ICML 2025 Papers

Recent explainable artificial intelligence (XAI) methods for time series primarily estimate point-wise attribution magnitudes, while overlooking the directional impact on predictions, leading to suboptimal identification of significant points. Our analysis shows that conventional Integrated Gradients (IG) effectively capture critical points with both positive and negative impacts on predictions. However, current evaluation metrics fail to assess this capability, as they inadvertently cancel out opposing feature contributions. To address this limitation, we propose novel evaluation metrics—Cumulative Prediction Difference (CPD) and Cumulative Prediction Preservation (CPP)—to systematically assess whether attribution methods accurately identify significant positive and negative points in time series XAI. Under these metrics, conventional IG outperforms recent counterparts. However, directly applying IG to time series data may lead to suboptimal outcomes, as generated paths ignore temporal relationships and introduce out-of-distribution samples. To overcome these challenges, we introduce TIMING, which enhances IG by incorporating temporal awareness while maintaining its theoretical properties. Extensive experiments on synthetic and real-world time series benchmarks demonstrate that TIMING outperforms existing time series XAI baselines. Our code is available at https://github.com/drumpt/TIMING.

Recently, spatiotemporal graph convolutional networks have achieved dominant performance in spatiotemporal prediction tasks. However, most models relying on node-to-node messaging interaction exhibit sensitivity to spatiotemporal shifts, encountering out-of-distribution (OOD) challenges. To address these issues, we introduce \textbf{\underline{S}}patio-\textbf{\underline{T}}emporal \textbf{\underline{O}}OD \textbf{\underline{P}}rocessor (STOP), which employs a centralized messaging mechanism along with a message perturbation mechanism to facilitate robust spatiotemporal interactions. Specifically, the centralized messaging mechanism integrates Context-Aware Units for coarse-grained spatiotemporal feature interactions with nodes, effectively blocking traditional node-to-node messages. We also implement a message perturbation mechanism to disrupt this messaging process, compelling the model to extract generalizable contextual features from generated variant environments. Finally, we customize a spatiotemporal distributionally robust optimization approach that exposes the model to challenging environments, thereby further enhancing its generalization capabilities. Compared with 14 baselines across six datasets, STOP achieves up to \textbf{17.01\%} improvement in generalization performance and \textbf{18.44\%} improvement in inductive learning performance. The code is available at https://github.com/PoorOtterBob/STOP.

Decision-makers often adaptively influence downstream competitive agents' behavior to minimize their cost, yet in doing so face critical challenges: $(i)$ decision-makers might not *a priori* know the agents' objectives; $(ii)$ agents might *learn* their responses, introducing stochasticity and non-stationarity into the decision-making process; and $(iii)$ there may be additional non-strategic environmental stochasticity. Characterizing convergence of this complex system is contingent on how the decision-maker controls for the tradeoff between the induced drift and additional noise from the learning agent behavior and environmental stochasticity. To understand how the learning agents' behavior is influenced by the decision-maker’s actions, we first consider a decision-maker that deploys an arbitrary sequence of actions which induces a sequence of games and corresponding equilibria. We characterize how the drift and noise in the agents' stochastic algorithms decouples from their optimization error. Leveraging this decoupling and accompanying finite-time efficiency estimates, we design decision-maker algorithms that control the induced drift relative to the agent noise. This enables efficient finite-time tracking of game theoretic equilibrium concepts that adhere to the incentives of the players' collective learning processes.

Non-stationarity poses significant challenges for multivariate time series forecasting due to the inherent short-term fluctuations and long-term trends that can lead to spurious regressions or obscure essential long-term relationships. Most existing methods either eliminate or retain non-stationarity without adequately addressing its distinct impacts on short-term and long-term modeling. Eliminating non-stationarity is essential for avoiding spurious regressions and capturing local dependencies in short-term modeling, while preserving it is crucial for revealing long-term cointegration across variates. In this paper, we propose TimeBridge, a novel framework designed to bridge the gap between non-stationarity and dependency modeling in long-term time series forecasting. By segmenting input series into smaller patches, TimeBridge applies Integrated Attention to mitigate short-term non-stationarity and capture stable dependencies within each variate, while Cointegrated Attention preserves non-stationarity to model long-term cointegration across variates. Extensive experiments show that TimeBridge consistently achieves state-of-the-art performance in both short-term and long-term forecasting. Additionally, TimeBridge demonstrates exceptional performance in financial forecasting on the CSI 500 and S&P 500 indices, further validating its robustness and effectiveness. Code is available at https://github.com/Hank0626/TimeBridge.

Effectively modeling time information and incorporating it into applications or models involving chronologically occurring events is crucial. Real-world scenarios often involve diverse and complex time patterns, which pose significant challenges for time encoding methods. While previous methods focus on capturing time patterns, many rely on specific inductive biases, such as using trigonometric functions to model periodicity. This narrow focus on single-pattern modeling makes them less effective in handling the diversity and complexities of real-world time patterns. In this paper, we investigate to improve the existing commonly used time encoding methods and introduce **Learnable Transformation-based Generalized Time Encoding (LeTE)**. We propose using deep function learning techniques to parameterize nonlinear transformations in time encoding, making them learnable and capable of modeling generalized time patterns, including diverse and complex temporal dynamics. By enabling learnable transformations, LeTE encompasses previous methods as specific cases and allows seamless integration into a wide range of tasks. Through extensive experiments across diverse domains, we demonstrate the versatility and effectiveness of LeTE.

Understanding and constructing brain communications that capture dynamic communications across multiple regions is fundamental to modern system neuroscience, yet current methods struggle to find time-varying region-level communications or scale to large neural datasets with long recording durations. We present a novel framework using Markovian Gaussian Processes to learn brain communications with time-varying temporal delays from multi-region neural recordings, named Adaptive Delay Model (ADM). Our method combines Gaussian Processes with State Space Models and employs parallel scan inference algorithms, enabling efficient scaling to large datasets while identifying concurrent communication patterns that evolve over time. This time-varying approach captures how brain region interactions shift dynamically during cognitive processes. Validated on synthetic and multi-region neural recordings datasets, our approach discovers both the directionality and temporal dynamics of neural communication. This work advances our understanding of distributed neural computation and provides a scalable tool for analyzing dynamic brain networks. Code is available at https://github.com/BRAINML-GT/Adaptive-Delay-Model.

Time-series forecasting has gained significant attention in machine learning due to its crucial role in various domains. However, most existing forecasting models rely heavily on point-wise loss functions like Mean Squared Error, which treat each time step independently and neglect the structural dependencies inherent in time series data, making it challenging to capture complex temporal patterns accurately. To address these challenges, we propose a novel **P**atch-wise **S**tructural (**PS**) loss, designed to enhance structural alignment by comparing time series at the patch level. Through leveraging local statistical properties, such as correlation, variance, and mean, PS loss captures nuanced structural discrepancies overlooked by traditional point-wise losses. Furthermore, it integrates seamlessly with point-wise loss, simultaneously addressing local structural inconsistencies and individual time-step errors. PS loss establishes a novel benchmark for accurately modeling complex time series data and provides a new perspective on time series loss function design. Extensive experiments demonstrate that PS loss significantly improves the performance of state-of-the-art models across diverse real-world datasets. The data and code are publicly available at: \url{https://github.com/Dilfiraa/PS_Loss}.

Time series forecasting fundamentally relies on accurately modeling complex interdependencies and shared patterns within time series data. Recent advancements, such as Spatio-Temporal Graph Neural Networks (STGNNs) and Time Series Foundation Models (TSFMs), have demonstrated promising results by effectively capturing intricate spatial and temporal dependencies across diverse real-world datasets. However, these models typically require large volumes of training data and often struggle in data-scarce scenarios. To address this limitation, we propose a framework named Few-shot Spatio-Temporal Large Language Models (FSTLLM), aimed at enhancing model robustness and predictive performance in few-shot settings. FSTLLM leverages the contextual knowledge embedded in Large Language Models (LLMs) to provide reasonable and accurate predictions. In addition, it supports the seamless integration of existing forecasting models to further boost their predicative capabilities. Experimental results on real-world datasets demonstrate the adaptability and consistently superior performance of FSTLLM over major baseline models by a significant margin. Our code is available at: https://github.com/JIANGYUE61610306/FSTLLM.

Anomaly detection is essential for the safety and reliability of autonomous driving systems. Current methods often focus on detection accuracy but neglect response time, which is critical in time-sensitive driving scenarios. In this paper, we introduce real-time anomaly detection for autonomous driving, prioritizing both minimal response time and high accuracy. We propose a novel multimodal asynchronous hybrid network that combines event streams from event cameras with image data from RGB cameras. Our network utilizes the high temporal resolution of event cameras through an asynchronous Graph Neural Network and integrates it with spatial features extracted by a CNN from RGB images. This combination effectively captures both the temporal dynamics and spatial details of the driving environment, enabling swift and precise anomaly detection. Extensive experiments on benchmark datasets show that our approach outperforms existing methods in both accuracy and response time, achieving millisecond-level real-time performance.

We propose HyperIV, a novel approach for real-time implied volatility smoothing that eliminates the need for traditional calibration procedures. Our method employs a hypernetwork to generate parameters for a compact neural network that constructs complete volatility surfaces within 2 milliseconds, using only 9 market observations. Moreover, the generated surfaces are guaranteed to be free of static arbitrage. Extensive experiments across 8 index options demonstrate that HyperIV achieves superior accuracy compared to existing methods while maintaining computational efficiency. The model also exhibits strong cross-asset generalization capabilities, indicating broader applicability across different market instruments. These key features -- rapid adaptation to market conditions, guaranteed absence of arbitrage, and minimal data requirements -- make HyperIV particularly valuable for real-time trading applications. We make code available at https://github.com/qmfin/hyperiv.

Correlation analysis is a fundamental step in uncovering meaningful insights from complex datasets. In this paper, we study the problem of detecting correlations between two random graphs following the Gaussian Wigner model with unlabeled vertices. Specifically, the task is formulated as a hypothesis testing problem: under the null hypothesis, the two graphs are independent, while under the alternative hypothesis, they are edge-correlated through a latent vertex permutation, yet maintain the same marginal distributions as under the null. We focus on the scenario where two induced subgraphs, each with a fixed number of vertices, are sampled. We determine the optimal rate for the sample size required for correlation detection, derived through an analysis of the conditional second moment. Additionally, we propose an efficient approximate algorithm that significantly reduces running time.

Multi-scale information is crucial for multivariate time series modeling. However, most existing time series multi-scale analysis methods treat all variables in the same manner, making them unsuitable for Irregular Multivariate Time Series (IMTS), where variables have distinct origin scales/sampling rates. To fill this gap, we propose Hi-Patch, a hierarchical patch graph network. Hi-Patch encodes each observation as a node, represents and captures local temporal and inter-variable dependencies of densely sampled variables through an intra-patch graph layer, and obtains patch-level nodes through aggregation. These nodes are then updated and re-aggregated through a stack of inter-patch graph layers, where several scale-specific graph networks progressively extract more global temporal and inter-variable features of both sparsely and densely sampled variables under specific scales. The output of the last layer is fed into task-specific decoders to adapt to different downstream tasks. Experiments on 8 datasets demonstrate that Hi-Patch outperforms state-of-the-art models in IMTS forecasting and classification tasks.

Non-autoregressive Transformers (NATs) have garnered significant attention due to their efficient decoding compared to autoregressive methods. However, existing conditional dependency modeling schemes based on masked language modeling introduce a *training-inference gap* in NATs. For instance, while NATs sample target words during training to enhance input, this condition cannot be met during inference, and simply annealing the sampling rate to zero during training leads to model performance degradation. We demonstrate that this *training-inference gap* prevents NATs from fully realizing their potential. To address this, we propose an adaptive end-to-end quantization alignment training framework, which introduces a semantic consistency space to adaptively align NAT training, eliminating the need for target information and thereby bridging the *training-inference gap*.Experimental results demonstrate that our method outperforms most existing fully NAT models, delivering performance on par with Autoregressive Transformer (AT) while being 17.0 times more efficient in inference.

ANN-to-SNN conversion has emerged as a key approach to train Spiking Neural Networks (SNNs), particularly for Transformer architectures, as it maps pre-trained ANN parameters to SNN equivalents without requiring retraining, thereby preserving ANN accuracy while eliminating training costs. Among various coding methods used in ANN-to-SNN conversion, time-to-first-spike (TTFS) coding, which allows each neuron to at most one spike, offers significantly lower energy consumption. However, while previous TTFS-based SNNs have achieved comparable performance with convolutional ANNs, the attention mechanism and nonlinear layers in Transformer architectures remains a challenge by existing SNNs with TTFS coding. This paper proposes a new neuron structure for TTFS coding that expands its representational range and enhances the capability to process nonlinear functions, along with detailed designs of nonlinear neurons for different layers in Transformer. Experimental results on different models demonstrate that our proposed method can achieve high accuracy with significantly lower energy consumption. To the best of our knowledge, this is the first work to focus on converting Transformer to SNN with TTFS coding.

Test-time adaptation aims to adapt to realistic environments in an online manner by learning during test time. Entropy minimization has emerged as a principal strategy for test-time adaptation due to its efficiency and adaptability. Nevertheless, it remains underexplored in continual test-time adaptation, where stability is more important. We observe that the entropy minimization method often suffers from model collapse, where the model converges to predicting a single class for all images due to a trivial solution. We propose ranked entropy minimization to mitigate the stability problem of the entropy minimization method and extend its applicability to continuous scenarios. Our approach explicitly structures the prediction difficulty through a progressive masking strategy. Specifically, it gradually aligns the model's probability distributions across different levels of prediction difficulty while preserving the rank order of entropy. The proposed method is extensively evaluated across various benchmarks, demonstrating its effectiveness through empirical results.

Spiking Neural Networks (SNNs) are considered promising energy-efficient models due to their dynamic capability to process spatial-temporal spike information. Existing work has demonstrated that SNNs exhibit temporal heterogeneity, which leads to diverse outputs of SNNs at different time steps and has the potential to enhance their performance. Although SNNs obtained by direct training methods achieve state-of-the-art performance, current methods introduce limited temporal heterogeneity through the dynamics of spiking neurons or network structures. They lack the improvement of temporal heterogeneity through the lens of the gradient. In this paper, we first conclude that the diversity of the temporal logit gradients in current methods is limited. This leads to insufficient temporal heterogeneity and results in temporally miscalibrated SNNs with degraded performance. Based on the above analysis, we propose a Temporal Model Calibration (TMC) method, which can be seen as a logit gradient rescaling mechanism across time steps. Experimental results show that our method can improve the temporal logit gradient diversity and generate temporally calibrated SNNs with enhanced performance. In particular, our method achieves state-of-the-art accuracy on ImageNet, DVSCIFAR10, and N-Caltech101. Codes are available at https://github.com/zju-bmi-lab/TMC.

Time-series forecasting finds application across domains such as finance, climate science, and energy systems. We introduce the Conditional Diffusion with Nonlinear Data Transformation Model (CN-Diff), a generative framework that employs novel nonlinear transformations and learnable conditions in the forward process for time series forecasting. A new loss formulation for training is proposed, along with a detailed derivation of both forward and reverse process. The new additions improve the diffusion model's capacity to capture complex time series patterns, thus simplifying the reverse process. Our novel condition facilitates learning an efficient prior distribution. This also reduces the gap between the true negative log-likelihood and its variational approximation. CN-Diff is shown to perform better than other leading time series models on nine real-world datasets. Ablation studies are conducted to elucidate the role of each component of CN-Diff.

Time-series forecasting is crucial across various domains, including finance, healthcare, and energy. Transformer models, originally developed for natural language processing, have demonstrated significant potential in addressing challenges associated with time-series data. These models utilize different tokenization strategies, point-wise, patch-wise, and variate-wise, to represent time-series data, each resulting in different scope of attention maps. Despite the emergence of sophisticated architectures, simpler transformers consistently outperform their more complex counterparts in widely used benchmarks. This study examines why point-wise transformers are generally less effective, why intra- and inter-variate attention mechanisms yield similar outcomes, and which architectural components drive the success of simpler models. By analyzing mutual information and evaluating models on synthetic datasets, we demonstrate that intra-variate dependencies are the primary contributors to prediction performance on benchmarks, while inter-variate dependencies have a minor impact. Additionally, techniques such as Z-score normalization and skip connections are also crucial. However, these results are largely influenced by the self-dependent and stationary nature of benchmark datasets. By validating our findings on real-world healthcare data, we provide insights for designing more effective transformers for practical applications.

Digital twins are models of real-world systems that can simulate their dynamics in response to potential actions. In complex settings, the state and action variables, and available data and knowledge relevant to a system can constantly change, requiring digital twins to continuously update with these changes to remain relevant. Current approaches struggle in this regard, as they require fixed, well-defined modelling environments, and they cannot adapt to novel variables without re-designs, or incorporate new information without re-training. To address this, we frame digital twinning as an in-context learning problem using large language models, enabling seamless updates to the twin at inference time. We develop CALM-DT, a Context-Adaptive Language Model-based Digital Twin that can accurately simulate across diverse state-action spaces using in-context learning alone by utilising fine-tuned encoders for sample retrieval. We empirically demonstrate CALM-DT's competitive performance with existing digital twin approaches, and its unique ability to adapt to changes in its modelling environment without parameter updates.