ICML 2026 论文列表

Exact sparse methods based on $\ell_0$ constraints are increasingly used for interpretable and scalable time series modeling, where one aims to recover a small set of informative lags/factors while maintaining strong predictive performance and low computational cost. Despite their empirical success, finite-sample and computational guarantees for such methods under temporal dependence remain limited. In this paper, we study $\ell_0$-constrained least squares for time series generated by $\alpha$-mixing stationary Gaussian processes with sparse coefficients. We establish high-probability restricted strong convexity/smoothness (RSC/RSS) for the empirical quadratic loss. Leveraging these conditions, we derive nonasymptotic statistical guarantees and computational complexities for a series of exact sparse methods, including iterative hard thresholding (IHT). We apply our theoretical results to Gaussian vector autoregressive (VAR) models and obtain new guarantees. Experiments on synthetic sparse VAR models and real-world mobility time series demonstrate that exact sparse methods recover lag structure more accurately and interpretably than some classical methods, while achieving comparable prediction error with substantially lower computational cost.

Sequential conformal prediction (CP) provides valid uncertainty quantification under the assumption of residual exchangeability. However, this assumption is often violated in real-world time series due to temporal dependencies and distributional shifts. While recent methods attempt to approximate exchangeability through reweighting, identifying optimal weights remains an open challenge. To address this limitation, we propose [DistMatch](https://github.com/enver1323/dist_match_conformal), a binning-based method that recursively partitions residuals within a binary tree using the Kolmogorov–Smirnov (KS) statistic. We theoretically show that this partitioning induces approximately exchangeable leaves, thereby avoiding the need for reweighting. By applying quantile regression with online updates within each leaf, DistMatch enables locally adaptive inference and improves robustness to distributional shifts. Extensive experiments demonstrate that DistMatch outperforms existing sequential CP methods.

While Mamba2's expanded state dimension enhances temporal modeling, it incurs substantial inference overhead that saturates bandwidth during autoregressive generation. Standard pruning methods fail to address this bottleneck: unstructured sparsity leaves activations dense, magnitude-based selection ignores runtime dynamics, and gradient-based methods impose prohibitive costs. We introduce GHOST (Grouped Hidden-state Output-aware Selection and Truncation), a structured pruning framework that approximates control-theoretic balanced truncation using only forward-pass statistics. By jointly measuring controllability and observability, GHOST rivals the fidelity of gradient-based methods without requiring backpropagation. As a highlight, on models ranging from 130M to 2.7B parameters, our approach achieves a 50% state-dimension reduction with approximately 1 perplexity point increase on WikiText-2. Code is available at https://github.com/Menezmic21/mamba2_ghost.

Video Diffusion Models (VDMs) is constrained by immense computational costs. While offline calibration-based acceleration suffers from calibration data dependency, prohibitive calibration duration, and susceptibility to distribution shifts, offline calibration-free methods eliminate these hurdles. However, since they rely on instantaneous zero-order approximations where the mapping between input and output differences varies in real-time, they are susceptible to observational noise and ignore the intrinsic momentum within the diffusion trajectory. In this paper, we propose NaviCache, a plug-and-play test-time self-calibration method re-conceptualizing feature evolution as an Inertial Navigation System (INS) problem. NaviCache bridges the fundamental domain gap and the non-stationary nature of diffusion by modeling the relative coupling between input and output variations. We introduce a dual-state estimation architecture that adaptively tracks the feature change ratio and its latent drift, initialized via a specialized Initial Alignment phase. By integrating a time-dependent noise schedule with an uncertainty-aware Measurement Update mechanism, NaviCache provides a theoretically grounded mechanism for error-bounded block skipping. Extensive experiments on the HunyuanVideo, Wan, and Open-Sora series demonstrate that NaviCache exhibits more accurate error judgment for block skipping and achieves outstanding comprehensive performance.

Recent works propose complex multi-modal models that handle both time series and language, ultimately claiming high performance on complex tasks like time series reasoning and cross-modal question answering. However, they skip foundational evaluations that such complex models should have mastered. So we ask a simple question:$\textit{How well can recent models describe structural properties of time series?}$ To answer this, we propose that successful models should be able to $\textit{recognize}$, $\textit{differentiate}$, and $\textit{generate}$ descriptions of univariate time series. We then create $\textbf{BEDTime}$, a benchmark to assess these novel tasks, that comprises $\textbf{five datasets}$ reformatted across $\textbf{three modalities}$. In evaluating $\textbf{17 state-of-the-art models}$, we find that (1) surprisingly, dedicated time series-language models fall short, despite being designed for similar tasks, (2) vision language models are quite capable, (3) language only methods perform worst, despite many lauding their potential, and (4) all approaches are clearly fragile to a range of real world robustness tests, indicating directions for future work. Together, our findings critique prior works' claims and provide avenues for advancing multi-modal time series modeling.

Time series are ubiquitous in real-world scenarios and crucial for applications ranging from energy management to traffic control. Consequently, the ability to reason over time series is a fundamental skill for generalist models to solve complex problems. However, current benchmarks for generalist models largely overlook this dimension. To bridge this gap, we introduce TSRBench, a comprehensive multi-modal benchmark designed to stress-test the full spectrum of time series reasoning capabilities. TSRBench features: i) a diverse set of 4125 problems from 14 domains, and is categorized into 4 major dimensions: Perception, Reasoning, Prediction, and Decision-Making. ii) 15 tasks from the 4 dimensions evaluating essential reasoning capabilities (e.g., numerical reasoning). Through extensive experiments, we evaluate over 30 leading proprietary and open-source LLMs, VLMs, and TSLLMs within TSRBench. Our findings reveal that: i) scaling laws hold for perception and reasoning but break down for prediction; ii) strong reasoning does not guarantee accurate context-aware forecasting, indicating a decoupling between semantic understanding and numerical prediction; and iii) despite the complementary nature of textual and visual forms of time series as inputs, current multimodal models fail to effectively fuse them for reciprocal performance gains. TSRBench provides a standardized evaluation platform that not only highlights existing challenges but also offers valuable insights to advance generalist models. Our code and dataset are available at https://tsrbench.github.io/.

Density-based anomaly detection methods often provide accurate and interpretable predictions but their performance can be severely degraded by the inherent noise of data, such as changes arising from environmental conditions during data collection or background noise. To deal with such noise, we present noise-robust density estimation (NRDE) for tabular data anomaly detection. We aim to estimate the density of pure data with the influence of noises isolated, which is a non-trivial task since the data-generating process is completely unknown. Specifically, NRDE learns a Jacobian-regularized normalizing flow to estimate the sources of data and categorizes sources into two groups, where one group generates pure data and the other generates noise. After generating pure data, we can use the density of such pure data to detect anomalies caused by the sources of pure data solely. Therefore, NRDE is robust to inherent noise. We provide theoretical results to support the effectiveness of NRDE and compare NRDE with $17$ baselines on $47$ benchmark datasets under different settings, including vanilla anomaly detection, anomaly detection with anomaly contamination, anomaly detection on noisy data, and transductive outlier detection.

Incorporating textual information into time-series forecasting holds promise for addressing event- driven non-stationarity; however, a fundamental modality gap hinders effective fusion: textual descriptions express temporal impacts implicitly and qualitatively, whereas forecasting models rely on explicit and quantitative signals. Through controlled semi-synthetic experiments, we show that existing methods over-attend to redundant tokens and struggle to reliably translate textual semantics into usable numerical cues. To bridge this gap, we propose TESS, which introduces a Temporal Evolution Semantic Space as an intermediate bottleneck between modalities. This space consists of interpretable, numerically grounded temporal primitives—distribution shift, volatility, shape, and lag—extracted from text by an LLM via structured prompting and filtered through confidence-aware gating. Experiments on four real-world datasets demonstrate up to a 29% reduction in forecasting error compared to state-of-the-art unimodal and multimodal baselines. Code is available at: https://github.com/olivia3395/TESS.

A central challenge for language agents is utilizing past experience to adapt to dynamic test-time conditions. While recent work demonstrates the promise of agentic memory mechanisms, most systems restrict retrieval to episode initiation. Consequently, agents are forced to rely on static guidance that becomes increasingly misaligned as long-horizon tasks unfold. To address this rigidity, we propose the Adaptive Memory Agent (AdaMEM), a novel framework for agent test-time adaptation. Without updating model parameters online, AdaMEM adapts agent behavior via a hybrid memory architecture: it maintains a long-term trajectory memory of raw experiences collected offline while generating dynamic short-term strategy memory on-the-fly to guide decision-making. This mechanism enables the trade-off between token efficiency and adaptability across varying inference-time compute levels. Empirically, AdaMEM significantly outperforms static memory baselines, achieving relative gains of up to 13% on ALFWorld and 11% on WebShop, with consistent leading performance extending to agentic search on HotpotQA. To further enhance this adaptation, we develop Step-MFT, a Step-wise Memory Fine-Tuning technique that trains the policy to synthesize high-quality strategies from retrieved experiences, yielding additional performance gains. Our work establishes a new scaling dimension for agentic memory, supporting continuous reasoning and self-evolution post-deployment in real-world environments. Our code is available at https://github.com/yunx-z/AdaMEM.

Test-time training (TTT) adapts a pretrained model to each prompt via parameter updates, improving accuracy under pretraining-to-test distribution shifts. Yet, its performance often suffers from instability and sensitivity to hyperparameters such as update steps and subspace. We explain this behavior through a decision-theoretic lens, treating TTT as implicit Bayesian inference in the kernel regime. Under a Gaussian process benchmark, we show that TTT reduces prediction error when updates are spectrally matched to the prompt's signal-to-noise ratio and aligned with query-relevant eigen-directions. This perspective underpins the following results: (1) we show when fixed update steps and subspaces fail under distribution shifts, motivating adaptive strategies; (2) we prove that selecting update steps via prompt evidence admits a PAC-Bayes guarantee against overfitting; and (3) we characterize the Bayes-optimal update subspace under a linear-Gaussian correction model, yielding a scoring rule for selecting Transformer blocks and heads. Our theory helps explain the empirical instability of TTT, taking a step toward principled guidance for when, how far, and which directions to adapt.

Time series prototype learning is fundamentally challenged by observational ambiguity. Discrete architectures fail to resolve this, as they lack the capacity to decouple stochastic noise from continuous dynamics. Furthermore, rigid closed-set assumptions fail to capture unseen diversity. To address these limitations, we propose a hierarchical ordinary differential equation clustering network, which utilizes neural ordinary differential equation to model latent state evolution as a continuous integral curve. This formulation enforces temporal continuity to effectively disentangle smooth feature trends from stochastic noise, while our adaptive hierarchical mechanism autonomously determines the appropriate number of prototypes without rigid prior constraints. Validated on the early link failure detection task with irregularly sampled time series, the proposed method effectively extracts underlying physical prototypes, thereby enabling robust failure detection. Our code is available at https://github.com/NJ-LNN/Hierarchical-ODE.

Early and accurate detection of anomalies in time-series data is critical due to the substantial risks associated with false or missed detections. While MLP-based mixer models have shown promise in time-series analysis, they do not maintain temporal causality during data processing. Moreover, real-world multivariate time series often contain numerous channels with diverse inter-channel correlations. Spurious correlations in the reconstructed time series lead to noisy representations, resulting in inaccurate anomaly detection. In addition, anomaly scoring methods that ignore temporal continuity can mislead sequential detection. To address these challenges, we propose a cluster-aware causal mixer for multivariate time-series anomaly detection. Channels are grouped into clusters based on their correlations, and each cluster is embedded through a dedicated embedding layer. A causal mixer is introduced to integrate information while maintaining temporal causality. We further develop a sequential anomaly-scoring method that accumulates evidence over time and refines anomaly boundaries. Our proposed model operates in an online fashion, making it suitable for real-time time-series anomaly detection. Experimental evaluations across six public benchmark datasets demonstrate that the proposed approach consistently achieves superior performance.

Discrete flow matching (DFM) provides a principled framework for generative modeling on discrete state spaces via continuous-time Markov chain dynamics. In practice, sampling for DFM commonly employs discretizations such as $\tau$-leaping, yet efficient sampling methods under a limited number of function evaluations (NFE) remain less studied. To address this gap, we propose the Time-Reparameterized Cumulative Intensity Extrapolation (TR-CIE) sampler, which aims to improve sampling quality when function evaluations are restricted. TR-CIE consists of two components. First, a schedule-based time reparameterization rescales the time grid according to the noise schedule. Under standard factorized DFM rate parameterizations, this transformation of variables absorbs the schedule-dependent growth term and mitigates stiffness near the terminal sampling stage. Second, we introduce a cumulative-intensity extrapolation updating rule. By reusing cached model outputs from the previous step as a history term, this improves the approximation of stepwise cumulative intensities on the resulting non-uniform time grid. We provide a theoretical analysis that bounds the local approximation error of cumulative intensities and establishes convergence results. The resulting sampler requires one NFE per step and introduces no additional model evaluations compared to the standard $\tau$-leaping sampler. Extensive experiments on synthetic tasks, text generation, and text-to-image benchmarks demonstrate that our method improves sampling quality under limited NFE.

Most existing time-series forecasters are trained end-to-end with backpropagation, which often increases computational cost and limits structural transparency. As a result, it remains difficult to trace how their predictions are formed. This paper presents FIPN, a forward self-organizing interpretable polynomial network for time-series forecasting. FIPN grows its architecture layer by layer through candidate generation, closed-form estimation, and validation-based selection, without relying on backpropagation-based optimization. Each neuron couples a fuzzy rule antecedent with a Fourier-enhanced polynomial consequent: fuzzy clustering softly partitions the input space and produces interpretable rule weights for local regimes, while the consequent retains access to original features and uses Fourier functions to capture periodic and frequency-related structures. Since forward growth may introduce redundancy, collinearity, and overfitting as depth increases, FIPN further incorporates regularized node scoring, dropout-based redundancy control, and persistent access to raw inputs. Experiments on long-horizon forecasting benchmarks show that FIPN achieves competitive accuracy with a compact model size, while the learned fuzzy rules provide rule- and structure-level explanations. These results suggest that forward self-organizing polynomial networks offer a practical balance among accuracy, efficiency, and interpretability for long-horizon forecasting.

Time series foundation models (TSFMs) have demonstrated impressive generalization capabilities across diverse domains. However, they face significant challenges in long-term and ultra long-term forecasting. These challenges primarily arise from scalability limitations when TSFMs process extensive sequence lengths. To address this, we propose SPRINT, a training-free plug-and-play framework designed to empower TSFMs to see more, forecast better and faster during inference. The core idea is to perform forecasting in a downsampled-resolution space, enabling an extended look-back window with reduced computational costs. To avoid information loss and resolution mismatch caused by downsampling, SPRINT decomposes time series into trend and seasonal components, processing them separately. It predicts the low-frequency trend via a Resolution Interpolation workflow within the downsampled space, while preserving high-frequency details through a Pattern Replication mechanism for seasonality. Extensive experiments show that SPRINT achieves a significant improvement, increasing accuracy by 19\% while enhancing efficiency with a reduction of max memory usage by 6.4$\times$ and inference time by 16.9$\times$ compared to state-of-the-art TSFMs.

The fields of AI-based disease fingerprinting, drug discovery and repurposing are currently among the emerging frontiers of machine learning applied to medicine. One major challenge is to obtain robust $\textit{in-silico}$ modeling of disease progression while accounting for the vastly different time scales of biochemical interactions, from gene expression to protein abundance and metabolic flux. Discrete sequence models inadequately represent such multi-scale interactions, and standard Neural Ordinary Differential Equations (NODEs) often fail to train stably under stiffness (different time scales). To address this, a Tri-Scale Stiff NODE, defined by hierarchically coupled latent differential equations that model the causal relationships from genes to proteins and metabolites, is introduced and optimized in this paper in terms of reconstruction error and information-theoretic mutual information. This enables continuous-time modeling of cellular responses to identify not only the disease dynamics, but also drug perturbations that act within narrow time windows, often invisible to discrete-time approaches. Lyapunov analysis provides a theoretical guarantee that the modeled trajectories remain stable and well-behaved even under extreme stiffness. The methodology is validated using the STATegra B-cell and Traxler macrophage datasets, with the former utilized for a proof-of-concept drug repurposing pipeline.

Internet of Things (IoT) systems continuously collect heterogeneous sensing signals from ubiquitous sensors to support intelligent applications such as human activity analysis, emotion monitoring, and environmental perception. These signals are inherently non-stationary and multi-scale, posing unique challenges for standard tokenization techniques. This paper proposes Dywave, a dynamic tokenization framework for IoT sensing signals that constructs compact input representations aligned with intrinsic temporal structures and underlying physical events. Dywave leverages wavelet-based hierarchical decomposition, identifies meaningful temporal boundaries corresponding to underlying semantic events, and adaptively compresses redundant intervals while preserving temporal coherence. Extensive evaluations on five real-world IoT sensing datasets across activity recognition, stress assessment, and nearby object detection demonstrate that Dywave outperforms state-of-the-art methods by up to 12% in accuracy, while improving computational efficiency by reducing input token lengths by up to 75\% across mainstream sequence models. Moreover, Dywave exhibits improved robustness to domain shifts and varying sequence lengths.

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of standard functions, a process that requires expert knowledge, results in limited adaptivity to data, and imposes strong assumptions on the hypothesis space. Re-evaluating this challenge from a hierarchical Bayesian and function-space view, we study Empirical GPs, a principled framework for constructing flexible, data-driven GP priors that overcome these limitations. Rather than relying on standard parametric kernels, we estimate the mean and covariance functions empirically from a corpus of historical observations, enabling the prior to reflect rich, non-trivial covariance structures present in the data. Theoretically, we show that the resulting model converges to the GP that is closest (in KL-divergence sense) to the real data-generating process. We formulate the problem of learning the GP prior from independent datasets as maximum likelihood estimation and derive an Expectation-Maximization algorithm with closed-form updates, allowing the model handle heterogeneous observation locations across datasets. We demonstrate that Empirical GPs achieve competitive performance on learning curve extrapolation and time series forecasting benchmarks.

Robust conformal prediction (RCP) extends conformal prediction (CP) to noisy inputs by producing prediction sets with guaranteed coverage, ensuring that the true label is contained in the set with a user-specified probability even under worst-case perturbations. Recent works use randomized smoothing, as it provides robustness for black-box models at larger radii. Currently, there exist two setups for smoothing-based RCP: one requires extensive Monte Carlo sampling at calibration and test time but results in smaller prediction sets; the other setup produces larger prediction sets but uses a single sample at both stages. In deployment, calibration—as a one-time pre-processing step—can accommodate substantially higher computational overhead than inference. Inspired by this observation, we introduce an RCP framework that strikes a balance between the two extremes of this trade-off: we increase the sample rate at calibration time while keeping it either one or very low during test time. This calibration-time sampling opens the possibility of reducing the size of the prediction sets. In production, where the number of test predictions typically far exceeds the size of the calibration set, our Front-Loaded RCP matches the computational complexity of the state of the art while producing considerably smaller prediction sets at larger radii.