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Nov 24

iSTFTNet: Fast and Lightweight Mel-Spectrogram Vocoder Incorporating Inverse Short-Time Fourier Transform

In recent text-to-speech synthesis and voice conversion systems, a mel-spectrogram is commonly applied as an intermediate representation, and the necessity for a mel-spectrogram vocoder is increasing. A mel-spectrogram vocoder must solve three inverse problems: recovery of the original-scale magnitude spectrogram, phase reconstruction, and frequency-to-time conversion. A typical convolutional mel-spectrogram vocoder solves these problems jointly and implicitly using a convolutional neural network, including temporal upsampling layers, when directly calculating a raw waveform. Such an approach allows skipping redundant processes during waveform synthesis (e.g., the direct reconstruction of high-dimensional original-scale spectrograms). By contrast, the approach solves all problems in a black box and cannot effectively employ the time-frequency structures existing in a mel-spectrogram. We thus propose iSTFTNet, which replaces some output-side layers of the mel-spectrogram vocoder with the inverse short-time Fourier transform (iSTFT) after sufficiently reducing the frequency dimension using upsampling layers, reducing the computational cost from black-box modeling and avoiding redundant estimations of high-dimensional spectrograms. During our experiments, we applied our ideas to three HiFi-GAN variants and made the models faster and more lightweight with a reasonable speech quality. Audio samples are available at https://www.kecl.ntt.co.jp/people/kaneko.takuhiro/projects/istftnet/.

  • 4 authors
·
Mar 4, 2022

nnAudio: An on-the-fly GPU Audio to Spectrogram Conversion Toolbox Using 1D Convolution Neural Networks

Converting time domain waveforms to frequency domain spectrograms is typically considered to be a prepossessing step done before model training. This approach, however, has several drawbacks. First, it takes a lot of hard disk space to store different frequency domain representations. This is especially true during the model development and tuning process, when exploring various types of spectrograms for optimal performance. Second, if another dataset is used, one must process all the audio clips again before the network can be retrained. In this paper, we integrate the time domain to frequency domain conversion as part of the model structure, and propose a neural network based toolbox, nnAudio, which leverages 1D convolutional neural networks to perform time domain to frequency domain conversion during feed-forward. It allows on-the-fly spectrogram generation without the need to store any spectrograms on the disk. This approach also allows back-propagation on the waveforms-to-spectrograms transformation layer, which implies that this transformation process can be made trainable, and hence further optimized by gradient descent. nnAudio reduces the waveforms-to-spectrograms conversion time for 1,770 waveforms (from the MAPS dataset) from 10.64 seconds with librosa to only 0.001 seconds for Short-Time Fourier Transform (STFT), 18.3 seconds to 0.015 seconds for Mel spectrogram, 103.4 seconds to 0.258 for constant-Q transform (CQT), when using GPU on our DGX work station with CPU: Intel(R) Xeon(R) CPU E5-2698 v4 @ 2.20GHz Tesla v100 32Gb GPUs. (Only 1 GPU is being used for all the experiments.) We also further optimize the existing CQT algorithm, so that the CQT spectrogram can be obtained without aliasing in a much faster computation time (from 0.258 seconds to only 0.001 seconds).

  • 4 authors
·
Dec 27, 2019

APNet: An All-Frame-Level Neural Vocoder Incorporating Direct Prediction of Amplitude and Phase Spectra

This paper presents a novel neural vocoder named APNet which reconstructs speech waveforms from acoustic features by predicting amplitude and phase spectra directly. The APNet vocoder is composed of an amplitude spectrum predictor (ASP) and a phase spectrum predictor (PSP). The ASP is a residual convolution network which predicts frame-level log amplitude spectra from acoustic features. The PSP also adopts a residual convolution network using acoustic features as input, then passes the output of this network through two parallel linear convolution layers respectively, and finally integrates into a phase calculation formula to estimate frame-level phase spectra. Finally, the outputs of ASP and PSP are combined to reconstruct speech waveforms by inverse short-time Fourier transform (ISTFT). All operations of the ASP and PSP are performed at the frame level. We train the ASP and PSP jointly and define multilevel loss functions based on amplitude mean square error, phase anti-wrapping error, short-time spectral inconsistency error and time domain reconstruction error. Experimental results show that our proposed APNet vocoder achieves an approximately 8x faster inference speed than HiFi-GAN v1 on a CPU due to the all-frame-level operations, while its synthesized speech quality is comparable to HiFi-GAN v1. The synthesized speech quality of the APNet vocoder is also better than that of several equally efficient models. Ablation experiments also confirm that the proposed parallel phase estimation architecture is essential to phase modeling and the proposed loss functions are helpful for improving the synthesized speech quality.

  • 2 authors
·
May 13, 2023

Transform Once: Efficient Operator Learning in Frequency Domain

Spectral analysis provides one of the most effective paradigms for information-preserving dimensionality reduction, as simple descriptions of naturally occurring signals are often obtained via few terms of periodic basis functions. In this work, we study deep neural networks designed to harness the structure in frequency domain for efficient learning of long-range correlations in space or time: frequency-domain models (FDMs). Existing FDMs are based on complex-valued transforms i.e. Fourier Transforms (FT), and layers that perform computation on the spectrum and input data separately. This design introduces considerable computational overhead: for each layer, a forward and inverse FT. Instead, this work introduces a blueprint for frequency domain learning through a single transform: transform once (T1). To enable efficient, direct learning in the frequency domain we derive a variance-preserving weight initialization scheme and investigate methods for frequency selection in reduced-order FDMs. Our results noticeably streamline the design process of FDMs, pruning redundant transforms, and leading to speedups of 3x to 10x that increase with data resolution and model size. We perform extensive experiments on learning the solution operator of spatio-temporal dynamics, including incompressible Navier-Stokes, turbulent flows around airfoils and high-resolution video of smoke. T1 models improve on the test performance of FDMs while requiring significantly less computation (5 hours instead of 32 for our large-scale experiment), with over 20% reduction in average predictive error across tasks.

  • 7 authors
·
Nov 25, 2022

SPRIGHT: A Fast and Robust Framework for Sparse Walsh-Hadamard Transform

We consider the problem of computing the Walsh-Hadamard Transform (WHT) of some N-length input vector in the presence of noise, where the N-point Walsh spectrum is K-sparse with K = {O}(N^{delta}) scaling sub-linearly in the input dimension N for some 0<delta<1. Over the past decade, there has been a resurgence in research related to the computation of Discrete Fourier Transform (DFT) for some length-N input signal that has a K-sparse Fourier spectrum. In particular, through a sparse-graph code design, our earlier work on the Fast Fourier Aliasing-based Sparse Transform (FFAST) algorithm computes the K-sparse DFT in time {O}(Klog K) by taking {O}(K) noiseless samples. Inspired by the coding-theoretic design framework, Scheibler et al. proposed the Sparse Fast Hadamard Transform (SparseFHT) algorithm that elegantly computes the K-sparse WHT in the absence of noise using {O}(Klog N) samples in time {O}(Klog^2 N). However, the SparseFHT algorithm explicitly exploits the noiseless nature of the problem, and is not equipped to deal with scenarios where the observations are corrupted by noise. Therefore, a question of critical interest is whether this coding-theoretic framework can be made robust to noise. Further, if the answer is yes, what is the extra price that needs to be paid for being robust to noise? In this paper, we show, quite interestingly, that there is {\it no extra price} that needs to be paid for being robust to noise other than a constant factor. In other words, we can maintain the same sample complexity {O}(Klog N) and the computational complexity {O}(Klog^2 N) as those of the noiseless case, using our SParse Robust Iterative Graph-based Hadamard Transform (SPRIGHT) algorithm.

  • 4 authors
·
Aug 25, 2015

FlashFFTConv: Efficient Convolutions for Long Sequences with Tensor Cores

Convolution models with long filters have demonstrated state-of-the-art reasoning abilities in many long-sequence tasks but lag behind the most optimized Transformers in wall-clock time. A major bottleneck is the Fast Fourier Transform (FFT)--which allows long convolutions to run in O(N logN) time in sequence length N but has poor hardware utilization. In this paper, we study how to optimize the FFT convolution. We find two key bottlenecks: the FFT does not effectively use specialized matrix multiply units, and it incurs expensive I/O between layers of the memory hierarchy. In response, we propose FlashFFTConv. FlashFFTConv uses a matrix decomposition that computes the FFT using matrix multiply units and enables kernel fusion for long sequences, reducing I/O. We also present two sparse convolution algorithms--1) partial convolutions and 2) frequency-sparse convolutions--which can be implemented simply by skipping blocks in the matrix decomposition, enabling further opportunities for memory and compute savings. FlashFFTConv speeds up exact FFT convolutions by up to 7.93times over PyTorch and achieves up to 4.4times speedup end-to-end. Given the same compute budget, FlashFFTConv allows Hyena-GPT-s to achieve 2.3 points better perplexity on the PILE and M2-BERT-base to achieve 3.3 points higher GLUE score--matching models with twice the parameter count. FlashFFTConv also achieves 96.1% accuracy on Path-512, a high-resolution vision task where no model had previously achieved better than 50%. Furthermore, partial convolutions enable longer-sequence models--yielding the first DNA model that can process the longest human genes (2.3M base pairs)--and frequency-sparse convolutions speed up pretrained models while maintaining or improving model quality.

  • 4 authors
·
Nov 10, 2023 1

QMCPy: A Python Software for Randomized Low-Discrepancy Sequences, Quasi-Monte Carlo, and Fast Kernel Methods

Low-discrepancy (LD) sequences have been extensively used as efficient experimental designs across many scientific disciplines. QMCPy (https://qmcsoftware.github.io/QMCSoftware/) is an accessible Python library which provides a unified implementation of randomized LD sequences, automatic variable transformations, adaptive Quasi-Monte Carlo error estimation algorithms, and fast kernel methods. This article focuses on recent updates to QMCPy which broaden support for randomized LD sequences and add new tools to enable fast kernel methods using LD sequences. Specifically, we give a unified description of the supported LD lattices, digital nets, and Halton point sets, along with randomization options including random permutations / shifts, linear matrix scrambling (LMS), and nested uniform scrambling (NUS). We also support higher-order digital nets, higher-order scrambling with LMS or NUS, and Halton scrambling with LMS or NUS. For fast kernel methods, we provide shift-invariant (SI) and digitally-shift-invariant (DSI) kernels, including a new set of higher-order smoothness DSI kernels. When SI and DSI kernels are respectively paired with n LD lattice and digital net points, the resulting Gram matrices permit multiplication and inversion at only O(n log n) cost. These fast operations utilize QMCPy's implementation of the fast Fourier transform in bit-reversed order (FFTBR), inverse FFTBR (IFFTBR), and fast Walsh--Hadamard transform (FWHT).

  • 1 authors
·
Feb 19

Frequency-Aware Deepfake Detection: Improving Generalizability through Frequency Space Learning

This research addresses the challenge of developing a universal deepfake detector that can effectively identify unseen deepfake images despite limited training data. Existing frequency-based paradigms have relied on frequency-level artifacts introduced during the up-sampling in GAN pipelines to detect forgeries. However, the rapid advancements in synthesis technology have led to specific artifacts for each generation model. Consequently, these detectors have exhibited a lack of proficiency in learning the frequency domain and tend to overfit to the artifacts present in the training data, leading to suboptimal performance on unseen sources. To address this issue, we introduce a novel frequency-aware approach called FreqNet, centered around frequency domain learning, specifically designed to enhance the generalizability of deepfake detectors. Our method forces the detector to continuously focus on high-frequency information, exploiting high-frequency representation of features across spatial and channel dimensions. Additionally, we incorporate a straightforward frequency domain learning module to learn source-agnostic features. It involves convolutional layers applied to both the phase spectrum and amplitude spectrum between the Fast Fourier Transform (FFT) and Inverse Fast Fourier Transform (iFFT). Extensive experimentation involving 17 GANs demonstrates the effectiveness of our proposed method, showcasing state-of-the-art performance (+9.8\%) while requiring fewer parameters. The code is available at {\cred https://github.com/chuangchuangtan/FreqNet-DeepfakeDetection}.

  • 6 authors
·
Mar 11, 2024

Stable, Fast and Accurate: Kernelized Attention with Relative Positional Encoding

The attention module, which is a crucial component in Transformer, cannot scale efficiently to long sequences due to its quadratic complexity. Many works focus on approximating the dot-then-exponentiate softmax function in the original attention, leading to sub-quadratic or even linear-complexity Transformer architectures. However, we show that these methods cannot be applied to more powerful attention modules that go beyond the dot-then-exponentiate style, e.g., Transformers with relative positional encoding (RPE). Since in many state-of-the-art models, relative positional encoding is used as default, designing efficient Transformers that can incorporate RPE is appealing. In this paper, we propose a novel way to accelerate attention calculation for Transformers with RPE on top of the kernelized attention. Based upon the observation that relative positional encoding forms a Toeplitz matrix, we mathematically show that kernelized attention with RPE can be calculated efficiently using Fast Fourier Transform (FFT). With FFT, our method achieves O(nlog n) time complexity. Interestingly, we further demonstrate that properly using relative positional encoding can mitigate the training instability problem of vanilla kernelized attention. On a wide range of tasks, we empirically show that our models can be trained from scratch without any optimization issues. The learned model performs better than many efficient Transformer variants and is faster than standard Transformer in the long-sequence regime.

  • 9 authors
·
Jun 23, 2021

LoCA: Location-Aware Cosine Adaptation for Parameter-Efficient Fine-Tuning

Low-rank adaptation (LoRA) has become a prevalent method for adapting pre-trained large language models to downstream tasks. However, the simple low-rank decomposition form may constrain the hypothesis space. To address this limitation, we introduce Location-aware Cosine Adaptation (LoCA), a novel frequency-domain parameter-efficient fine-tuning method based on inverse Discrete Cosine Transform (iDCT) with selective locations of learnable components. We begin with a comprehensive theoretical comparison between frequency-domain and low-rank decompositions for fine-tuning pre-trained large models. Our analysis reveals that frequency-domain decomposition with carefully selected frequency components can surpass the expressivity of traditional low-rank-based methods. Furthermore, we demonstrate that iDCT offers a more efficient implementation compared to inverse Discrete Fourier Transform (iDFT), allowing for better selection and tuning of frequency components while maintaining equivalent expressivity to the optimal iDFT-based adaptation. By employing finite-difference approximation to estimate gradients for discrete locations of learnable coefficients on the DCT spectrum, LoCA dynamically selects the most informative frequency components during training. Experiments on diverse language and vision fine-tuning tasks demonstrate that LoCA offers enhanced parameter efficiency while maintains computational feasibility comparable to low-rank-based methods.

  • 8 authors
·
Feb 4

Spectral-Refiner: Fine-Tuning of Accurate Spatiotemporal Neural Operator for Turbulent Flows

Recent advancements in operator-type neural networks have shown promising results in approximating the solutions of spatiotemporal Partial Differential Equations (PDEs). However, these neural networks often entail considerable training expenses, and may not always achieve the desired accuracy required in many scientific and engineering disciplines. In this paper, we propose a new Spatiotemporal Fourier Neural Operator (SFNO) that learns maps between Bochner spaces, and a new learning framework to address these issues. This new paradigm leverages wisdom from traditional numerical PDE theory and techniques to refine the pipeline of commonly adopted end-to-end neural operator training and evaluations. Specifically, in the learning problems for the turbulent flow modeling by the Navier-Stokes Equations (NSE), the proposed architecture initiates the training with a few epochs for SFNO, concluding with the freezing of most model parameters. Then, the last linear spectral convolution layer is fine-tuned without the frequency truncation. The optimization uses a negative Sobolev norm for the first time as the loss in operator learning, defined through a reliable functional-type a posteriori error estimator whose evaluation is almost exact thanks to the Parseval identity. This design allows the neural operators to effectively tackle low-frequency errors while the relief of the de-aliasing filter addresses high-frequency errors. Numerical experiments on commonly used benchmarks for the 2D NSE demonstrate significant improvements in both computational efficiency and accuracy, compared to end-to-end evaluation and traditional numerical PDE solvers.

  • 4 authors
·
May 27, 2024

QWHA: Quantization-Aware Walsh-Hadamard Adaptation for Parameter-Efficient Fine-Tuning on Large Language Models

The demand for efficient deployment of large language models (LLMs) has driven interest in quantization, which reduces inference cost, and parameter-efficient fine-tuning (PEFT), which lowers training overhead. This motivated the development of quantization-aware PEFT to produce accurate yet efficient quantized models. In this setting, reducing quantization error prior to fine-tuning is crucial for achieving high model accuracy. However, existing methods that rely on low-rank adaptation suffer from limited representational capacity. Recent Fourier-related transform (FT)-based adapters offer greater representational power than low-rank adapters, but their direct integration into quantized models often results in ineffective error reduction and increased computational overhead. To overcome these limitations, we propose QWHA, a method that integrates FT-based adapters into quantized models by employing the Walsh-Hadamard Transform (WHT) as the transform kernel, together with a novel adapter initialization scheme incorporating adaptive parameter selection and value refinement. We demonstrate that QWHA effectively mitigates quantization errors while facilitating fine-tuning, and that its design substantially reduces computational cost. Experimental results show that QWHA consistently outperforms baselines in low-bit quantization accuracy and achieves significant training speedups over existing FT-based adapters. The code is available at https://github.com/vantaa89/qwha.

  • 5 authors
·
Sep 22 2

Tiny Time Mixers (TTMs): Fast Pre-trained Models for Enhanced Zero/Few-Shot Forecasting of Multivariate Time Series

Large pre-trained models for zero/few-shot learning excel in language and vision domains but encounter challenges in multivariate time series (TS) due to the diverse nature and scarcity of publicly available pre-training data. Consequently, there has been a recent surge in utilizing pre-trained large language models (LLMs) with token adaptations for TS forecasting. These approaches employ cross-domain transfer learning and surprisingly yield impressive results. However, these models are typically very slow and large (~billion parameters) and do not consider cross-channel correlations. To address this, we present Tiny Time Mixers (TTM), a significantly small model based on the lightweight TSMixer architecture. TTM marks the first success in developing fast and tiny general pre-trained models (<1M parameters), exclusively trained on public TS datasets, with effective transfer learning capabilities for forecasting. To tackle the complexity of pre-training on multiple datasets with varied temporal resolutions, we introduce several novel enhancements such as adaptive patching, dataset augmentation via downsampling, and resolution prefix tuning. Moreover, we employ a multi-level modeling strategy to effectively model channel correlations and infuse exogenous signals during fine-tuning, a crucial capability lacking in existing benchmarks. TTM shows significant accuracy gains (12-38\%) over popular benchmarks in few/zero-shot forecasting. It also drastically reduces the compute needs as compared to LLM-TS methods, with a 14X cut in learnable parameters, 106X less total parameters, and substantial reductions in fine-tuning (65X) and inference time (54X). In fact, TTM's zero-shot often surpasses the few-shot results in many popular benchmarks, highlighting the efficacy of our approach. Code and pre-trained models will be open-sourced.

  • 7 authors
·
Jan 8, 2024

Enabling Efficient Equivariant Operations in the Fourier Basis via Gaunt Tensor Products

Developing equivariant neural networks for the E(3) group plays an important role in modeling 3D data across real-world applications. Enforcing this equivariance primarily involves the tensor products of irreducible representations (irreps). However, the computational complexity of such operations increases significantly as higher-order tensors are used. In this work, we propose a systematic approach to substantially accelerate the computation of the tensor products of irreps. We mathematically connect the commonly used Clebsch-Gordan coefficients to the Gaunt coefficients, which are integrals of products of three spherical harmonics. Through Gaunt coefficients, the tensor product of irreps becomes equivalent to the multiplication between spherical functions represented by spherical harmonics. This perspective further allows us to change the basis for the equivariant operations from spherical harmonics to a 2D Fourier basis. Consequently, the multiplication between spherical functions represented by a 2D Fourier basis can be efficiently computed via the convolution theorem and Fast Fourier Transforms. This transformation reduces the complexity of full tensor products of irreps from O(L^6) to O(L^3), where L is the max degree of irreps. Leveraging this approach, we introduce the Gaunt Tensor Product, which serves as a new method to construct efficient equivariant operations across different model architectures. Our experiments on the Open Catalyst Project and 3BPA datasets demonstrate both the increased efficiency and improved performance of our approach.

  • 3 authors
·
Jan 18, 2024

Solving High Frequency and Multi-Scale PDEs with Gaussian Processes

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural network training. To address this problem, we resort to the Gaussian process (GP) framework. To flexibly capture the dominant frequencies, we model the power spectrum of the PDE solution with a student t mixture or Gaussian mixture. We apply the inverse Fourier transform to obtain the covariance function (by Wiener-Khinchin theorem). The covariance derived from the Gaussian mixture spectrum corresponds to the known spectral mixture kernel. Next, we estimate the mixture weights in the log domain, which we show is equivalent to placing a Jeffreys prior. It automatically induces sparsity, prunes excessive frequencies, and adjusts the remaining toward the ground truth. Third, to enable efficient and scalable computation on massive collocation points, which are critical to capture high frequencies, we place the collocation points on a grid, and multiply our covariance function at each input dimension. We use the GP conditional mean to predict the solution and its derivatives so as to fit the boundary condition and the equation itself. As a result, we can derive a Kronecker product structure in the covariance matrix. We use Kronecker product properties and multilinear algebra to promote computational efficiency and scalability, without low-rank approximations. We show the advantage of our method in systematic experiments. The code is released at https://github.com/xuangu-fang/Gaussian-Process-Slover-for-High-Freq-PDE.

  • 6 authors
·
Nov 8, 2023

Fourier-VLM: Compressing Vision Tokens in the Frequency Domain for Large Vision-Language Models

Vision-Language Models (VLMs) typically replace the predefined image placeholder token (<image>) in textual instructions with visual features from an image encoder, forming the input to a backbone Large Language Model (LLM). However, the large number of vision tokens significantly increases the context length, leading to high computational overhead and inference latency. While previous efforts mitigate this by selecting only important visual features or leveraging learnable queries to reduce token count, they often compromise performance or introduce substantial extra costs. In response, we propose Fourier-VLM, a simple yet efficient method that compresses visual representations in the frequency domain. Our approach is motivated by the observation that vision features output from the vision encoder exhibit concentrated energy in low-frequency components. Leveraging this, we apply a low-pass filter to the vision features using a two-dimensional Discrete Cosine Transform (DCT). Notably, the DCT is efficiently computed via the Fast Fourier Transform (FFT) operator with a time complexity of O(nlog n), minimizing the extra computational cost while introducing no additional parameters. Extensive experiments across various image-based benchmarks demonstrate that Fourier-VLM achieves competitive performance with strong generalizability across both LLaVA and Qwen-VL architectures. Crucially, it reduce inference FLOPs by up to 83.8% and boots generation speed by 31.2% compared to LLaVA-v1.5, highlighting the superior efficiency and practicality.

  • 7 authors
·
Aug 8

MPTSNet: Integrating Multiscale Periodic Local Patterns and Global Dependencies for Multivariate Time Series Classification

Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex dynamics. To capture this complexity, RNN-based, CNN-based, Transformer-based, and hybrid models have been proposed. Unfortunately, current deep learning-based methods often neglect the simultaneous construction of local features and global dependencies at different time scales, lacking sufficient feature extraction capabilities to achieve satisfactory classification accuracy. To address these challenges, we propose a novel Multiscale Periodic Time Series Network (MPTSNet), which integrates multiscale local patterns and global correlations to fully exploit the inherent information in time series. Recognizing the multi-periodicity and complex variable correlations in time series, we use the Fourier transform to extract primary periods, enabling us to decompose data into multiscale periodic segments. Leveraging the inherent strengths of CNN and attention mechanism, we introduce the PeriodicBlock, which adaptively captures local patterns and global dependencies while offering enhanced interpretability through attention integration across different periodic scales. The experiments on UEA benchmark datasets demonstrate that the proposed MPTSNet outperforms 21 existing advanced baselines in the MTSC tasks.

  • 3 authors
·
Mar 7

Wideband Relative Transfer Function (RTF) Estimation Exploiting Frequency Correlations

This article focuses on estimating relative transfer functions (RTFs) for beamforming applications. Traditional methods often assume that spectra are uncorrelated, an assumption that is often violated in practical scenarios due to factors such as time-domain windowing or the non-stationary nature of signals, as observed in speech. To overcome these limitations, we propose an RTF estimation technique that leverages spectral and spatial correlations through subspace analysis. Additionally, we derive Cram\'er--Rao bounds (CRBs) for the RTF estimation task, providing theoretical insights into the achievable estimation accuracy. These bounds reveal that channel estimation can be performed more accurately if the noise or the target signal exhibits spectral correlations. Experiments with both real and synthetic data show that our technique outperforms the narrowband maximum-likelihood estimator, known as covariance whitening (CW), when the target exhibits spectral correlations. Although the proposed algorithm generally achieves accuracy close to the theoretical bound, there is potential for further improvement, especially in scenarios with highly spectrally correlated noise. While channel estimation has various applications, we demonstrate the method using a minimum variance distortionless (MVDR) beamformer for multichannel speech enhancement. A free Python implementation is also provided.

  • 3 authors
·
Jul 19, 2024

Adaptive Frequency Filters As Efficient Global Token Mixers

Recent vision transformers, large-kernel CNNs and MLPs have attained remarkable successes in broad vision tasks thanks to their effective information fusion in the global scope. However, their efficient deployments, especially on mobile devices, still suffer from noteworthy challenges due to the heavy computational costs of self-attention mechanisms, large kernels, or fully connected layers. In this work, we apply conventional convolution theorem to deep learning for addressing this and reveal that adaptive frequency filters can serve as efficient global token mixers. With this insight, we propose Adaptive Frequency Filtering (AFF) token mixer. This neural operator transfers a latent representation to the frequency domain via a Fourier transform and performs semantic-adaptive frequency filtering via an elementwise multiplication, which mathematically equals to a token mixing operation in the original latent space with a dynamic convolution kernel as large as the spatial resolution of this latent representation. We take AFF token mixers as primary neural operators to build a lightweight neural network, dubbed AFFNet. Extensive experiments demonstrate the effectiveness of our proposed AFF token mixer and show that AFFNet achieve superior accuracy and efficiency trade-offs compared to other lightweight network designs on broad visual tasks, including visual recognition and dense prediction tasks.

  • 6 authors
·
Jul 26, 2023

TFMQ-DM: Temporal Feature Maintenance Quantization for Diffusion Models

The Diffusion model, a prevalent framework for image generation, encounters significant challenges in terms of broad applicability due to its extended inference times and substantial memory requirements. Efficient Post-training Quantization (PTQ) is pivotal for addressing these issues in traditional models. Different from traditional models, diffusion models heavily depend on the time-step t to achieve satisfactory multi-round denoising. Usually, t from the finite set {1, ldots, T} is encoded to a temporal feature by a few modules totally irrespective of the sampling data. However, existing PTQ methods do not optimize these modules separately. They adopt inappropriate reconstruction targets and complex calibration methods, resulting in a severe disturbance of the temporal feature and denoising trajectory, as well as a low compression efficiency. To solve these, we propose a Temporal Feature Maintenance Quantization (TFMQ) framework building upon a Temporal Information Block which is just related to the time-step t and unrelated to the sampling data. Powered by the pioneering block design, we devise temporal information aware reconstruction (TIAR) and finite set calibration (FSC) to align the full-precision temporal features in a limited time. Equipped with the framework, we can maintain the most temporal information and ensure the end-to-end generation quality. Extensive experiments on various datasets and diffusion models prove our state-of-the-art results. Remarkably, our quantization approach, for the first time, achieves model performance nearly on par with the full-precision model under 4-bit weight quantization. Additionally, our method incurs almost no extra computational cost and accelerates quantization time by 2.0 times on LSUN-Bedrooms 256 times 256 compared to previous works.

  • 5 authors
·
Nov 27, 2023

Convolutional Neural Networks on non-uniform geometrical signals using Euclidean spectral transformation

Convolutional Neural Networks (CNN) have been successful in processing data signals that are uniformly sampled in the spatial domain (e.g., images). However, most data signals do not natively exist on a grid, and in the process of being sampled onto a uniform physical grid suffer significant aliasing error and information loss. Moreover, signals can exist in different topological structures as, for example, points, lines, surfaces and volumes. It has been challenging to analyze signals with mixed topologies (for example, point cloud with surface mesh). To this end, we develop mathematical formulations for Non-Uniform Fourier Transforms (NUFT) to directly, and optimally, sample nonuniform data signals of different topologies defined on a simplex mesh into the spectral domain with no spatial sampling error. The spectral transform is performed in the Euclidean space, which removes the translation ambiguity from works on the graph spectrum. Our representation has four distinct advantages: (1) the process causes no spatial sampling error during the initial sampling, (2) the generality of this approach provides a unified framework for using CNNs to analyze signals of mixed topologies, (3) it allows us to leverage state-of-the-art backbone CNN architectures for effective learning without having to design a particular architecture for a particular data structure in an ad-hoc fashion, and (4) the representation allows weighted meshes where each element has a different weight (i.e., texture) indicating local properties. We achieve results on par with the state-of-the-art for the 3D shape retrieval task, and a new state-of-the-art for the point cloud to surface reconstruction task.

  • 5 authors
·
Jan 7, 2019

Q-Diffusion: Quantizing Diffusion Models

Diffusion models have achieved great success in image synthesis through iterative noise estimation using deep neural networks. However, the slow inference, high memory consumption, and computation intensity of the noise estimation model hinder the efficient adoption of diffusion models. Although post-training quantization (PTQ) is considered a go-to compression method for other tasks, it does not work out-of-the-box on diffusion models. We propose a novel PTQ method specifically tailored towards the unique multi-timestep pipeline and model architecture of the diffusion models, which compresses the noise estimation network to accelerate the generation process. We identify the key difficulty of diffusion model quantization as the changing output distributions of noise estimation networks over multiple time steps and the bimodal activation distribution of the shortcut layers within the noise estimation network. We tackle these challenges with timestep-aware calibration and split shortcut quantization in this work. Experimental results show that our proposed method is able to quantize full-precision unconditional diffusion models into 4-bit while maintaining comparable performance (small FID change of at most 2.34 compared to >100 for traditional PTQ) in a training-free manner. Our approach can also be applied to text-guided image generation, where we can run stable diffusion in 4-bit weights with high generation quality for the first time.

  • 8 authors
·
Feb 8, 2023

PeriodWave: Multi-Period Flow Matching for High-Fidelity Waveform Generation

Recently, universal waveform generation tasks have been investigated conditioned on various out-of-distribution scenarios. Although GAN-based methods have shown their strength in fast waveform generation, they are vulnerable to train-inference mismatch scenarios such as two-stage text-to-speech. Meanwhile, diffusion-based models have shown their powerful generative performance in other domains; however, they stay out of the limelight due to slow inference speed in waveform generation tasks. Above all, there is no generator architecture that can explicitly disentangle the natural periodic features of high-resolution waveform signals. In this paper, we propose PeriodWave, a novel universal waveform generation model. First, we introduce a period-aware flow matching estimator that can capture the periodic features of the waveform signal when estimating the vector fields. Additionally, we utilize a multi-period estimator that avoids overlaps to capture different periodic features of waveform signals. Although increasing the number of periods can improve the performance significantly, this requires more computational costs. To reduce this issue, we also propose a single period-conditional universal estimator that can feed-forward parallel by period-wise batch inference. Additionally, we utilize discrete wavelet transform to losslessly disentangle the frequency information of waveform signals for high-frequency modeling, and introduce FreeU to reduce the high-frequency noise for waveform generation. The experimental results demonstrated that our model outperforms the previous models both in Mel-spectrogram reconstruction and text-to-speech tasks. All source code will be available at https://github.com/sh-lee-prml/PeriodWave.

  • 3 authors
·
Aug 14, 2024 3

Low-light Image Enhancement via CLIP-Fourier Guided Wavelet Diffusion

Low-light image enhancement techniques have significantly progressed, but unstable image quality recovery and unsatisfactory visual perception are still significant challenges. To solve these problems, we propose a novel and robust low-light image enhancement method via CLIP-Fourier Guided Wavelet Diffusion, abbreviated as CFWD. Specifically, CFWD leverages multimodal visual-language information in the frequency domain space created by multiple wavelet transforms to guide the enhancement process. Multi-scale supervision across different modalities facilitates the alignment of image features with semantic features during the wavelet diffusion process, effectively bridging the gap between degraded and normal domains. Moreover, to further promote the effective recovery of the image details, we combine the Fourier transform based on the wavelet transform and construct a Hybrid High Frequency Perception Module (HFPM) with a significant perception of the detailed features. This module avoids the diversity confusion of the wavelet diffusion process by guiding the fine-grained structure recovery of the enhancement results to achieve favourable metric and perceptually oriented enhancement. Extensive quantitative and qualitative experiments on publicly available real-world benchmarks show that our approach outperforms existing state-of-the-art methods, achieving significant progress in image quality and noise suppression. The project code is available at https://github.com/hejh8/CFWD.

  • 4 authors
·
Jan 8, 2024

Temporal Feature Matters: A Framework for Diffusion Model Quantization

The Diffusion models, widely used for image generation, face significant challenges related to their broad applicability due to prolonged inference times and high memory demands. Efficient Post-Training Quantization (PTQ) is crucial to address these issues. However, unlike traditional models, diffusion models critically rely on the time-step for the multi-round denoising. Typically, each time-step is encoded into a hypersensitive temporal feature by several modules. Despite this, existing PTQ methods do not optimize these modules individually. Instead, they employ unsuitable reconstruction objectives and complex calibration methods, leading to significant disturbances in the temporal feature and denoising trajectory, as well as reduced compression efficiency. To address these challenges, we introduce a novel quantization framework that includes three strategies: 1) TIB-based Maintenance: Based on our innovative Temporal Information Block (TIB) definition, Temporal Information-aware Reconstruction (TIAR) and Finite Set Calibration (FSC) are developed to efficiently align original temporal features. 2) Cache-based Maintenance: Instead of indirect and complex optimization for the related modules, pre-computing and caching quantized counterparts of temporal features are developed to minimize errors. 3) Disturbance-aware Selection: Employ temporal feature errors to guide a fine-grained selection between the two maintenance strategies for further disturbance reduction. This framework preserves most of the temporal information and ensures high-quality end-to-end generation. Extensive testing on various datasets, diffusion models and hardware confirms our superior performance and acceleration..

  • 7 authors
·
Jul 28, 2024

Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts

Time series foundation models have demonstrated impressive performance as zero-shot forecasters. However, achieving effectively unified training on time series remains an open challenge. Existing approaches introduce some level of model specialization to account for the highly heterogeneous nature of time series data. For instance, Moirai pursues unified training by employing multiple input/output projection layers, each tailored to handle time series at a specific frequency. Similarly, TimesFM maintains a frequency embedding dictionary for this purpose. We identify two major drawbacks to this human-imposed frequency-level model specialization: (1) Frequency is not a reliable indicator of the underlying patterns in time series. For example, time series with different frequencies can display similar patterns, while those with the same frequency may exhibit varied patterns. (2) Non-stationarity is an inherent property of real-world time series, leading to varied distributions even within a short context window of a single time series. Frequency-level specialization is too coarse-grained to capture this level of diversity. To address these limitations, this paper introduces Moirai-MoE, using a single input/output projection layer while delegating the modeling of diverse time series patterns to the sparse mixture of experts (MoE) within Transformers. With these designs, Moirai-MoE reduces reliance on human-defined heuristics and enables automatic token-level specialization. Extensive experiments on 39 datasets demonstrate the superiority of Moirai-MoE over existing foundation models in both in-distribution and zero-shot scenarios. Furthermore, this study conducts comprehensive model analyses to explore the inner workings of time series MoE foundation models and provides valuable insights for future research.

  • 10 authors
·
Oct 14, 2024

Diffusion Probabilistic Model Made Slim

Despite the recent visually-pleasing results achieved, the massive computational cost has been a long-standing flaw for diffusion probabilistic models (DPMs), which, in turn, greatly limits their applications on resource-limited platforms. Prior methods towards efficient DPM, however, have largely focused on accelerating the testing yet overlooked their huge complexity and sizes. In this paper, we make a dedicated attempt to lighten DPM while striving to preserve its favourable performance. We start by training a small-sized latent diffusion model (LDM) from scratch, but observe a significant fidelity drop in the synthetic images. Through a thorough assessment, we find that DPM is intrinsically biased against high-frequency generation, and learns to recover different frequency components at different time-steps. These properties make compact networks unable to represent frequency dynamics with accurate high-frequency estimation. Towards this end, we introduce a customized design for slim DPM, which we term as Spectral Diffusion (SD), for light-weight image synthesis. SD incorporates wavelet gating in its architecture to enable frequency dynamic feature extraction at every reverse steps, and conducts spectrum-aware distillation to promote high-frequency recovery by inverse weighting the objective based on spectrum magni tudes. Experimental results demonstrate that, SD achieves 8-18x computational complexity reduction as compared to the latent diffusion models on a series of conditional and unconditional image generation tasks while retaining competitive image fidelity.

  • 4 authors
·
Nov 27, 2022

Taking ROCKET on an Efficiency Mission: Multivariate Time Series Classification with LightWaveS

Nowadays, with the rising number of sensors in sectors such as healthcare and industry, the problem of multivariate time series classification (MTSC) is getting increasingly relevant and is a prime target for machine and deep learning approaches. Their expanding adoption in real-world environments is causing a shift in focus from the pursuit of ever-higher prediction accuracy with complex models towards practical, deployable solutions that balance accuracy and parameters such as prediction speed. An MTSC model that has attracted attention recently is ROCKET, based on random convolutional kernels, both because of its very fast training process and its state-of-the-art accuracy. However, the large number of features it utilizes may be detrimental to inference time. Examining its theoretical background and limitations enables us to address potential drawbacks and present LightWaveS: a framework for accurate MTSC, which is fast both during training and inference. Specifically, utilizing wavelet scattering transformation and distributed feature selection, we manage to create a solution that employs just 2.5% of the ROCKET features, while achieving accuracy comparable to recent MTSC models. LightWaveS also scales well across multiple compute nodes and with the number of input channels during training. In addition, it can significantly reduce the input size and provide insight to an MTSC problem by keeping only the most useful channels. We present three versions of our algorithm and their results on distributed training time and scalability, accuracy, and inference speedup. We show that we achieve speedup ranging from 9x to 53x compared to ROCKET during inference on an edge device, on datasets with comparable accuracy.

  • 4 authors
·
Apr 4, 2022

ShapeFormer: Shapelet Transformer for Multivariate Time Series Classification

Multivariate time series classification (MTSC) has attracted significant research attention due to its diverse real-world applications. Recently, exploiting transformers for MTSC has achieved state-of-the-art performance. However, existing methods focus on generic features, providing a comprehensive understanding of data, but they ignore class-specific features crucial for learning the representative characteristics of each class. This leads to poor performance in the case of imbalanced datasets or datasets with similar overall patterns but differing in minor class-specific details. In this paper, we propose a novel Shapelet Transformer (ShapeFormer), which comprises class-specific and generic transformer modules to capture both of these features. In the class-specific module, we introduce the discovery method to extract the discriminative subsequences of each class (i.e. shapelets) from the training set. We then propose a Shapelet Filter to learn the difference features between these shapelets and the input time series. We found that the difference feature for each shapelet contains important class-specific features, as it shows a significant distinction between its class and others. In the generic module, convolution filters are used to extract generic features that contain information to distinguish among all classes. For each module, we employ the transformer encoder to capture the correlation between their features. As a result, the combination of two transformer modules allows our model to exploit the power of both types of features, thereby enhancing the classification performance. Our experiments on 30 UEA MTSC datasets demonstrate that ShapeFormer has achieved the highest accuracy ranking compared to state-of-the-art methods. The code is available at https://github.com/xuanmay2701/shapeformer.

  • 4 authors
·
May 23, 2024

Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Series

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing benchmarks typically assume clean, regularly sampled, unimodal data, creating a significant gap between research and real-world deployment. We introduce Time-IMM, a dataset specifically designed to capture cause-driven irregularity in multimodal multivariate time series. Time-IMM represents nine distinct types of time series irregularity, categorized into trigger-based, constraint-based, and artifact-based mechanisms. Complementing the dataset, we introduce IMM-TSF, a benchmark library for forecasting on irregular multimodal time series, enabling asynchronous integration and realistic evaluation. IMM-TSF includes specialized fusion modules, including a timestamp-to-text fusion module and a multimodality fusion module, which support both recency-aware averaging and attention-based integration strategies. Empirical results demonstrate that explicitly modeling multimodality on irregular time series data leads to substantial gains in forecasting performance. Time-IMM and IMM-TSF provide a foundation for advancing time series analysis under real-world conditions. The dataset is publicly available at https://github.com/blacksnail789521/Time-IMM, and the benchmark library can be accessed at https://github.com/blacksnail789521/IMM-TSF. Project page: https://blacksnail789521.github.io/time-imm-project-page/

Robust Depth Linear Error Decomposition with Double Total Variation and Nuclear Norm for Dynamic MRI Reconstruction

Compressed Sensing (CS) significantly speeds up Magnetic Resonance Image (MRI) processing and achieves accurate MRI reconstruction from under-sampled k-space data. According to the current research, there are still several problems with dynamic MRI k-space reconstruction based on CS. 1) There are differences between the Fourier domain and the Image domain, and the differences between MRI processing of different domains need to be considered. 2) As three-dimensional data, dynamic MRI has its spatial-temporal characteristics, which need to calculate the difference and consistency of surface textures while preserving structural integrity and uniqueness. 3) Dynamic MRI reconstruction is time-consuming and computationally resource-dependent. In this paper, we propose a novel robust low-rank dynamic MRI reconstruction optimization model via highly under-sampled and Discrete Fourier Transform (DFT) called the Robust Depth Linear Error Decomposition Model (RDLEDM). Our method mainly includes linear decomposition, double Total Variation (TV), and double Nuclear Norm (NN) regularizations. By adding linear image domain error analysis, the noise is reduced after under-sampled and DFT processing, and the anti-interference ability of the algorithm is enhanced. Double TV and NN regularizations can utilize both spatial-temporal characteristics and explore the complementary relationship between different dimensions in dynamic MRI sequences. In addition, Due to the non-smoothness and non-convexity of TV and NN terms, it is difficult to optimize the unified objective model. To address this issue, we utilize a fast algorithm by solving a primal-dual form of the original problem. Compared with five state-of-the-art methods, extensive experiments on dynamic MRI data demonstrate the superior performance of the proposed method in terms of both reconstruction accuracy and time complexity.

  • 3 authors
·
Oct 23, 2023

Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis

Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA. The dataset and library are available at https://github.com/AdityaLab/Time-MMD and https://github.com/AdityaLab/MM-TSFlib.

  • 11 authors
·
Jun 12, 2024

Frequency Dynamic Convolution for Dense Image Prediction

While Dynamic Convolution (DY-Conv) has shown promising performance by enabling adaptive weight selection through multiple parallel weights combined with an attention mechanism, the frequency response of these weights tends to exhibit high similarity, resulting in high parameter costs but limited adaptability. In this work, we introduce Frequency Dynamic Convolution (FDConv), a novel approach that mitigates these limitations by learning a fixed parameter budget in the Fourier domain. FDConv divides this budget into frequency-based groups with disjoint Fourier indices, enabling the construction of frequency-diverse weights without increasing the parameter cost. To further enhance adaptability, we propose Kernel Spatial Modulation (KSM) and Frequency Band Modulation (FBM). KSM dynamically adjusts the frequency response of each filter at the spatial level, while FBM decomposes weights into distinct frequency bands in the frequency domain and modulates them dynamically based on local content. Extensive experiments on object detection, segmentation, and classification validate the effectiveness of FDConv. We demonstrate that when applied to ResNet-50, FDConv achieves superior performance with a modest increase of +3.6M parameters, outperforming previous methods that require substantial increases in parameter budgets (e.g., CondConv +90M, KW +76.5M). Moreover, FDConv seamlessly integrates into a variety of architectures, including ConvNeXt, Swin-Transformer, offering a flexible and efficient solution for modern vision tasks. The code is made publicly available at https://github.com/Linwei-Chen/FDConv.

  • 5 authors
·
Mar 24 2

Fourier Head: Helping Large Language Models Learn Complex Probability Distributions

As the quality of large language models has improved, there has been increased interest in using them to model non-linguistic tokens. For example, the Decision Transformer recasts agentic decision making as a sequence modeling problem, using a decoder-only LLM to model the distribution over the discrete action space for an Atari agent. However, when adapting LLMs to non-linguistic domains, it remains unclear if softmax over discrete bins captures the continuous structure of the tokens and the potentially complex distributions needed for high quality token generation. We introduce a neural network layer, constructed using Fourier series, which we can easily substitute for any linear layer if we want the outputs to have a more continuous structure. We perform extensive analysis on synthetic datasets, as well as on large-scale decision making and time series forecasting tasks. We also provide theoretical evidence that this layer can better learn signal from data while ignoring high-frequency noise. All of our results support the effectiveness of our proposed Fourier head in scenarios where the underlying data distribution has a natural continuous structure. For example, the Fourier head improves a Decision Transformer agent's returns by 46% on the Atari Seaquest game, and increases a state-of-the-art times series foundation model's forecasting performance by 3.5% across 20 benchmarks unseen during training.

  • 5 authors
·
Oct 29, 2024

Learning Sub-Sampling and Signal Recovery with Applications in Ultrasound Imaging

Limitations on bandwidth and power consumption impose strict bounds on data rates of diagnostic imaging systems. Consequently, the design of suitable (i.e. task- and data-aware) compression and reconstruction techniques has attracted considerable attention in recent years. Compressed sensing emerged as a popular framework for sparse signal reconstruction from a small set of compressed measurements. However, typical compressed sensing designs measure a (non)linearly weighted combination of all input signal elements, which poses practical challenges. These designs are also not necessarily task-optimal. In addition, real-time recovery is hampered by the iterative and time-consuming nature of sparse recovery algorithms. Recently, deep learning methods have shown promise for fast recovery from compressed measurements, but the design of adequate and practical sensing strategies remains a challenge. Here, we propose a deep learning solution termed Deep Probabilistic Sub-sampling (DPS), that learns a task-driven sub-sampling pattern, while jointly training a subsequent task model. Once learned, the task-based sub-sampling patterns are fixed and straightforwardly implementable, e.g. by non-uniform analog-to-digital conversion, sparse array design, or slow-time ultrasound pulsing schemes. The effectiveness of our framework is demonstrated in-silico for sparse signal recovery from partial Fourier measurements, and in-vivo for both anatomical image and tissue-motion (Doppler) reconstruction from sub-sampled medical ultrasound imaging data.

  • 5 authors
·
Aug 15, 2019

Kolmogorov-Arnold Attention: Is Learnable Attention Better For Vision Transformers?

Kolmogorov-Arnold networks (KANs) are a remarkable innovation consisting of learnable activation functions with the potential to capture more complex relationships from data. Although KANs are useful in finding symbolic representations and continual learning of one-dimensional functions, their effectiveness in diverse machine learning (ML) tasks, such as vision, remains questionable. Presently, KANs are deployed by replacing multilayer perceptrons (MLPs) in deep network architectures, including advanced architectures such as vision Transformers (ViTs). In this paper, we are the first to design a general learnable Kolmogorov-Arnold Attention (KArAt) for vanilla ViTs that can operate on any choice of basis. However, the computing and memory costs of training them motivated us to propose a more modular version, and we designed particular learnable attention, called Fourier-KArAt. Fourier-KArAt and its variants either outperform their ViT counterparts or show comparable performance on CIFAR-10, CIFAR-100, and ImageNet-1K datasets. We dissect these architectures' performance and generalization capacity by analyzing their loss landscapes, weight distributions, optimizer path, attention visualization, and spectral behavior, and contrast them with vanilla ViTs. The goal of this paper is not to produce parameter- and compute-efficient attention, but to encourage the community to explore KANs in conjunction with more advanced architectures that require a careful understanding of learnable activations. Our open-source code and implementation details are available on: https://subhajitmaity.me/KArAt

  • 4 authors
·
Mar 13 3

TSPulse: Dual Space Tiny Pre-Trained Models for Rapid Time-Series Analysis

The rise of time-series pre-trained models has advanced temporal representation learning, but current state-of-the-art models are often large-scale, requiring substantial compute. We introduce TSPulse, ultra-compact time-series pre-trained models with only 1M parameters, specialized to perform strongly across classification, anomaly detection, imputation, and retrieval tasks. TSPulse introduces innovations at both the architecture and task levels. At the architecture level, it employs a dual-space masked reconstruction, learning from both time and frequency domains to capture complementary signals. This is further enhanced by a dual-embedding disentanglement, generating both detailed embeddings for fine-grained analysis and high-level semantic embeddings for broader task understanding. Notably, TSPulse's semantic embeddings are robust to shifts in time, magnitude, and noise, which is important for robust retrieval. At the task level, TSPulse incorporates TSLens, a fine-tuning component enabling task-specific feature attention. It also introduces a multi-head triangulation technique that correlates deviations from multiple prediction heads, enhancing anomaly detection by fusing complementary model outputs. Additionally, a hybrid mask pretraining is proposed to improves zero-shot imputation by reducing pre-training bias. These architecture and task innovations collectively contribute to TSPulse's significant performance gains: 5-16% on the UEA classification benchmarks, +20% on the TSB-AD anomaly detection leaderboard, +50% in zero-shot imputation, and +25% in time-series retrieval. Remarkably, these results are achieved with just 1M parameters, making TSPulse 10-100X smaller than existing pre-trained models. Its efficiency enables GPU-free inference and rapid pre-training, setting a new standard for efficient time-series pre-trained models. Models will be open-sourced soon.

  • 8 authors
·
May 19

OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain

This paper presents OLinear, a linear-based multivariate time series forecasting model that operates in an orthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we utilize OrthoTrans, a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix. This approach enables more effective encoding and decoding in the decorrelated feature domain and can serve as a plug-in module to enhance existing forecasters. To enhance the representation learning for multivariate time series, we introduce a customized linear layer, NormLin, which employs a normalized weight matrix to capture multivariate dependencies. Empirically, the NormLin module shows a surprising performance advantage over multi-head self-attention, while requiring nearly half the FLOPs. Extensive experiments on 24 benchmarks and 140 forecasting tasks demonstrate that OLinear consistently achieves state-of-the-art performance with high efficiency. Notably, as a plug-in replacement for self-attention, the NormLin module consistently enhances Transformer-based forecasters. The code and datasets are available at https://anonymous.4open.science/r/OLinear

  • 8 authors
·
May 12

Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this field. The objective of this work is to optimise the real-time processing of data in high-frequency trading algorithms. The dynamic feature selection mechanism is responsible for monitoring and analysing market data in real time through clustering and feature weight analysis, with the objective of automatically selecting the most relevant features. This process employs an adaptive feature extraction method, which enables the system to respond and adjust its feature set in a timely manner when the data input changes, thus ensuring the efficient utilisation of data. The lightweight neural networks are designed in a modular fashion, comprising fast convolutional layers and pruning techniques that facilitate the expeditious completion of data processing and output prediction. In contrast to conventional deep learning models, the neural network architecture has been specifically designed to minimise the number of parameters and computational complexity, thereby markedly reducing the inference time. The experimental results demonstrate that the model is capable of maintaining consistent performance in the context of varying market conditions, thereby illustrating its advantages in terms of processing speed and revenue enhancement.

  • 6 authors
·
Dec 1, 2024

Tokenizing Single-Channel EEG with Time-Frequency Motif Learning

Foundation models are reshaping EEG analysis, yet an important problem of EEG tokenization remains a challenge. This paper presents TFM-Tokenizer, a novel tokenization framework that learns a vocabulary of time-frequency motifs from single-channel EEG signals and encodes them into discrete tokens. We propose a dual-path architecture with time-frequency masking to capture robust motif representations, and it is model-agnostic, supporting both lightweight transformers and existing foundation models for downstream tasks. Our study demonstrates three key benefits: Accuracy: Experiments on four diverse EEG benchmarks demonstrate consistent performance gains across both single- and multi-dataset pretraining settings, achieving up to 17% improvement in Cohen's Kappa over strong baselines. Generalization: Moreover, as a plug-and-play component, it consistently boosts the performance of diverse foundation models, including BIOT and LaBraM. Scalability: By operating at the single-channel level rather than relying on the strict 10-20 EEG system, our method has the potential to be device-agnostic. Experiments on ear-EEG sleep staging, which differs from the pretraining data in signal format, channel configuration, recording device, and task, show that our tokenizer outperforms baselines by 14%. A comprehensive token analysis reveals strong class-discriminative, frequency-aware, and consistent structure, enabling improved representation quality and interpretability. Code is available at https://github.com/Jathurshan0330/TFM-Tokenizer.

  • 4 authors
·
Feb 21

Towards Neural Scaling Laws for Time Series Foundation Models

Scaling laws offer valuable insights into the design of time series foundation models (TSFMs). However, previous research has largely focused on the scaling laws of TSFMs for in-distribution (ID) data, leaving their out-of-distribution (OOD) scaling behavior and the influence of model architectures less explored. In this work, we examine two common TSFM architectures, encoder-only and decoder-only Transformers, and investigate their scaling behavior on both ID and OOD data. These models are trained and evaluated across varying parameter counts, compute budgets, and dataset sizes. Our experiments reveal that the log-likelihood loss of TSFMs exhibits similar scaling behavior in both OOD and ID settings. We further compare the scaling properties across different architectures, incorporating two state-of-the-art TSFMs as case studies, showing that model architecture plays a significant role in scaling. The encoder-only Transformers demonstrate better scalability than the decoder-only Transformers, while the architectural enhancements in the two advanced TSFMs primarily improve ID performance but reduce OOD scalability. While scaling up TSFMs is expected to drive performance breakthroughs, the lack of a comprehensive understanding of TSFM scaling laws has hindered the development of a robust framework to guide model scaling. We fill this gap in this work by synthesizing our findings and providing practical guidelines for designing and scaling larger TSFMs with enhanced model capabilities.

  • 6 authors
·
Oct 16, 2024

Post-Training Quantization with Low-precision Minifloats and Integers on FPGAs

Post-Training Quantization (PTQ) is a powerful technique for model compression, reducing the precision of neural networks without additional training overhead. Recent works have investigated adopting 8-bit floating-point quantization (FP8) in the context of PTQ for model inference. However, the exploration of floating-point formats smaller than 8 bits and their comparison with integer quantization remains relatively limited. In this work, we present minifloats, which are reduced-precision floating-point formats capable of further reducing the memory footprint, latency, and energy cost of a model while approaching full-precision model accuracy. Our work presents a novel PTQ design-space exploration, comparing minifloat and integer quantization schemes across a range of 3 to 8 bits for both weights and activations. We examine the applicability of various PTQ techniques to minifloats, including weight equalization, bias correction, SmoothQuant, gradient-based learned rounding, and the GPTQ method. Our experiments validate the effectiveness of low-precision minifloats when compared to their integer counterparts across a spectrum of accuracy-precision trade-offs on a set of reference deep learning vision workloads. Finally, we evaluate our results against an FPGA-based hardware cost model, showing that integer quantization often remains the Pareto-optimal option, given its relatively smaller hardware resource footprint.

  • 7 authors
·
Nov 21, 2023

Robustifying State-space Models for Long Sequences via Approximate Diagonalization

State-space models (SSMs) have recently emerged as a framework for learning long-range sequence tasks. An example is the structured state-space sequence (S4) layer, which uses the diagonal-plus-low-rank structure of the HiPPO initialization framework. However, the complicated structure of the S4 layer poses challenges; and, in an effort to address these challenges, models such as S4D and S5 have considered a purely diagonal structure. This choice simplifies the implementation, improves computational efficiency, and allows channel communication. However, diagonalizing the HiPPO framework is itself an ill-posed problem. In this paper, we propose a general solution for this and related ill-posed diagonalization problems in machine learning. We introduce a generic, backward-stable "perturb-then-diagonalize" (PTD) methodology, which is based on the pseudospectral theory of non-normal operators, and which may be interpreted as the approximate diagonalization of the non-normal matrices defining SSMs. Based on this, we introduce the S4-PTD and S5-PTD models. Through theoretical analysis of the transfer functions of different initialization schemes, we demonstrate that the S4-PTD/S5-PTD initialization strongly converges to the HiPPO framework, while the S4D/S5 initialization only achieves weak convergences. As a result, our new models show resilience to Fourier-mode noise-perturbed inputs, a crucial property not achieved by the S4D/S5 models. In addition to improved robustness, our S5-PTD model averages 87.6% accuracy on the Long-Range Arena benchmark, demonstrating that the PTD methodology helps to improve the accuracy of deep learning models.

  • 5 authors
·
Oct 2, 2023

VisionTS++: Cross-Modal Time Series Foundation Model with Continual Pre-trained Vision Backbones

Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from vision to time series remains challenging due to three discrepancies: (1) the data-modality gap between structured, bounded image data and unbounded, heterogeneous time series; (2) the multivariate-forecasting gap between fixed RGB-three-channel vision models and time series with arbitrary numbers of variates; and (3) the probabilistic-forecasting gap between the deterministic outputs of vision models and the requirement for uncertainty-aware probabilistic predictions. To bridge these gaps, we propose VisonTS++, a TSFM based on continual pre-training of a vision model on large-scale time series. Our approach introduces three key innovations: (1) vision-model-based filtering to identify high-quality sequences to stabilize pre-training and mitigate modality gap; (2) colorized multivariate conversion, encoding multivariate series as multi-subfigure RGB images to enhance cross-variate modeling; (3) multi-quantile forecasting, using parallel reconstruction heads to generate quantile forecasts without parametric assumptions. Experiments show that VisionTS++ achieves state-of-the-art performance in both in-distribution and out-of-distribution forecasting, outperforming specialized TSFMs by 6%-44% in MSE reduction and ranking first in GIFT-Eval benchmark which comprises 23 datasets across 7 domains. Our work demonstrates that with appropriate adaptation, vision models can effectively generalize to TSF, thus advancing the pursuit of universal TSFMs. Code is available at https://github.com/HALF111/VisionTSpp.

  • 8 authors
·
Aug 6

Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks

As the Chinese stock market continues to evolve and its market structure grows increasingly complex, traditional quantitative trading methods are facing escalating challenges. Particularly, due to policy uncertainty and the frequent market fluctuations triggered by sudden economic events, existing models often struggle to accurately predict market dynamics. To address these challenges, this paper introduces Stockformer, a price-volume factor stock selection model that integrates wavelet transformation and a multitask self-attention network, aimed at enhancing responsiveness and predictive accuracy regarding market instabilities. Through discrete wavelet transform, Stockformer decomposes stock returns into high and low frequencies, meticulously capturing long-term market trends and short-term fluctuations, including abrupt events. Moreover, the model incorporates a Dual-Frequency Spatiotemporal Encoder and graph embedding techniques to effectively capture complex temporal and spatial relationships among stocks. Employing a multitask learning strategy, it simultaneously predicts stock returns and directional trends. Experimental results show that Stockformer outperforms existing advanced methods on multiple real stock market datasets. In strategy backtesting, Stockformer consistently demonstrates exceptional stability and reliability across market conditions-whether rising, falling, or fluctuating-particularly maintaining high performance during downturns or volatile periods, indicating a high adaptability to market fluctuations. To foster innovation and collaboration in the financial analysis sector, the Stockformer model's code has been open-sourced and is available on the GitHub repository: https://github.com/Eric991005/Multitask-Stockformer.

  • 4 authors
·
Nov 22, 2023

FS-RWKV: Leveraging Frequency Spatial-Aware RWKV for 3T-to-7T MRI Translation

Ultra-high-field 7T MRI offers enhanced spatial resolution and tissue contrast that enables the detection of subtle pathological changes in neurological disorders. However, the limited availability of 7T scanners restricts widespread clinical adoption due to substantial infrastructure costs and technical demands. Computational approaches for synthesizing 7T-quality images from accessible 3T acquisitions present a viable solution to this accessibility challenge. Existing CNN approaches suffer from limited spatial coverage, while Transformer models demand excessive computational overhead. RWKV architectures offer an efficient alternative for global feature modeling in medical image synthesis, combining linear computational complexity with strong long-range dependency capture. Building on this foundation, we propose Frequency Spatial-RWKV (FS-RWKV), an RWKV-based framework for 3T-to-7T MRI translation. To better address the challenges of anatomical detail preservation and global tissue contrast recovery, FS-RWKV incorporates two key modules: (1) Frequency-Spatial Omnidirectional Shift (FSO-Shift), which performs discrete wavelet decomposition followed by omnidirectional spatial shifting on the low-frequency branch to enhance global contextual representation while preserving high-frequency anatomical details; and (2) Structural Fidelity Enhancement Block (SFEB), a module that adaptively reinforces anatomical structure through frequency-aware feature fusion. Comprehensive experiments on UNC and BNU datasets demonstrate that FS-RWKV consistently outperforms existing CNN-, Transformer-, GAN-, and RWKV-based baselines across both T1w and T2w modalities, achieving superior anatomical fidelity and perceptual quality.

  • 5 authors
·
Oct 9

Hybrid Spectral Denoising Transformer with Guided Attention

In this paper, we present a Hybrid Spectral Denoising Transformer (HSDT) for hyperspectral image denoising. Challenges in adapting transformer for HSI arise from the capabilities to tackle existing limitations of CNN-based methods in capturing the global and local spatial-spectral correlations while maintaining efficiency and flexibility. To address these issues, we introduce a hybrid approach that combines the advantages of both models with a Spatial-Spectral Separable Convolution (S3Conv), Guided Spectral Self-Attention (GSSA), and Self-Modulated Feed-Forward Network (SM-FFN). Our S3Conv works as a lightweight alternative to 3D convolution, which extracts more spatial-spectral correlated features while keeping the flexibility to tackle HSIs with an arbitrary number of bands. These features are then adaptively processed by GSSA which per-forms 3D self-attention across the spectral bands, guided by a set of learnable queries that encode the spectral signatures. This not only enriches our model with powerful capabilities for identifying global spectral correlations but also maintains linear complexity. Moreover, our SM-FFN proposes the self-modulation that intensifies the activations of more informative regions, which further strengthens the aggregated features. Extensive experiments are conducted on various datasets under both simulated and real-world noise, and it shows that our HSDT significantly outperforms the existing state-of-the-art methods while maintaining low computational overhead. Code is at https: //github.com/Zeqiang-Lai/HSDT.

  • 3 authors
·
Mar 15, 2023

HRTFformer: A Spatially-Aware Transformer for Personalized HRTF Upsampling in Immersive Audio Rendering

Personalized Head-Related Transfer Functions (HRTFs) are starting to be introduced in many commercial immersive audio applications and are crucial for realistic spatial audio rendering. However, one of the main hesitations regarding their introduction is that creating personalized HRTFs is impractical at scale due to the complexities of the HRTF measurement process. To mitigate this drawback, HRTF spatial upsampling has been proposed with the aim of reducing measurements required. While prior work has seen success with different machine learning (ML) approaches, these models often struggle with long-range spatial consistency and generalization at high upsampling factors. In this paper, we propose a novel transformer-based architecture for HRTF upsampling, leveraging the attention mechanism to better capture spatial correlations across the HRTF sphere. Working in the spherical harmonic (SH) domain, our model learns to reconstruct high-resolution HRTFs from sparse input measurements with significantly improved accuracy. To enhance spatial coherence, we introduce a neighbor dissimilarity loss that promotes magnitude smoothness, yielding more realistic upsampling. We evaluate our method using both perceptual localization models and objective spectral distortion metrics. Experiments show that our model surpasses leading methods by a substantial margin in generating realistic, high-fidelity HRTFs.

  • 7 authors
·
Oct 2

MotionAura: Generating High-Quality and Motion Consistent Videos using Discrete Diffusion

The spatio-temporal complexity of video data presents significant challenges in tasks such as compression, generation, and inpainting. We present four key contributions to address the challenges of spatiotemporal video processing. First, we introduce the 3D Mobile Inverted Vector-Quantization Variational Autoencoder (3D-MBQ-VAE), which combines Variational Autoencoders (VAEs) with masked token modeling to enhance spatiotemporal video compression. The model achieves superior temporal consistency and state-of-the-art (SOTA) reconstruction quality by employing a novel training strategy with full frame masking. Second, we present MotionAura, a text-to-video generation framework that utilizes vector-quantized diffusion models to discretize the latent space and capture complex motion dynamics, producing temporally coherent videos aligned with text prompts. Third, we propose a spectral transformer-based denoising network that processes video data in the frequency domain using the Fourier Transform. This method effectively captures global context and long-range dependencies for high-quality video generation and denoising. Lastly, we introduce a downstream task of Sketch Guided Video Inpainting. This task leverages Low-Rank Adaptation (LoRA) for parameter-efficient fine-tuning. Our models achieve SOTA performance on a range of benchmarks. Our work offers robust frameworks for spatiotemporal modeling and user-driven video content manipulation. We will release the code, datasets, and models in open-source.

  • 5 authors
·
Oct 10, 2024

DyDiT++: Dynamic Diffusion Transformers for Efficient Visual Generation

Diffusion Transformer (DiT), an emerging diffusion model for visual generation, has demonstrated superior performance but suffers from substantial computational costs. Our investigations reveal that these costs primarily stem from the static inference paradigm, which inevitably introduces redundant computation in certain diffusion timesteps and spatial regions. To overcome this inefficiency, we propose Dynamic Diffusion Transformer (DyDiT), an architecture that dynamically adjusts its computation along both timestep and spatial dimensions. Specifically, we introduce a Timestep-wise Dynamic Width (TDW) approach that adapts model width conditioned on the generation timesteps. In addition, we design a Spatial-wise Dynamic Token (SDT) strategy to avoid redundant computation at unnecessary spatial locations. TDW and SDT can be seamlessly integrated into DiT and significantly accelerates the generation process. Building on these designs, we further enhance DyDiT in three key aspects. First, DyDiT is integrated seamlessly with flow matching-based generation, enhancing its versatility. Furthermore, we enhance DyDiT to tackle more complex visual generation tasks, including video generation and text-to-image generation, thereby broadening its real-world applications. Finally, to address the high cost of full fine-tuning and democratize technology access, we investigate the feasibility of training DyDiT in a parameter-efficient manner and introduce timestep-based dynamic LoRA (TD-LoRA). Extensive experiments on diverse visual generation models, including DiT, SiT, Latte, and FLUX, demonstrate the effectiveness of DyDiT.

  • 9 authors
·
Apr 9

Test-Time Training Done Right

Test-Time Training (TTT) models context dependencies by adapting part of the model's weights (referred to as fast weights) during inference. This fast weight, akin to recurrent states in RNNs, stores temporary memories of past tokens in the current sequence. Existing TTT methods struggled to show effectiveness in handling long-context data, due to their inefficiency on modern GPUs. The TTT layers in many of these approaches operate with extremely low FLOPs utilization (often <5%) because they deliberately apply small online minibatch sizes (e.g., updating fast weights every 16 or 64 tokens). Moreover, a small minibatch implies fine-grained block-wise causal dependencies in the data, unsuitable for data beyond 1D ordered sequences, like sets or N-dimensional grids such as images or videos. In contrast, we pursue the opposite direction by using an extremely large chunk update, ranging from 2K to 1M tokens across tasks of varying modalities, which we refer to as Large Chunk Test-Time Training (LaCT). It improves hardware utilization by orders of magnitude, and more importantly, facilitates scaling of nonlinear state size (up to 40% of model parameters), hence substantially improving state capacity, all without requiring cumbersome and error-prone kernel implementations. It also allows easy integration of sophisticated optimizers, e.g. Muon for online updates. We validate our approach across diverse modalities and tasks, including novel view synthesis with image set, language models, and auto-regressive video diffusion. Our approach can scale up to 14B-parameter AR video diffusion model on sequences up to 56K tokens. In our longest sequence experiment, we perform novel view synthesis with 1 million context length. We hope this work will inspire and accelerate new research in the field of long-context modeling and test-time training. Website: https://tianyuanzhang.com/projects/ttt-done-right

  • 9 authors
·
May 29

The Tiny Time-series Transformer: Low-latency High-throughput Classification of Astronomical Transients using Deep Model Compression

A new golden age in astronomy is upon us, dominated by data. Large astronomical surveys are broadcasting unprecedented rates of information, demanding machine learning as a critical component in modern scientific pipelines to handle the deluge of data. The upcoming Legacy Survey of Space and Time (LSST) of the Vera C. Rubin Observatory will raise the big-data bar for time-domain astronomy, with an expected 10 million alerts per-night, and generating many petabytes of data over the lifetime of the survey. Fast and efficient classification algorithms that can operate in real-time, yet robustly and accurately, are needed for time-critical events where additional resources can be sought for follow-up analyses. In order to handle such data, state-of-the-art deep learning architectures coupled with tools that leverage modern hardware accelerators are essential. We showcase how the use of modern deep compression methods can achieve a 18times reduction in model size, whilst preserving classification performance. We also show that in addition to the deep compression techniques, careful choice of file formats can improve inference latency, and thereby throughput of alerts, on the order of 8times for local processing, and 5times in a live production setting. To test this in a live setting, we deploy this optimised version of the original time-series transformer, t2, into the community alert broking system of FINK on real Zwicky Transient Facility (ZTF) alert data, and compare throughput performance with other science modules that exist in FINK. The results shown herein emphasise the time-series transformer's suitability for real-time classification at LSST scale, and beyond, and introduce deep model compression as a fundamental tool for improving deploy-ability and scalable inference of deep learning models for transient classification.

  • 3 authors
·
Mar 15, 2023

A Closer Look at Fourier Spectrum Discrepancies for CNN-generated Images Detection

CNN-based generative modelling has evolved to produce synthetic images indistinguishable from real images in the RGB pixel space. Recent works have observed that CNN-generated images share a systematic shortcoming in replicating high frequency Fourier spectrum decay attributes. Furthermore, these works have successfully exploited this systematic shortcoming to detect CNN-generated images reporting up to 99% accuracy across multiple state-of-the-art GAN models. In this work, we investigate the validity of assertions claiming that CNN-generated images are unable to achieve high frequency spectral decay consistency. We meticulously construct a counterexample space of high frequency spectral decay consistent CNN-generated images emerging from our handcrafted experiments using DCGAN, LSGAN, WGAN-GP and StarGAN, where we empirically show that this frequency discrepancy can be avoided by a minor architecture change in the last upsampling operation. We subsequently use images from this counterexample space to successfully bypass the recently proposed forensics detector which leverages on high frequency Fourier spectrum decay attributes for CNN-generated image detection. Through this study, we show that high frequency Fourier spectrum decay discrepancies are not inherent characteristics for existing CNN-based generative models--contrary to the belief of some existing work--, and such features are not robust to perform synthetic image detection. Our results prompt re-thinking of using high frequency Fourier spectrum decay attributes for CNN-generated image detection. Code and models are available at https://keshik6.github.io/Fourier-Discrepancies-CNN-Detection/

  • 3 authors
·
Mar 31, 2021

KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series Forecasting

Multivariate long-term and efficient time series forecasting is a key requirement for a variety of practical applications, and there are complex interleaving time dynamics in time series data that require decomposition modeling. Traditional time series decomposition methods are single and rely on fixed rules, which are insufficient for mining the potential information of the series and adapting to the dynamic characteristics of complex series. On the other hand, the Transformer-based models for time series forecasting struggle to effectively model long sequences and intricate dynamic relationships due to their high computational complexity. To overcome these limitations, we introduce KARMA, with an Adaptive Time Channel Decomposition module (ATCD) to dynamically extract trend and seasonal components. It further integrates a Hybrid Frequency-Time Decomposition module (HFTD) to further decompose Series into frequency-domain and time-domain. These components are coupled with multi-scale Mamba-based KarmaBlock to efficiently process global and local information in a coordinated manner. Experiments on eight real-world datasets from diverse domains well demonstrated that KARMA significantly outperforms mainstream baseline methods in both predictive accuracy and computational efficiency. Code and full results are available at this repository: https://github.com/yedadasd/KARMA

  • 7 authors
·
Jun 10