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Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting

arXiv.org Artificial Intelligence

Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over time. Previous studies primarily adopt stationarization to attenuate the non-stationarity of original series for better predictability. But the stationarized series deprived of inherent non-stationarity can be less instructive for real-world bursty events forecasting. This problem, termed over-stationarization in this paper, leads Transformers to generate indistinguishable temporal attentions for different series and impedes the predictive capability of deep models. To tackle the dilemma between series predictability and model capability, we propose Non-stationary Transformers as a generic framework with two interdependent modules: Series Stationarization and De-stationary Attention. Concretely, Series Stationarization unifies the statistics of each input and converts the output with restored statistics for better predictability. To address the over-stationarization problem, De-stationary Attention is devised to recover the intrinsic non-stationary information into temporal dependencies by approximating distinguishable attentions learned from raw series. Our Non-stationary Transformers framework consistently boosts mainstream Transformers by a large margin, which reduces MSE by 49.43% on Transformer, 47.34% on Informer, and 46.89% on Reformer, making them the state-of-the-art in time series forecasting. Code is available at this repository: https://github.com/thuml/Nonstationary_Transformers.


Predict, Refine, Synthesize: Self-Guiding Diffusion Models for Probabilistic Time Series Forecasting

arXiv.org Machine Learning

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 potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally-trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).


Papua New Guinea cancels flights, plans evacuation after volcano erupts

Al Jazeera

A volcanic eruption on a remote island of Papua New Guinea has pushed some residents to begin evacuating and the island's airport to cancel flights. Ulawun, the South Pacific nation's most active volcano, spewed smoke up to 15km (9.3 miles) in the air on Monday afternoon, the country's Geohazards Management Division said, in its first significant blow-up in years. The eruption on New Britain island prompted officials to coordinate evacuation plans and cancel fights at the region's Hoskins airport. The ash plume continued to rise on Tuesday, reaching at least 5km (3.1 miles), but the country's geological hazard division downgraded its alert level from Level 4 to Level 3 โ€“ indicating a "moderate to strong eruption" rather than a "very strong eruption". Still, the volcano remained active and the outburst could continue indefinitely, the division said.


A Supervised Contrastive Learning Pretrain-Finetune Approach for Time Series

arXiv.org Artificial Intelligence

Foundation models have recently gained attention within the field of machine learning thanks to its efficiency in broad data processing. While researchers had attempted to extend this success to time series models, the main challenge is effectively extracting representations and transferring knowledge from pretraining datasets to the target finetuning dataset. To tackle this issue, we introduce a novel pretraining procedure that leverages supervised contrastive learning to distinguish features within each pretraining dataset. This pretraining phase enables a probabilistic similarity metric, which assesses the likelihood of a univariate sample being closely related to one of the pretraining datasets. Subsequently, using this similarity metric as a guide, we propose a fine-tuning procedure designed to enhance the accurate prediction of the target data by aligning it more closely with the learned dynamics of the pretraining datasets. Our experiments have shown promising results which demonstrate the efficacy of our approach.


From Concept to Field Tests: Accelerated Development of Multi-AUV Missions Using a High-Fidelity Faster-than-Real-Time Simulator

arXiv.org Artificial Intelligence

Abstract-- We designed and validated a novel simulator for efficient development of multi-robot marine missions. To accelerate development of cooperative behaviors, the simulator models the robots' operating conditions with moderately high fidelity and runs significantly faster than real time, including acoustic communications, dynamic environmental data, and high-resolution bathymetry in large worlds. The simulator's ability to exceed a real-time factor (RTF) of 100 has been stresstested with a robust continuous integration suite and was used to develop a multi-robot field experiment. Autonomous robots are a mainstay of modern ocean exploration. Robots collect measurements in situ at larger sensors at what we believe to be greater speed than previous scales, with greater precision, and at significantly lower simulators, while allowing scientific data to be visualized cost than traditional ship operations.


Tracking the Newsworthiness of Public Documents

arXiv.org Artificial Intelligence

Journalists must find stories in huge amounts of textual data (e.g. leaks, bills, press releases) as part of their jobs: determining when and why text becomes news can help us understand coverage patterns and help us build assistive tools. Yet, this is challenging because very few labelled links exist, language use between corpora is very different, and text may be covered for a variety of reasons. In this work we focus on news coverage of local public policy in the San Francisco Bay Area by the San Francisco Chronicle. First, we gather news articles, public policy documents and meeting recordings and link them using probabilistic relational modeling, which we show is a low-annotation linking methodology that outperforms other retrieval-based baselines. Second, we define a new task: newsworthiness prediction, to predict if a policy item will get covered. We show that different aspects of public policy discussion yield different newsworthiness signals. Finally we perform human evaluation with expert journalists and show our systems identify policies they consider newsworthy with 68% F1 and our coverage recommendations are helpful with an 84% win-rate.


Biden hands China big win with military deal, experts say: 'Incredibly poor decision'

FOX News

House Armed Services Committee holds a hearing on the Department of Defense using artifical intelligence. President Biden is set to strike a deal with China that would limit the use of artifical intelligence in nuclear weapons. Biden is to meet with Chinese President Xi Jinping on Wednesday at the Asia-Pacific Economic Cooperation (APEC) summit in San Francisco, where the two leaders are expected to also sign an agreement to limit AI's use in military applications, according to a report from Business Insider. According to the report, Biden and Xi will agree to limit AI use in the systems that control and deploy nuclear weapons as well as the technology's use in autonomous weapon systems such as drones. US MILITARY NEEDS AI VEHICLES, WEAPON SYSTEMS TO BE'SUPERIOR' GLOBAL FORCE: EXPERTS President Biden shakes hands with Chinese President Xi Jinping as they meet on the sidelines of the G20 leaders summit in Bali, Indonesia, on Nov. 14, 2022.


ARES: An Automated Evaluation Framework for Retrieval-Augmented Generation Systems

arXiv.org Artificial Intelligence

Evaluating retrieval-augmented generation (RAG) systems traditionally relies on hand annotations for input queries, passages to retrieve, and responses to generate. We introduce ARES, an Automated RAG Evaluation System, for evaluating RAG systems along the dimensions of context relevance, answer faithfulness, and answer relevance. Using synthetic training data, ARES finetunes lightweight LM judges to assess the quality of individual RAG components. To mitigate potential prediction errors, ARES utilizes a small set of human-annotated datapoints for prediction-powered inference (PPI). Across six different knowledge-intensive tasks in KILT and SuperGLUE, ARES accurately evaluates RAG systems while using a few hundred human annotations during evaluation. Furthermore, ARES judges remain effective across domain shifts, proving accurate even after changing the type of queries and/or documents used in the evaluated RAG systems. We make our datasets and code for replication and deployment available at https://github.com/stanford-futuredata/ARES.


Alternatives to the Scaled Dot Product for Attention in the Transformer Neural Network Architecture

arXiv.org Artificial Intelligence

The transformer neural network architecture uses a form of attention in which the dot product of query and key is divided by the square root of the key dimension before applying softmax. This scaling of the dot product is designed to avoid the absolute value of the dot products becoming so large that applying softmax leads to vanishing gradients. In this paper, we propose some alternative scalings, including dividing the dot product instead by the sum of the key lengths before applying softmax. We use simulated keys and queries to show that in many situations this appears to be more effective at avoiding regions where applying softmax leads to vanishing gradients. Attention plays a prominent role in the transformer neural network architecture, as indicated by the title of the landmark paper introducing the architecture, "Attention Is All You Need" [1], by Vaswani et al.


When does In-context Learning Fall Short and Why? A Study on Specification-Heavy Tasks

arXiv.org Artificial Intelligence

In-context learning (ICL) has become the default method for using large language models (LLMs), making the exploration of its limitations and understanding the underlying causes crucial. In this paper, we find that ICL falls short of handling specification-heavy tasks, which are tasks with complicated and extensive task specifications, requiring several hours for ordinary humans to master, such as traditional information extraction tasks. The performance of ICL on these tasks mostly cannot reach half of the state-of-the-art results. To explore the reasons behind this failure, we conduct comprehensive experiments on 18 specification-heavy tasks with various LLMs and identify three primary reasons: inability to specifically understand context, misalignment in task schema comprehension with humans, and inadequate long-text understanding ability. Furthermore, we demonstrate that through fine-tuning, LLMs can achieve decent performance on these tasks, indicating that the failure of ICL is not an inherent flaw of LLMs, but rather a drawback of existing alignment methods that renders LLMs incapable of handling complicated specification-heavy tasks via ICL. To substantiate this, we perform dedicated instruction tuning on LLMs for these tasks and observe a notable improvement. We hope the analyses in this paper could facilitate advancements in alignment methods enabling LLMs to meet more sophisticated human demands.