Related papers: Implicit Reasoning in Deep Time Series Forecasting
Neural activity forecasting is central to understanding neural systems and enabling closed-loop control. While deep learning has recently advanced the state-of-the-art in the time series forecasting literature, its application to neural…
Advances in deep learning systems have allowed large models to match or surpass human accuracy on a number of skills such as image classification, basic programming, and standardized test taking. As the performance of the most capable…
Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…
Deep neural networks are powerful tools to model observations over time with non-linear patterns. Despite the widespread use of neural networks in such settings, most theoretical developments of deep neural networks are under the assumption…
In this paper we survey the most recent advances in supervised machine learning and high-dimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention…
Can language-pretrained transformers become effective time-series forecasters, and why? In this paper, we show that cross-modal transfer arises because language pretraining preconditions time series training with a reusable manifold. A…
Does the effectiveness of neural language models derive entirely from accurate modeling of surface word co-occurrence statistics, or do these models represent and reason about the world they describe? In BART and T5 transformer language…
Transformers exhibit compositional reasoning on sequences not observed during training, a capability often attributed to in-context learning (ICL) and skill composition. We investigate this phenomenon using the Random Hierarchy Model (RHM),…
Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic,…
A possible explanation for the impressive performance of masked language model (MLM) pre-training is that such models have learned to represent the syntactic structures prevalent in classical NLP pipelines. In this paper, we propose a…
Model-based methods and deep neural networks have both been tremendously successful paradigms in machine learning. In model-based methods, problem domain knowledge can be built into the constraints of the model, typically at the expense of…
While deep learning is facing an homogenization across modalities led by Transformers, they are still challenged by shallow linear models in the time series forecasting task. Our hypothesis is that models should learn a direct link from…
Motivated by the recent success of time-series foundation models for zero-shot forecasting, we present a methodology for $\textit{in-context fine-tuning}$ of a time-series foundation model. In particular, we design a pretrained foundation…
Neural networks are among the most accurate supervised learning methods in use today. However, their opacity makes them difficult to trust in critical applications, especially when conditions in training may differ from those in practice.…
Unlike autoregressive models, which generate tokens sequentially and benefit from reasoning-before-answering strategies such as Chain-of-Thought, Masked Diffusion Language Models (MDLMs) refine all sequence positions simultaneously, raising…
Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…
A trustworthy machine learning model should be accurate as well as explainable. Understanding why a model makes a certain decision defines the notion of explainability. While various flavors of explainability have been well-studied in…
Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an…
Time series models aim for accurate predictions of the future given the past, where the forecasts are used for important downstream tasks like business decision making. In practice, deep learning based time series models come in many forms,…
The black-box nature of neural models has motivated a line of research that aims to generate natural language rationales to explain why a model made certain predictions. Such rationale generation models, to date, have been trained on…