Tensor decompositions are fundamental tools for multiway data analysis.

Neural Information Processing Systems http://nips.cc/

Structured point process data harvested from various platforms poses new challenges to the machine learning community.

Anomaly detection in multivariate time series is an important problem across various fields such as healthcare, financial services, manufacturing or physics detector monitoring. Accurately identifying when unexpected errors or faults occur is essential, yet challenging, due to the unknown nature of anomalies and the complex interdependencies between time series dimensions. In this paper, we investigate transformer-based approaches for time series anomaly detection, focusing on the recently proposed iTransformer architecture. Our contributions are fourfold: (i) we explore the application of the iTransformer to time series anomaly detection, and analyse the influence of key parameters such as window size, step size, and model dimensions on performance; (ii) we examine methods for extracting anomaly labels from multidimensional anomaly scores and discuss appropriate evaluation metrics for such labels; (iii) we study the impact of anomalous data present during training and assess the effectiveness of alternative loss functions in mitigating their influence; and (iv) we present a comprehensive comparison of several transformer-based models across a diverse set of datasets for time series anomaly detection.

Transforming casually captured, monocular videos into fully immersive dynamic experiences is a highly ill-posed task, and comes with significant challenges, e.g., reconstructing unseen regions, and dealing with the ambiguity in monocular depth estimation. In this work we introduce BulletGen, an approach that takes advantage of generative models to correct errors and complete missing information in a Gaussian-based dynamic scene representation. This is done by aligning the output of a diffusion-based video generation model with the 4D reconstruction at a single frozen "bullet-time" step. The generated frames are then used to supervise the optimization of the 4D Gaussian model. Our method seamlessly blends generative content with both static and dynamic scene components, achieving state-of-the-art results on both novel-view synthesis, and 2D/3D tracking tasks.

We present an approach to identify and track the evolution of niches in XCS that can be applied to any XCS model and any problem. It exploits the underlying principles of the evolutionary component of XCS, and therefore, it is independent of the representation used. It also employs information already available in XCS and thus requires minimal modifications to an existing XCS implementation. We present experiments on binary single-step and multi-step problems involving non-overlapping and highly overlapping solutions. We show that our approach can identify and evaluate the number of niches in the population; it also show that it can be used to identify the composition of active niches to as to track their evolution over time, allowing for a more in-depth analysis of XCS behavior.

Recent advancements in long-term time series forecasting (LTSF) have primarily focused on capturing cross-time and cross-variate (channel) dependencies within historical data. However, a critical aspect often overlooked by many existing methods is the explicit incorporation of \textbf{time-related features} (e.g., season, month, day of the week, hour, minute), which are essential components of time series data. The absence of this explicit time-related encoding limits the ability of current models to capture cyclical or seasonal trends and long-term dependencies, especially with limited historical input. To address this gap, we introduce a simple yet highly efficient module designed to encode time-related features, Time Stamp Forecaster (TimeSter), thereby enhancing the backbone's forecasting performance. By integrating TimeSter with a linear backbone, our model, TimeLinear, significantly improves the performance of a single linear projector, reducing MSE by an average of 23\% on benchmark datasets such as Electricity and Traffic. Notably, TimeLinear achieves these gains while maintaining exceptional computational efficiency, delivering results that are on par with or exceed state-of-the-art models, despite using a fraction of the parameters.