21 accepted papers
We present ProbHardE2E, a probabilistic forecasting framework that incorporates hard operational/physical constraints and provides uncertainty quantification. Our methodology uses a novel differentiable probabilistic projection layer (DPPL) that can be combined with a wide range of neural network ar…
Is bigger always better for time series foundation models? With the question in mind, we explore an alternative to training a single, large monolithic model: building a portfolio of smaller, pretrained forecasting models. By applying ensembling or model selection over these portfolios, we achieve co…
Transformers are widely used across data modalities, and yet the principles distilled from text models often transfer imperfectly. In this paper, we analyze Transformers through the lens of rank structure. Our focus is on the time series setting, where the structural properties of the data remarkabl…
Time series foundation models (TSFMs) are a potential class of powerful, general-purpose tools for forecasting and related temporal tasks, but their behavior is strongly shaped by subtle inductive biases in their design. Rather than developing a new model and claiming that it is better than existin…
We study the well-motivated problem of online distribution shift in which the data arrive in batches and the distribution of each batch can change arbitrarily over time. Since the shifts can be large or small, abrupt or gradual, the length of the relevant historical data to learn from may vary over…
Covariates provide valuable information on external factors that influence time series and are critical in many real-world time series forecasting tasks. For example, in retail, covariates may indicate promotions or peak dates such as holiday seasons that heavily influence demand forecasts. Recent a…
How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based…
Generative models that satisfy hard constraints are critical in many scientific and engineering applications, where physical laws or system requirements must be strictly respected. Many existing constrained generative models, especially those developed for computer vision, rely heavily on gradient i…
Existing AutoML systems have advanced the automation of machine learning (ML); however, they still require substantial manual configuration and expert input, particularly when handling multimodal data. We introduce MLZero, a novel multi-agent framework powered by Large Language Models (LLMs) that en…
Since the seminal work of TabPFN, research on tabular foundation models (TFMs) based on in-context learning (ICL) has challenged long-standing paradigms in machine learning. Without seeing any real-world data, models pretrained on purely synthetic datasets generalize remarkably well across diverse d…
The question-answering (QA) capabilities of foundation models are highly sensitive to prompt variations, rendering their performance susceptible to superficial, non-meaning-altering changes. This vulnerability often stems from the model's preference or bias towards specific input characteristics, su…
How do we transfer the relevant knowledge from ever larger foundation models into small, task-specific downstream models that can run at much lower costs? Standard transfer learning using pre-trained weights as the initialization transfers limited information and commits us to often massive pre-trai…
Existing work in scientific machine learning (SciML) has shown that data-driven learning of solution operators can provide a fast approximate alternative to classical numerical partial differential equation (PDE) solvers. Of these, Neural Operators (NOs) have emerged as particularly promising. We ob…
Earth system forecasting has traditionally relied on complex physical models that are computationally expensive and require significant domain expertise. In the past decade, the unprecedented increase in spatiotemporal Earth observation data has enabled data-driven forecasting models using deep lear…
Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the pote…
Ensembling is among the most popular tools in machine learning (ML) due to its effectiveness in minimizing variance and thus improving generalization. Most ensembling methods for black-box base learners fall under the umbrella of "stacked generalization," namely training an ML algorithm that takes t…
Conventionally, Earth system (e.g., weather and climate) forecasting relies on numerical simulation with complex physical models and hence is both expensive in computation and demanding on domain expertise. With the explosive growth of spatiotemporal Earth observation data in the past decade, data-d…
Existing domain adaptation methods tend to treat every domain equally and align them all perfectly. Such uniform alignment ignores topological structures among different domains; therefore it may be beneficial for nearby domains, but not necessarily for distant domains. In this work, we relax such u…
Variational Bayesian posterior inference often requires simplifying approximations such as mean-field parametrisation to ensure tractability. However, prior work has associated the variational mean-field approximation for Bayesian neural networks with underfitting in the case of small datasets or la…
Many complex time series can be effectively subdivided into distinct regimes that exhibit persistent dynamics. Discovering the switching behavior and the statistical patterns in these regimes is important for understanding the underlying dynamical system. We propose the Recurrent Explicit Duration S…
Large-scale time series panels have become ubiquitous over the last years in areas such as retail, operational metrics, IoT, and medical domain (to name only a few). This has resulted in a need for forecasting techniques that effectively leverage all available data by learning across all time series…