new algorithms for TSC and TSF have utilized these benchmarking archives. These algorithms are designed for these specific problems, but may not be useful for tasks such as predicting the heart rate of a person using photoplethysmogram (PPG) and accelerometer data. We refer to this problem as Time Series Extrinsic Regression (TSER), where we are interested in a more general methodology of predicting a single continuous value, from univariate or multivariate time series. This prediction can be from the same time series or not directly related to the predictor time series and does not necessarily need to be a future value or depend heavily on recent values. To the best of our knowledge, research into TSER has received much less attention in the time series research community and there are no models developed for general time series extrinsic regression problems. Most models are developed for a specific problem. Therefore, we aim to motivate and support the research into TSER by introducing the first TSER benchmarking archive. This archive contains 19 datasets from different domains, with varying number of dimensions, unequal length dimensions, and missing values. In this paper, we introduce the datasets in this archive and did an initial benchmark on existing models.

  • 4 authors
·
Jun 19, 2020

Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions demonstrating that accurate modeling and designing of appropriate variables may lead to models using which stock prices and stock price movement patterns can be very accurately predicted. In this work, we propose an approach of hybrid modeling for stock price prediction building different machine learning and deep learning-based models. For the purpose of our study, we have used NIFTY 50 index values of the National Stock Exchange (NSE) of India, during the period December 29, 2014 till July 31, 2020. We have built eight regression models using the training data that consisted of NIFTY 50 index records during December 29, 2014 till December 28, 2018. Using these regression models, we predicted the open values of NIFTY 50 for the period December 31, 2018 till July 31, 2020. We, then, augment the predictive power of our forecasting framework by building four deep learning-based regression models using long-and short-term memory (LSTM) networks with a novel approach of walk-forward validation. We exploit the power of LSTM regression models in forecasting the future NIFTY 50 open values using four different models that differ in their architecture and in the structure of their input data. Extensive results are presented on various metrics for the all the regression models. The results clearly indicate that the LSTM-based univariate model that uses one-week prior data as input for predicting the next week open value of the NIFTY 50 time series is the most accurate model.

  • 3 authors
·
Sep 20, 2020

TGB-Seq Benchmark: Challenging Temporal GNNs with Complex Sequential Dynamics

Future link prediction is a fundamental challenge in various real-world dynamic systems. To address this, numerous temporal graph neural networks (temporal GNNs) and benchmark datasets have been developed. However, these datasets often feature excessive repeated edges and lack complex sequential dynamics, a key characteristic inherent in many real-world applications such as recommender systems and ``Who-To-Follow'' on social networks. This oversight has led existing methods to inadvertently downplay the importance of learning sequential dynamics, focusing primarily on predicting repeated edges. In this study, we demonstrate that existing methods, such as GraphMixer and DyGFormer, are inherently incapable of learning simple sequential dynamics, such as ``a user who has followed OpenAI and Anthropic is more likely to follow AI at Meta next.'' Motivated by this issue, we introduce the Temporal Graph Benchmark with Sequential Dynamics (TGB-Seq), a new benchmark carefully curated to minimize repeated edges, challenging models to learn sequential dynamics and generalize to unseen edges. TGB-Seq comprises large real-world datasets spanning diverse domains, including e-commerce interactions, movie ratings, business reviews, social networks, citation networks and web link networks. Benchmarking experiments reveal that current methods usually suffer significant performance degradation and incur substantial training costs on TGB-Seq, posing new challenges and opportunities for future research. TGB-Seq datasets, leaderboards, and example codes are available at https://tgb-seq.github.io/.

  • 8 authors
·
Feb 5

Chronos-2: From Univariate to Universal Forecasting

Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.

amazon Amazon
·
Oct 17 3

The multi-modal universe of fast-fashion: the Visuelle 2.0 benchmark

We present Visuelle 2.0, the first dataset useful for facing diverse prediction problems that a fast-fashion company has to manage routinely. Furthermore, we demonstrate how the use of computer vision is substantial in this scenario. Visuelle 2.0 contains data for 6 seasons / 5355 clothing products of Nuna Lie, a famous Italian company with hundreds of shops located in different areas within the country. In particular, we focus on a specific prediction problem, namely short-observation new product sale forecasting (SO-fore). SO-fore assumes that the season has started and a set of new products is on the shelves of the different stores. The goal is to forecast the sales for a particular horizon, given a short, available past (few weeks), since no earlier statistics are available. To be successful, SO-fore approaches should capture this short past and exploit other modalities or exogenous data. To these aims, Visuelle 2.0 is equipped with disaggregated data at the item-shop level and multi-modal information for each clothing item, allowing computer vision approaches to come into play. The main message that we deliver is that the use of image data with deep networks boosts performances obtained when using the time series in long-term forecasting scenarios, ameliorating the WAPE and MAE by up to 5.48% and 7% respectively compared to competitive baseline methods. The dataset is available at https://humaticslab.github.io/forecasting/visuelle

  • 5 authors
·
Apr 14, 2022

Think Before Recommend: Unleashing the Latent Reasoning Power for Sequential Recommendation

Sequential Recommendation (SeqRec) aims to predict the next item by capturing sequential patterns from users' historical interactions, playing a crucial role in many real-world recommender systems. However, existing approaches predominantly adopt a direct forward computation paradigm, where the final hidden state of the sequence encoder serves as the user representation. We argue that this inference paradigm, due to its limited computational depth, struggles to model the complex evolving nature of user preferences and lacks a nuanced understanding of long-tail items, leading to suboptimal performance. To address this issue, we propose ReaRec, the first inference-time computing framework for recommender systems, which enhances user representations through implicit multi-step reasoning. Specifically, ReaRec autoregressively feeds the sequence's last hidden state into the sequential recommender while incorporating special reasoning position embeddings to decouple the original item encoding space from the multi-step reasoning space. Moreover, we introduce two lightweight reasoning-based learning methods, Ensemble Reasoning Learning (ERL) and Progressive Reasoning Learning (PRL), to further effectively exploit ReaRec's reasoning potential. Extensive experiments on five public real-world datasets and different SeqRec architectures demonstrate the generality and effectiveness of our proposed ReaRec. Remarkably, post-hoc analyses reveal that ReaRec significantly elevates the performance ceiling of multiple sequential recommendation backbones by approximately 30\%-50\%. Thus, we believe this work can open a new and promising avenue for future research in inference-time computing for sequential recommendation.

  • 8 authors
·
Mar 28 2

Large Language Model Prediction Capabilities: Evidence from a Real-World Forecasting Tournament

Accurately predicting the future would be an important milestone in the capabilities of artificial intelligence. However, research on the ability of large language models to provide probabilistic predictions about future events remains nascent. To empirically test this ability, we enrolled OpenAI's state-of-the-art large language model, GPT-4, in a three-month forecasting tournament hosted on the Metaculus platform. The tournament, running from July to October 2023, attracted 843 participants and covered diverse topics including Big Tech, U.S. politics, viral outbreaks, and the Ukraine conflict. Focusing on binary forecasts, we show that GPT-4's probabilistic forecasts are significantly less accurate than the median human-crowd forecasts. We find that GPT-4's forecasts did not significantly differ from the no-information forecasting strategy of assigning a 50% probability to every question. We explore a potential explanation, that GPT-4 might be predisposed to predict probabilities close to the midpoint of the scale, but our data do not support this hypothesis. Overall, we find that GPT-4 significantly underperforms in real-world predictive tasks compared to median human-crowd forecasts. A potential explanation for this underperformance is that in real-world forecasting tournaments, the true answers are genuinely unknown at the time of prediction; unlike in other benchmark tasks like professional exams or time series forecasting, where strong performance may at least partly be due to the answers being memorized from the training data. This makes real-world forecasting tournaments an ideal environment for testing the generalized reasoning and prediction capabilities of artificial intelligence going forward.

  • 2 authors
·
Oct 17, 2023

VEDIT: Latent Prediction Architecture For Procedural Video Representation Learning

Procedural video representation learning is an active research area where the objective is to learn an agent which can anticipate and forecast the future given the present video input, typically in conjunction with textual annotations. Prior works often rely on large-scale pretraining of visual encoders and prediction models with language supervision. However, the necessity and effectiveness of extending compute intensive pretraining to learn video clip sequences with noisy text supervision have not yet been fully validated by previous works. In this work, we show that a strong off-the-shelf frozen pretrained visual encoder, along with a well designed prediction model, can achieve state-of-the-art (SoTA) performance in forecasting and procedural planning without the need for pretraining the prediction model, nor requiring additional supervision from language or ASR. Instead of learning representations from pixel space, our method utilizes the latent embedding space of publicly available vision encoders. By conditioning on frozen clip-level embeddings from observed steps to predict the actions of unseen steps, our prediction model is able to learn robust representations for forecasting through iterative denoising - leveraging the recent advances in diffusion transformers (Peebles & Xie, 2023). Empirical studies over a total of five procedural learning tasks across four datasets (NIV, CrossTask, COIN and Ego4D-v2) show that our model advances the strong baselines in long-horizon action anticipation (+2.6% in Verb ED@20, +3.1% in Noun ED@20), and significantly improves the SoTA in step forecasting (+5.0%), task classification (+3.8%), and procedure planning tasks (up to +2.28% in success rate, +3.39% in mAcc, and +0.90% in mIoU).

  • 7 authors
·
Oct 4, 2024

Effectively Modeling Time Series with Simple Discrete State Spaces

Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs) are classical models for time series, and prior works combine SSMs with deep learning layers for efficient sequence modeling. However, we find fundamental limitations with these prior approaches, proving their SSM representations cannot express autoregressive time series processes. We thus introduce SpaceTime, a new state-space time series architecture that improves all three criteria. For expressivity, we propose a new SSM parameterization based on the companion matrix -- a canonical representation for discrete-time processes -- which enables SpaceTime's SSM layers to learn desirable autoregressive processes. For long horizon forecasting, we introduce a "closed-loop" variation of the companion SSM, which enables SpaceTime to predict many future time-steps by generating its own layer-wise inputs. For efficient training and inference, we introduce an algorithm that reduces the memory and compute of a forward pass with the companion matrix. With sequence length ell and state-space size d, we go from O(d ell) na\"ively to O(d + ell). In experiments, our contributions lead to state-of-the-art results on extensive and diverse benchmarks, with best or second-best AUROC on 6 / 7 ECG and speech time series classification, and best MSE on 14 / 16 Informer forecasting tasks. Furthermore, we find SpaceTime (1) fits AR(p) processes that prior deep SSMs fail on, (2) forecasts notably more accurately on longer horizons than prior state-of-the-art, and (3) speeds up training on real-world ETTh1 data by 73% and 80% relative wall-clock time over Transformers and LSTMs.

  • 6 authors
·
Mar 16, 2023

Context is Key: A Benchmark for Forecasting with Essential Textual Information

Forecasting is a critical task in decision-making across numerous domains. While historical numerical data provide a start, they fail to convey the complete context for reliable and accurate predictions. Human forecasters frequently rely on additional information, such as background knowledge and constraints, which can efficiently be communicated through natural language. However, in spite of recent progress with LLM-based forecasters, their ability to effectively integrate this textual information remains an open question. To address this, we introduce "Context is Key" (CiK), a time-series forecasting benchmark that pairs numerical data with diverse types of carefully crafted textual context, requiring models to integrate both modalities; crucially, every task in CiK requires understanding textual context to be solved successfully. We evaluate a range of approaches, including statistical models, time series foundation models, and LLM-based forecasters, and propose a simple yet effective LLM prompting method that outperforms all other tested methods on our benchmark. Our experiments highlight the importance of incorporating contextual information, demonstrate surprising performance when using LLM-based forecasting models, and also reveal some of their critical shortcomings. This benchmark aims to advance multimodal forecasting by promoting models that are both accurate and accessible to decision-makers with varied technical expertise. The benchmark can be visualized at https://servicenow.github.io/context-is-key-forecasting/v0/.

  • 11 authors
·
Oct 24, 2024

TimelyGPT: Extrapolatable Transformer Pre-training for Long-term Time-Series Forecasting in Healthcare

Large-scale pre-trained models (PTMs) such as BERT and GPT have recently achieved great success in Natural Language Processing and Computer Vision domains. However, the development of PTMs on healthcare time-series data is lagging behind.This underscores the limitations of the existing transformer-based architectures, particularly their scalability to handle large-scale time series and ability to capture long-term temporal dependencies. In this study, we present Timely Generative Pre-trained Transformer (TimelyGPT). TimelyGPT employs an extrapolatable position (xPos) embedding to encode trend and periodic patterns into time-series representations. It also integrates recurrent attention and temporal convolution modules to effectively capture global-local temporal dependencies. We evaluated TimelyGPT on two large-scale healthcare time series datasets corresponding to continuous biosignals and irregularly-sampled time series, respectively. Our experiments show that during pre-training, TimelyGPT excels in learning time-series representations from continuously monitored biosignals and irregularly-sampled time series data commonly observed in longitudinal electronic health records (EHRs). In forecasting continuous biosignals, TimelyGPT achieves accurate extrapolation up to 6,000 timesteps of body temperature during the sleep stage transition, given a short look-up window (i.e., prompt) containing only 2,000 timesteps. For irregularly-sampled time series, TimelyGPT with a proposed time-specific inference demonstrates high top recall scores in predicting future diagnoses using early diagnostic records, effectively handling irregular intervals between clinical records. Together, we envision TimelyGPT to be useful in a broad spectrum of health domains, including long-term patient health state forecasting and patient risk trajectory prediction.

  • 6 authors
·
Nov 29, 2023

TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning

In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values serve as context for forecasting future values, making powerful forecasting tools accessible to non-experts and increasing the performance when training data are scarce. Most existing zero-shot forecasting approaches rely on transformer architectures, which, despite their success in language, often fall short of expectations in time series forecasting, where recurrent models like LSTMs frequently have the edge. Conversely, while LSTMs are well-suited for time series modeling due to their state-tracking capabilities, they lack strong in-context learning abilities. We introduce TiRex that closes this gap by leveraging xLSTM, an enhanced LSTM with competitive in-context learning skills. Unlike transformers, state-space models, or parallelizable RNNs such as RWKV, TiRex retains state-tracking, a critical property for long-horizon forecasting. To further facilitate its state-tracking ability, we propose a training-time masking strategy called CPM. TiRex sets a new state of the art in zero-shot time series forecasting on the HuggingFace benchmarks GiftEval and Chronos-ZS, outperforming significantly larger models including TabPFN-TS (Prior Labs), Chronos Bolt (Amazon), TimesFM (Google), and Moirai (Salesforce) across both short- and long-term forecasts.

  • 6 authors
·
May 29

Hierarchical State Space Models for Continuous Sequence-to-Sequence Modeling

Reasoning from sequences of raw sensory data is a ubiquitous problem across fields ranging from medical devices to robotics. These problems often involve using long sequences of raw sensor data (e.g. magnetometers, piezoresistors) to predict sequences of desirable physical quantities (e.g. force, inertial measurements). While classical approaches are powerful for locally-linear prediction problems, they often fall short when using real-world sensors. These sensors are typically non-linear, are affected by extraneous variables (e.g. vibration), and exhibit data-dependent drift. For many problems, the prediction task is exacerbated by small labeled datasets since obtaining ground-truth labels requires expensive equipment. In this work, we present Hierarchical State-Space Models (HiSS), a conceptually simple, new technique for continuous sequential prediction. HiSS stacks structured state-space models on top of each other to create a temporal hierarchy. Across six real-world sensor datasets, from tactile-based state prediction to accelerometer-based inertial measurement, HiSS outperforms state-of-the-art sequence models such as causal Transformers, LSTMs, S4, and Mamba by at least 23% on MSE. Our experiments further indicate that HiSS demonstrates efficient scaling to smaller datasets and is compatible with existing data-filtering techniques. Code, datasets and videos can be found on https://hiss-csp.github.io.

  • 7 authors
·
Feb 15, 2024 1

Merlin:Empowering Multimodal LLMs with Foresight Minds

Humans possess the remarkable ability to foresee the future to a certain extent based on present observations, a skill we term as foresight minds. However, this capability remains largely under explored within existing Multimodal Large Language Models (MLLMs), hindering their capacity to learn the fundamental principles of how things operate and the intentions behind the observed subjects. To address this issue, we introduce the integration of future modeling into the existing learning frameworks of MLLMs. By utilizing the subject trajectory, a highly structured representation of a consecutive frame sequence, as a learning objective, we aim to bridge the gap between the past and the future. We propose two innovative methods to empower MLLMs with foresight minds, Foresight Pre-Training (FPT) and Foresight Instruction-Tuning (FIT), which are inspired by the modern learning paradigm of LLMs. Specifically, FPT jointly training various tasks centered on trajectories, enabling MLLMs to learn how to attend and predict entire trajectories from a given initial observation. Then, FIT requires MLLMs to first predict trajectories of related objects and then reason about potential future events based on them. Aided by FPT and FIT, we build a novel and unified MLLM named Merlin that supports multi-images input and analysis about potential actions of multiple objects for the future reasoning. Experimental results show Merlin powerful foresight minds with impressive performance on both future reasoning and visual comprehension tasks.

  • 11 authors
·
Nov 30, 2023 1

State-Change Learning for Prediction of Future Events in Endoscopic Videos

Surgical future prediction, driven by real-time AI analysis of surgical video, is critical for operating room safety and efficiency. It provides actionable insights into upcoming events, their timing, and risks-enabling better resource allocation, timely instrument readiness, and early warnings for complications (e.g., bleeding, bile duct injury). Despite this need, current surgical AI research focuses on understanding what is happening rather than predicting future events. Existing methods target specific tasks in isolation, lacking unified approaches that span both short-term (action triplets, events) and long-term horizons (remaining surgery duration, phase transitions). These methods rely on coarse-grained supervision while fine-grained surgical action triplets and steps remain underexplored. Furthermore, methods based only on future feature prediction struggle to generalize across different surgical contexts and procedures. We address these limits by reframing surgical future prediction as state-change learning. Rather than forecasting raw observations, our approach classifies state transitions between current and future timesteps. We introduce SurgFUTR, implementing this through a teacher-student architecture. Video clips are compressed into state representations via Sinkhorn-Knopp clustering; the teacher network learns from both current and future clips, while the student network predicts future states from current videos alone, guided by our Action Dynamics (ActDyn) module. We establish SFPBench with five prediction tasks spanning short-term (triplets, events) and long-term (remaining surgery duration, phase and step transitions) horizons. Experiments across four datasets and three procedures show consistent improvements. Cross-procedure transfer validates generalizability.

  • 4 authors
·
Oct 14

Time-LLM: Time Series Forecasting by Reprogramming Large Language Models

Time series forecasting holds significant importance in many real-world dynamic systems and has been extensively studied. Unlike natural language process (NLP) and computer vision (CV), where a single large model can tackle multiple tasks, models for time series forecasting are often specialized, necessitating distinct designs for different tasks and applications. While pre-trained foundation models have made impressive strides in NLP and CV, their development in time series domains has been constrained by data sparsity. Recent studies have revealed that large language models (LLMs) possess robust pattern recognition and reasoning abilities over complex sequences of tokens. However, the challenge remains in effectively aligning the modalities of time series data and natural language to leverage these capabilities. In this work, we present Time-LLM, a reprogramming framework to repurpose LLMs for general time series forecasting with the backbone language models kept intact. We begin by reprogramming the input time series with text prototypes before feeding it into the frozen LLM to align the two modalities. To augment the LLM's ability to reason with time series data, we propose Prompt-as-Prefix (PaP), which enriches the input context and directs the transformation of reprogrammed input patches. The transformed time series patches from the LLM are finally projected to obtain the forecasts. Our comprehensive evaluations demonstrate that Time-LLM is a powerful time series learner that outperforms state-of-the-art, specialized forecasting models. Moreover, Time-LLM excels in both few-shot and zero-shot learning scenarios.

  • 11 authors
·
Oct 2, 2023

Next Block Prediction: Video Generation via Semi-Autoregressive Modeling

Next-Token Prediction (NTP) is a de facto approach for autoregressive (AR) video generation, but it suffers from suboptimal unidirectional dependencies and slow inference speed. In this work, we propose a semi-autoregressive (semi-AR) framework, called Next-Block Prediction (NBP), for video generation. By uniformly decomposing video content into equal-sized blocks (e.g., rows or frames), we shift the generation unit from individual tokens to blocks, allowing each token in the current block to simultaneously predict the corresponding token in the next block. Unlike traditional AR modeling, our framework employs bidirectional attention within each block, enabling tokens to capture more robust spatial dependencies. By predicting multiple tokens in parallel, NBP models significantly reduce the number of generation steps, leading to faster and more efficient inference. Our model achieves FVD scores of 103.3 on UCF101 and 25.5 on K600, outperforming the vanilla NTP model by an average of 4.4. Furthermore, thanks to the reduced number of inference steps, the NBP model generates 8.89 frames (128x128 resolution) per second, achieving an 11x speedup. We also explored model scales ranging from 700M to 3B parameters, observing significant improvements in generation quality, with FVD scores dropping from 103.3 to 55.3 on UCF101 and from 25.5 to 19.5 on K600, demonstrating the scalability of our approach.

  • 4 authors
·
Feb 11 2

Text Is All You Need: Learning Language Representations for Sequential Recommendation

Sequential recommendation aims to model dynamic user behavior from historical interactions. Existing methods rely on either explicit item IDs or general textual features for sequence modeling to understand user preferences. While promising, these approaches still struggle to model cold-start items or transfer knowledge to new datasets. In this paper, we propose to model user preferences and item features as language representations that can be generalized to new items and datasets. To this end, we present a novel framework, named Recformer, which effectively learns language representations for sequential recommendation. Specifically, we propose to formulate an item as a "sentence" (word sequence) by flattening item key-value attributes described by text so that an item sequence for a user becomes a sequence of sentences. For recommendation, Recformer is trained to understand the "sentence" sequence and retrieve the next "sentence". To encode item sequences, we design a bi-directional Transformer similar to the model Longformer but with different embedding layers for sequential recommendation. For effective representation learning, we propose novel pretraining and finetuning methods which combine language understanding and recommendation tasks. Therefore, Recformer can effectively recommend the next item based on language representations. Extensive experiments conducted on six datasets demonstrate the effectiveness of Recformer for sequential recommendation, especially in low-resource and cold-start settings.

  • 7 authors
·
May 23, 2023

Efficient Bayesian Learning Curve Extrapolation using Prior-Data Fitted Networks

Learning curve extrapolation aims to predict model performance in later epochs of training, based on the performance in earlier epochs. In this work, we argue that, while the inherent uncertainty in the extrapolation of learning curves warrants a Bayesian approach, existing methods are (i) overly restrictive, and/or (ii) computationally expensive. We describe the first application of prior-data fitted neural networks (PFNs) in this context. A PFN is a transformer, pre-trained on data generated from a prior, to perform approximate Bayesian inference in a single forward pass. We propose LC-PFN, a PFN trained to extrapolate 10 million artificial right-censored learning curves generated from a parametric prior proposed in prior art using MCMC. We demonstrate that LC-PFN can approximate the posterior predictive distribution more accurately than MCMC, while being over 10 000 times faster. We also show that the same LC-PFN achieves competitive performance extrapolating a total of 20 000 real learning curves from four learning curve benchmarks (LCBench, NAS-Bench-201, Taskset, and PD1) that stem from training a wide range of model architectures (MLPs, CNNs, RNNs, and Transformers) on 53 different datasets with varying input modalities (tabular, image, text, and protein data). Finally, we investigate its potential in the context of model selection and find that a simple LC-PFN based predictive early stopping criterion obtains 2 - 6x speed-ups on 45 of these datasets, at virtually no overhead.

  • 4 authors
·
Oct 31, 2023

From Similarity to Superiority: Channel Clustering for Time Series Forecasting

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while it leads to poor generalization on unseen instances and ignores potentially necessary interactions between channels. Conversely, the Channel-Dependent (CD) strategy mixes all channels with even irrelevant and indiscriminate information, which, however, results in oversmoothing issues and limits forecasting accuracy. There is a lack of channel strategy that effectively balances individual channel treatment for improved forecasting performance without overlooking essential interactions between channels. Motivated by our observation of a correlation between the time series model's performance boost against channel mixing and the intrinsic similarity on a pair of channels, we developed a novel and adaptable Channel Clustering Module (CCM). CCM dynamically groups channels characterized by intrinsic similarities and leverages cluster information instead of individual channel identities, combining the best of CD and CI worlds. Extensive experiments on real-world datasets demonstrate that CCM can (1) boost the performance of CI and CD models by an average margin of 2.4% and 7.2% on long-term and short-term forecasting, respectively; (2) enable zero-shot forecasting with mainstream time series forecasting models; (3) uncover intrinsic time series patterns among channels and improve interpretability of complex time series models.

  • 8 authors
·
Mar 30, 2024

Generative Pre-Trained Diffusion Paradigm for Zero-Shot Time Series Forecasting

In recent years, generative pre-trained paradigms such as Large Language Models (LLMs) and Large Vision Models (LVMs) have achieved revolutionary advancements and widespread real-world applications. Particularly, the emergence of pre-trained LLMs-based temporal works, compared to previous deep model approaches, has demonstrated superior generalization and robustness, showcasing the potential of generative pre-trained paradigms as foundation models for time series. However, those LLMs-based works mainly focus on cross-modal research, i.e., leveraging the language capabilities of LLMs in time series contexts. Although they have achieved impressive performance, there still exist the issues of concept drift caused by differences in data distribution and inflexibility caused by misalignment of dimensions. To this end, inspired by recent work on LVMs, we reconsider the paradigm of time series modeling. In this paper, we comprehensively explore, for the first time, the effectiveness and superiority of the Generative Pre-trained Diffusion (GPD) paradigm in real-world multivariate time series forecasting (TSF). Specifically, to mitigate performance bias introduced by sophisticated networks, we propose a straightforward MLP diffusion network for unconditional modeling of time series. Then we employ a zero-shot and tuning-free method to predict (generate) future data using historical data as prompts. The GPD paradigm is established on the time series modality, effectively preventing the phenomenon of concept drift, and enabling flexible forecasting of arbitrary lengths. We demonstrate that the GPD paradigm achieves comprehensive performance and generalization comparable to current SOTA LLM-based and deep model paradigms on mainstream benchmarks and various TSF tasks. Extensive experiments validate the potential of the GPD paradigm and its assistance in future related research.

  • 9 authors
·
Jun 4, 2024

Non-Sequential Graph Script Induction via Multimedia Grounding

Online resources such as WikiHow compile a wide range of scripts for performing everyday tasks, which can assist models in learning to reason about procedures. However, the scripts are always presented in a linear manner, which does not reflect the flexibility displayed by people executing tasks in real life. For example, in the CrossTask Dataset, 64.5% of consecutive step pairs are also observed in the reverse order, suggesting their ordering is not fixed. In addition, each step has an average of 2.56 frequent next steps, demonstrating "branching". In this paper, we propose the new challenging task of non-sequential graph script induction, aiming to capture optional and interchangeable steps in procedural planning. To automate the induction of such graph scripts for given tasks, we propose to take advantage of loosely aligned videos of people performing the tasks. In particular, we design a multimodal framework to ground procedural videos to WikiHow textual steps and thus transform each video into an observed step path on the latent ground truth graph script. This key transformation enables us to train a script knowledge model capable of both generating explicit graph scripts for learnt tasks and predicting future steps given a partial step sequence. Our best model outperforms the strongest pure text/vision baselines by 17.52% absolute gains on F1@3 for next step prediction and 13.8% absolute gains on Acc@1 for partial sequence completion. Human evaluation shows our model outperforming the WikiHow linear baseline by 48.76% absolute gains in capturing sequential and non-sequential step relationships.

  • 7 authors
·
May 27, 2023

HPNet: Dynamic Trajectory Forecasting with Historical Prediction Attention

Predicting the trajectories of road agents is essential for autonomous driving systems. The recent mainstream methods follow a static paradigm, which predicts the future trajectory by using a fixed duration of historical frames. These methods make the predictions independently even at adjacent time steps, which leads to potential instability and temporal inconsistency. As successive time steps have largely overlapping historical frames, their forecasting should have intrinsic correlation, such as overlapping predicted trajectories should be consistent, or be different but share the same motion goal depending on the road situation. Motivated by this, in this work, we introduce HPNet, a novel dynamic trajectory forecasting method. Aiming for stable and accurate trajectory forecasting, our method leverages not only historical frames including maps and agent states, but also historical predictions. Specifically, we newly design a Historical Prediction Attention module to automatically encode the dynamic relationship between successive predictions. Besides, it also extends the attention range beyond the currently visible window benefitting from the use of historical predictions. The proposed Historical Prediction Attention together with the Agent Attention and Mode Attention is further formulated as the Triple Factorized Attention module, serving as the core design of HPNet.Experiments on the Argoverse and INTERACTION datasets show that HPNet achieves state-of-the-art performance, and generates accurate and stable future trajectories. Our code are available at https://github.com/XiaolongTang23/HPNet.

  • 6 authors
·
Apr 9, 2024

BERT4Rec: Sequential Recommendation with Bidirectional Encoder Representations from Transformer

Modeling users' dynamic and evolving preferences from their historical behaviors is challenging and crucial for recommendation systems. Previous methods employ sequential neural networks (e.g., Recurrent Neural Network) to encode users' historical interactions from left to right into hidden representations for making recommendations. Although these methods achieve satisfactory results, they often assume a rigidly ordered sequence which is not always practical. We argue that such left-to-right unidirectional architectures restrict the power of the historical sequence representations. For this purpose, we introduce a Bidirectional Encoder Representations from Transformers for sequential Recommendation (BERT4Rec). However, jointly conditioning on both left and right context in deep bidirectional model would make the training become trivial since each item can indirectly "see the target item". To address this problem, we train the bidirectional model using the Cloze task, predicting the masked items in the sequence by jointly conditioning on their left and right context. Comparing with predicting the next item at each position in a sequence, the Cloze task can produce more samples to train a more powerful bidirectional model. Extensive experiments on four benchmark datasets show that our model outperforms various state-of-the-art sequential models consistently.

  • 7 authors
·
Apr 14, 2019

Cognitively Inspired Energy-Based World Models

One of the predominant methods for training world models is autoregressive prediction in the output space of the next element of a sequence. In Natural Language Processing (NLP), this takes the form of Large Language Models (LLMs) predicting the next token; in Computer Vision (CV), this takes the form of autoregressive models predicting the next frame/token/pixel. However, this approach differs from human cognition in several respects. First, human predictions about the future actively influence internal cognitive processes. Second, humans naturally evaluate the plausibility of predictions regarding future states. Based on this capability, and third, by assessing when predictions are sufficient, humans allocate a dynamic amount of time to make a prediction. This adaptive process is analogous to System 2 thinking in psychology. All these capabilities are fundamental to the success of humans at high-level reasoning and planning. Therefore, to address the limitations of traditional autoregressive models lacking these human-like capabilities, we introduce Energy-Based World Models (EBWM). EBWM involves training an Energy-Based Model (EBM) to predict the compatibility of a given context and a predicted future state. In doing so, EBWM enables models to achieve all three facets of human cognition described. Moreover, we developed a variant of the traditional autoregressive transformer tailored for Energy-Based models, termed the Energy-Based Transformer (EBT). Our results demonstrate that EBWM scales better with data and GPU Hours than traditional autoregressive transformers in CV, and that EBWM offers promising early scaling in NLP. Consequently, this approach offers an exciting path toward training future models capable of System 2 thinking and intelligently searching across state spaces.

  • 6 authors
·
Jun 13, 2024 7

LABOR-LLM: Language-Based Occupational Representations with Large Language Models

Many empirical studies of labor market questions rely on estimating relatively simple predictive models using small, carefully constructed longitudinal survey datasets based on hand-engineered features. Large Language Models (LLMs), trained on massive datasets, encode vast quantities of world knowledge and can be used for the next job prediction problem. However, while an off-the-shelf LLM produces plausible career trajectories when prompted, the probability with which an LLM predicts a particular job transition conditional on career history will not, in general, align with the true conditional probability in a given population. Recently, Vafa et al. (2024) introduced a transformer-based "foundation model", CAREER, trained using a large, unrepresentative resume dataset, that predicts transitions between jobs; it further demonstrated how transfer learning techniques can be used to leverage the foundation model to build better predictive models of both transitions and wages that reflect conditional transition probabilities found in nationally representative survey datasets. This paper considers an alternative where the fine-tuning of the CAREER foundation model is replaced by fine-tuning LLMs. For the task of next job prediction, we demonstrate that models trained with our approach outperform several alternatives in terms of predictive performance on the survey data, including traditional econometric models, CAREER, and LLMs with in-context learning, even though the LLM can in principle predict job titles that are not allowed in the survey data. Further, we show that our fine-tuned LLM-based models' predictions are more representative of the career trajectories of various workforce subpopulations than off-the-shelf LLM models and CAREER. We conduct experiments and analyses that highlight the sources of the gains in the performance of our models for representative predictions.

  • 5 authors
·
Jun 25, 2024

Time-Reversal Provides Unsupervised Feedback to LLMs

Large Language Models (LLMs) are typically trained to predict in the forward direction of time. However, recent works have shown that prompting these models to look back and critique their own generations can produce useful feedback. Motivated by this, we explore the question of whether LLMs can be empowered to think (predict and score) backwards to provide unsupervised feedback that complements forward LLMs. Towards this, we introduce Time Reversed Language Models (TRLMs), which can score and generate queries when conditioned on responses, effectively functioning in the reverse direction of time. Further, to effectively infer in the response to query direction, we pre-train and fine-tune a language model (TRLM-Ba) in the reverse token order from scratch. We show empirically (and theoretically in a stylized setting) that time-reversed models can indeed complement forward model predictions when used to score the query given response for re-ranking multiple forward generations. We obtain up to 5\% improvement on the widely used AlpacaEval Leaderboard over the competent baseline of best-of-N re-ranking using self log-perplexity scores. We further show that TRLM scoring outperforms conventional forward scoring of response given query, resulting in significant gains in applications such as citation generation and passage retrieval. We next leverage the generative ability of TRLM to augment or provide unsupervised feedback to input safety filters of LLMs, demonstrating a drastic reduction in false negative rate with negligible impact on false positive rates against several attacks published on the popular JailbreakBench leaderboard.

  • 6 authors
·
Dec 3, 2024

Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries

Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine learning and deep learning-based methods. We select the NIFTY 50 index values of the National Stock Exchange of India, over a period of four years, from January 2015 till December 2019. Based on the NIFTY data during the said period, we build various predictive models using machine learning approaches, and then use those models to predict the Close value of NIFTY 50 for the year 2019, with a forecast horizon of one week. For predicting the NIFTY index movement patterns, we use a number of classification methods, while for forecasting the actual Close values of NIFTY index, various regression models are built. We, then, augment our predictive power of the models by building a deep learning-based regression model using Convolutional Neural Network with a walk-forward validation. The CNN model is fine-tuned for its parameters so that the validation loss stabilizes with increasing number of iterations, and the training and validation accuracies converge. We exploit the power of CNN in forecasting the future NIFTY index values using three approaches which differ in number of variables used in forecasting, number of sub-models used in the overall models and, size of the input data for training the models. Extensive results are presented on various metrics for all classification and regression models. The results clearly indicate that CNN-based multivariate forecasting model is the most effective and accurate in predicting the movement of NIFTY index values with a weekly forecast horizon.

  • 2 authors
·
Jan 9, 2020

AutoTimes: Autoregressive Time Series Forecasters via Large Language Models

Foundation models of time series have not been fully developed due to the limited availability of time series corpora and the underexploration of scalable pre-training. Based on the similar sequential formulation of time series and natural language, increasing research demonstrates the feasibility of leveraging large language models (LLM) for time series. Nevertheless, the inherent autoregressive property and decoder-only architecture of LLMs have not been fully considered, resulting in insufficient utilization of LLM abilities. To fully revitalize the general-purpose token transition and multi-step generation capability of large language models, we propose AutoTimes to repurpose LLMs as autoregressive time series forecasters, which projects time series into the embedding space of language tokens and autoregressively generates future predictions with arbitrary lengths. Compatible with any decoder-only LLMs, the consequent forecaster exhibits the flexibility of the lookback length and scalability with larger LLMs. Further, we formulate time series as prompts, extending the context for prediction beyond the lookback window, termed in-context forecasting. By introducing LLM-embedded textual timestamps, AutoTimes can utilize chronological information to align multivariate time series. Empirically, AutoTimes achieves state-of-the-art with 0.1% trainable parameters and over 5times training/inference speedup compared to advanced LLM-based forecasters. Code is available at this repository: https://github.com/thuml/AutoTimes.

  • 5 authors
·
Feb 4, 2024

MIMO Is All You Need : A Strong Multi-In-Multi-Out Baseline for Video Prediction

The mainstream of the existing approaches for video prediction builds up their models based on a Single-In-Single-Out (SISO) architecture, which takes the current frame as input to predict the next frame in a recursive manner. This way often leads to severe performance degradation when they try to extrapolate a longer period of future, thus limiting the practical use of the prediction model. Alternatively, a Multi-In-Multi-Out (MIMO) architecture that outputs all the future frames at one shot naturally breaks the recursive manner and therefore prevents error accumulation. However, only a few MIMO models for video prediction are proposed and they only achieve inferior performance due to the date. The real strength of the MIMO model in this area is not well noticed and is largely under-explored. Motivated by that, we conduct a comprehensive investigation in this paper to thoroughly exploit how far a simple MIMO architecture can go. Surprisingly, our empirical studies reveal that a simple MIMO model can outperform the state-of-the-art work with a large margin much more than expected, especially in dealing with longterm error accumulation. After exploring a number of ways and designs, we propose a new MIMO architecture based on extending the pure Transformer with local spatio-temporal blocks and a new multi-output decoder, namely MIMO-VP, to establish a new standard in video prediction. We evaluate our model in four highly competitive benchmarks (Moving MNIST, Human3.6M, Weather, KITTI). Extensive experiments show that our model wins 1st place on all the benchmarks with remarkable performance gains and surpasses the best SISO model in all aspects including efficiency, quantity, and quality. We believe our model can serve as a new baseline to facilitate the future research of video prediction tasks. The code will be released.

  • 8 authors
·
Dec 8, 2022

SynTSBench: Rethinking Temporal Pattern Learning in Deep Learning Models for Time Series

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on standard benchmark datasets. This persistent gap can be attributed to the black-box nature of deep learning architectures and the inherent limitations of current evaluation frameworks, which frequently lack the capacity to provide clear, quantitative insights into the specific strengths and weaknesses of different models, thereby complicating the selection of appropriate models for particular forecasting scenarios. To address these issues, we propose a synthetic data-driven evaluation paradigm, SynTSBench, that systematically assesses fundamental modeling capabilities of time series forecasting models through programmable feature configuration. Our framework isolates confounding factors and establishes an interpretable evaluation system with three core analytical dimensions: (1) temporal feature decomposition and capability mapping, which enables systematic evaluation of model capacities to learn specific pattern types; (2) robustness analysis under data irregularities, which quantifies noise tolerance thresholds and anomaly recovery capabilities; and (3) theoretical optimum benchmarking, which establishes performance boundaries for each pattern type-enabling direct comparison between model predictions and mathematical optima. Our experiments show that current deep learning models do not universally approach optimal baselines across all types of temporal features.The code is available at https://github.com/TanQitai/SynTSBench

  • 6 authors
·
Oct 23

OneRec: Unifying Retrieve and Rank with Generative Recommender and Iterative Preference Alignment

Recently, generative retrieval-based recommendation systems have emerged as a promising paradigm. However, most modern recommender systems adopt a retrieve-and-rank strategy, where the generative model functions only as a selector during the retrieval stage. In this paper, we propose OneRec, which replaces the cascaded learning framework with a unified generative model. To the best of our knowledge, this is the first end-to-end generative model that significantly surpasses current complex and well-designed recommender systems in real-world scenarios. Specifically, OneRec includes: 1) an encoder-decoder structure, which encodes the user's historical behavior sequences and gradually decodes the videos that the user may be interested in. We adopt sparse Mixture-of-Experts (MoE) to scale model capacity without proportionally increasing computational FLOPs. 2) a session-wise generation approach. In contrast to traditional next-item prediction, we propose a session-wise generation, which is more elegant and contextually coherent than point-by-point generation that relies on hand-crafted rules to properly combine the generated results. 3) an Iterative Preference Alignment module combined with Direct Preference Optimization (DPO) to enhance the quality of the generated results. Unlike DPO in NLP, a recommendation system typically has only one opportunity to display results for each user's browsing request, making it impossible to obtain positive and negative samples simultaneously. To address this limitation, We design a reward model to simulate user generation and customize the sampling strategy. Extensive experiments have demonstrated that a limited number of DPO samples can align user interest preferences and significantly improve the quality of generated results. We deployed OneRec in the main scene of Kuaishou, achieving a 1.6\% increase in watch-time, which is a substantial improvement.

  • 8 authors
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Feb 26 2

Paraformer: Fast and Accurate Parallel Transformer for Non-autoregressive End-to-End Speech Recognition

Transformers have recently dominated the ASR field. Although able to yield good performance, they involve an autoregressive (AR) decoder to generate tokens one by one, which is computationally inefficient. To speed up inference, non-autoregressive (NAR) methods, e.g. single-step NAR, were designed, to enable parallel generation. However, due to an independence assumption within the output tokens, performance of single-step NAR is inferior to that of AR models, especially with a large-scale corpus. There are two challenges to improving single-step NAR: Firstly to accurately predict the number of output tokens and extract hidden variables; secondly, to enhance modeling of interdependence between output tokens. To tackle both challenges, we propose a fast and accurate parallel transformer, termed Paraformer. This utilizes a continuous integrate-and-fire based predictor to predict the number of tokens and generate hidden variables. A glancing language model (GLM) sampler then generates semantic embeddings to enhance the NAR decoder's ability to model context interdependence. Finally, we design a strategy to generate negative samples for minimum word error rate training to further improve performance. Experiments using the public AISHELL-1, AISHELL-2 benchmark, and an industrial-level 20,000 hour task demonstrate that the proposed Paraformer can attain comparable performance to the state-of-the-art AR transformer, with more than 10x speedup.

  • 4 authors
·
Jun 16, 2022

Learning from Future: A Novel Self-Training Framework for Semantic Segmentation

Self-training has shown great potential in semi-supervised learning. Its core idea is to use the model learned on labeled data to generate pseudo-labels for unlabeled samples, and in turn teach itself. To obtain valid supervision, active attempts typically employ a momentum teacher for pseudo-label prediction yet observe the confirmation bias issue, where the incorrect predictions may provide wrong supervision signals and get accumulated in the training process. The primary cause of such a drawback is that the prevailing self-training framework acts as guiding the current state with previous knowledge, because the teacher is updated with the past student only. To alleviate this problem, we propose a novel self-training strategy, which allows the model to learn from the future. Concretely, at each training step, we first virtually optimize the student (i.e., caching the gradients without applying them to the model weights), then update the teacher with the virtual future student, and finally ask the teacher to produce pseudo-labels for the current student as the guidance. In this way, we manage to improve the quality of pseudo-labels and thus boost the performance. We also develop two variants of our future-self-training (FST) framework through peeping at the future both deeply (FST-D) and widely (FST-W). Taking the tasks of unsupervised domain adaptive semantic segmentation and semi-supervised semantic segmentation as the instances, we experimentally demonstrate the effectiveness and superiority of our approach under a wide range of settings. Code will be made publicly available.

  • 9 authors
·
Sep 14, 2022

Adaptive Human Trajectory Prediction via Latent Corridors

Human trajectory prediction is typically posed as a zero-shot generalization problem: a predictor is learnt on a dataset of human motion in training scenes, and then deployed on unseen test scenes. While this paradigm has yielded tremendous progress, it fundamentally assumes that trends in human behavior within the deployment scene are constant over time. As such, current prediction models are unable to adapt to scene-specific transient human behaviors, such as crowds temporarily gathering to see buskers, pedestrians hurrying through the rain and avoiding puddles, or a protest breaking out. We formalize the problem of scene-specific adaptive trajectory prediction and propose a new adaptation approach inspired by prompt tuning called latent corridors. By augmenting the input of any pre-trained human trajectory predictor with learnable image prompts, the predictor can improve in the deployment scene by inferring trends from extremely small amounts of new data (e.g., 2 humans observed for 30 seconds). With less than 0.1% additional model parameters, we see up to 23.9% ADE improvement in MOTSynth simulated data and 16.4% ADE in MOT and Wildtrack real pedestrian data. Qualitatively, we observe that latent corridors imbue predictors with an awareness of scene geometry and scene-specific human behaviors that non-adaptive predictors struggle to capture. The project website can be found at https://neerja.me/atp_latent_corridors/.

  • 4 authors
·
Dec 11, 2023

What learning algorithm is in-context learning? Investigations with linear models

Neural sequence models, especially transformers, exhibit a remarkable capacity for in-context learning. They can construct new predictors from sequences of labeled examples (x, f(x)) presented in the input without further parameter updates. We investigate the hypothesis that transformer-based in-context learners implement standard learning algorithms implicitly, by encoding smaller models in their activations, and updating these implicit models as new examples appear in the context. Using linear regression as a prototypical problem, we offer three sources of evidence for this hypothesis. First, we prove by construction that transformers can implement learning algorithms for linear models based on gradient descent and closed-form ridge regression. Second, we show that trained in-context learners closely match the predictors computed by gradient descent, ridge regression, and exact least-squares regression, transitioning between different predictors as transformer depth and dataset noise vary, and converging to Bayesian estimators for large widths and depths. Third, we present preliminary evidence that in-context learners share algorithmic features with these predictors: learners' late layers non-linearly encode weight vectors and moment matrices. These results suggest that in-context learning is understandable in algorithmic terms, and that (at least in the linear case) learners may rediscover standard estimation algorithms. Code and reference implementations are released at https://github.com/ekinakyurek/google-research/blob/master/incontext.

  • 5 authors
·
Nov 28, 2022

Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts

Deep learning for time series forecasting has seen significant advancements over the past decades. However, despite the success of large-scale pre-training in language and vision domains, pre-trained time series models remain limited in scale and operate at a high cost, hindering the development of larger capable forecasting models in real-world applications. In response, we introduce Time-MoE, a scalable and unified architecture designed to pre-train larger, more capable forecasting foundation models while reducing inference costs. By leveraging a sparse mixture-of-experts (MoE) design, Time-MoE enhances computational efficiency by activating only a subset of networks for each prediction, reducing computational load while maintaining high model capacity. This allows Time-MoE to scale effectively without a corresponding increase in inference costs. Time-MoE comprises a family of decoder-only transformer models that operate in an auto-regressive manner and support flexible forecasting horizons with varying input context lengths. We pre-trained these models on our newly introduced large-scale data Time-300B, which spans over 9 domains and encompassing over 300 billion time points. For the first time, we scaled a time series foundation model up to 2.4 billion parameters, achieving significantly improved forecasting precision. Our results validate the applicability of scaling laws for training tokens and model size in the context of time series forecasting. Compared to dense models with the same number of activated parameters or equivalent computation budgets, our models consistently outperform them by large margin. These advancements position Time-MoE as a state-of-the-art solution for tackling real-world time series forecasting challenges with superior capability, efficiency, and flexibility.

  • 7 authors
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Sep 24, 2024 2

FutureX: An Advanced Live Benchmark for LLM Agents in Future Prediction

Future prediction is a complex task for LLM agents, requiring a high level of analytical thinking, information gathering, contextual understanding, and decision-making under uncertainty. Agents must not only gather and interpret vast amounts of dynamic information but also integrate diverse data sources, weigh uncertainties, and adapt predictions based on emerging trends, just as human experts do in fields like politics, economics, and finance. Despite its importance, no large-scale benchmark exists for evaluating agents on future prediction, largely due to challenges in handling real-time updates and retrieving timely, accurate answers. To address this, we introduce FutureX, a dynamic and live evaluation benchmark specifically designed for LLM agents performing future prediction tasks. FutureX is the largest and most diverse live benchmark for future prediction, supporting real-time daily updates and eliminating data contamination through an automated pipeline for question gathering and answer collection. We evaluate 25 LLM/agent models, including those with reasoning, search capabilities, and integration of external tools such as the open-source Deep Research Agent and closed-source Deep Research models. This comprehensive evaluation assesses agents' adaptive reasoning and performance in dynamic environments. Additionally, we provide in-depth analyses of agents' failure modes and performance pitfalls in future-oriented tasks, including the vulnerability to fake web pages and the temporal validity. Our goal is to establish a dynamic, contamination-free evaluation standard that drives the development of LLM agents capable of performing at the level of professional human analysts in complex reasoning and predictive thinking.

KV Prediction for Improved Time to First Token

Inference with transformer-based language models begins with a prompt processing step. In this step, the model generates the first output token and stores the KV cache needed for future generation steps. This prompt processing step can be computationally expensive, taking 10s of seconds or more for billion-parameter models on edge devices when prompt lengths or batch sizes rise. This degrades user experience by introducing significant latency into the model's outputs. To reduce the time spent producing the first output (known as the ``time to first token'', or TTFT) of a pretrained model, we introduce a novel method called KV Prediction. In our method, a small auxiliary model is used to process the prompt and produce an approximation of the KV cache used by a base model. This approximated KV cache is then used with the base model for autoregressive generation without the need to query the auxiliary model again. We demonstrate that our method produces a pareto-optimal efficiency-accuracy trade-off when compared to baselines. On TriviaQA, we demonstrate relative accuracy improvements in the range of 15%-50% across a range of TTFT FLOPs budgets. We also demonstrate accuracy improvements of up to 30% on HumanEval python code completion at fixed TTFT FLOPs budgets. Additionally, we benchmark models on an Apple M2 Pro CPU and demonstrate that our improvement in FLOPs translates to a TTFT speedup on hardware. We release our code at https://github.com/apple/corenet/tree/main/projects/kv-prediction .

  • 7 authors
·
Oct 10, 2024 2

Forward Learning of Graph Neural Networks

Graph neural networks (GNNs) have achieved remarkable success across a wide range of applications, such as recommendation, drug discovery, and question answering. Behind the success of GNNs lies the backpropagation (BP) algorithm, which is the de facto standard for training deep neural networks (NNs). However, despite its effectiveness, BP imposes several constraints, which are not only biologically implausible, but also limit the scalability, parallelism, and flexibility in learning NNs. Examples of such constraints include storage of neural activities computed in the forward pass for use in the subsequent backward pass, and the dependence of parameter updates on non-local signals. To address these limitations, the forward-forward algorithm (FF) was recently proposed as an alternative to BP in the image classification domain, which trains NNs by performing two forward passes over positive and negative data. Inspired by this advance, we propose ForwardGNN in this work, a new forward learning procedure for GNNs, which avoids the constraints imposed by BP via an effective layer-wise local forward training. ForwardGNN extends the original FF to deal with graph data and GNNs, and makes it possible to operate without generating negative inputs (hence no longer forward-forward). Further, ForwardGNN enables each layer to learn from both the bottom-up and top-down signals without relying on the backpropagation of errors. Extensive experiments on real-world datasets show the effectiveness and generality of the proposed forward graph learning framework. We release our code at https://github.com/facebookresearch/forwardgnn.

  • 8 authors
·
Mar 16, 2024

A Hierarchical Bayesian Model for Deep Few-Shot Meta Learning

We propose a novel hierarchical Bayesian model for learning with a large (possibly infinite) number of tasks/episodes, which suits well the few-shot meta learning problem. We consider episode-wise random variables to model episode-specific target generative processes, where these local random variables are governed by a higher-level global random variate. The global variable helps memorize the important information from historic episodes while controlling how much the model needs to be adapted to new episodes in a principled Bayesian manner. Within our model framework, the prediction on a novel episode/task can be seen as a Bayesian inference problem. However, a main obstacle in learning with a large/infinite number of local random variables in online nature, is that one is not allowed to store the posterior distribution of the current local random variable for frequent future updates, typical in conventional variational inference. We need to be able to treat each local variable as a one-time iterate in the optimization. We propose a Normal-Inverse-Wishart model, for which we show that this one-time iterate optimization becomes feasible due to the approximate closed-form solutions for the local posterior distributions. The resulting algorithm is more attractive than the MAML in that it is not required to maintain computational graphs for the whole gradient optimization steps per episode. Our approach is also different from existing Bayesian meta learning methods in that unlike dealing with a single random variable for the whole episodes, our approach has a hierarchical structure that allows one-time episodic optimization, desirable for principled Bayesian learning with many/infinite tasks. The code is available at https://github.com/minyoungkim21/niwmeta.

  • 2 authors
·
Jun 16, 2023

Prompt-augmented Temporal Point Process for Streaming Event Sequence

Neural Temporal Point Processes (TPPs) are the prevalent paradigm for modeling continuous-time event sequences, such as user activities on the web and financial transactions. In real-world applications, event data is typically received in a streaming manner, where the distribution of patterns may shift over time. Additionally, privacy and memory constraints are commonly observed in practical scenarios, further compounding the challenges. Therefore, the continuous monitoring of a TPP to learn the streaming event sequence is an important yet under-explored problem. Our work paper addresses this challenge by adopting Continual Learning (CL), which makes the model capable of continuously learning a sequence of tasks without catastrophic forgetting under realistic constraints. Correspondingly, we propose a simple yet effective framework, PromptTPPOur code is available at {\small \url{ https://github.com/yanyanSann/PromptTPP}}, by integrating the base TPP with a continuous-time retrieval prompt pool. The prompts, small learnable parameters, are stored in a memory space and jointly optimized with the base TPP, ensuring that the model learns event streams sequentially without buffering past examples or task-specific attributes. We present a novel and realistic experimental setup for modeling event streams, where PromptTPP consistently achieves state-of-the-art performance across three real user behavior datasets.

  • 10 authors
·
Oct 7, 2023

Active Sensing of Knee Osteoarthritis Progression with Reinforcement Learning

Osteoarthritis (OA) is the most common musculoskeletal disease, which has no cure. Knee OA (KOA) is one of the highest causes of disability worldwide, and it costs billions of United States dollars to the global community. Prediction of KOA progression has been of high interest to the community for years, as it can advance treatment development through more efficient clinical trials and improve patient outcomes through more efficient healthcare utilization. Existing approaches for predicting KOA, however, are predominantly static, i.e. consider data from a single time point to predict progression many years into the future, and knee level, i.e. consider progression in a single joint only. Due to these and related reasons, these methods fail to deliver the level of predictive performance, which is sufficient to result in cost savings and better patient outcomes. Collecting extensive data from all patients on a regular basis could address the issue, but it is limited by the high cost at a population level. In this work, we propose to go beyond static prediction models in OA, and bring a novel Active Sensing (AS) approach, designed to dynamically follow up patients with the objective of maximizing the number of informative data acquisitions, while minimizing their total cost over a period of time. Our approach is based on Reinforcement Learning (RL), and it leverages a novel reward function designed specifically for AS of disease progression in more than one part of a human body. Our method is end-to-end, relies on multi-modal Deep Learning, and requires no human input at inference time. Throughout an exhaustive experimental evaluation, we show that using RL can provide a higher monetary benefit when compared to state-of-the-art baselines.

  • 4 authors
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Aug 5, 2024

World Modeling with Probabilistic Structure Integration

We present Probabilistic Structure Integration (PSI), a system for learning richly controllable and flexibly promptable world models from data. PSI consists of a three-step cycle. The first step, Probabilistic prediction, involves building a probabilistic graphical model Psi of the data, in the form of a random-access autoregressive sequence model. Psi supports a complete set of learned conditional distributions describing the dependence of any variables in the data on any other set of variables. In step 2, Structure extraction, we show how to extract underlying low-dimensional properties in the data, corresponding to a diverse set of meaningful "intermediate structures", in a zero-shot fashion via causal inference on Psi. Step 3, Integration, completes the cycle by converting these structures into new token types that are then continually mixed back into the training diet as conditioning signals and prediction targets. Each such cycle augments the capabilities of Psi, both allowing it to model the underlying data better, and creating new control handles -- akin to an LLM-like universal prompting language. We train an instance of Psi on 1.4 trillion tokens of internet video data; we use it to perform a variety of useful video prediction and understanding inferences; we extract state-of-the-art optical flow, self-supervised depth and object segmentation; and we use these structures to support a full cycle of predictive improvements.

  • 16 authors
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Sep 10 4

AntGPT: Can Large Language Models Help Long-term Action Anticipation from Videos?

Can we better anticipate an actor's future actions (e.g. mix eggs) by knowing what commonly happens after his/her current action (e.g. crack eggs)? What if we also know the longer-term goal of the actor (e.g. making egg fried rice)? The long-term action anticipation (LTA) task aims to predict an actor's future behavior from video observations in the form of verb and noun sequences, and it is crucial for human-machine interaction. We propose to formulate the LTA task from two perspectives: a bottom-up approach that predicts the next actions autoregressively by modeling temporal dynamics; and a top-down approach that infers the goal of the actor and plans the needed procedure to accomplish the goal. We hypothesize that large language models (LLMs), which have been pretrained on procedure text data (e.g. recipes, how-tos), have the potential to help LTA from both perspectives. It can help provide the prior knowledge on the possible next actions, and infer the goal given the observed part of a procedure, respectively. To leverage the LLMs, we propose a two-stage framework, AntGPT. It first recognizes the actions already performed in the observed videos and then asks an LLM to predict the future actions via conditioned generation, or to infer the goal and plan the whole procedure by chain-of-thought prompting. Empirical results on the Ego4D LTA v1 and v2 benchmarks, EPIC-Kitchens-55, as well as EGTEA GAZE+ demonstrate the effectiveness of our proposed approach. AntGPT achieves state-of-the-art performance on all above benchmarks, and can successfully infer the goal and thus perform goal-conditioned "counterfactual" prediction via qualitative analysis. Code and model will be released at https://brown-palm.github.io/AntGPT

  • 7 authors
·
Jul 30, 2023

Balancing Computational Efficiency and Forecast Error in Machine Learning-based Time-Series Forecasting: Insights from Live Experiments on Meteorological Nowcasting

Machine learning for time-series forecasting remains a key area of research. Despite successful application of many machine learning techniques, relating computational efficiency to forecast error remains an under-explored domain. This paper addresses this topic through a series of real-time experiments to quantify the relationship between computational cost and forecast error using meteorological nowcasting as an example use-case. We employ a variety of popular regression techniques (XGBoost, FC-MLP, Transformer, and LSTM) for multi-horizon, short-term forecasting of three variables (temperature, wind speed, and cloud cover) for multiple locations. During a 5-day live experiment, 4000 data sources were streamed for training and inferencing 144 models per hour. These models were parameterized to explore forecast error for two computational cost minimization methods: a novel auto-adaptive data reduction technique (Variance Horizon) and a performance-based concept drift-detection mechanism. Forecast error of all model variations were benchmarked in real-time against a state-of-the-art numerical weather prediction model. Performance was assessed using classical and novel evaluation metrics. Results indicate that using the Variance Horizon reduced computational usage by more than 50\%, while increasing between 0-15\% in error. Meanwhile, performance-based retraining reduced computational usage by up to 90\% while also improving forecast error by up to 10\%. Finally, the combination of both the Variance Horizon and performance-based retraining outperformed other model configurations by up to 99.7\% when considering error normalized to computational usage.

  • 5 authors
·
Sep 26, 2023

Pre-training on Synthetic Driving Data for Trajectory Prediction

Accumulating substantial volumes of real-world driving data proves pivotal in the realm of trajectory forecasting for autonomous driving. Given the heavy reliance of current trajectory forecasting models on data-driven methodologies, we aim to tackle the challenge of learning general trajectory forecasting representations under limited data availability. We propose a pipeline-level solution to mitigate the issue of data scarcity in trajectory forecasting. The solution is composed of two parts: firstly, we adopt HD map augmentation and trajectory synthesis for generating driving data, and then we learn representations by pre-training on them. Specifically, we apply vector transformations to reshape the maps, and then employ a rule-based model to generate trajectories on both original and augmented scenes; thus enlarging the driving data without collecting additional real ones. To foster the learning of general representations within this augmented dataset, we comprehensively explore the different pre-training strategies, including extending the concept of a Masked AutoEncoder (MAE) for trajectory forecasting. Without bells and whistles, our proposed pipeline-level solution is general, simple, yet effective: we conduct extensive experiments to demonstrate the effectiveness of our data expansion and pre-training strategies, which outperform the baseline prediction model by large margins, e.g. 5.04%, 3.84% and 8.30% in terms of MR_6, minADE_6 and minFDE_6. The pre-training dataset and the codes for pre-training and fine-tuning are released at https://github.com/yhli123/Pretraining_on_Synthetic_Driving_Data_for_Trajectory_Prediction.

  • 8 authors
·
Sep 18, 2023

Data-Efficient Reinforcement Learning with Self-Predictive Representations

While deep reinforcement learning excels at solving tasks where large amounts of data can be collected through virtually unlimited interaction with the environment, learning from limited interaction remains a key challenge. We posit that an agent can learn more efficiently if we augment reward maximization with self-supervised objectives based on structure in its visual input and sequential interaction with the environment. Our method, Self-Predictive Representations(SPR), trains an agent to predict its own latent state representations multiple steps into the future. We compute target representations for future states using an encoder which is an exponential moving average of the agent's parameters and we make predictions using a learned transition model. On its own, this future prediction objective outperforms prior methods for sample-efficient deep RL from pixels. We further improve performance by adding data augmentation to the future prediction loss, which forces the agent's representations to be consistent across multiple views of an observation. Our full self-supervised objective, which combines future prediction and data augmentation, achieves a median human-normalized score of 0.415 on Atari in a setting limited to 100k steps of environment interaction, which represents a 55% relative improvement over the previous state-of-the-art. Notably, even in this limited data regime, SPR exceeds expert human scores on 7 out of 26 games. The code associated with this work is available at https://github.com/mila-iqia/spr

  • 6 authors
·
Jul 12, 2020

Bidirectional Language Models Are Also Few-shot Learners

Large language models such as GPT-3 (Brown et al., 2020) can perform arbitrary tasks without undergoing fine-tuning after being prompted with only a few labeled examples. An arbitrary task can be reformulated as a natural language prompt, and a language model can be asked to generate the completion, indirectly performing the task in a paradigm known as prompt-based learning. To date, emergent prompt-based learning capabilities have mainly been demonstrated for unidirectional language models. However, bidirectional language models pre-trained on denoising objectives such as masked language modeling produce stronger learned representations for transfer learning. This motivates the possibility of prompting bidirectional models, but their pre-training objectives have made them largely incompatible with the existing prompting paradigm. We present SAP (Sequential Autoregressive Prompting), a technique that enables the prompting of bidirectional models. Utilizing the machine translation task as a case study, we prompt the bidirectional mT5 model (Xue et al., 2021) with SAP and demonstrate its few-shot and zero-shot translations outperform the few-shot translations of unidirectional models like GPT-3 and XGLM (Lin et al., 2021), despite mT5's approximately 50% fewer parameters. We further show SAP is effective on question answering and summarization. For the first time, our results demonstrate prompt-based learning is an emergent property of a broader class of language models, rather than only unidirectional models.

  • 6 authors
·
Sep 28, 2022