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 meta-learning dynamic forecasting


Meta-Learning Dynamics Forecasting Using Task Inference

Neural Information Processing Systems

They can only forecast in a specific domain and fail when applied to systems with different parameters, external forces, or boundary conditions. We propose a model-based meta-learning method called DyAd which can generalize across heterogeneous domains by partitioning them into different tasks. DyAd has two parts: an encoder that infers the time-invariant hidden features of the task with weak supervision, and a forecaster which learns the shared dynamics of the entire domain. The encoder adapts and controls the forecaster during inference using adaptive instance normalization and adaptive padding. Theoretically, we prove that the generalization error of such a procedure is related to the task relatedness in the source domain, as well as the domain differences between source and target. Experimentally, we demonstrate that our model outperforms state-of-the-art approaches on forecasting complex physical dynamics including turbulent flow, real-world sea surface temperature, and ocean currents.


Meta-Learning Dynamics Forecasting Using Task Inference

Neural Information Processing Systems

They can only forecast in a specific domain and fail when applied to systems with different parameters, external forces, or boundary conditions. We propose a model-based meta-learning method called DyAd which can generalize across heterogeneous domains by partitioning them into different tasks. DyAd has two parts: an encoder that infers the time-invariant hidden features of the task with weak supervision, and a forecaster which learns the shared dynamics of the entire domain. The encoder adapts and controls the forecaster during inference using adaptive instance normalization and adaptive padding. Theoretically, we prove that the generalization error of such a procedure is related to the task relatedness in the source domain, as well as the domain differences between source and target.