Related papers: Reasoning-Aware Training for Time Series Forecasti…
Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation…
Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data,…
Understanding a program's runtime reasoning behavior, meaning how intermediate states and control flows lead to final execution results, is essential for reliable code generation, debugging, and automated reasoning. Although large language…
Test-time compute has emerged as a powerful paradigm for improving the performance of large language models (LLMs), where generating multiple outputs or refining individual chains can significantly boost answer accuracy. However, existing…
Large reasoning models (LRMs) have exhibited strong performance on complex reasoning tasks, with further gains achievable through increased computational budgets at inference. However, current test-time scaling methods predominantly rely on…
Transformer LMs show emergent reasoning that resists mechanistic understanding. We offer a statistical physics framework for continuous-time chain-of-thought reasoning dynamics. We model sentence-level hidden state trajectories as a…
The ubiquity of dynamic data in domains such as weather, healthcare, and energy underscores a growing need for effective interpretation and retrieval of time-series data. These data are inherently tied to domain-specific contexts, such as…
Large reasoning models (LRMs) have exhibited the capacity of enhancing reasoning performance via internal test-time scaling. Building upon this, a promising direction is to further scale test-time compute to unlock even greater reasoning…
The long-standing one-to-many problem of gold standard responses in open-domain dialogue systems presents challenges for automatic evaluation metrics. Though prior works have demonstrated some success by applying powerful Large Language…
Time series forecasting is important in finance domain. Financial time series (TS) patterns are influenced by both short-term public opinions and medium-/long-term policy and market trends. Hence, processing multi-period inputs becomes…
Masked diffusion language models (MDLMs) are trained to in-fill positions in randomly masked sequences, in contrast to next-token prediction models. Discussions around MDLMs focus on two benefits: (1) any-order decoding and 2) multi-token…
Large Language Models (LLMs) have emerged as powerful tools for generating coherent text, understanding context, and performing reasoning tasks. However, they struggle with temporal reasoning, which requires processing time-related…
Time series foundational models (TSFM) have gained prominence in time series forecasting, promising state-of-the-art performance across various applications. However, their application in anomaly detection and prediction remains…
Large Language Models (LLMs) demonstrate remarkable emergent abilities across various tasks, yet fall short of complex reasoning and planning tasks. The tree-search-based reasoning methods address this by surpassing the capabilities of…
Tabular foundation models are becoming increasingly popular for low-resource tabular problems. These models make up for small training datasets by pretraining on large volumes of synthetic data. The prior knowledge obtained via pretraining…
Fine-grained sparsity promises higher parametric capacity without proportional per-token compute, but often suffers from training instability, load balancing, and communication overhead. We introduce STEM (Scaling Transformers with…
Large Language Models (LLMs) now exhibit remarkable reasoning capabilities through test-time compute scaling (TTS), with impressive performance across math and coding benchmarks. In parallel, research in model compression has developed…
This paper introduces ThoughtProbe, a novel inference time framework that leverages the hidden reasoning features of Large Language Models (LLMs) to improve their reasoning performance. Unlike previous works that manipulate the hidden…
Long Short-Term Memory (LSTM) neural networks have been widely used for time series forecasting problems. However, LSTMs are prone to overfitting and performance reduction during test phases. Several different regularization techniques have…
Time Series Foundation Models (TSFMs) leverage extensive pretraining to accurately predict unseen time series during inference, without the need for task-specific fine-tuning. Through large-scale evaluations on standard benchmarks, we find…