Related papers: Scaling Law for Large-Scale Pre-Training Using Cha…
Scaling law that rewards large datasets, complex models and enhanced data granularity has been observed in various fields of deep learning. Yet, studies on time series forecasting have cast doubt on scaling behaviors of deep learning…
Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…
Time series has been left behind in the era of pre-training and transfer learning. While research in the fields of natural language processing and computer vision are enjoying progressively larger datasets to train massive models, the most…
Financial time series forecasting is central to trading, portfolio optimization, and risk management, yet it remains challenging due to noisy, non-stationary, and heterogeneous data. Recent advances in time series foundation models (TSFMs),…
While scaling laws provide a reliable methodology for predicting train loss across compute scales for a single data distribution, less is known about how these predictions should change as we change the distribution. In this paper, we…
Time-series forecasting is a challenging problem that traditionally requires specialized models custom-trained for the specific task at hand. Recently, inspired by the success of large language models, foundation models pre-trained on vast…
Scaling laws predict the loss of a target machine learning model by extrapolating from easier-to-train models with fewer parameters or smaller training sets. This provides an efficient way for practitioners and researchers alike to compare…
On a variety of tasks, the performance of neural networks predictably improves with training time, dataset size and model size across many orders of magnitude. This phenomenon is known as a neural scaling law. Of fundamental importance is…
Neural scaling laws, which in some domains can predict the performance of large neural networks as a function of model, data, and compute scale, are the cornerstone of building foundation models in Natural Language Processing and Computer…
We study the empirical scaling laws of a family of encoder-decoder autoregressive transformer models on the task of joint motion forecasting and planning in the autonomous driving domain. Using a 500 thousand hours driving dataset, we…
Neural scaling laws have revolutionized the design and optimization of large-scale AI models by revealing predictable relationships between model size, dataset volume, and computational resources. Early research established power-law…
Rapid expansion of model size has emerged as a key challenge in time series forecasting. From early Transformer with tens of megabytes to recent architectures like TimesNet with thousands of megabytes, performance gains have often come at…
Scaling laws for large language models (LLMs) have provided useful guidance in training ever larger models for predictable performance gains. Time series forecasting shares a similar sequential structure to language, and is amenable to…
Neural scaling laws define a predictable relationship between a model's parameter count and its performance after training in the form of a power law. However, most research to date has not explicitly investigated whether scaling laws can…
Large models have shown unprecedented capabilities in natural language processing, image generation, and most recently, time series forecasting. This leads us to ask the question: treating market prices as a time series, can large models be…
Recently, Large Language Models (LLMs) have been widely adopted in a wide range of tasks, leading to increasing attention towards the research on how scaling LLMs affects their performance. Existing works, termed Scaling Laws, have…
Organizing and managing cryptocurrency portfolios and decision-making on transactions is crucial in this market. Optimal selection of assets is one of the main challenges that requires accurate prediction of the price of cryptocurrencies.…
Scaling laws are useful guides for derisking expensive training runs, as they predict performance of large models using cheaper, small-scale experiments. However, there remain gaps between current scaling studies and how language models are…
Reliable prediction of large chaotic sytems in the short to middle time range is of interest in a number of fields, including climate, ecology, seismology, and economics. In this paper, results from chaos theory, and statistical theory are…
Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…