ICML 2024 Papers

Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to difficulties in effective temporal alignment, complexities in encoding processes, and the absence of standardized guidelines for model selection. In this paper, we propose a framework for SNNs in time-series forecasting tasks, leveraging the efficiency of spiking neurons in processing temporal information. Through a series of experiments, we demonstrate that our proposed SNN-based approaches achieve comparable or superior results to traditional time-series forecasting methods on diverse benchmarks with much less energy consumption. Furthermore, we conduct detailed analysis experiments to assess the SNN's capacity to capture temporal dependencies within time-series data, offering valuable insights into its nuanced strengths and effectiveness in modeling the intricate dynamics of temporal data. Our study contributes to the expanding field of SNNs and offers a promising alternative for time-series forecasting tasks, presenting a pathway for the development of more biologically inspired and temporally aware forecasting models. Our code is available at https://github.com/microsoft/SeqSNN.

Time-series forecasting (TSF) finds broad applications in real-world scenarios. Due to the dynamic nature of time-series data, it is crucial for TSF models to preserve out-of-distribution (OOD) generalization abilities, as training and test sets represent historical and future data respectively. In this paper, we aim to alleviate the inherent OOD problem in TSF via invariant learning. We identify fundamental challenges of invariant learning for TSF. First, the target variables in TSF may not be sufficiently determined by the input due to unobserved core variables in TSF, breaking the fundamental assumption of invariant learning. Second, time-series datasets lack adequate environment labels, while existing environmental inference methods are not suitable for TSF. To address these challenges, we propose FOIL, a model-agnostic framework that endows time-series forecasting for out-of-distribution generalization via invariant learning. Specifically, FOIL employs a novel surrogate loss to mitigate the impact of unobserved variables. Further, FOIL implements joint optimization by alternately inferring environments effectively with a multi-head network while preserving the temporal adjacency structure and learning invariant representations across inferred environments for OOD generalized TSF. Extensive experiments demonstrate that the proposed FOIL significantly and consistently improves the performance of various TSF models, achieving gains of up to 85%.

Preserving details and avoiding high computational costs are the two main challenges for the High-Resolution Salient Object Detection (HRSOD) task. In this paper, we propose a two-stage HRSOD model from the perspective of evolution and succession, including an evolution stage with Low-resolution Location Model (LrLM) and a succession stage with High-resolution Refinement Model (HrRM). The evolution stage achieves detail-preserving salient objects localization on the low-resolution image through the evolution mechanisms on supervision and feature; the succession stage utilizes the shallow high-resolution features to complement and enhance the features inherited from the first stage in a lightweight manner and generate the final high-resolution saliency prediction. Besides, a new metric named Boundary-Detail-aware Mean Absolute Error (${MAE}_{{BD}}$) is designed to evaluate the ability to detect details in high-resolution scenes. Extensive experiments on five datasets demonstrate that our network achieves superior performance at real-time speed (49 FPS) compared to state-of-the-art methods.

In this study, we present $\text{aL\small{LM}4T\small{S}}$, an innovative framework that adapts Large Language Models (LLMs) for time-series representation learning. Central to our approach is that we reconceive time-series forecasting as a self-supervised, multi-patch prediction task, which, compared to traditional mask-and-reconstruction methods, captures temporal dynamics in patch representations more effectively. Our strategy encompasses two-stage training: (i). a causal continual pre-training phase on various time-series datasets, anchored on next patch prediction, effectively syncing LLM capabilities with the intricacies of time-series data; (ii). fine-tuning for multi-patch prediction in the targeted time-series context. A distinctive element of our framework is the patch-wise decoding layer, which departs from previous methods reliant on sequence-level decoding. Such a design directly transposes individual patches into temporal sequences, thereby significantly bolstering the model's proficiency in mastering temporal patch-based representations. $\text{aL\small{LM}4T\small{S}}$ demonstrates superior performance in several downstream tasks, proving its effectiveness in deriving temporal representations with enhanced transferability and marking a pivotal advancement in the adaptation of LLMs for time-series analysis.

We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional time-varying constraints. Motivated by scenarios in which the fixed feasible set (hard constraint) is difficult to project on, we consider projection-free algorithms that access this set only through a linear optimization oracle (LOO). We present an algorithm that, on a sequence of length $T$ and using overall $T$ calls to the LOO, guarantees $\tilde{O}(T^{3/4})$ regret w.r.t. the losses and $O(T^{7/8})$ constraints violation (ignoring all quantities except for $T$). In particular, these bounds hold w.r.t. any interval of the sequence. This algorithm however also requires access to an oracle for minimizing a strongly convex nonsmooth function over a Euclidean ball. We present a more efficient algorithm that does not require the latter optimization oracle but only first-order access to the time-varying constraints, and achieves similar bounds w.r.t. the entire sequence. We extend the latter to the setting of bandit feedback and obtain similar bounds (as a function of $T$) in expectation.

The application of machine learning methods to solve combinatorial problems has garnered considerable research interest. In this paper, we propose MAgg (**M**etamorphic **Agg**regation), a method to augment machine learning models for combinatorial problems at inference time using metamorphic relations. MAgg models metamorphic relations using directed graphs, which are then fed to a Graph Neural Network (GNN) model to improve the aggregation of predictions across transformed input instances. By incorporating metamorphic relations, MAgg essentially extends standard Test-Time Augmentation (TTA), eliminating the necessity of label-preserving transformations and expanding its applicability to a broader range of supervised learning tasks for combinatorial problems. We evaluate the proposed MAgg method on three mainstream machine learning tasks for combinatorial problems, namely Boolean Satisfiability Prediction (SAT), Decision Traveling Salesman Problem Satisfiability Prediction (Decision TSP), and Graph Edit Distance Estimation (GED). The evaluation result shows significant improvements over base models in all three tasks, corroborating the effectiveness and versatility of the proposed method.

Counterfactual estimation from observations represents a critical endeavor in numerous application fields, such as healthcare and finance, with the primary challenge being the mitigation of treatment bias. The balancing strategy aimed at reducing covariate disparities between different treatment groups serves as a universal solution. However, when it comes to the time series data, the effectiveness of balancing strategies remains an open question, with a thorough analysis of the robustness and applicability of balancing strategies still lacking. This paper revisits counterfactual estimation in the temporal setting and provides a brief overview of recent advancements in balancing strategies. More importantly, we conduct a critical empirical examination for the effectiveness of the balancing strategies within the realm of temporal counterfactual estimation in various settings on multiple datasets. Our findings could be of significant interest to researchers and practitioners and call for a reexamination of the balancing strategy in time series settings.

We study the matroid semi-bandits problem, where at each round the learner plays a subset of $K$ arms from a feasible set, and the goal is to maximize the expected cumulative linear rewards. Existing algorithms have per-round time complexity at least $\Omega(K)$, which becomes expensive when $K$ is large. To address this computational issue, we propose FasterCUCB whose sampling rule takes time sublinear in $K$ for common classes of matroids: $\mathcal{O}(D\text{ polylog}(K)\text{ polylog}(T))$ for uniform matroids, partition matroids, and graphical matroids, and $\mathcal{O}(D\sqrt{K}\text{ polylog}(T))$ for transversal matroids. Here, $D$ is the maximum number of elements in any feasible subset of arms, and $T$ is the horizon. Our technique is based on dynamic maintenance of an approximate maximum-weight basis over inner-product weights. Although the introduction of an approximate maximum-weight basis presents a challenge in regret analysis, we can still guarantee an upper bound on regret as tight as CUCB in the sense that it matches the gap-dependent lower bound by Kveton et al. (2014a) asymptotically.

For binary classification in $d$ dimensions, it is known that with a sample size of $n$, an excess adversarial risk of $O(d/n)$ is achievable under strong parametric assumptions about the underlying data distribution (e.g., assuming a Gaussian mixture model). In the case of well-separated distributions, this rate can be further refined to $O(1/n)$. Our work studies the non-parametric setting, where very little is known. With only mild regularity conditions on the conditional distribution of the features, we examine adversarial attacks with respect to arbitrary norms and introduce a straightforward yet effective estimator with provable consistency w.r.t adversarial risk. Our estimator is given by minimizing a series of smoothed versions of the robust 0/1 loss, with a smoothing bandwidth that adapts to both $n$ and $d$. Furthermore, we demonstrate that our estimator can achieve the minimax excess adversarial risk of $\widetilde O(\sqrt{d/n})$ for linear classifiers, at the cost of solving possibly rougher optimization problems.

We consider the semi-random graph model of [Makarychev, Makarychev and Vijayaraghavan, STOC'12], where, given a random bipartite graph with $\alpha$ edges and an unknown bipartition $(A, B)$ of the vertex set, an adversary can add arbitrary edges inside each community and remove arbitrary edges from the cut $(A, B)$ (i.e. all adversarial changes are *monotone* with respect to the bipartition). For this model, a polynomial time algorithm [MMV'12] is known to approximate the Balanced Cut problem up to value $O(\alpha)$ as long as the cut $(A, B)$ has size $\Omega(\alpha)$. However, it consists of slow subroutines requiring optimal solutions for logarithmically many semidefinite programs. We study the fine-grained complexity of the problem and present the first near-linear time algorithm that achieves similar performances to that of [MMV'12]. Our algorithm runs in time $O(|V(G)|^{1+o(1)} + |E(G)|^{1+o(1)})$ and finds a balanced cut of value $O(\alpha).$ Our approach appears easily extendible to related problem, such as Sparsest Cut, and also yields an near-linear time $O(1)$-approximation to Dagupta's objective function for hierarchical clustering [Dasgupta, STOC'16] for the semi-random hierarchical stochastic block model inputs of [Cohen-Addad, Kanade, Mallmann-Trenn, Mathieu, JACM'19].

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled through Markov decision processes with various dynamics. We assume to have endured a long training phase, from which the set of tasks is perfectly recovered, and we focus on regret minimization against the optimal policy in the unknown test task. Under a separation condition that states the existence of a state-action pair revealing a task against another, Chen et al. (2022) show that $O(M^2 \log(H))$ regret can be achieved, where $M, H$ are the number of tasks in the set and test episodes, respectively. In our first contribution, we demonstrate that the latter rate is nearly optimal by developing a novel lower bound for test-time regret minimization under separation, showing that a linear dependence with $M$ is unavoidable. Then, we present a family of stronger yet reasonable assumptions beyond separation, which we call strong identifiability, enabling algorithms achieving fast rates $\log (H)$ and sublinear dependence with $M$ simultaneously. Our paper provides a new understanding of the statistical barriers of test-time regret minimization and when fast rates can be achieved.

By leveraging a hierarchical structure of known classes, Hierarchical Novelty Detection (HND) offers fine-grained detection results that pair detected novel samples with their closest (known) parent class in the hierarchy. Prior knowledge on the parent class provides valuable insights to better understand these novel samples. However, traditional novelty detection methods try to separate novel samples from all known classes using uncertainty or distance based metrics so they are incapable of locating the closest known parent class. Since the novel class is also part of the hierarchy, the model can more easily get confused between samples from known classes and those from novel ones. To achieve effective HND, we propose to augment the known (leaf-level) classes with a set of novel classes, each of which is associated with one parent (i.e., non-leaf) class in the original hierarchy. Such a structure allows us to perform novel fine-grained evidence allocation to differentiate known and novel classes guided by a uniquely designed loss function. Our thorough theoretical analysis shows that fine-grained evidence allocation creates an evidence margin to more precisely separate known and novel classes. Extensive experiments conducted on real-world hierarchical datasets demonstrate the proposed model outperforms the strongest baselines and achieves the best HND performance.

Rendering novel view images in dynamic scenes is a crucial yet challenging task. Current methods mainly utilize NeRF-based methods to represent the static scene and an additional time-variant MLP to model scene deformations, resulting in relatively low rendering quality as well as slow inference speed. To tackle these challenges, we propose a novel framework named Superpoint Gaussian Splatting (SP-GS). Specifically, our framework first employs explicit 3D Gaussians to reconstruct the scene and then clusters Gaussians with similar properties (e.g., rotation, translation, and location) into superpoints. Empowered by these superpoints, our method manages to extend 3D Gaussian splatting to dynamic scenes with only a slight increase in computational expense. Apart from achieving state-of-the-art visual quality and real-time rendering under high resolutions, the superpoint representation provides a stronger manipulation capability. Extensive experiments demonstrate the practicality and effectiveness of our approach on both synthetic and real-world datasets. Please see our project page at https://dnvtmf.github.io/SP_GS.github.io.

The study of machine learning under limited resources has gathered increasing attention, considering improving the learning efficiency and effectiveness with budgeted resources. However, previous efforts mainly focus on *single* learning task, and a common resource-limited scenario is less explored: to handle *multiple* time-constrained learning tasks concurrently with budgeted computational resources. In this paper, we point out that this is a very challenging task because it demands the learner to be concerned about not only the progress of the learning tasks but also the coordinative allocation of computational resources. We present the *Learning with Adaptive Resource Allocation* (LARA) approach, which comprises an efficient online estimator for learning progress prediction, an adaptive search method for computational resource allocation, and a balancing strategy for alleviating prediction-allocation compounding errors. Empirical studies validate the effectiveness of our proposed approach.

Understanding and explaining the predictions of Graph Neural Networks (GNNs), is crucial for enhancing their safety and trustworthiness. Subgraph-level explanations are gaining attention for their intuitive appeal. However, most existing subgraph-level explainers face efficiency challenges in explaining GNNs due to complex search processes. The key challenge is to find a balance between intuitiveness and efficiency while ensuring transparency. Additionally, these explainers usually induce subgraphs by nodes, which may introduce less-intuitive disconnected nodes in the subgraph-level explanations or omit many important subgraph structures. In this paper, we reveal that inducing subgraph explanations by edges is more comprehensive than other subgraph inducing techniques. We also emphasize the need of determining the subgraph explanation size for each data instance, as different data instances may involve different important substructures. Building upon these considerations, we introduce a training-free approach, named EiG-Search. We employ an efficient linear-time search algorithm over the edge-induced subgraphs, where the edges are ranked by an enhanced gradient-based importance. We conduct extensive experiments on a total of seven datasets, demonstrating its superior performance and efficiency both quantitatively and qualitatively over the leading baselines.

Multi-class unsupervised anomaly detection aims to create a unified model for identifying anomalies in objects from multiple classes when only normal data is available. In such a challenging setting, widely used reconstruction-based networks persistently grapple with the "identical shortcut" problem, wherein the infiltration of abnormal information from the condition biases the output towards an anomalous distribution. In response to this critical challenge, we introduce a Vague Prototype-Oriented Diffusion Model (VPDM) that extracts only fundamental information from the condition to prevent the occurrence of the "identical shortcut" problem from the input layer. This model leverages prototypes that contain only vague information about the target as the initial condition. Subsequently, a novel conditional diffusion model is introduced to incrementally enhance details based on vague conditions. Finally, a Vague Prototype-Oriented Optimal Transport (VPOT) method is proposed to provide more accurate information about conditions. All these components are seamlessly integrated into a unified optimization objective. The effectiveness of our approach is demonstrated across diverse datasets, including the MVTec, VisA, and MPDD benchmarks, achieving state-of-the-art results.

We introduce MOMENT, a family of open-source foundation models for general-purpose time series analysis. Pre-training large models on time series data is challenging due to (1) the absence of a large and cohesive public time series repository, and (2) diverse time series characteristics which make multi-dataset training onerous. Additionally, (3) experimental benchmarks to evaluate these models, especially in scenarios with limited resources, time, and supervision, are still in their nascent stages. To address these challenges, we compile a large and diverse collection of public time series, called the Time series Pile, and systematically tackle time series-specific challenges to unlock large-scale multi-dataset pre-training. Finally, we build on recent work to design a benchmark to evaluate time series foundation models on diverse tasks and datasets in limited supervision settings. Experiments on this benchmark demonstrate the effectiveness of our pre-trained models with minimal data and task-specific fine-tuning. Finally, we present several interesting empirical observations about large pre-trained time series models. Pre-trained models (AutonLab/MOMENT-1-large) and Time Series Pile (AutonLab/Timeseries-PILE) are available on [Huggingface](https://huggingface.co/AutonLab).

With the advancement of neural networks, diverse methods for neural Granger causality have emerged, which demonstrate proficiency in handling complex data, and nonlinear relationships. However, the existing framework of neural Granger causality has several limitations. It requires the construction of separate predictive models for each target variable, and the relationship depends on the sparsity on the weights of the first layer, resulting in challenges in effectively modeling complex relationships between variables as well as unsatisfied estimation accuracy of Granger causality. Moreover, most of them cannot grasp full-time Granger causality. To address these drawbacks, we propose a **J**acobian **R**egularizer-based **N**eural **G**ranger **C**ausality (**JRNGC**) approach, a straightforward yet highly effective method for learning multivariate summary Granger causality and full-time Granger causality by constructing a single model for all target variables. Specifically, our method eliminates the sparsity constraints of weights by leveraging an input-output Jacobian matrix regularizer, which can be subsequently represented as the weighted causal matrix in the post-hoc analysis. Extensive experiments show that our proposed approach achieves competitive performance with the state-of-the-art methods for learning summary Granger causality and full-time Granger causality while maintaining lower model complexity and high scalability.

The identifiability of latent variable models has received increasing attention due to its relevance in interpretability and out-of-distribution generalisation. In this work, we study the identifiability of Switching Dynamical Systems, taking an initial step toward extending identifiability analysis to sequential latent variable models. We first prove the identifiability of Markov Switching Models, which commonly serve as the prior distribution for the continuous latent variables in Switching Dynamical Systems. We present identification conditions for first-order Markov dependency structures, whose transition distribution is parametrised via non-linear Gaussians. We then establish the identifiability of the latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations, by leveraging identifiability analysis techniques from identifiable deep latent variable models. We finally develop estimation algorithms for identifiable Switching Dynamical Systems. Throughout empirical studies, we demonstrate the practicality of identifiable Switching Dynamical Systems for segmenting high-dimensional time series such as videos, and showcase the use of identifiable Markov Switching Models for regime-dependent causal discovery in climate data.