ICLR 2025 Papers

World modelling is essential for understanding and predicting the dynamics of complex systems by learning both spatial and temporal dependencies. However, current frameworks, such as Transformers and selective state-space models like Mambas, exhibit limitations in efficiently encoding spatial and temporal structures, particularly in scenarios requiring long-term high-dimensional sequence modelling. To address these issues, we propose a novel recurrent framework, the FACTored State-space (FACTS) model, for spatial-temporal world modelling. The FACTS framework constructs a graph-structured memory with a routing mechanism that learns permutable memory representations, ensuring invariance to input permutations while adapting through selective state-space propagation. Furthermore, FACTS supports parallel computation of high-dimensional sequences. We empirically evaluate FACTS across diverse tasks, including multivariate time series forecasting, object-centric world modelling, and spatial-temporal graph prediction, demonstrating that it consistently outperforms or matches specialised state-of-the-art models, despite its general-purpose world modelling design.

Recent Transformer-based large language models (LLMs) demonstrate in-context learning ability to perform various functions based solely on the provided context, without updating model parameters. To fully utilize the in-context capabilities in time series forecasting (TSF) problems, unlike previous Transformer-based or LLM-based time series forecasting methods, we reformulate "time series forecasting tasks" as input tokens by constructing a series of (lookback, future) pairs within the tokens. This method aligns more closely with the inherent in-context mechanisms and is more parameter-efficient without the need of using pre-trained LLM parameters. Furthermore, it addresses issues such as overfitting in existing Transformer-based TSF models, consistently achieving better performance across full-data, few-shot, and zero-shot settings compared to previous architectures.

Neural Stochastic Differential Equations (Neural SDEs) have emerged as powerful mesh-free generative models for continuous stochastic processes, with critical applications in fields such as finance, physics, and biology. Previous state-of-the-art methods have relied on adversarial training, such as GANs, or on minimizing distance measures between processes using signature kernels. However, GANs suffer from issues like instability, mode collapse, and the need for specialized training techniques, while signature kernel-based methods require solving linear PDEs and backpropagating gradients through the solver, whose computational complexity scales quadratically with the discretization steps. In this paper, we identify a novel class of strictly proper scoring rules for comparing continuous Markov processes. This theoretical finding naturally leads to a novel approach called Finite Dimensional Matching (FDM) for training Neural SDEs. Our method leverages the Markov property of SDEs to provide a computationally efficient training objective. This scoring rule allows us to bypass the computational overhead associated with signature kernels and reduces the training complexity from $O(D^2)$ to $O(D)$ per epoch, where $D$ represents the number of discretization steps of the process. We demonstrate that FDM achieves superior performance, consistently outperforming existing methods in terms of both computational efficiency and generative quality.

We present 4DiM, a cascaded diffusion model for 4D novel view synthesis (NVS), supporting generation with arbitrary camera trajectories and timestamps, in natural scenes, conditioned on one or more images. With a novel architecture and sampling procedure, we enable training on a mixture of 3D (with camera pose), 4D (pose+time) and video (time but no pose) data, which greatly improves generalization to unseen images and camera pose trajectories over prior works which generally operate in limited domains (e.g., object centric). 4DiM is the first-ever NVS method with intuitive metric-scale camera pose control enabled by our novel calibration pipeline for structure-from-motion-posed data. Experiments demonstrate that 4DiM outperforms prior 3D NVS models both in terms of image fidelity and pose alignment, while also enabling the generation of scene dynamics. 4DiM provides a general framework for a variety of tasks including single-image-to-3D, two-image-to-video (interpolation and extrapolation), and pose-conditioned video-to-video translation, which we illustrate qualitatively on a variety of scenes. See https://4d-diffusion.github.io for video samples.

This work aims to recover the underlying states and their time evolution in a latent dynamical system from high-dimensional sensory measurements. Previous works on identifiable representation learning in dynamical systems focused on identifying the latent states, often with linear transition approximations. As such, they cannot identify nonlinear transition dynamics, and hence fail to reliably predict complex future behavior. Inspired by the advances in nonlinear ICA, we propose a state-space modeling framework in which we can identify not just the latent states but also the unknown transition function that maps the past states to the present. Our identifiability theory relies on two key assumptions: (i) sufficient variability in the latent noise, and (ii) the bijectivity of the augmented transition function. Drawing from this theory, we introduce a practical algorithm based on variational auto-encoders. We empirically demonstrate that it improves generalization and interpretability of target dynamical systems by (i) recovering latent state dynamics with high accuracy, (ii) correspondingly achieving high future prediction accuracy, and (iii) adapting fast to new environments. Additionally, for complex real-world dynamics, (iv) it produces state-of the-art future prediction results for long horizons, highlighting its usefulness for practical scenarios.

The well-known generalization problem hinders the application of artificial neural networks in continuous-time prediction tasks with varying latent dynamics. In sharp contrast, biological systems can neatly adapt to evolving environments benefiting from real-time feedback mechanisms. Inspired by the feedback philosophy, we present feedback neural networks, showing that a feedback loop can flexibly correct the learned latent dynamics of neural ordinary differential equations (neural ODEs), leading to a prominent generalization improvement. The feedback neural network is a novel two-DOF neural network, which possesses robust performance in unseen scenarios with no loss of accuracy performance on previous tasks. A linear feedback form is presented to correct the learned latent dynamics firstly, with a convergence guarantee. Then, domain randomization is utilized to learn a nonlinear neural feedback form. Finally, extensive tests including trajectory prediction of a real irregular object and model predictive control of a quadrotor with various uncertainties, are implemented, indicating significant improvements over state-of-the-art model-based and learning-based methods.

While transformers have been at the core of most recent advancements in sequence generative models, their computational cost remains quadratic in sequence length. Several subquadratic architectures have been proposed to address this computational issue. Some of them, including long convolution sequence models (LCSMs), such as Hyena, address this issue at training time but remain quadratic during inference. We propose a method for speeding up LCSMs' exact inference to quasilinear time, identify the key properties that make this possible, and propose a general framework that exploits these. Our approach, inspired by previous work on relaxed polynomial interpolation, is based on a tiling which helps decrease memory movement and share computation. It has the added benefit of allowing for almost complete parallelization across layers of the position-mixing part of the architecture. Empirically, we provide a proof of concept implementation for Hyena, which gets up to $7.8\times$ end-to-end improvement over standard inference by improving $110\times$ within the position-mixing part.

In distributed stochastic optimization, where parallel and asynchronous methods are employed, we establish optimal time complexities under virtually any computation behavior of workers/devices/CPUs/GPUs, capturing potential disconnections due to hardware and network delays, time-varying computation powers, and any possible fluctuations and trends of computation speeds. These real-world scenarios are formalized by our new universal computation model. Leveraging this model and new proof techniques, we discover tight lower bounds that apply to virtually all synchronous and asynchronous methods, including Minibatch SGD, Asynchronous SGD (Recht et al., 2011), and Picky SGD (Cohen et al., 2021). We show that these lower bounds, up to constant factors, are matched by the optimal Rennala SGD and Malenia SGD methods (Tyurin & Richtárik, 2023).

Tabular data generation has recently attracted a growing interest due to its different application scenarios. However, generating time series of tabular data, where each element of the series depends on the others, remains a largely unexplored domain. This gap is probably due to the difficulty of jointly solving different problems, the main of which are the heterogeneity of tabular data (a problem common to non-time-dependent approaches) and the variable length of a time series. In this paper, we propose a Diffusion Transformers (DiTs) based approach for tabular data series generation. Inspired by the recent success of DiTs in image and video generation, we extend this framework to deal with heterogeneous data and variable-length sequences. Using extensive experiments on six datasets, we show that the proposed approach outperforms previous work by a large margin.

Long-term time series forecasting poses significant challenges due to the complex dynamics and temporal variations, particularly when dealing with unseen patterns and data scarcity. Traditional supervised learning approaches, which rely on cleaned and labeled data, struggle to capture these unseen characteristics, limiting their effectiveness in real-world applications. In this study, we propose a semi-supervised approach that leverages multi-view setting on augmented data without requiring explicit future values as labels to address these limitations. By introducing a consensus promotion framework, our method enhances agreement among multiple single-view models on unseen augmented data. This approach not only improves forecasting accuracy but also mitigates error accumulation in long-horizon predictions. Furthermore, we explore the impact of autoregressive and non-autoregressive decoding schemes on error propagation, demonstrating the robustness of our model in extending prediction horizons. Experimental results show that our proposed method not only surpasses traditional supervised models in accuracy but also exhibits greater robustness when extending the prediction horizon.

All data modalities are not created equal, even when the signal they measure comes from the same source. In the case of the brain, two of the most important data modalities are the scalp electroencephalogram (EEG), and the intracranial electroencephalogram (iEEG). iEEG benefits from a higher signal-to-noise ratio (SNR), as it measures the electrical activity directly in the brain, while EEG is noisier and has lower spatial and temporal resolutions. Nonetheless, both EEG and iEEG are important sources of data for human neurology, from healthcare to brain–machine interfaces. They are used by human experts, supported by deep learning (DL) models, to accomplish a variety of tasks, such as seizure detection and motor imagery classification. Although the differences between EEG and iEEG are well understood by human experts, the performance of DL models across these two modalities remains under-explored. To help characterize the importance of clean data on the performance of DL models, we propose BrainCodec, a high-fidelity EEG and iEEG neural compressor. We find that training BrainCodec on iEEG and then transferring to EEG yields higher reconstruction quality than training on EEG directly. In addition, we also find that training BrainCodec on both EEG and iEEG improves fidelity when reconstructing EEG. Our work indicates that data sources with higher SNR, such as iEEG, provide better performance across the board also in the medical time-series domain. This finding is consistent with reports coming from natural language processing, where clean data sources appear to have an outsized effect on the performance of the DL model overall. BrainCodec also achieves up to a 64x compression on iEEG and EEG without a notable decrease in quality. BrainCodec markedly surpasses current state-of-the-art compression models both in final compression ratio and in reconstruction fidelity. We also evaluate the fidelity of the compressed signals objectively on a seizure detection and a motor imagery task performed by standard DL models. Here, we find that BrainCodec achieves a reconstruction fidelity high enough to ensure no performance degradation on the downstream tasks. Finally, we collect the subjective assessment of an expert neurologist, that confirms the high reconstruction quality of BrainCodec in a realistic scenario. The code is available at https://github.com/IBM/eeg-ieeg-brain-compressor.

Patient trajectories from electronic health records are widely used to estimate conditional average potential outcomes (CAPOs) of treatments over time, which then allows to personalize care. Yet, existing neural methods for this purpose have a key limitation: while some adjust for time-varying confounding, these methods assume that the time series are recorded in discrete time. In other words, they are constrained to settings where measurements and treatments are conducted at fixed time steps, even though this is unrealistic in medical practice. In this work, we aim to estimate CAPOs in continuous time. The latter is of direct practical relevance because it allows for modeling patient trajectories where measurements and treatments take place at arbitrary, irregular timestamps. We thus propose a new method called stabilized continuous time inverse propensity network (SCIP-Net). For this, we further derive stabilized inverse propensity weights for robust estimation of the CAPOs. To the best of our knowledge, our SCIP-Net is the first neural method that performs proper adjustments for time-varying confounding in continuous time.

Time series anomaly detection plays a vital role in a wide range of applications. Existing methods require training one specific model for each dataset, which exhibits limited generalization capability across different target datasets, hindering anomaly detection performance in various scenarios with scarce training data. Aiming at this problem, we propose constructing a general time series anomaly detection model, which is pre-trained on extensive multi-domain datasets and can subsequently apply to a multitude of downstream scenarios. The significant divergence of time series data across different domains presents two primary challenges in building such a general model: (1) meeting the diverse requirements of appropriate information bottlenecks tailored to different datasets in one unified model, and (2) enabling distinguishment between multiple normal and abnormal patterns, both are crucial for effective anomaly detection in various target scenarios. To tackle these two challenges, we propose a general time series anomaly Detector with Adaptive Bottlenecks and Dual Adversarial Decoders (DADA), which enables flexible selection of bottlenecks based on different data and explicitly enhances clear differentiation between normal and abnormal series. We conduct extensive experiments on nine target datasets from different domains. After pre-training on multi-domain data, DADA, serving as a zero-shot anomaly detector for these datasets, still achieves competitive or even superior results compared to those models tailored to each specific dataset.

Urban time series forecasting is crucial for smart city development and is key to sustainable urban management. Although urban time series models (UTSMs) are effective in general forecasting, they often overlook low-frequency events, such as holidays and extreme weather, leading to degraded performance in practical applications. In this paper, we first investigate how UTSMs handle these infrequent patterns from a neural perspective. Based on our findings, we propose $\textbf{P}$attern $\textbf{N}$euron guided $\textbf{Train}$ing ($\texttt{PN-Train}$), a novel training method that features (i) a $\textit{perturbation-based detector}$ to identify neurons responsible for low-frequency patterns in UTSMs, and (ii) a $\textit{fine-tuning mechanism}$ that enhances these neurons without compromising representation learning on high-frequency patterns. Empirical results demonstrate that $\texttt{PN-Train}$ considerably improves forecasting accuracy for low-frequency events while maintaining high performance for high-frequency events. The code is available at https://github.com/cwang-nus/PN-Train.

We consider the problem of learning nonlinear dynamical systems from a single sample trajectory. While the least squares estimate (LSE) is commonly used for this task, it suffers from poor identification errors when the sample size is small or the model fails to capture the system's true dynamics. To overcome these limitations, we propose a robust LSE framework, which incorporates robust optimization techniques, and prove that it is equivalent to regularizing LSE using general Schatten $p$-norms. We provide non-asymptotic performance guarantees for linear systems, achieving an error rate of $\widetilde{\mathcal{O}}(1/\sqrt{T})$, and show that it avoids the curse of dimensionality, unlike state-of-the-art Wasserstein robust optimization models. Empirical results demonstrate substantial improvements in real-world system identification and online control tasks, outperforming existing methods.

Score-based diffusion models have recently emerged as state-of-the-art generative models for a variety of data modalities. Nonetheless, it remains unclear how to adapt these models to generate long multivariate time series. Viewing a time series as the discretisation of an underlying continuous process, we introduce SigDiffusion, a novel diffusion model operating on log-signature embeddings of the data. The forward and backward processes gradually perturb and denoise log-signatures while preserving their algebraic structure. To recover a signal from its log-signature, we provide new closed-form inversion formulae expressing the coefficients obtained by expanding the signal in a given basis (e.g. Fourier or orthogonal polynomials) as explicit polynomial functions of the log-signature. Finally, we show that combining SigDiffusions with these inversion formulae results in high-quality long time series generation, competitive with the current state-of-the-art on various datasets of synthetic and real-world examples.

LiDAR-based 3D object detection is crucial for various applications but often experiences performance degradation in real-world deployments due to domain shifts. While most studies focus on cross-dataset shifts, such as changes in environments and object geometries, practical corruptions from sensor variations and weather conditions remain underexplored. In this work, we propose a novel online test-time adaptation framework for 3D detectors that effectively tackles these shifts, including a challenging $\textit{cross-corruption}$ scenario where cross-dataset shifts and corruptions co-occur. By leveraging long-term knowledge from previous test batches, our approach mitigates catastrophic forgetting and adapts effectively to diverse shifts. Specifically, we propose a Model Synergy (MOS) strategy that dynamically selects historical checkpoints with diverse knowledge and assembles them to best accommodate the current test batch. This assembly is directed by our proposed Synergy Weights (SW), which perform a weighted averaging of the selected checkpoints, minimizing redundancy in the composite model. The SWs are computed by evaluating the similarity of predicted bounding boxes on the test data and the independence of features between checkpoint pairs in the model bank. To maintain an efficient and informative model bank, we discard checkpoints with the lowest average SW scores, replacing them with newly updated models. Our method was rigorously tested against existing test-time adaptation strategies across three datasets and eight types of corruptions, demonstrating superior adaptability to dynamic scenes and conditions. Notably, it achieved a 67.3% improvement in a challenging cross-corruption scenario, offering a more comprehensive benchmark for adaptation. Source code: https://github.com/zhuoxiao-chen/MOS.

To predict future trajectories of pedestrians, scene is as important as the history trajectory since i) scene reflects the position of possible goals of the pedestrian ii) trajectories are affected by the semantic information of the scene. It requires the model to capture scene information and learn the relation between scenes and trajectories. However, existing methods either apply Convolutional Neural Networks (CNNs) to summarize the scene to a feature vector, which raises the feature misalignment issue, or convert trajectory to heatmaps to align with the scene map, which ignores the interactions among different pedestrians. In this work, we introduce the trajectory-scene-cell feature to represent both trajectories and scenes in one feature space. By decoupling the trajectory in temporal domain and the scene in spatial domain, trajectory feature and scene feature are re-organized in different types of cell feature, which well aligns trajectory and scene, and allows the framework to model both human-human and human-scene interactions. Moreover, the Trajectory-Scene-Cell Network (TSC-Net) with new trajectory prediction manner is proposed, where both goal and intermediate positions of the trajectory are predict by cell classification and offset regression. Comparative experiments show that TSC-Net achieves the SOTA performance on several datasets with most of the metrics. Especially for the goal estimation, TSC-Net is demonstrated better on predicting goals for trajectories with irregular speed.

Distribution shifts in time-series data are complex due to temporal dependencies, multivariable interactions, and trend changes. However, robust methods often rely on structural assumptions that lack thorough empirical validation, limiting their practical applicability. In order to support an empirically grounded inductive approach to research, we introduce our **T**ime-**S**eries **S**hift **A**ttribution (TSSA) framework, which analyzes *problem-specific* patterns of distribution shifts. Our framework attributes performance degradation from various types of shifts to each *temporal data property* in a detailed manner, supported by theoretical analysis of unbiasedness and asymptotic properties. Empirical studies in real-world healthcare applications highlight how the TSSA framework enhances the understanding of time-series shifts, facilitating reliable model deployment and driving targeted improvements from both algorithmic and data-centric perspectives.