NeurIPS 2024 Papers

This paper explores the problem of class-generalizable anomaly detection, where the objective is to train one unified AD model that can generalize to detect anomalies in diverse classes from different domains without any retraining or fine-tuning on the target data. Because normal feature representations vary significantly across classes, this will cause the widely studied one-for-one AD models to be poorly classgeneralizable (i.e., performance drops dramatically when used for new classes). In this work, we propose a simple but effective framework (called ResAD) that can be directly applied to detect anomalies in new classes. Our main insight is to learn the residual feature distribution rather than the initial feature distribution. In this way, we can significantly reduce feature variations. Even in new classes, the distribution of normal residual features would not remarkably shift from the learned distribution. Therefore, the learned model can be directly adapted to new classes. ResAD consists of three components: (1) a Feature Converter that converts initial features into residual features; (2) a simple and shallow Feature Constraintor that constrains normal residual features into a spatial hypersphere for further reducing feature variations and maintaining consistency in feature scales among different classes; (3) a Feature Distribution Estimator that estimates the normal residual feature distribution, anomalies can be recognized as out-of-distribution. Despite the simplicity, ResAD can achieve remarkable anomaly detection results when directly used in new classes. The code is available at https://github.com/xcyao00/ResAD.

Cognitive processes usually take place at a macroscopic scale in systems characterised by emergent properties, which make the whole ‘more than the sum of its parts.’ While recent proposals have provided quantitative, information-theoretic metrics to detect emergence in time series data, it is often highly non-trivial to identify the relevant macroscopic variables a priori. In this paper we leverage recent advances in representation learning and differentiable information estimators to put forward a data-driven method to find emergent variables. The proposed method successfully detects emergent variables and recovers the ground-truth emergence values in a synthetic dataset. Furthermore, we show the method can be extended to learn multiple independent features, extracting a diverse set of emergent quantities. We finally show that a modified method scales to real experimental data from primate brain activity, paving the ground for future analyses uncovering the emergent structure of cognitive representations in biological and artificial intelligence systems.

This paper advances temporal reasoning within dynamically changing high-dimensional noisy observations, focusing on a latent space that characterizes the nonlinear dynamics of objects in their environment. We introduce the *Gated Inference Network* (GIN), an efficient approximate Bayesian inference algorithm for state space models (SSMs) with nonlinear state transitions and emissions. GIN disentangles two latent representations: one representing the object derived from a nonlinear mapping model, and another representing the latent state describing its dynamics. This disentanglement enables direct state estimation and missing data imputation as the world evolves. To infer the latent state, we utilize a deep extended Kalman filter (EKF) approach that integrates a novel compact RNN structure to compute both the Kalman Gain (KG) and smoothing gain (SG), completing the data flow. This design results in a computational cost per step that is linearly faster than EKF but introduces issues such as the exploding gradient problem. To mitigate the exploding gradients caused by the compact RNN structure in our model, we propose a specialized learning method that ensures stable training and inference. The model is then trained end-to-end on videos depicting a diverse range of simulated and real-world physical systems, and outperforms its ounterparts —RNNs, autoregressive models, and variational approaches— in state estimation and missing data imputation tasks.

Due to the recurrent structure of RNN, the long information propagation path poses limitations in capturing long-term dependencies, gradient explosion/vanishing issues, and inefficient sequential execution. Based on this, we propose a novel paradigm called Parallel Gated Network (PGN) as the new successor to RNN. PGN directly captures information from previous time steps through the designed Historical Information Extraction (HIE) layer and leverages gated mechanisms to select and fuse it with the current time step information. This reduces the information propagation path to $\mathcal{O}(1)$, effectively addressing the limitations of RNN. To enhance PGN's performance in long-range time series forecasting tasks, we propose a novel temporal modeling framework called Temporal PGN (TPGN). TPGN incorporates two branches to comprehensively capture the semantic information of time series. One branch utilizes PGN to capture long-term periodic patterns while preserving their local characteristics. The other branch employs patches to capture short-term information and aggregate the global representation of the series. TPGN achieves a theoretical complexity of $\mathcal{O}(\sqrt{L})$, ensuring efficiency in its operations. Experimental results on five benchmark datasets demonstrate the state-of-the-art (SOTA) performance and high efficiency of TPGN, further confirming the effectiveness of PGN as the new successor to RNN in long-range time series forecasting. The code is available in this repository: https://github.com/Water2sea/TPGN.

Ensuring safety is a key aspect in sequential decision making problems, such as robotics or process control. The complexity of the underlying systems often makes finding the optimal decision challenging, especially when the safety-critical system is time-varying. Overcoming the problem of optimizing an unknown time-varying reward subject to unknown time-varying safety constraints, we propose TVSAFEOPT, a new algorithm built on Bayesian optimization with a spatio-temporal kernel. The algorithm is capable of safely tracking a time-varying safe region without the need for explicit change detection. Optimality guarantees are also provided for the algorithm when the optimization problem becomes stationary. We show that TVSAFEOPT compares favorably against SAFEOPT on synthetic data, both regarding safety and optimality. Evaluation on a realistic case study with gas compressors confirms that TVSAFEOPT ensures safety when solving time-varying optimization problems with unknown reward and safety functions.

We consider the problem of selecting all the minimal-size subsets of multivariate time-series (TS) variables whose past leads to an optimal predictive model for the future (forecasting) of a given target variable (multiple feature selection problem for times-series). Identifying these subsets leads to gaining insights, domain intuition,and a better understanding of the data-generating mechanism; it is often the first step in causal modeling. While identifying a single solution to the feature selection problem suffices for forecasting purposes, identifying all such minimal-size, optimally predictive subsets is necessary for knowledge discovery and important to avoid misleading a practitioner. We develop the theory of multiple feature selection for time-series data, propose the ChronoEpilogi algorithm, and prove its soundness and completeness under two mild, broad, non-parametric distributional assumptions, namely Compositionality of the distribution and Interchangeability of time-series variables in solutions. Experiments on synthetic and real datasets demonstrate the scalability of ChronoEpilogi to hundreds of TS variables and its efficacy in identifying multiple solutions. In the real datasets, ChronoEpilogi is shown to reduce the number of TS variables by 96% (on average) by conserving or even improving forecasting performance. Furthermore, it is on par with GroupLasso performance, with the added benefit of providing multiple solutions.

Long-term time series forecasting (LTSF) represents a critical frontier in time series analysis, characterized by extensive input sequences, as opposed to the shorter spans typical of traditional approaches. While longer sequences inherently offer richer information for enhanced predictive precision, prevailing studies often respond by escalating model complexity. These intricate models can inflate into millions of parameters, resulting in prohibitive parameter scales. Our study demonstrates, through both theoretical and empirical evidence, that decomposition is key to containing excessive model inflation while achieving uniformly superior and robust results across various datasets. Remarkably, by tailoring decomposition to the intrinsic dynamics of time series data, our proposed model outperforms existing benchmarks, using over 99\% fewer parameters than the majority of competing methods. Through this work, we aim to unleash the power of a restricted set of parameters by capitalizing on domain characteristics—a timely reminder that in the realm of LTSF, bigger is not invariably better. The code is available at \url{https://anonymous.4open.science/r/SSCNN-321D/}.

Recently, Conditional Neural Fields (NeFs) have emerged as a powerful modelling paradigm for PDEs, by learning solutions as flows in the latent space of the Conditional NeF. Although benefiting from favourable properties of NeFs such as grid-agnosticity and space-time-continuous dynamics modelling, this approach limits the ability to impose known constraints of the PDE on the solutions -- such as symmetries or boundary conditions -- in favour of modelling flexibility. Instead, we propose a space-time continuous NeF-based solving framework that - by preserving geometric information in the latent space of the Conditional NeF - preserves known symmetries of the PDE. We show that modelling solutions as flows of pointclouds over the group of interest $G$ improves generalization and data-efficiency. Furthermore, we validate that our framework readily generalizes to unseen spatial and temporal locations, as well as geometric transformations of the initial conditions - where other NeF-based PDE forecasting methods fail -, and improve over baselines in a number of challenging geometries.

Since the weak convergence for stochastic processes does not account for the growth of information over time which is represented by the underlying filtration, a slightly erroneous stochastic model in weak topology may cause huge loss in multi-periods decision making problems. To address such discontinuities, Aldous introduced the extended weak convergence, which can fully characterise all essential properties, including the filtration, of stochastic processes; however, it was considered to be hard to find efficient numerical implementations. In this paper, we introduce a novel metric called High Rank PCF Distance (HRPCFD) for extended weak convergence based on the high rank path development method from rough path theory, which also defines the characteristic function for measure-valued processes. We then show that such HRPCFD admits many favourable analytic properties which allows us to design an efficient algorithm for training HRPCFD from data and construct the HRPCF-GAN by using HRPCFD as the discriminator for conditional time series generation. Our numerical experiments on both hypothesis testing and generative modelling validate the out-performance of our approach compared with several state-of-the-art methods, highlighting its potential in broad applications of synthetic time series generation and in addressing classic financial and economic challenges, such as optimal stopping or utility maximisation problems. Code is available at https://github.com/DeepIntoStreams/High-Rank-PCF-GAN.git.

Large pre-trained models have been vital in recent advancements in domains like language and vision, making model training for individual downstream tasks more efficient and provide superior performance. However, tackling time-series analysis tasks usually involves designing and training a separate model from scratch leveraging training data and domain expertise specific to the task. We tackle a significant challenge for pre-training a foundational time-series model from multi-domain time-series datasets: extracting semantically useful tokenized inputs to the model across heterogeneous time-series from different domains. We propose Large Pre-trained Time-series Models (LPTM) that introduces a novel method of adaptive segmentation that automatically identifies optimal dataset-specific segmentation strategy during pre-training. This enables LPTM to perform similar to or better than domain-specific state-of-art model when fine-tuned to different downstream time-series analysis tasks and under zero-shot settings. LPTM achieves superior forecasting and time-series classification results taking up to 40% less data and 50% less training time compared to state-of-art baselines.

Large language models (LLMs) have made fundamental contributions over the last a few years. To train an LLM, one needs to alternatingly run `forward' computations and backward computations. The forward computation can be viewed as attention function evaluation, and the backward computation can be viewed as a gradient computation. In previous work by [Alman and Song, NeurIPS 2023], it was proved that the forward step can be performed in almost-linear time in certain parameter regimes, but that there is no truly sub-quadratic time algorithm in the remaining parameter regimes unless the popular hypothesis $\mathsf{SETH}$ is false. In this work, we show nearly identical results for the harder-seeming problem of computing the gradient of loss function of one layer attention network, and thus for the entire process of LLM training. This completely characterizes the fine-grained complexity of every step of LLM training.

Human Mesh Recovery (HMR) is the task of estimating a parameterized 3D human mesh from an image. There is a kind of methods first training a regression model for this problem, then further optimizing the pretrained regression model for any specific sample individually at test time. However, the pretrained model may not provide an ideal optimization starting point for the test-time optimization. Inspired by meta-learning, we incorporate the test-time optimization into training, performing a step of test-time optimization for each sample in the training batch before really conducting the training optimization over all the training samples. In this way, we obtain a meta-model, the meta-parameter of which is friendly to the test-time optimization. At test time, after several test-time optimization steps starting from the meta-parameter, we obtain much higher HMR accuracy than the test-time optimization starting from the simply pretrained regression model. Furthermore, we find test-time HMR objectives are different from training-time objectives, which reduces the effectiveness of the learning of the meta-model. To solve this problem, we propose a dual-network architecture that unifies the training-time and test-time objectives. Our method, armed with meta-learning and the dual networks, outperforms state-of-the-art regression-based and optimization-based HMR approaches, as validated by the extensive experiments. The codes are available at https://github.com/fmx789/Meta-HMR.

Given the ubiquitous presence of time series data across various domains, precise forecasting of time series holds significant importance and finds widespread real-world applications such as energy, weather, healthcare, etc. While numerous forecasters have been proposed using different network architectures, the Transformer-based models have state-of-the-art performance in time series forecasting. However, forecasters based on Transformers are still suffering from vulnerability to high-frequency signals, efficiency in computation, and bottleneck in full-spectrum utilization, which essentially are the cornerstones for accurately predicting time series with thousands of points. In this paper, we explore a novel perspective of enlightening signal processing for deep time series forecasting. Inspired by the filtering process, we introduce one simple yet effective network, namely FilterNet, built upon our proposed learnable frequency filters to extract key informative temporal patterns by selectively passing or attenuating certain components of time series signals. Concretely, we propose two kinds of learnable filters in the FilterNet: (i) Plain shaping filter, that adopts a universal frequency kernel for signal filtering and temporal modeling; (ii) Contextual shaping filter, that utilizes filtered frequencies examined in terms of its compatibility with input signals for dependency learning. Equipped with the two filters, FilterNet can approximately surrogate the linear and attention mappings widely adopted in time series literature, while enjoying superb abilities in handling high-frequency noises and utilizing the whole frequency spectrum that is beneficial for forecasting. Finally, we conduct extensive experiments on eight time series forecasting benchmarks, and experimental results have demonstrated our superior performance in terms of both effectiveness and efficiency compared with state-of-the-art methods. Our code is available at$^1$.

Numerous industrial sectors necessitate models capable of providing robust forecasts across various horizons. Despite the recent strides in crafting specific architectures for time-series forecasting and developing pre-trained universal models, a comprehensive examination of their capability in accommodating varied-horizon forecasting during inference is still lacking. This paper bridges this gap through the design and evaluation of the Elastic Time-Series Transformer (ElasTST). The ElasTST model incorporates a non-autoregressive design with placeholders and structured self-attention masks, warranting future outputs that are invariant to adjustments in inference horizons. A tunable version of rotary position embedding is also integrated into ElasTST to capture time-series-specific periods and enhance adaptability to different horizons. Additionally, ElasTST employs a multi-scale patch design, effectively integrating both fine-grained and coarse-grained information. During the training phase, ElasTST uses a horizon reweighting strategy that approximates the effect of random sampling across multiple horizons with a single fixed horizon setting. Through comprehensive experiments and comparisons with state-of-the-art time-series architectures and contemporary foundation models, we demonstrate the efficacy of ElasTST's unique design elements. Our findings position ElasTST as a robust solution for the practical necessity of varied-horizon forecasting.

Over the past years, YOLOs have emerged as the predominant paradigm in the field of real-time object detection owing to their effective balance between computational cost and detection performance. Researchers have explored the architectural designs, optimization objectives, data augmentation strategies, and others for YOLOs, achieving notable progress. However, the reliance on the non-maximum suppression (NMS) for post-processing hampers the end-to-end deployment of YOLOs and adversely impacts the inference latency. Besides, the design of various components in YOLOs lacks the comprehensive and thorough inspection, resulting in noticeable computational redundancy and limiting the model's capability. It renders the suboptimal efficiency, along with considerable potential for performance improvements. In this work, we aim to further advance the performance-efficiency boundary of YOLOs from both the post-processing and the model architecture. To this end, we first present the consistent dual assignments for NMS-free training of YOLOs, which brings the competitive performance and low inference latency simultaneously. Moreover, we introduce the holistic efficiency-accuracy driven model design strategy for YOLOs. We comprehensively optimize various components of YOLOs from both the efficiency and accuracy perspectives, which greatly reduces the computational overhead and enhances the capability. The outcome of our effort is a new generation of YOLO series for real-time end-to-end object detection, dubbed YOLOv10. Extensive experiments show that YOLOv10 achieves the state-of-the-art performance and efficiency across various model scales. For example, our YOLOv10-S is 1.8$\times$ faster than RT-DETR-R18 under the similar AP on COCO, meanwhile enjoying 2.8$\times$ smaller number of parameters and FLOPs. Compared with YOLOv9-C, YOLOv10-B has 46\% less latency and 25\% fewer parameters for the same performance. Code and models are available at https://github.com/THU-MIG/yolov10.

This paper introduces a novel approach that leverages Large Language Models (LLMs) and Generative Agents to enhance time series forecasting by reasoning across both text and time series data. With language as a medium, our method adaptively integrates social events into forecasting models, aligning news content with time series fluctuations to provide richer insights. Specifically, we utilize LLM-based agents to iteratively filter out irrelevant news and employ human-like reasoning to evaluate predictions. This enables the model to analyze complex events, such as unexpected incidents and shifts in social behavior, and continuously refine the selection logic of news and the robustness of the agent's output. By integrating selected news events with time series data, we fine-tune a pre-trained LLM to predict sequences of digits in time series. The results demonstrate significant improvements in forecasting accuracy, suggesting a potential paradigm shift in time series forecasting through the effective utilization of unstructured news data.

Out-of-distribution (OOD) detection is a critical task in machine learning that seeks to identify abnormal samples. Traditionally, unsupervised methods utilize a deep generative model for OOD detection. However, such approaches require a new model to be trained for each inlier dataset. This paper explores whether a single model can perform OOD detection across diverse tasks. To that end, we introduce Diffusion Paths (DiffPath), which uses a single diffusion model originally trained to perform unconditional generation for OOD detection. We introduce a novel technique of measuring the rate-of-change and curvature of the diffusion paths connecting samples to the standard normal. Extensive experiments show that with a single model, DiffPath is competitive with prior work using individual models on a variety of OOD tasks involving different distributions. Our code is publicly available at https://github.com/clear-nus/diffpath.

Interacting systems are prevalent in nature. It is challenging to accurately predict the dynamics of the system if its constituent components are analyzed independently. We develop a graph-based model that unveils the systemic interactions of time series observed at irregular time points, by using a directed acyclic graph to model the conditional dependencies (a form of causal notation) of the system components and learning this graph in tandem with a continuous-time model that parameterizes the solution curves of ordinary differential equations (ODEs). Our technique, a graph neural flow, leads to substantial enhancements over non-graph-based methods, as well as graph-based methods without the modeling of conditional dependencies. We validate our approach on several tasks, including time series classification and forecasting, to demonstrate its efficacy.

Consumer electronics used to follow the miniaturization trend described by Moore’s Law. Despite increased processing power in Microcontroller Units (MCUs), MCUs used in the smallest appliances are still not capable of running even moderately big, state-of-the-art artificial neural networks (ANNs) especially in time-sensitive scenarios. In this work, we present a novel method called Scattered Online Inference (SOI) that aims to reduce the computational complexity of ANNs. SOI leverages the continuity and seasonality of time-series data and model predictions, enabling extrapolation for processing speed improvements, particularly in deeper layers. By applying compression, SOI generates more general inner partial states of ANN, allowing skipping full model recalculation at each inference.