ICML 2026 论文列表

International Conference on Machine Learning

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6,341篇论文

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Learning Discriminative and Generalizable Anomaly Detector for Dynamic Graph with Limited Supervision

Yuxing Tian, Yiyan Qi, Fengran Mo, Weixu Zhang, Jian Guo, Jian-Yun Nie

展开摘要

Dynamic graph anomaly detection is critical for many real-world applications but remains challenging due to the scarcity of labeled anomalies. Existing methods are either unsupervised or semi-supervised: unsupervised methods avoid the need for labeled anomalies but often produce ambiguous boundary, whereas semi-supervised methods can overfit to the limited labeled anomalies and generalize poorly to unseen anomalies. To address this gap, we consider a largely underexplored problem: learning a discriminative boundary from normal/unlabeled data, while leveraging limited labeled anomalies \textbf{when available} without sacrificing generalization to unseen anomalies. In this paper, we propose an effective, generalizable, and model-agnostic framework with three main components: (i) residual representation encoding that capture deviations between current interactions and their historical context, providing anomaly-relevant signals; (ii) a restriction loss that constrain the normal representations within an interval bounded by two co-centered hyperspheres, ensuring consistent scales while keeping anomalies separable; (iii) a bi-boundary optimization strategy that learns a discriminative and robust boundary using the log-likelihood distribution modeled by a normalizing flow. Extensive experiments demonstrate the superiority of our framework across diverse evaluation settings.

Poster
RealtimeTool: Parallel Decoding for Real-Time LLM Function Calling

Xiaoxin Shi, Jiaxin Wan, Linkang Dong, Wei Jiang, Yue Liu, Zengfeng Huang

展开摘要

LLM-based function calling enables intelligent agents to interact with external tools and environments, yet autoregressive decoding imposes a fundamental latency bottleneck that limits real-time applications such as embodied intelligence, game AI, and interactive avatars (e.g., 10 Hz control frequency). We observe that function calling differs fundamentally from free-form text generation: structured outputs exhibit substantial token redundancy (delimiters, parameter names) and weak causal dependencies among arguments---two properties that must be exploited jointly to achieve real-time performance. We present RealtimeTool, which introduces special tokens that serve a dual role: compressing low-entropy tokens (4--6× reduction) while acting as mode selectors that enable independent parallel generation of function name and arguments. This synergistic design achieves 3--6× end-to-end speedup (up to 9.6×) with only +8.2% parallelization overhead, while maintaining competitive or improved accuracy across five benchmarks on Qwen-series models (0.5B--14B). With quantization on a consumer-grade GPU, RealtimeTool reaches 61.2 ms P50 latency at 4B scale---enabling 16 Hz real-time control and bridging the gap between LLM function calling and latency-critical real-world deployment.

Poster
ReNF: Rethinking the Design of Neural Long-Term Time Series Forecasters

Yihang Lu, Xianwei Meng, Enhong Chen

展开摘要

Neural Forecasters (NFs) have become a cornerstone of Long-term Time Series Forecasting (LTSF). However, recent progress has been hampered by an overemphasis on architectural complexity at the expense of fundamental forecasting structures. In this work, we revisit principled designs of LTSF. We begin by formulating a Variance Reduction Hypothesis (VRH), positing that generating and combining multiple forecasts is essential to reducing the inherent uncertainty of NFs. Guided by this, we propose Boosted Direct Output (BDO), a streamlined paradigm that synergistically hybridizes the causal structure of Auto-Regressive (AR) with the stability of Direct Output (DO), while implicitly realizing the principle of forecast combination within a single network. Furthermore, we mitigate a critical validation-test generalization gap by employing parameter smoothing to stabilize optimization. Extensive experiments demonstrate that these trivial yet principled improvements enable a direct temporal MLP to outperform recent, complex state-of-the-art models in nearly all benchmarks, without relying on intricate inductive biases. Finally, we empirically verify our hypothesis, establishing a dynamic performance bound that highlights promising directions for future research. The code is publicly available at: \url{https://github.com/Luoauoa/ReNF}.

Poster
Efficient Neural Controlled Differential Equations via Attentive Kernel Smoothing

Egor Serov, Ilya Kuleshov, Alexey Zaytsev

展开摘要

Neural Controlled Differential Equations (Neural CDEs) provide a powerful continuous-time framework for sequence modeling, yet the roughness of the driving control path often restricts their efficiency. Standard splines introduce high-frequency variations that force adaptive solvers to take excessively small steps, driving up the Number of Function Evaluations (NFE). We propose a novel approach to Neural CDE path construction that replaces exact interpolation with Kernel and Gaussian Process (GP) smoothing, enabling explicit control over trajectory regularity. To recover details lost during smoothing, we propose an attention-based Multi-View CDE (MV-CDE) and its convolutional extension (MVC-CDE), which employ learnable queries to inform path reconstruction. This framework allows the model to distribute representational capacity across multiple trajectories, each capturing distinct temporal patterns. Empirical results demonstrate that our method, MVC-CDE with GP, achieves state-of-the-art accuracy while significantly reducing NFEs and total inference time compared to spline-based baselines.

Poster
Shapley Regularized Neural Granger Causality

Maolin Yang, Zhoufan Zhu, Yuanhe Tian, Kun Gao, MUYI LI

展开摘要

Identifying temporal causal structure is fundamental to understanding complex systems. Neural Granger causality has emerged as a powerful paradigm for this task, leveraging the expressiveness of neural networks to model intricate nonlinear dynamics. Although complex architectures excel at predictive modeling, existing methods typically rely on simple local measures for causal discovery, which extract only partial information from the learned model and may miss global dependencies. To address this issue, we reformulate Granger causality as a feature attribution problem and propose the Information-Theoretic Shapley value (Info-Shap) to measure global feature importance. We first establish the theoretical equivalence between zero Info-Shap and Granger non-causality. On top of this, we construct two novel regularizers to suppress spurious relationships and mitigate overfitting. These regularizers are model-agnostic and can be seamlessly integrated into the training of any differentiable neural network. Through extensive experiments on synthetic and realistic datasets, we demonstrate that our method robustly recovers the underlying causal relationships, providing a flexible tool for causal discovery in high-dimensional nonlinear time series.

Poster
Unified Time Series Explanations via Amortized Optimization and Instance-level Multi-Expert Knowledge Distillation

Viet-Hung Tran, Zichi Zhang, Ngoc Phu Doan, Xuan Hoang NGUYEN, Phi Hung Nguyen, Yimeng An, Peixin Li, Hans Vandierendonck, Ira Assent, Son Thai Mai

展开摘要

Deep neural networks (DNNs) achieve high accuracy on time series classification (TSC) but remain opaque, hindering deployment in sensitive domains. Existing post-hoc TSC explanation methods rely on a single attribution perspective and incur high per-instance computational cost, limiting real-time use. We propose XMA, a framework that unifies multiple post-hoc explainers at the instance level and amortizes the cost of explanation into a learned inference pass. **Instance-level Multi-Expert Knowledge Distillation (IMEKD)** selects, per instance, the attribution map with the highest combined faithfulness and robustness score from a pool of XAI experts. **Objective-Regularized Amortized Optimization Explanation (ORAOE)** trains an explainer DNN to reproduce this instance-best supervision while directly optimizing differentiable faithfulness and robustness objectives, letting the student refine beyond any individual teacher. **Faithfulness-Preserving Segmentation (FPS)** converts point-wise maps into contiguous segments without changing their faithfulness score. Across four synthetic datasets, MIT-ECG with cardiologist-verified ground truth, and 11 multivariate UEA benchmarks on three DNN architectures, XMA attains the best AUPRC on all synthetic and MIT-ECG benchmarks among compared methods, and the highest faithfulness on 7 of 11 and robustness on 8 of 11 UEA datasets, while amortizing explanation into a lightweight learned explainer rather than relying on per-instance optimization.

Poster
Learning Hamiltonian Dynamics at Scale: A Differential-Geometric Approach

Katharina Friedl, Noémie Jaquier, Alyx Liao, Danica Kragic

展开摘要

Embedding physical intuition into network architectures allows the learning of dynamics that enforce fundamental properties, such as energy conservation laws, thereby leading to physically-plausible predictions. Yet, scaling these models to intrinsically high-dimensional dynamical systems remains a significant challenge. This paper introduces Reduced-order Hamiltonian Neural Network (RO-HNN), a novel physics-inspired neural network that combines the conservation laws of Hamiltonian mechanics with the scalability of model order reduction. RO-HNN is built on two core components: a novel geometrically-constrained symplectic autoencoder that learns a low-dimensional, structure-preserving symplectic submanifold, and a geometric Hamiltonian neural network that models the dynamics on the submanifold. Our experiments demonstrate that RO-HNN provides physically-consistent, stable, and generalizable predictions of complex high-dimensional dynamics, thereby effectively extending the scope of Hamiltonian neural networks to high-dimensional physical systems.

Poster
A Spiking Heterogeneous Harmonic Resonate-and-Fire State Space Model for Time Series

Kartikay Agrawal, Vaishnavi Nagabhushana, Abhijeet Vikram, Vedant Sharma, Ayon Borthakur

展开摘要

Spiking neural networks have attracted increasing attention for their energy efficiency, multiplication-free computation, and sparse event-based processing. In parallel, state space models have emerged as a scalable alternative to transformers for long-range sequence modelling by avoiding quadratic dependence on sequence length. We propose here a spiking heterogeneous harmonic resonate-and-fire state space model (S$H^2$RFSSM), a second-order spiking SSM for classification and regression on ultra-long sequences. S$H^2$RFSSM outperforms transformers and first-order SSMs on average while eliminating matrix multiplications, making it highly suitable for resource-constrained applications. Furthermore, we introduce a kernel-based spiking regressor that enables accurate modelling of dependencies in sequences of up to 50k steps. We also observe a reduction in spiking operations and improved performance with heterogeneity and discretisation in harmonic resonate-and-fire neuronal layers. Overall, we evaluate Harmonic Resonate-and Fire layers across 17 diverse datasets, spanning sensors, time series, and classification to long-term forecasting. Our results demonstrate that S$H^2$RFSSM achieves superior long-range modelling capability with energy efficiency, positioning it as a strong candidate for signal processing on resource-constrained devices for human activity recognition, time series classification, and regression.

Poster
On the Learnability of Test-Time Adaptation: A Recovery Complexity Perspective

Zhi Zhou, Ming Yang, Shi-Yu Tian, Kun-Yang Yu, Lan-Zhe Guo, Yu-Feng Li

展开摘要

Test-time adaptation (TTA) aims to adapt models to maintain reliable performance on non-stationary test streams without requiring labeled data. Despite its empirical success, the learnability of TTA under non-stationary streams remains unexplored. A key challenge is the lack of a principled theoretical framework that simultaneously aligns with the TTA objective and captures both continuously evolving distribution shifts and intrinsic information constraints. To address this gap, we propose the first theoretical framework for studying the learnability of TTA and introduce $(\epsilon,\delta)$-Recovery Complexity and $(\epsilon,\rho)$-TTA Learnability. Recovery complexity measures the post-shift time needed to maintain excess risk below a target level with high probability, and is further extended to TTA learnability, which measures the long-term reliability of TTA. Within this framework, we introduce a novel discrete surrogate for non-stationary test streams, enabling a unified and tractable analysis of both gradual and abrupt shifts. We derive order-wise matching lower and upper bounds on recovery complexity, revealing fundamental limits of TTA and an intrinsic adaptivity-information trade-off. These results provide unified learnability guarantees for TTA that complement regret-based analyses.

Poster
Credibility-Aware Weighting Federated Causal Discovery for Time Series

Jiegang Xu, Fuyuan CAO, Jiye Liang

展开摘要

Federated causal discovery for time series is becoming increasingly important in many application domains. In practice, intervention policies on each client often change over time, causing the local underlying causal mechanisms to drift rather than remain fixed. Moreover, different sampling frequencies across clients yield incompatible time scales in the observed data, making the resulting local causal graphs naturally heterogeneous and difficult to aggregate consistently. Accordingly, we propose Fed-CAW, a Credibility-Aware Weighting Federated causal discovery framework for time series. Specifically, we define edge-level credibility scores that quantify per-edge reliability by summarizing (i) within-client temporal stability across windows and (ii) cross-client temporal consistency after mapping heterogeneous sampling frequencies onto a unified time scale. We then aggregate privatized edge statistics under differential privacy, treating credibility scores as weights to recover a global causal graph while preserving personalized local structures without sharing raw data. Theoretically, we demonstrate the rationale for the unified time scale mapping and establish rigorous differential privacy guarantees. Experimental results on synthetic and real-world datasets demonstrate the effectiveness of our proposed method.

Poster
Self-Supervised Dynamical System Representations for Physiological Time-Series

Yenho Chen, Maxwell A. Xu, James Matthew Rehg, Christopher John Rozell

展开摘要

Self-supervised learning for physiological time-series aims to captures the identity of the underlying dynamical process while filtering irrelevant noise. However, existing approaches may obscure the clinical semantics important for downstream transferability. Weakly constrained pretext tasks (i.e. contrastive learning, MAE) may incorrectly ignore the underlying dynamical structure, while structurally constrained models (i.e. SVAEs) are unable to selectively filter sample-specific noise. To bridge this gap, we propose ${\bf PULSE}$, a novel pretraining objective that simultaneously preserves dynamical relationships important to physiological time-series while selectively removing irrelevant noise. We achieve this by formulating a dynamical systems model to identify transferable and non-transferable information between time-series windows, and target the former through a novel cross-reconstruction objective. We establish theory that provides conditions for when transferrable information is recovered, and empirically validate it through synthetic experiments. On several real-world datasets, PULSE effectively distinguishes clinical semantic classes, increases label efficiency, and improves transfer learning performance.

Poster
Dynamic Relational Priming Improves Transformer in Multivariate Time Series

Hunjae Lee, Corey Clark

展开摘要

Standard attention mechanisms in transformers employ static token representations that remain unchanged across all pair-wise computations in each layer. This limits their representational alignment with the potentially diverse dynamics of each token-pair interaction. While they excel in domains with relatively homogeneous relationships, standard attention may be inadequate in capturing heterogeneous inter-channel dependencies of multivariate time series (MTS) data where different channel-pair interactions within a single system may be governed by entirely different physical laws or temporal dynamics. To better align the attention mechanism for such domain phenomena, we propose attention with dynamic relational priming (prime attention). Prime attention modulates token representations for each token-pair, optimizing each pair-wise interaction for that specific relationship. Our results demonstrate that prime attention consistently outperforms standard attention across benchmarks, achieving up to 6.5\% improvement in forecasting accuracy. In addition, prime attention achieves comparable performance using up to 40\% less sequence length compared to standard attention, demonstrating its superior relational modeling capabilities and potential for data efficiency.

Poster
IMPACT: Influence Modeling for Open-Set Time Series Anomaly Detection

Xiaohui Zhou, Yijie Wang, Hongzuo Xu, Weixuan Liang, Xiaoli Li, Guansong Pang

展开摘要

Open-set anomaly detection (OSAD) is an emerging paradigm designed to utilize limited labeled data from anomaly classes seen in training to identify both seen and unseen anomalies during testing. Current approaches rely on simple augmentation methods to generate pseudo anomalies that replicate unseen anomalies. Despite being promising in image data, these methods are found to be ineffective in time series data due to the failure to preserve its sequential nature, resulting in trivial or unrealistic anomaly patterns. They are further plagued when the training data is contaminated with unlabeled anomalies. This work introduces $\textbf{IMPACT}$, a novel framework that leverages $\underline{\textbf{i}}$nfluence $\underline{\textbf{m}}$odeling for o$\underline{\textbf{p}}$en-set time series $\underline{\textbf{a}}$nomaly dete$\underline{\textbf{ct}}$ion, to tackle these challenges. The key insight is to $\textbf{i)}$ learn an influence function that can accurately estimate the impact of individual training samples on the modeling, and then $\textbf{ii)}$ leverage these influence scores to generate semantically divergent yet realistic unseen anomalies for time series while repurposing high-influential samples as supervised anomalies for anomaly decontamination. Extensive experiments show that IMPACT significantly outperforms existing state-of-the-art methods, showing superior accuracy under varying OSAD settings and contamination rates. Code is available at https://github.com/mala-lab/IMPACT.

Poster
Time-Consistent Robust Multi-Objective Reinforcement Learning via a Bellman–Isaacs Weight-Adversary Recursion

Mingxi Hu, Meiling Yu

展开摘要

Most multi-objective reinforcement learning (MORL) methods either condition on a fixed preference weight $w$ or consider episodic robustness where an adversary selects a single $w$ per episode. We study a time-consistent robustness model with reactive preferences: after each transition, an opponent chooses the next weight $w_{t+1}$ after observing $s_{t+1}$, and incurs a switching cost $\lambda D_\Phi(w_{t+1}\mid w_t)$ based on a Bregman divergence. This yields a Bellman–Isaacs recursion with an inner weight minimization at every backup. We prove the induced operator is a contraction and derive a Bellman-residual certificate that turns approximation error into a uniform bound on robust performance. We develop practical solvers in both tabular and deep settings using Bregman-prox inner updates and a stabilized fixed-point iteration. To evaluate robustness without optimistic critic reuse, we introduce BR-$K$, testing policies against $K$ independently trained best-response preference adversaries. Across MO-Gymnasium benchmarks, our approach consistently improves WRR under strong step-wise opponents over preference-conditioned baselines while keeping DRIFT smoothly controllable via $\lambda$.

Poster
Crisp: A Spectral-Based Interaction Strategy for Multivariate Time Series Forecasting

Binwu Wang, Gaoyun Lin, Jiaming Ma, Qihe Huang, Zhengyang Zhou, Xu Wang, Pengkun Wang, Yang Wang

展开摘要

Multivariate time series (MTS) forecasting critically depends on modeling inter-variable dependencies, yet existing paradigms face a trade-off: channel-isolation strategies can suffer from information fragmentation in strongly coupled systems, whereas channel-interaction methods often introduce spurious interactions among irrelevant variables. To address this challenge, we propose Coherent Resonance Interaction with Spectral Priors (Crisp). Crisp adopts the principle that effective information exchange should occur only between variables with compatible oscillatory patterns. Concretely, we derive spectral priors in the frequency domain to construct dynamic resonance topologies. With a differentiable, adaptive, and strictly sparse blocking mechanism, Crisp forces attention weights for spectrally inconsistent neighbors to be exactly zero. In addition, we introduce a spectral-gated feature filtering module to refine variable representations using intrinsic spectral characteristics. Extensive experiments demonstrate that Crisp significantly outperforms 20+ baselines. Our code is available at Anonymous GitHub.

Poster
AsyncSpade: Efficient Test-Time Scaling with Asynchronous Sparse Decoding

Shuqing Luo, Yilin Guan, Pingzhi Li, Hanrui Wang, Tianlong Chen

展开摘要

Test-time scaling (TTS) can boost LLM reasoning through long chain-of-thought (CoT), but the linear KV-cache growth amplifies the memory-bound bottleneck of LLM decoding. Query-aware sparse decoding methods can achieve state-of-the-art performance under constrained FLOP budget, but are mainly constrained by both sequential-dependent page filtering and coarse-grained token selection, hampering the serving efficiency and model performance on TTS tasks under high concurrency and long CoT scenarios, where token selection can even occupy higher runtime than the forward pipeline itself. In this paper, we first find that the query state of the current decoding token can be approximated in a unified manner from a short sliding window of recent queries, enabling training-free query-aware sparsity without sequential dependency in the decoding loop. Based on the findings, we propose $\texttt{\textbf{AsyncSpade}}$, an asynchronous framework for efficient TTS, built on two core components: $\textbf{(1) a novel light-weight temporal-regressive module}$ that predicts the next-token query state, and $\textbf{(2) an asynchronous disaggregated framework}$ that decouples the KV cache selection from the auto-regressive decoding loop, overlapping the token-level KV selection with the forward inference computation through asynchronism, thereby eliminating the sequential dependency without sacrificing model performance. We validate the effectiveness of $\texttt{AsyncSpade}$ on common LLM serving setups with an A100 node, where $\texttt{AsyncSpade}$ can fully overlap KV-cache operations with the inference pipeline within a certain workload range, $\textbf{achieving theoretical optimal time-per-output-token~(TPOT)}$. Specifically, $\texttt{AsyncSpade}$ delivers over 20% reduction on TPOT compared to SoTA baseline ($\textit{i.e.}$ Quest) and at least 50% TPOT reduction compared to full attention on Qwen3-8B and Qwen3-32B models, while matching or surpassing their accuracy on various TTS benchmarks (AIME-24/25, GPQA-Diamond, MATH-500). Our code is available through https://github.com/UNITES-Lab/AsyncSpade.

Poster
Rethinking Multimodal Time-Series Forecasting Evaluation

Haoxin Liu, Yichen Zhou, Rajat Sen, B. Aditya Prakash, Abhimanyu Das

展开摘要

We introduce a new context-enriched, multimodal time series forecasting benchmark TimesX. TimesX contains a wide selection of high-quality real-world time series with diverse domains and textual contexts obtained from an automated data generation pipeline, which helps address three main issues of existing multimodal forecasting benchmarks: (1) poor generalization due to the small scale and synthetic nature of benchmark data, (2) very limited types of textual contexts in the benchmarks, and (3) an inability to mitigate data leakage in evaluation. We conduct a thorough empirical study of zero-shot multimodal forecasting approaches on TimesX. Our results suggest that many approaches that perform well on existing benchmarks may fail on TimesX. In contrast, simple ensemble methods that leverage rich textual context accompanying time-series can outperform strong baselines on the TimesX benchmark.

Poster
Causal-aware Anomaly Detection for Tabular Data

Dang Nguyen, Tu Anh Hoang Nguyen, Thuc Duy Le, Svetha Venkatesh, Trung Le, Sunil Gupta

展开摘要

Anomaly detection (AD) methods often ignore causal dependencies and treat anomalies as outliers, which is brittle when anomalies are primarily mechanism violations rather than extreme values. We propose CausalAno, a causal-aware detector that trains a causal GAN on normal data and leverages its discriminator to learn mechanism-consistent representations. We score test samples by fitting a Gaussian model in this feature space and computing the Mahalanobis distance, measuring deviation from the normal causal manifold. We demonstrate the effectiveness of CausalAno with extensive experiments on 28 tabular datasets (18 continuous-only and 10 mixed-type), comparing against 16 SOTA baselines. Our results show consistent improvements across both mixed-type and numerical-only settings. Our ablation studies further confirm that the gains come from the causal factorization in the causal GAN rather than a generic GAN backbone. Our CausalAno offers a practical and effective solution for real-world applications where anomalies often arise from mechanism-violating behaviors.

Poster
ReAugment: Targeted Few-Shot Time Series Augmentation via Model Zoo-Guided Reinforcement Learning

Haochen Yuan, Yutong Wang, Yihong Chen, Yunbo Wang, Xiaokang Yang

展开摘要

Few-shot time series forecasting is fundamentally challenged by the scarcity of high-quality training data and the risk of severe overfitting. To address this issue, we propose ReAugment, a reinforcement learning (RL) framework that explicitly learns where and how to augment time series data. ReAugment maintains a zoo of forecasting models and measures prediction diversity across them to identify training samples that are most prone to overfitting. These samples serve as anchor points and are used as inputs to the data augmentation process. We then employ an RL approach to learn transformation policies, using a model zoo-guided reward function to bias the transformed data to overfit-prone regions of the training distribution that are most beneficial for generalization. A key advantage of the RL formulation is that it avoids backpropagating gradients through the forecasting models, thereby mitigating gradient vanishing. Experiments across diverse forecasting architectures demonstrate the effectiveness of ReAugment in both few-shot and standard time series forecasting.

Poster
Reviving Error Correction in Modern Deep Time-Series Forecasting

Minh Hoang Nguyen, Van Dai Do, Huu Hiep Nguyen, Dung Nguyen, Kien Do, Hung Le

展开摘要

Modern deep-learning models have achieved remarkable success in time-series forecasting. Yet, their performance degrades in long-term prediction due to error accumulation in autoregressive inference, where predictions are recursively used as inputs. While classical error correction mechanisms (ECMs) have long been used in statistical methods, their applicability to deep learning models remains limited or ineffective. In this work, we revisit the error accumulation problem in deep time-series forecasting and investigate the role and necessity of ECMs in this new context. We propose a simple, architecture-agnostic error correction model that can be integrated with any existing forecaster without requiring retraining. By explicitly decomposing predictions into trend and seasonal components and training the corrector to adjust each separately, we introduce the Universal Error Corrector with Seasonal–Trend Decomposition (UEC-STD), which significantly improves correction accuracy and robustness across 4 backbones and 10 datasets. Our findings provide a practical tool for enhancing forecasts while offering new insights into mitigating autoregressive errors in deep time-series models.

Poster