Related papers: Tabular Transformers for Modeling Multivariate Tim…
Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…
With the wide and deep adoption of deep learning models in real applications, there is an increasing need to model and learn the representations of the neural networks themselves. These models can be used to estimate attributes of different…
There is an increasing interest in the application of deep learning architectures to tabular data. One of the state-of-the-art solutions is TabTransformer which incorporates an attention mechanism to better track relationships between…
Tabular deep-learning methods require embedding numerical and categorical input features into high-dimensional spaces before processing them. Existing methods deal with this heterogeneous nature of tabular data by employing separate…
Transformer-based models have shown promising performance on tabular data compared to their classical counterparts such as neural networks and Gradient Boosted Decision Trees (GBDTs) in scenarios with limited training data. They utilize…
Diffusion models have been the predominant generative model for tabular data generation. However, they face the conundrum of modeling under a separate versus a unified data representation. The former encounters the challenge of jointly…
This work presents a generative pre-trained transformer (GPT) designed for modeling financial time series. The GPT functions as an order generation engine within a discrete event simulator, enabling realistic replication of limit order book…
Tabular data from different tables exhibit significant diversity due to varied definitions and types of features, as well as complex inter-feature and feature-target relationships. Cross-dataset pretraining, which learns reusable patterns…
Multivariate time series analysis has long been one of the key research topics in the field of artificial intelligence. However, analyzing complex time series data remains a challenging and unresolved problem due to its high dimensionality,…
Tabular data is ubiquitous in many real-life systems. In particular, time-dependent tabular data, where rows are chronologically related, is typically used for recording historical events, e.g., financial transactions, healthcare records,…
Tabular data is prevalent across diverse domains in machine learning. With the rapid progress of deep tabular prediction methods, especially pretrained (foundation) models, there is a growing need to evaluate these methods systematically…
The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…
Generative modelling is a demanding test of foundation models, because it requires robust, holistic representation learning for a given data modality, rather than optimisation for a supervised prediction target alone. While recent work on…
Transformer architectures, capable of capturing sequential dependencies in the history of user interactions, have become the dominant approach in sequential recommender systems. Despite their success, such models consider sequence elements…
Transformer architecture has widespread applications, particularly in Natural Language Processing and computer vision. Recently Transformers have been employed in various aspects of time-series analysis. This tutorial provides an overview…
Multi-horizon forecasting problems often contain a complex mix of inputs -- including static (i.e. time-invariant) covariates, known future inputs, and other exogenous time series that are only observed historically -- without any prior…
Deep learning model (primarily convolutional networks and LSTM) for time series classification has been studied broadly by the community with the wide applications in different domains like healthcare, finance, industrial engineering and…
Foundational models (FMs), pretrained on extensive datasets using self-supervised techniques, are capable of learning generalized patterns from large amounts of data. This reduces the need for extensive labeled datasets for each new task,…
Embeddings serve as condensed vector representations for real-world entities, finding applications in Natural Language Processing (NLP), Computer Vision, and Data Management across diverse downstream tasks. Here, we introduce novel…
Time-series data are critical in diverse applications, such as industrial monitoring, medical diagnostics, and climate research. However, effectively integrating these high-dimensional temporal signals with natural language for dynamic,…