Although we have witnessed great success of pre-trained models in natural language processing (NLP) and computer vision (CV), limited progress has been made for general time series analysis. Unlike NLP and CV where a unified model can be used to perform different tasks, specially designed approach still dominates in each time series analysis task such as classification, anomaly detection, forecasting, and few-shot learning. The main challenge that blocks the development of pre-trained model for time series analysis is the lack of a large amount of data for training. In this work, we address this challenge by leveraging language or CV models, pre-trained from billions of tokens, for time series analysis. Specifically, we refrain from altering the self-attention and feedforward layers of the residual blocks in the pre-trained language or image model. This model, known as the Frozen Pretrained Transformer (FPT), is evaluated through fine-tuning on all major types of tasks involving time series. Our results demonstrate that pre-trained models on natural language or images can lead to a comparable or state-of-the-art performance in all main time series analysis tasks, as illustrated in Figure 1. We also found both theoretically and empirically that the self-attention module behaviors similarly to principle component analysis (PCA), an observation that helps explains how transformer bridges the domain gap and a crucial step towards understanding the universality of a pre-trained transformer.
相關內容
In uncertainty quantification, variance-based global sensitivity analysis quantitatively determines the effect of each input random variable on the output by partitioning the total output variance into contributions from each input. However, computing conditional expectations can be prohibitively costly when working with expensive-to-evaluate models. Surrogate models can accelerate this, yet their accuracy depends on the quality and quantity of training data, which is expensive to generate (experimentally or computationally) for complex engineering systems. Thus, methods that work with limited data are desirable. We propose a diffeomorphic modulation under observable response preserving homotopy (D-MORPH) regression to train a polynomial dimensional decomposition surrogate of the output that minimizes the number of training data. The new method first computes a sparse Lasso solution and uses it to define the cost function. A subsequent D-MORPH regression minimizes the difference between the D-MORPH and Lasso solution. The resulting D-MORPH surrogate is more robust to input variations and more accurate with limited training data. We illustrate the accuracy and computational efficiency of the new surrogate for global sensitivity analysis using mathematical functions and an expensive-to-simulate model of char combustion. The new method is highly efficient, requiring only 15% of the training data compared to conventional regression.
Predicting the behavior of real-time traffic (e.g., VoIP) in mobility scenarios could help the operators to better plan their network infrastructures and to optimize the allocation of resources. Accordingly, in this work the authors propose a forecasting analysis of crucial QoS/QoE descriptors (some of which neglected in the technical literature) of VoIP traffic in a real mobile environment. The problem is formulated in terms of a multivariate time series analysis. Such a formalization allows to discover and model the temporal relationships among various descriptors and to forecast their behaviors for future periods. Techniques such as Vector Autoregressive models and machine learning (deep-based and tree-based) approaches are employed and compared in terms of performance and time complexity, by reframing the multivariate time series problem into a supervised learning one. Moreover, a series of auxiliary analyses (stationarity, orthogonal impulse responses, etc.) are performed to discover the analytical structure of the time series and to provide deep insights about their relationships. The whole theoretical analysis has an experimental counterpart since a set of trials across a real-world LTE-Advanced environment has been performed to collect, post-process and analyze about 600,000 voice packets, organized per flow and differentiated per codec.
This paper introduces GlOttal-flow LPC Filter (GOLF), a novel method for singing voice synthesis (SVS) that exploits the physical characteristics of the human voice using differentiable digital signal processing. GOLF employs a glottal model as the harmonic source and IIR filters to simulate the vocal tract, resulting in an interpretable and efficient approach. We show it is competitive with state-of-the-art singing voice vocoders, requiring fewer synthesis parameters and less memory to train, and runs an order of magnitude faster for inference. Additionally, we demonstrate that GOLF can model the phase components of the human voice, which has immense potential for rendering and analysing singing voices in a differentiable manner. Our results highlight the effectiveness of incorporating the physical properties of the human voice mechanism into SVS and underscore the advantages of signal-processing-based approaches, which offer greater interpretability and efficiency in synthesis. Audio samples are available at //yoyololicon.github.io/golf-demo/.
There is a recent growing interest in applying Deep Learning techniques to tabular data, in order to replicate the success of other Artificial Intelligence areas in this structured domain. Specifically interesting is the case in which tabular data have a time dependence, such as, for instance financial transactions. However, the heterogeneity of the tabular values, in which categorical elements are mixed with numerical items, makes this adaptation difficult. In this paper we propose a Transformer architecture to represent heterogeneous time-dependent tabular data, in which numerical features are represented using a set of frequency functions and the whole network is uniformly trained with a unique loss function.
Recently, the performance of neural image compression (NIC) has steadily improved thanks to the last line of study, reaching or outperforming state-of-the-art conventional codecs. Despite significant progress, current NIC methods still rely on ConvNet-based entropy coding, limited in modeling long-range dependencies due to their local connectivity and the increasing number of architectural biases and priors, resulting in complex underperforming models with high decoding latency. Motivated by the efficiency investigation of the Tranformer-based transform coding framework, namely SwinT-ChARM, we propose to enhance the latter, as first, with a more straightforward yet effective Tranformer-based channel-wise auto-regressive prior model, resulting in an absolute image compression transformer (ICT). Through the proposed ICT, we can capture both global and local contexts from the latent representations and better parameterize the distribution of the quantized latents. Further, we leverage a learnable scaling module with a sandwich ConvNeXt-based pre-/post-processor to accurately extract more compact latent codes while reconstructing higher-quality images. Extensive experimental results on benchmark datasets showed that the proposed framework significantly improves the trade-off between coding efficiency and decoder complexity over the versatile video coding (VVC) reference encoder (VTM-18.0) and the neural codec SwinT-ChARM. Moreover, we provide model scaling studies to verify the computational efficiency of our approach and conduct several objective and subjective analyses to bring to the fore the performance gap between the adaptive image compression transformer (AICT) and the neural codec SwinT-ChARM.
We carry out an information-theoretical analysis of a two-layer neural network trained from input-output pairs generated by a teacher network with matching architecture, in overparametrized regimes. Our results come in the form of bounds relating i) the mutual information between training data and network weights, or ii) the Bayes-optimal generalization error, to the same quantities but for a simpler (generalized) linear model for which explicit expressions are rigorously known. Our bounds, which are expressed in terms of the number of training samples, input dimension and number of hidden units, thus yield fundamental performance limits for any neural network (and actually any learning procedure) trained from limited data generated according to our two-layer teacher neural network model. The proof relies on rigorous tools from spin glasses and is guided by ``Gaussian equivalence principles'' lying at the core of numerous recent analyses of neural networks. With respect to the existing literature, which is either non-rigorous or restricted to the case of the learning of the readout weights only, our results are information-theoretic (i.e. are not specific to any learning algorithm) and, importantly, cover a setting where all the network parameters are trained.
Transformers have achieved superior performances in many tasks in natural language processing and computer vision, which also intrigues great interests in the time series community. Among multiple advantages of transformers, the ability to capture long-range dependencies and interactions is especially attractive for time series modeling, leading to exciting progress in various time series applications. In this paper, we systematically review transformer schemes for time series modeling by highlighting their strengths as well as limitations through a new taxonomy to summarize existing time series transformers in two perspectives. From the perspective of network modifications, we summarize the adaptations of module level and architecture level of the time series transformers. From the perspective of applications, we categorize time series transformers based on common tasks including forecasting, anomaly detection, and classification. Empirically, we perform robust analysis, model size analysis, and seasonal-trend decomposition analysis to study how Transformers perform in time series. Finally, we discuss and suggest future directions to provide useful research guidance. To the best of our knowledge, this paper is the first work to comprehensively and systematically summarize the recent advances of Transformers for modeling time series data. We hope this survey will ignite further research interests in time series Transformers.
Transformer-based pretrained language models (T-PTLMs) have achieved great success in almost every NLP task. The evolution of these models started with GPT and BERT. These models are built on the top of transformers, self-supervised learning and transfer learning. Transformed-based PTLMs learn universal language representations from large volumes of text data using self-supervised learning and transfer this knowledge to downstream tasks. These models provide good background knowledge to downstream tasks which avoids training of downstream models from scratch. In this comprehensive survey paper, we initially give a brief overview of self-supervised learning. Next, we explain various core concepts like pretraining, pretraining methods, pretraining tasks, embeddings and downstream adaptation methods. Next, we present a new taxonomy of T-PTLMs and then give brief overview of various benchmarks including both intrinsic and extrinsic. We present a summary of various useful libraries to work with T-PTLMs. Finally, we highlight some of the future research directions which will further improve these models. We strongly believe that this comprehensive survey paper will serve as a good reference to learn the core concepts as well as to stay updated with the recent happenings in T-PTLMs.
Graph convolutional network (GCN) has been successfully applied to many graph-based applications; however, training a large-scale GCN remains challenging. Current SGD-based algorithms suffer from either a high computational cost that exponentially grows with number of GCN layers, or a large space requirement for keeping the entire graph and the embedding of each node in memory. In this paper, we propose Cluster-GCN, a novel GCN algorithm that is suitable for SGD-based training by exploiting the graph clustering structure. Cluster-GCN works as the following: at each step, it samples a block of nodes that associate with a dense subgraph identified by a graph clustering algorithm, and restricts the neighborhood search within this subgraph. This simple but effective strategy leads to significantly improved memory and computational efficiency while being able to achieve comparable test accuracy with previous algorithms. To test the scalability of our algorithm, we create a new Amazon2M data with 2 million nodes and 61 million edges which is more than 5 times larger than the previous largest publicly available dataset (Reddit). For training a 3-layer GCN on this data, Cluster-GCN is faster than the previous state-of-the-art VR-GCN (1523 seconds vs 1961 seconds) and using much less memory (2.2GB vs 11.2GB). Furthermore, for training 4 layer GCN on this data, our algorithm can finish in around 36 minutes while all the existing GCN training algorithms fail to train due to the out-of-memory issue. Furthermore, Cluster-GCN allows us to train much deeper GCN without much time and memory overhead, which leads to improved prediction accuracy---using a 5-layer Cluster-GCN, we achieve state-of-the-art test F1 score 99.36 on the PPI dataset, while the previous best result was 98.71 by [16]. Our codes are publicly available at //github.com/google-research/google-research/tree/master/cluster_gcn.
We consider the problem of referring image segmentation. Given an input image and a natural language expression, the goal is to segment the object referred by the language expression in the image. Existing works in this area treat the language expression and the input image separately in their representations. They do not sufficiently capture long-range correlations between these two modalities. In this paper, we propose a cross-modal self-attention (CMSA) module that effectively captures the long-range dependencies between linguistic and visual features. Our model can adaptively focus on informative words in the referring expression and important regions in the input image. In addition, we propose a gated multi-level fusion module to selectively integrate self-attentive cross-modal features corresponding to different levels in the image. This module controls the information flow of features at different levels. We validate the proposed approach on four evaluation datasets. Our proposed approach consistently outperforms existing state-of-the-art methods.
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191