相关论文: Integrating Inductive Biases in Transformers via D…

With the rapid development of computer vision, Vision Transformers (ViTs) offer the tantalising prospect of unified information processing across visual and textual domains due to the lack of inherent inductive biases in ViTs. ViTs require…

Time Series foundation models (TSFMs) deliver strong forecasting performance through large-scale pretraining, but their large parameter sizes make deployment costly. While knowledge distillation offers a natural and effective approach for…

Diffusion distillation models effectively accelerate reverse sampling by compressing the process into fewer steps. However, these models still exhibit a performance gap compared to their pre-trained diffusion model counterparts, exacerbated…

Having the right inductive biases can be crucial in many tasks or scenarios where data or computing resources are a limiting factor, or where training data is not perfectly representative of the conditions at test time. However, defining,…

Transformer-based and CNN-based methods demonstrate strong performance in long-term time series forecasting. However, their high computational and storage requirements can hinder large-scale deployment. To address this limitation, we…

While generative modeling on time series facilitates more capable and flexible probabilistic forecasting, existing generative time series models do not address the multi-dimensional properties of time series data well. The prevalent…

Transformers recently are adapted from the community of natural language processing as a promising substitute of convolution-based neural networks for visual learning tasks. However, its supremacy degenerates given an insufficient amount of…

Structured prediction models aim at solving a type of problem where the output is a complex structure, rather than a single variable. Performing knowledge distillation for such models is not trivial due to their exponentially large output…

Downsampling operators break the shift invariance of convolutional neural networks (CNNs) and this affects the robustness of features learned by CNNs when dealing with even small pixel-level shift. Through a large-scale correlation analysis…

Strong inductive biases enable learning from little data and help generalization outside of the training distribution. Popular neural architectures such as Transformers lack strong structural inductive biases for seq2seq NLP tasks on their…

In this paper, we find that ubiquitous time series (TS) forecasting models are prone to severe overfitting. To cope with this problem, we embrace a de-redundancy approach to progressively reinstate the intrinsic values of TS for future…

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…

The computational benefits of iterative non-autoregressive transformers decrease as the number of decoding steps increases. As a remedy, we introduce Distill Multiple Steps (DiMS), a simple yet effective distillation technique to decrease…

Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…

While feature-based knowledge distillation has proven highly effective for compressing CNNs, these techniques unexpectedly fail when applied to Vision Transformers (ViTs), often performing worse than simple logit-based distillation. We…

Transformer-based reinforcement learning has emerged as a strong candidate for sequential control in residential energy management. In particular, the Decision Transformer can learn effective battery dispatch policies from historical data,…

Decision transformer based sequential policies have emerged as a powerful paradigm in offline reinforcement learning (RL), yet their efficacy remains constrained by the quality of static datasets and inherent architectural limitations.…

One of the major characteristics of financial time series is that they contain a large amount of non-stationary noise, which is challenging for deep neural networks. People normally use various features to address this problem. However, the…

Diffusion models excel at generative modeling (e.g., text-to-image) but sampling requires multiple denoising network passes, limiting practicality. Efforts such as progressive distillation or consistency distillation have shown promise by…

Time-series forecasting is fundamental across many domains, yet training accurate models often requires large-scale datasets and substantial computational resources. Dataset distillation offers a promising alternative by synthesizing…