NeurIPS 2024 Papers

Recently, Miller et al. (2021) and Baek et al. (2022) empirically demonstrated strong linear correlations between in-distribution (ID) versus out-of-distribution (OOD) accuracy and agreement. These trends, coined accuracy-on-the-line (ACL) and agreement-on-the-line (AGL), enable OOD model selection and performance estimation without labeled data. However, these phenomena also break for certain shifts, such as CIFAR10-C Gaussian Noise, posing a critical bottleneck. In this paper, we make a key finding that recent test-time adaptation (TTA) methods not only improve OOD performance, but it drastically strengthen the ACL and AGL trends in models, even in shifts where models showed very weak correlations before. To analyze this, we revisit the theoretical conditions from Miller et al. (2021) that outline the types of distribution shifts needed for perfect ACL in linear models. Surprisingly, these conditions are satisfied after applying TTA to deep models in the penultimate feature embedding space. In particular, TTA causes the data distribution to collapse complex shifts into those can be expressed by a singular "scaling" variable in the feature space. Our results show that by combining TTA with AGL-based estimation methods, we can estimate the OOD performance of models with high precision for a broader set of distribution shifts. This lends us a simple system for selecting the best hyperparameters and adaptation strategy without any OOD labeled data. Code is available at https://github.com/EungyeupKim/TTALine.

Semantic Scene Completion (SSC) aims to perform geometric completion and semantic segmentation simultaneously. Despite the promising results achieved by existing studies, the inherently ill-posed nature of the task presents significant challenges in diverse driving scenarios. This paper introduces TALoS, a novel test-time adaptation approach for SSC that excavates the information available in driving environments. Specifically, we focus on that observations made at a certain moment can serve as Ground Truth (GT) for scene completion at another moment. Given the characteristics of the LiDAR sensor, an observation of an object at a certain location confirms both 1) the occupation of that location and 2) the absence of obstacles along the line of sight from the LiDAR to that point. TALoS utilizes these observations to obtain self-supervision about occupancy and emptiness, guiding the model to adapt to the scene in test time. In a similar manner, we aggregate reliable SSC predictions among multiple moments and leverage them as semantic pseudo-GT for adaptation. Further, to leverage future observations that are not accessible at the current time, we present a dual optimization scheme using the model in which the update is delayed until the future observation is available. Evaluations on the SemanticKITTI validation and test sets demonstrate that TALoS significantly improves the performance of the pre-trained SSC model.

Time-series data in real-world settings typically exhibit long-range dependencies and are observed at non-uniform intervals. In these settings, traditional sequence-based recurrent models struggle. To overcome this, researchers often replace recurrent models with Neural ODE-based architectures to account for irregularly sampled data and use Transformer-based architectures to account for long-range dependencies. Despite the success of these two approaches, both incur very high computational costs for input sequences of even moderate length. To address this challenge, we introduce the Rough Transformer, a variation of the Transformer model that operates on continuous-time representations of input sequences and incurs significantly lower computational costs. In particular, we propose multi-view signature attention, which uses path signatures to augment vanilla attention and to capture both local and global (multi-scale) dependencies in the input data, while remaining robust to changes in the sequence length and sampling frequency and yielding improved spatial processing. We find that, on a variety of time-series-related tasks, Rough Transformers consistently outperform their vanilla attention counterparts while obtaining the representational benefits of Neural ODE-based models, all at a fraction of the computational time and memory resources.

Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first-cut multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA. The dataset is available at https://github.com/AdityaLab/Time-MMD.

Modeling stochastic and irregularly sampled time series is a challenging problem found in a wide range of applications, especially in medicine. Neural stochastic differential equations (Neural SDEs) are an attractive modeling technique for this problem, which parameterize the drift and diffusion terms of an SDE with neural networks. However, current algorithms for training Neural SDEs require backpropagation through the SDE dynamics, greatly limiting their scalability and stability. To address this, we propose **Trajectory Flow Matching** (TFM), which trains a Neural SDE in a *simulation-free* manner, bypassing backpropagation through the dynamics. TFM leverages the flow matching technique from generative modeling to model time series. In this work we first establish necessary conditions for TFM to learn time series data. Next, we present a reparameterization trick which improves training stability. Finally, we adapt TFM to the clinical time series setting, demonstrating improved performance on four clinical time series datasets both in terms of absolute performance and uncertainty prediction, a crucial parameter in this setting.

In long-term time series forecasting (LTSF) tasks, an increasing number of works have acknowledged that discrete time series originate from continuous dynamic systems and have attempted to model their underlying dynamics. Recognizing the chaotic nature of real-world data, our model, Attraos, incorporates chaos theory into LTSF, perceiving real-world time series as low-dimensional observations from unknown high-dimensional chaotic dynamical systems. Under the concept of attractor invariance, Attraos utilizes non-parametric Phase Space Reconstruction embedding along with a novel multi-resolution dynamic memory unit to memorize historical dynamical structures, and evolves by a frequency-enhanced local evolution strategy. Detailed theoretical analysis and abundant empirical evidence consistently show that Attraos outperforms various LTSF methods on mainstream LTSF datasets and chaotic datasets with only one-twelfth of the parameters compared to PatchTST.

Markov jump processes are continuous-time stochastic processes which describe dynamical systems evolving in discrete state spaces. These processes find wide application in the natural sciences and machine learning, but their inference is known to be far from trivial. In this work we introduce a methodology for *zero-shot inference* of Markov jump processes (MJPs), on bounded state spaces, from noisy and sparse observations, which consists of two components. First, a broad probability distribution over families of MJPs, as well as over possible observation times and noise mechanisms, with which we simulate a synthetic dataset of hidden MJPs and their noisy observations. Second, a neural recognition model that processes subsets of the simulated observations, and that is trained to output the initial condition and rate matrix of the target MJP in a supervised way. We empirically demonstrate that *one and the same* (pretrained) recognition model can infer, *in a zero-shot fashion*, hidden MJPs evolving in state spaces of different dimensionalities. Specifically, we infer MJPs which describe (i) discrete flashing ratchet systems, which are a type of Brownian motors, and the conformational dynamics in (ii) molecular simulations, (iii) experimental ion channel data and (iv) simple protein folding models. What is more, we show that our model performs on par with state-of-the-art models which are trained on the target datasets. Our pretrained model is available online.

Variance exploding (VE) based diffusion models, an important class of diffusion models, have shown state-of-the-art (SOTA) performance. However, only a few theoretical works analyze VE-based models, and those works suffer from a worse forward convergence rate $1/\text{poly}(T)$ than the $\exp{(-T)}$ of variance preserving (VP) based models, where $T$ is the forward diffusion time and the rate measures the distance between forward marginal distribution $q_T$ and pure Gaussian noise. The slow rate is due to the Brownian Motion without a drift term. In this work, we design a new drifted VESDE forward process, which allows a faster $\exp{(-T)}$ forward convergence rate. With this process, we achieve the first efficient polynomial sample complexity for a series of VE-based models with reverse SDE under the manifold hypothesis. Furthermore, unlike previous works, we allow the diffusion coefficient to be unbounded instead of a constant, which is closer to the SOTA models. Besides the reverse SDE, the other common reverse process is the probability flow ODE (PFODE) process, which is deterministic and enjoys faster sample speed. To deepen the understanding of VE-based models, we consider a more general setting considering reverse SDE and PFODE simultaneously, propose a unified tangent-based analysis framework, and prove the first quantitative convergence guarantee for SOTA VE-based models with reverse PFODE. We also show that the drifted VESDE can balance different error terms and improve generated samples without training through synthetic and real-world experiments.

Graph autoencoders (Graph-AEs) learn representations of given graphs by aiming to accurately reconstruct them. A notable application of Graph-AEs is graph-level anomaly detection (GLAD), whose objective is to identify graphs with anomalous topological structures and/or node features compared to the majority of the graph population. Graph-AEs for GLAD regard a graph with a high mean reconstruction error (i.e. mean of errors from all node pairs and/or nodes) as anomalies. Namely, the methods rest on the assumption that they would better reconstruct graphs with similar characteristics to the majority. We, however, report non-trivial counter-examples, a phenomenon we call reconstruction flip, and highlight the limitations of the existing Graph-AE-based GLAD methods. Specifically, we empirically and theoretically investigate when this assumption holds and when it fails. Through our analyses, we further argue that, while the reconstruction errors for a given graph are effective features for GLAD, leveraging the multifaceted summaries of the reconstruction errors, beyond just mean, can further strengthen the features. Thus, we propose a novel and simple GLAD method, named MUSE. The key innovation of MUSE involves taking multifaceted summaries of reconstruction errors as graph features for GLAD. This surprisingly simple method obtains SOTA performance in GLAD, performing best overall among 14 methods across 10 datasets.

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their inherent inability to effectively address long-range dependencies in time series data, primarily due to using fixed-size inputs for prediction. Furthermore, they typically sacrifice essential temporal correlation among consecutive training samples by shuffling them into mini-batches. To overcome these limitations, we introduce a fast and effective Spectral Attention mechanism, which preserves temporal correlations among samples and facilitates the handling of long-range information while maintaining the base model structure. Spectral Attention preserves long-period trends through a low-pass filter and facilitates gradient to flow between samples. Spectral Attention can be seamlessly integrated into most sequence models, allowing models with fixed-sized look-back windows to capture long-range dependencies over thousands of steps. Through extensive experiments on 11 real-world time series datasets using 7 recent forecasting models, we consistently demonstrate the efficacy of our Spectral Attention mechanism, achieving state-of-the-art results.

Mobility impairment caused by limb loss, aging, stroke, and other movement deficiencies is a significant challenge faced by millions of individuals worldwide. Advanced assistive technologies, such as prostheses and orthoses, have the potential to greatly improve the quality of life for such individuals. A critical component in the design of these technologies is the accurate forecasting of reference joint motion for impaired limbs, which is hindered by the scarcity of joint locomotion data available for these patients. To address this, we propose ReMAP, a novel model repurposing strategy that leverages deep learning's reprogramming property, incorporating network inversion principles and retrieval-augmented mapping. Our approach adapts models originally designed for able-bodied individuals to forecast joint motion in limb-impaired patients without altering model parameters. We demonstrate the efficacy of ReMAP through extensive empirical studies on data from below-knee amputated patients, showcasing significant improvements over traditional transfer learning and fine-tuning methods. These findings have significant implications for advancing assistive technology and mobility for patients with amputations, stroke, or aging.

Multivariate time series forecasting is of central importance in modern intelligent decision systems. The dynamics of multivariate time series are jointly characterized by temporal dependencies and spatial correlations. Hence, it is equally important to build the forecasting models from both perspectives. The real-world multivariate time series data often presents spatial correlations that show structures and evolve dynamically. To capture such dynamic spatial structures, the existing forecasting approaches often rely on a two-stage learning process (learning dynamic series representations and then generating spatial structures), which is sensitive to the small time-window input data and has high variance. To address this, we propose a novel forecasting model with a structured matrix basis. At its core is a dynamic spatial structure generation function whose output space is well-constrained and the generated structures have lower variance, meanwhile, it is more expressive and can offer interpretable dynamics. This is achieved via a novel structured parameterization and imposing structure regularization on the matrix basis. The resulting forecasting model can achieve up to $8.5\%$ improvements over the existing methods on six benchmark datasets, and meanwhile, it enables us to gain insights into the dynamics of underlying systems.

The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts. In this paper, we pioneer the exploration of explicitly modeling this periodicity to enhance the performance of models in long-term time series forecasting (LTSF) tasks. Specifically, we introduce the Residual Cycle Forecasting (RCF) technique, which utilizes learnable recurrent cycles to model the inherent periodic patterns within sequences, and then performs predictions on the residual components of the modeled cycles. Combining RCF with a Linear layer or a shallow MLP forms the simple yet powerful method proposed in this paper, called CycleNet. CycleNet achieves state-of-the-art prediction accuracy in multiple domains including electricity, weather, and energy, while offering significant efficiency advantages by reducing over 90% of the required parameter quantity. Furthermore, as a novel plug-and-play technique, the RCF can also significantly improve the prediction accuracy of existing models, including PatchTST and iTransformer. The source code is available at: https://github.com/ACAT-SCUT/CycleNet.

Unsupervised domain adaptation excels in transferring knowledge from a labeled source domain to an unlabeled target domain, playing a critical role in time series applications. Existing time series domain adaptation methods either ignore frequency features or treat temporal and frequency features equally, which makes it challenging to fully exploit the advantages of both types of features. In this paper, we delve into transferability and discriminability, two crucial properties in transferable representation learning. It's insightful to note that frequency features are more discriminative within a specific domain, while temporal features show better transferability across domains. Based on the findings, we propose **A**dversarial **CO**-learning **N**etworks (**ACON**), to enhance transferable representation learning through a collaborative learning manner in three aspects: (1) Considering the multi-periodicity in time series, multi-period frequency feature learning is proposed to enhance the discriminability of frequency features; (2) Temporal-frequency domain mutual learning is proposed to enhance the discriminability of temporal features in the source domain and improve the transferability of frequency features in the target domain; (3) Domain adversarial learning is conducted in the correlation subspaces of temporal-frequency features instead of original feature spaces to further enhance the transferability of both features. Extensive experiments conducted on a wide range of time series datasets and five common applications demonstrate the state-of-the-art performance of ACON. Code is available at <https://github.com/mingyangliu1024/ACON>.

Accurately modeling the correlation structure of errors is critical for reliable uncertainty quantification in probabilistic time series forecasting. While recent deep learning models for multivariate time series have developed efficient parameterizations for time-varying contemporaneous covariance, but they often assume temporal independence of errors for simplicity. However, real-world data often exhibit significant error autocorrelation and cross-lag correlation due to factors such as missing covariates. In this paper, we introduce a plug-and-play method that learns the covariance structure of errors over multiple steps for autoregressive models with Gaussian-distributed errors. To ensure scalable inference and computational efficiency, we model the contemporaneous covariance using a low-rank-plus-diagonal parameterization and capture cross-covariance through a group of independent latent temporal processes. The learned covariance matrix is then used to calibrate predictions based on observed residuals. We evaluate our method on probabilistic models built on RNNs and Transformer architectures, and the results confirm the effectiveness of our approach in improving predictive accuracy and uncertainty quantification without significantly increasing the parameter size.

In reinforcement learning (RL), it is common to apply techniques used broadly in machine learning such as neural network function approximators and momentum-based optimizers. However, such tools were largely developed for supervised learning rather than nonstationary RL, leading practitioners to adopt target networks, clipped policy updates, and other RL-specific implementation tricks to combat this mismatch, rather than directly adapting this toolchain for use in RL. In this paper, we take a different approach and instead address the effect of nonstationarity by adapting the widely used Adam optimiser. We first analyse the impact of nonstationary gradient magnitude --- such as that caused by a change in target network --- on Adam's update size, demonstrating that such a change can lead to large updates and hence sub-optimal performance. To address this, we introduce Adam-Rel. Rather than using the global timestep in the Adam update, Adam-Rel uses the *local* timestep within an epoch, essentially resetting Adam's timestep to 0 after target changes. We demonstrate that this avoids large updates and reduces to learning rate annealing in the absence of such increases in gradient magnitude. Evaluating Adam-Rel in both on-policy and off-policy RL, we demonstrate improved performance in both Atari and Craftax. We then show that increases in gradient norm occur in RL in practice, and examine the differences between our theoretical model and the observed data.

Estimating treatment effects over time holds significance in various domains, including precision medicine, epidemiology, economy, and marketing. This paper introduces a unique approach to counterfactual regression over time, emphasizing long-term predictions. Distinguishing itself from existing models like Causal Transformer, our approach highlights the efficacy of employing RNNs for long-term forecasting, complemented by Contrastive Predictive Coding (CPC) and Information Maximization (InfoMax). Emphasizing efficiency, we avoid the need for computationally expensive transformers. Leveraging CPC, our method captures long-term dependencies within time-varying confounders. Notably, recent models have disregarded the importance of invertible representation, compromising identification assumptions. To remedy this, we employ the InfoMax principle, maximizing a lower bound of mutual information between sequence data and its representation. Our method achieves state-of-the-art counterfactual estimation results using both synthetic and real-world data, marking the pioneering incorporation of Contrastive Predictive Encoding in causal inference.

A major challenge of the long measurement times in magnetic resonance imaging (MRI), an important medical imaging technology, is that patients may move during data acquisition. This leads to severe motion artifacts in the reconstructed images and volumes. In this paper, we propose MotionTTT a deep learning-based test-time-training (TTT) method for accurate motion estimation. The key idea is that a neural network trained for motion-free reconstruction has a small loss if there is no motion, thus optimizing over motion parameters passed through the reconstruction network enables accurate estimation of motion. The estimated motion parameters enable to correct for the motion and to reconstruct accurate motion-corrected images. Our method uses 2D reconstruction networks to estimate rigid motion in 3D, and constitutes the first deep learning based method for 3D rigid motion estimation towards 3D-motion-corrected MRI. We show that our method can provably reconstruct motion parameters for a simple signal and neural network model. We demonstrate the effectiveness of our method for both retrospectively simulated motion and prospectively collected real motion-corrupted data. Code is available at \url{https://github.com/MLI-lab/MRI_MotionTTT}.

Interactive preference learning systems infer human preferences by presenting queries as pairs of options and collecting binary choices. Although binary choices are simple and widely used, they provide limited information about preference strength. To address this, we leverage human response times, which are inversely related to preference strength, as an additional signal. We propose a computationally efficient method that combines choices and response times to estimate human utility functions, grounded in the EZ diffusion model from psychology. Theoretical and empirical analyses show that for queries with strong preferences, response times complement choices by providing extra information about preference strength, leading to significantly improved utility estimation. We incorporate this estimator into preference-based linear bandits for fixed-budget best-arm identification. Simulations on three real-world datasets demonstrate that using response times significantly accelerates preference learning compared to choice-only approaches. Additional materials, such as code, slides, and talk video, are available at https://shenlirobot.github.io/pages/NeurIPS24.html.