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Simple Feedfoward Neural Networks are Almost All You Need for Time Series Forecasting
Sun, Fan-Keng, Wu, Yu-Cheng, Boning, Duane S.
Time series data are everywhere -- from finance to healthcare -- and each domain brings its own unique complexities and structures. While advanced models like Transformers and graph neural networks (GNNs) have gained popularity in time series forecasting, largely due to their success in tasks like language modeling, their added complexity is not always necessary. In our work, we show that simple feedforward neural networks (SFNNs) can achieve performance on par with, or even exceeding, these state-of-the-art models, while being simpler, smaller, faster, and more robust. Our analysis indicates that, in many cases, univariate SFNNs are sufficient, implying that modeling interactions between multiple series may offer only marginal benefits. Even when inter-series relationships are strong, a basic multivariate SFNN still delivers competitive results. We also examine some key design choices and offer guidelines on making informed decisions. Additionally, we critique existing benchmarking practices and propose an improved evaluation protocol. Although SFNNs may not be optimal for every situation (hence the ``almost'' in our title) they serve as a strong baseline that future time series forecasting methods should always be compared against.
Structurally Flexible Neural Networks: Evolving the Building Blocks for General Agents
Pedersen, Joachim Winther, Plantec, Erwan, Nisioti, Eleni, Montero, Milton, Risi, Sebastian
Artificial neural networks used for reinforcement learning are structurally rigid, meaning that each optimized parameter of the network is tied to its specific placement in the network structure. It also means that a network only works with pre-defined and fixed input- and output sizes. This is a consequence of having the number of optimized parameters being directly dependent on the structure of the network. Structural rigidity limits the ability to optimize parameters of policies across multiple environments that do not share input and output spaces. Here, we evolve a set of neurons and plastic synapses each represented by a gated recurrent unit (GRU). During optimization, the parameters of these fundamental units of a neural network are optimized in different random structural configurations. Earlier work has shown that parameter sharing between units is important for making structurally flexible neurons We show that it is possible to optimize a set of distinct neuron- and synapse types allowing for a mitigation of the symmetry dilemma. We demonstrate this by optimizing a single set of neurons and synapses to solve multiple reinforcement learning control tasks simultaneously.
d81f9c1be2e08964bf9f24b15f0e4900-Reviews.html
This paper proposes a neural network architecture that falls somewhere between multilayer perceptrons (MLPs) and sigmoid belief networks (SBNs). The motivation is to permit multimodal predictive distributions (like SBNs) by using stochastic hidden units, but adds deterministic hidden units to smooth the predictive distribution in the case of real-valued data. The paper's main technical contribution is an EM-style algorithm where the E-step uses importance sampling to approximate the posterior and the M-step uses backpropagation to update the parameters. The experiments demonstrate the model's utility on several synthetic and real datasets. Quality: I liked this paper; the use of stochastic and deterministic units seems reasonably justified.
Learning Stochastic Feedforward Neural Networks
Multilayer perceptrons (MLPs) or neural networks are popular models used for nonlinear regression and classification tasks. As regressors, MLPs model the conditional distribution of the predictor variables Y given the input variables X. However, this predictive distribution is assumed to be unimodal (e.g.
Learning Stochastic Feedforward Neural Networks
Tang, Yichuan, Salakhutdinov, Ruslan R.
Multilayer perceptrons (MLPs) or neural networks are popular models used for nonlinear regression and classification tasks. As regressors, MLPs model the conditional distribution of the predictor variables Y given the input variables X. However, this predictive distribution is assumed to be unimodal (e.g. Gaussian). For tasks such as structured prediction problems, the conditional distribution should be multimodal, forming one-to-many mappings. By using stochastic hidden variables rather than deterministic ones, Sigmoid Belief Nets (SBNs) can induce a rich multimodal distribution in the output space. However, previously proposed learning algorithms for SBNs are very slow and do not work well for real-valued data. In this paper, we propose a stochastic feedforward network with hidden layers having \emph{both deterministic and stochastic} variables. A new Generalized EM training procedure using importance sampling allows us to efficiently learn complicated conditional distributions. We demonstrate the superiority of our model to conditional Restricted Boltzmann Machines and Mixture Density Networks on synthetic datasets and on modeling facial expressions. Moreover, we show that latent features of our model improves classification and provide additional qualitative results on color images.