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e150e6d0a1e5214740c39c6e4503ba7a-Supplemental-Conference.pdf

Neural Information Processing Systems

Appendix382 AAdditional Experiments3383 A.1 Experiments on the ETT datasets384 In the main body, we present a comparison of the benchmark methods on the ETTm2 dataset. In this385 section, we extend our analysis to the remaining three ETT datasets, namely ETTh1, ETTh2, and386 ETTm1, as summarized in Table 7. Our experimental results reveal that Basisformer outperforms all387 other methods in terms of MSE and MAE. In all experiments, lower MSE values indicate better model performance, and we present the best results in boldface. Experimental results with longer length input setting391 Throughout our research, we maintain consistency in our experimental settings by fixing the input392 length to be 96(with a reduced input length of 36for the illness dataset), instead of using a longer393 length.





PROTES: Probabilistic Optimization with Tensor Sampling

Neural Information Processing Systems

We developed a new method PROTES for black-box optimization, which is based on the probabilistic sampling from a probability density function given in the low-parametric tensor train format. We tested it on complex multidimensional arrays and discretized multivariable functions taken, among others, from real-world applications, including unconstrained binary optimization and optimal control problems, for which the possible number of elements is up to 21000. In numerical experiments, both on analytic model functions and on complex problems, PROTES outperforms popular discrete optimization methods (Particle Swarm Optimization, Covariance Matrix Adaptation, Differential Evolution, and others).