Pacific Ocean
OceanGPT: A Large Language Model for Ocean Science Tasks
Bi, Zhen, Zhang, Ningyu, Xue, Yida, Ou, Yixin, Ji, Daxiong, Zheng, Guozhou, Chen, Huajun
Ocean science, which delves into the oceans that are reservoirs of life and biodiversity, is of great significance given that oceans cover over 70% of our planet's surface. Recently, advances in Large Language Models (LLMs) have transformed the paradigm in science. Despite the success in other domains, current LLMs often fall short in catering to the needs of domain experts like oceanographers, and the potential of LLMs for ocean science is under-explored. The intrinsic reason may be the immense and intricate nature of ocean data as well as the necessity for higher granularity and richness in knowledge. To alleviate these issues, we introduce OceanGPT, the first-ever LLM in the ocean domain, which is expert in various ocean science tasks. We propose DoInstruct, a novel framework to automatically obtain a large volume of ocean domain instruction data, which generates instructions based on multi-agent collaboration. Additionally, we construct the first oceanography benchmark, OceanBench, to evaluate the capabilities of LLMs in the ocean domain. Though comprehensive experiments, OceanGPT not only shows a higher level of knowledge expertise for oceans science tasks but also gains preliminary embodied intelligence capabilities in ocean technology. Codes, data and checkpoints will soon be available at https://github.com/zjunlp/KnowLM.
Conversation Reconstruction Attack Against GPT Models
Chu, Junjie, Sha, Zeyang, Backes, Michael, Zhang, Yang
In recent times, significant advancements have been made in the field of large language models (LLMs), represented by GPT series models. To optimize task execution, users often engage in multi-round conversations with GPT models hosted in cloud environments. These multi-round conversations, potentially replete with private information, require transmission and storage within the cloud. However, this operational paradigm introduces additional attack surfaces. In this paper, we first introduce a specific Conversation Reconstruction Attack targeting GPT models. Our introduced Conversation Reconstruction Attack is composed of two steps: hijacking a session and reconstructing the conversations. Subsequently, we offer an exhaustive evaluation of the privacy risks inherent in conversations when GPT models are subjected to the proposed attack. However, GPT-4 demonstrates certain robustness to the proposed attacks. We then introduce two advanced attacks aimed at better reconstructing previous conversations, specifically the UNR attack and the PBU attack. Our experimental findings indicate that the PBU attack yields substantial performance across all models, achieving semantic similarity scores exceeding 0.60, while the UNR attack is effective solely on GPT-3.5. Our results reveal the concern about privacy risks associated with conversations involving GPT models and aim to draw the community's attention to prevent the potential misuse of these models' remarkable capabilities. We will responsibly disclose our findings to the suppliers of related large language models.
Multilinear Kernel Regression and Imputation via Manifold Learning
Nguyen, Duc Thien, Slavakis, Konstantinos
This paper introduces a novel nonparametric framework for data imputation, coined multilinear kernel regression and imputation via the manifold assumption (MultiL-KRIM). Motivated by manifold learning, MultiL-KRIM models data features as a point cloud located in or close to a user-unknown smooth manifold embedded in a reproducing kernel Hilbert space. Unlike typical manifold-learning routes, which seek low-dimensional patterns via regularizers based on graph-Laplacian matrices, MultiL-KRIM builds instead on the intuitive concept of tangent spaces to manifolds and incorporates collaboration among point-cloud neighbors (regressors) directly into the data-modeling term of the loss function. Multiple kernel functions are allowed to offer robustness and rich approximation properties, while multiple matrix factors offer low-rank modeling, integrate dimensionality reduction, and streamline computations with no need of training data. Two important application domains showcase the functionality of MultiL-KRIM: time-varying-graph-signal (TVGS) recovery, and reconstruction of highly accelerated dynamic-magnetic-resonance-imaging (dMRI) data. Extensive numerical tests on real and synthetic data demonstrate MultiL-KRIM's remarkable speedups over its predecessors, and outperformance over prevalent "shallow" data-imputation techniques, with a more intuitive and explainable pipeline than deep-image-prior methods.
Efficient Subseasonal Weather Forecast using Teleconnection-informed Transformers
Zhao, Shan, Xiong, Zhitong, Zhu, Xiao Xiang
Subseasonal forecasting, which is pivotal for agriculture, water resource management, and early warning of disasters, faces challenges due to the chaotic nature of the atmosphere. Recent advances in machine learning (ML) have revolutionized weather forecasting by achieving competitive predictive skills to numerical models. However, training such foundation models requires thousands of GPU days, which causes substantial carbon emissions and limits their broader applicability. Moreover, ML models tend to fool the pixel-wise error scores by producing smoothed results which lack physical consistency and meteorological meaning. To deal with the aforementioned problems, we propose a teleconnection-informed transformer. Our architecture leverages the pretrained Pangu model to achieve good initial weights and integrates a teleconnection-informed temporal module to improve predictability in an extended temporal range. Remarkably, by adjusting 1.1% of the Pangu model's parameters, our method enhances predictability on four surface and five upper-level atmospheric variables at a two-week lead time. Furthermore, the teleconnection-filtered features improve the spatial granularity of outputs significantly, indicating their potential physical consistency. Our research underscores the importance of atmospheric and oceanic teleconnections in driving future weather conditions. Besides, it presents a resource-efficient pathway for researchers to leverage existing foundation models on versatile downstream tasks.
Pathformer: Multi-scale transformers with Adaptive Pathways for Time Series Forecasting
Chen, Peng, Zhang, Yingying, Cheng, Yunyao, Shu, Yang, Wang, Yihang, Wen, Qingsong, Yang, Bin, Guo, Chenjuan
Transformer-based models have achieved some success in time series forecasting. Existing methods mainly model time series from limited or fixed scales, making it challenging to capture different characteristics spanning various scales. In this paper, we propose multi-scale transformers with adaptive pathways (Pathformer). The proposed Transformer integrates both temporal resolution and temporal distance for multi-scale modeling. Multi-scale division divides the time series into different temporal resolutions using patches of various sizes. Based on the division of each scale, dual attention is performed over these patches to capture global correlations and local details as temporal dependencies. We further enrich the multi-scale transformer with adaptive pathways, which adaptively adjust the multi-scale modeling process based on the varying temporal dynamics in the input time series, improving the prediction accuracy and generalization of Pathformer. Extensive experiments on eleven real-world datasets demonstrate that Pathformer not only achieves state-of-the-art performance by surpassing all current models but also exhibits stronger generalization abilities under various transfer scenarios. Time series forecasting is an essential task for various industries, such as energy, finance, traffic, and cloud computing (Chen et al., 2012; Cirstea et al., 2022b; Qin et al., 2023; Pan et al., 2023). Motivated by its widespread application in sequence modeling and impressive success in various fields such as CV and NLP (Dosovitskiy et al., 2021; Brown et al., 2020), Transformer (Vaswani et al., 2017) receives emerging attention in time series (Wu et al., 2021; Liu et al., 2022c).
TimeSiam: A Pre-Training Framework for Siamese Time-Series Modeling
Dong, Jiaxiang, Wu, Haixu, Wang, Yuxuan, Qiu, Yunzhong, Zhang, Li, Wang, Jianmin, Long, Mingsheng
Time series pre-training has recently garnered wide attention for its potential to reduce labeling expenses and benefit various downstream tasks. Prior methods are mainly based on pre-training techniques well-acknowledged in vision or language, such as masked modeling and contrastive learning. However, randomly masking time series or calculating series-wise similarity will distort or neglect inherent temporal correlations crucial in time series data. To emphasize temporal correlation modeling, this paper proposes TimeSiam as a simple but effective self-supervised pre-training framework for Time series based on Siamese networks. Concretely, TimeSiam pre-trains Siamese encoders to capture intrinsic temporal correlations between randomly sampled past and current subseries. With a simple data augmentation method (e.g.~masking), TimeSiam can benefit from diverse augmented subseries and learn internal time-dependent representations through a past-to-current reconstruction. Moreover, learnable lineage embeddings are also introduced to distinguish temporal distance between sampled series and further foster the learning of diverse temporal correlations. TimeSiam consistently outperforms extensive advanced pre-training baselines, demonstrating superior forecasting and classification capabilities across 13 standard benchmarks in both intra- and cross-domain scenarios.
FreDF: Learning to Forecast in Frequency Domain
Wang, Hao, Pan, Licheng, Chen, Zhichao, Yang, Degui, Zhang, Sen, Yang, Yifei, Liu, Xinggao, Li, Haoxuan, Tao, Dacheng
Time series modeling aims to encode historical sequence to predict future data, which is crucial in diverse applications: long-term forecast in weather prediction [3, 40], short-term prediction in industrial maintenance [24, 7, 35], and missing data imputation in healthcare [30]. A key challenge in time series modeling, distinguishing it from canonical regression tasks, is the presence of autocorrelation. It refers to the dependence between time steps, which exists in both the input and label sequences. To accommodate autocorrelation in input sequences, diverse forecast models have been developed [28, 5, 8], exemplified by recurrent [29], convolution [37] and graph neural networks [25, 4, 11]. Recently, Transformer-based models, utilizing self-attention mechanisms to dynamically assess autocorrelation, have gained prominence in this line of work [20, 26, 13, 38]. Concurrently, there is a growing trend of incorporating frequency analysis into forecast models [41, 21].
KICGPT: Large Language Model with Knowledge in Context for Knowledge Graph Completion
Wei, Yanbin, Huang, Qiushi, Kwok, James T., Zhang, Yu
Knowledge Graph Completion (KGC) is crucial for addressing knowledge graph incompleteness and supporting downstream applications. Many models have been proposed for KGC. They can be categorized into two main classes: triple-based and text-based approaches. Triple-based methods struggle with long-tail entities due to limited structural information and imbalanced entity distributions. Text-based methods alleviate this issue but require costly training for language models and specific finetuning for knowledge graphs, which limits their efficiency. To alleviate these limitations, in this paper, we propose KICGPT, a framework that integrates a large language model (LLM) and a triple-based KGC retriever. It alleviates the long-tail problem without incurring additional training overhead. KICGPT uses an in-context learning strategy called Knowledge Prompt, which encodes structural knowledge into demonstrations to guide the LLM. Empirical results on benchmark datasets demonstrate the effectiveness of KICGPT with smaller training overhead and no finetuning.
AutoTimes: Autoregressive Time Series Forecasters via Large Language Models
Liu, Yong, Qin, Guo, Huang, Xiangdong, Wang, Jianmin, Long, Mingsheng
Foundation models of time series have not been fully developed due to the limited availability of large-scale time series and the underexploration of scalable pre-training. Based on the similar sequential structure of time series and natural language, increasing research demonstrates the feasibility of leveraging large language models (LLM) for time series. Nevertheless, prior methods may overlook the consistency in aligning time series and natural language, resulting in insufficient utilization of the LLM potentials. To fully exploit the general-purpose token transitions learned from language modeling, we propose AutoTimes to repurpose LLMs as Autoregressive Time series forecasters, which is consistent with the acquisition and utilization of LLMs without updating the parameters. The consequent forecasters can handle flexible series lengths and achieve competitive performance as prevalent models. Further, we present token-wise prompting that utilizes corresponding timestamps to make our method applicable to multimodal scenarios. Analysis demonstrates our forecasters inherit zero-shot and in-context learning capabilities of LLMs. Empirically, AutoTimes exhibits notable method generality and achieves enhanced performance by basing on larger LLMs, additional texts, or time series as instructions.
Timer: Transformers for Time Series Analysis at Scale
Liu, Yong, Zhang, Haoran, Li, Chenyu, Huang, Xiangdong, Wang, Jianmin, Long, Mingsheng
Deep learning has contributed remarkably to the advancement of time series analysis. Still, deep models can encounter performance bottlenecks in real-world small-sample scenarios, which can be concealed due to the performance saturation with small models on current benchmarks. Meanwhile, large models have demonstrated great powers in these scenarios through large-scale pre-training. Continuous progresses have been achieved as the emergence of large language models, exhibiting unprecedented ability in few-shot generalization, scalability, and task generality, which is however absent in time series models. To change the current practices of training small models on specific datasets from scratch, this paper aims at an early development of large time series models (LTSM). During pre-training, we curate large-scale datasets with up to 1 billion time points, unify heterogeneous time series into single-series sequence (S3) format, and develop the GPT-style architecture toward LTSMs. To meet diverse application needs, we convert forecasting, imputation, and anomaly detection of time series into a unified generative task. The outcome of this study is a Time Series Transformer (Timer), that is pre-trained by autoregressive next token prediction on large multi-domain datasets, and is fine-tuned to downstream scenarios with promising abilities as an LTSM.