NeurIPS 2024 论文列表

Deployed machine learning systems require some mechanism to detect out-of-distribution (OOD) inputs. Existing research mainly focuses on one type of distribution shift: detecting samples from novel classes, absent from the training set. However, real-world systems encounter a broad variety of anomalous inputs, and the OOD literature neglects this diversity. This work categorizes five distinct types of distribution shifts and critically evaluates the performance of recent OOD detection methods on each of them. We publicly release our benchmark under the name BROAD (Benchmarking Resilience Over Anomaly Diversity). We find that while these methods excel in detecting novel classes, their performances are inconsistent across other types of distribution shifts. In other words, they can only reliably detect unexpected inputs that they have been specifically designed to expect. As a first step toward broad OOD detection, we learn a Gaussian mixture generative model for existing detection scores, enabling an ensemble detection approach that is more consistent and comprehensive for broad OOD detection, with improved performances over existing methods. We release code to build BROAD to facilitate a more comprehensive evaluation of novel OOD detectors.

Given time series data, how can we answer questions like ``what will happen in the future?'' and ``how did we get here?'' These sorts of probabilistic inference questions are challenging when observations are high-dimensional. In this paper, we show how these questions can have compact, closed form solutions in terms of learned representations. The key idea is to apply a variant of contrastive learning to time series data. Prior work already shows that the representations learned by contrastive learning encode a probability ratio. By extending prior work to show that the marginal distribution over representations is Gaussian, we can then prove that joint distribution of representations is also Gaussian. Taken together, these results show that representations learned via temporal contrastive learning follow a Gauss-Markov chain, a graphical model where inference (e.g., prediction, planning) over representations corresponds to inverting a low-dimensional matrix. In one special case, inferring intermediate representations will be equivalent to interpolating between the learned representations. We validate our theory using numerical simulations on tasks up to 46-dimensions.

In this paper, we reconstruct naturalistic images directly from macaque brain signals using a convolutional neural network (CNN) based decoder. We investigate the ability of this CNN-based decoding technique to differentiate among neuronal populations from areas V1, V4, and IT, revealing distinct readout characteristics for each. This research marks a progression from low-level to high-level brain signals, thereby enriching the existing framework for utilizing CNN-based decoders to decode brain activity. Our results demonstrate high-precision reconstructions of naturalistic images, highlighting the efficiency of CNN-based decoders in advancing our knowledge of how the brain's representations translate into pixels. Additionally, we present a novel space-time-resolved decoding technique, demonstrating how temporal resolution in decoding can advance our understanding of neural representations. Moreover, we introduce a learned receptive field layer that sheds light on the CNN-based model's data processing during training, enhancing understanding of its structure and interpretive capacity.

The inherent challenge of image fusion lies in capturing the correlation of multi-source images and comprehensively integrating effective information from different sources. Most existing techniques fail to perform dynamic image fusion while notably lacking theoretical guarantees, leading to potential deployment risks in this field. Is it possible to conduct dynamic image fusion with a clear theoretical justification? In this paper, we give our solution from a generalization perspective. We proceed to reveal the generalized form of image fusion and derive a new test-time dynamic image fusion paradigm. It provably reduces the upper bound of generalization error. Specifically, we decompose the fused image into multiple components corresponding to its source data. The decomposed components represent the effective information from the source data, thus the gap between them reflects the \textit{Relative Dominability} (RD) of the uni-source data in constructing the fusion image. Theoretically, we prove that the key to reducing generalization error hinges on the negative correlation between the RD-based fusion weight and the uni-source reconstruction loss. Intuitively, RD dynamically highlights the dominant regions of each source and can be naturally converted to the corresponding fusion weight, achieving robust results. Extensive experiments and discussions with in-depth analysis on multiple benchmarks confirm our findings and superiority. Our code is available at https://github.com/Yinan-Xia/TTD.

Despite their remarkable abilities in various tasks, large language models (LLMs) still struggle with real-time information (e.g., new facts and terms) due to the knowledge cutoff in their development process. However, existing benchmarks focus on outdated content and limited fields, facing difficulties in real-time updating and leaving new terms unexplored. To address this problem, we propose an adaptive benchmark, NewTerm, for real-time evaluation of new terms. We design a highly automated construction method to ensure high-quality benchmark construction with minimal human effort, allowing flexible updates for real-time information. Empirical results on various LLMs demonstrate over 20% performance reduction caused by new terms. Additionally, while updates to the knowledge cutoff of LLMs can cover some of the new terms, they are unable to generalize to more distant new terms. We also analyze which types of terms are more challenging and why LLMs struggle with new terms, paving the way for future research. Finally, we construct NewTerm 2022 and 2023 to evaluate the new terms updated each year and will continue updating annually. The benchmark and codes can be found at https://anonymous.4open.science/r/NewTerms.

Robust reinforcement learning is essential for deploying reinforcement learning algorithms in real-world scenarios where environmental uncertainty predominates. Traditional robust reinforcement learning often depends on rectangularity assumptions, where adverse probability measures of outcome states are assumed to be independent across different states and actions. This assumption, rarely fulfilled in practice, leads to overly conservative policies. To address this problem, we introduce a new time-constrained robust MDP (TC-RMDP) formulation that considers multifactorial, correlated, and time-dependent disturbances, thus more accurately reflecting real-world dynamics. This formulation goes beyond the conventional rectangularity paradigm, offering new perspectives and expanding the analytical framework for robust RL. We propose three distinct algorithms, each using varying levels of environmental information, and evaluate them extensively on continuous control benchmarks. Our results demonstrate that these algorithms yield an efficient tradeoff between performance and robustness, outperforming traditional deep robust RL methods in time-constrained environments while preserving robustness in classical benchmarks. This study revisits the prevailing assumptions in robust RL and opens new avenues for developing more practical and realistic RL applications.

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while it leads to poor generalization on unseen instances and ignores potentially necessary interactions between channels. Conversely, the Channel-Dependent (CD) strategy mixes all channels with even irrelevant and indiscriminate information, which, however, results in oversmoothing issues and limits forecasting accuracy. There is a lack of channel strategy that effectively balances individual channel treatment for improved forecasting performance without overlooking essential interactions between channels. Motivated by our observation of a correlation between the time series model's performance boost against channel mixing and the intrinsic similarity on a pair of channels, we developed a novel and adaptable \textbf{C}hannel \textbf{C}lustering \textbf{M}odule (CCM). CCM dynamically groups channels characterized by intrinsic similarities and leverages cluster information instead of individual channel identities, combining the best of CD and CI worlds. Extensive experiments on real-world datasets demonstrate that CCM can (1) boost the performance of CI and CD models by an average margin of 2.4% and 7.2% on long-term and short-term forecasting, respectively; (2) enable zero-shot forecasting with mainstream time series forecasting models; (3) uncover intrinsic time series patterns among channels and improve interpretability of complex time series models.

Understanding how the collective activity of neural populations relates to computation and ultimately behavior is a key goal in neuroscience. To this end, statistical methods which describe high-dimensional neural time series in terms of low-dimensional latent dynamics have played a fundamental role in characterizing neural systems. Yet, what constitutes a successful method involves two opposing criteria: (1) methods should be expressive enough to capture complex nonlinear dynamics, and (2) they should maintain a notion of interpretability often only warranted by simpler linear models. In this paper, we develop an approach that balances these two objectives: the Gaussian Process Switching Linear Dynamical System (gpSLDS). Our method builds on previous work modeling the latent state evolution via a stochastic differential equation whose nonlinear dynamics are described by a Gaussian process (GP-SDEs). We propose a novel kernel function which enforces smoothly interpolated locally linear dynamics, and therefore expresses flexible -- yet interpretable -- dynamics akin to those of recurrent switching linear dynamical systems (rSLDS). Our approach resolves key limitations of the rSLDS such as artifactual oscillations in dynamics near discrete state boundaries, while also providing posterior uncertainty estimates of the dynamics. To fit our models, we leverage a modified learning objective which improves the estimation accuracy of kernel hyperparameters compared to previous GP-SDE fitting approaches. We apply our method to synthetic data and data recorded in two neuroscience experiments and demonstrate favorable performance in comparison to the rSLDS.

\textit{Dataset condensation} is a newborn technique that generates a small dataset that can be used in training deep neural networks (DNNs) to lower storage and training costs. The objective of dataset condensation is to ensure that the model trained with the synthetic dataset can perform comparably to the model trained with full datasets. However, existing methods predominantly concentrate on classification tasks, posing challenges in their adaptation to time series forecasting (TS-forecasting). This challenge arises from disparities in the evaluation of synthetic data. In classification, the synthetic data is considered well-distilled if the model trained with the full dataset and the model trained with the synthetic dataset yield identical labels for the same input, regardless of variations in output logits distribution. Conversely, in TS-forecasting, the effectiveness of synthetic data distillation is determined by the distance between predictions of the two models. The synthetic data is deemed well-distilled only when all data points within the predictions are similar. Consequently, TS-forecasting has a more rigorous evaluation methodology compared to classification. To mitigate this gap, we theoretically analyze the optimization objective of dataset condensation for TS-forecasting and propose a new one-line plugin of dataset condensation for TS-forecasting designated as Dataset \textbf{Cond}ensation for \textbf{T}ime \textbf{S}eries \textbf{F}orecasting (CondTSF) based on our analysis. Plugging CondTSF into previous dataset condensation methods facilitates a reduction in the distance between the predictions of the model trained with the full dataset and the model trained with the synthetic dataset, thereby enhancing performance. We conduct extensive experiments on eight commonly used time series datasets. CondTSF consistently improves the performance of all previous dataset condensation methods across all datasets, particularly at low condensing ratios.

Multivariate Time Series (MTS) forecasting is a fundamental task with numerous real-world applications, such as transportation, climate, and epidemiology. While a myriad of powerful deep learning models have been developed for this task, few works have explored the robustness of MTS forecasting models to malicious attacks, which is crucial for their trustworthy employment in high-stake scenarios. To address this gap, we dive deep into the backdoor attacks on MTS forecasting models and propose an effective attack method named BackTime. By subtly injecting a few \textit{stealthy triggers} into the MTS data, BackTime can alter the predictions of the forecasting model according to the attacker's intent. Specifically, BackTime first identifies vulnerable timestamps in the data for poisoning, and then adaptively synthesizes stealthy and effective triggers by solving a bi-level optimization problem with a GNN-based trigger generator. Extensive experiments across multiple datasets and state-of-the-art MTS forecasting models demonstrate the effectiveness, versatility, and stealthiness of BackTime attacks.

Discrete diffusion models have emerged as powerful tools for high-quality data generation. Despite their success in discrete spaces, such as text generation tasks, the acceleration of discrete diffusion models remains under-explored. In this paper, we propose discrete non-Markov diffusion models (DNDM), which naturally induce the predetermined transition time set. This enables a training-free sampling algorithm that significantly reduces the number of function evaluations (i.e., calls to the neural network), making the sampling process much faster. Furthermore, we study the transition from finite to infinite step sampling, offering new insights into bridging the gap between discrete and continuous-time processes for discrete diffusion models. Extensive experiments on natural language generation and machine translation tasks demonstrate the superior performance of our method in terms of both generation speed and sample quality compared to existing methods for discrete diffusion models. Codes are available at \url{https://github.com/uclaml/DNDM}.

Conformal prediction is a powerful tool for uncertainty quantification, but its application to time-series data is constrained by the violation of the exchangeability assumption. Current solutions for time-series prediction typically operate in the output space and rely on manually selected weights to address distribution drift, leading to overly conservative predictions. To enable dynamic weight learning in the semantically rich latent space, we introduce a novel approach called Conformalized Time Series with Semantic Features (CT-SSF). CT-SSF utilizes the inductive bias in deep representation learning to dynamically adjust weights, prioritizing semantic features relevant to the current prediction. Theoretically, we show that CT-SSF surpasses previous methods defined in the output space. Experiments on synthetic and benchmark datasets demonstrate that CT-SSF significantly outperforms existing state-of-the-art (SOTA) conformal prediction techniques in terms of prediction efficiency while maintaining a valid coverage guarantee.

Analyzing inter-individual variability of physiological functions is particularly appealing in medical and biological contexts to describe or quantify health conditions. Such analysis can be done by comparing individuals to a reference one with time series as biomedical data. This paper introduces an unsupervised representation learning (URL) algorithm for time series tailored to inter-individual studies. The idea is to represent time series as deformations of a reference time series. The deformations are diffeomorphisms parameterized and learned by our method called TS-LDDMM. Once the deformations and the reference time series are learned, the vector representations of individual time series are given by the parametrization of their corresponding deformation. At the crossroads between URL for time series and shape analysis, the proposed algorithm handles irregularly sampled multivariate time series of variable lengths and provides shape-based representations of temporal data. In this work, we establish a representation theorem for the graph of a time series and derive its consequences on the LDDMM framework. We showcase the advantages of our representation compared to existing methods using synthetic data and real-world examples motivated by biomedical applications.

The proliferation of abundant electricity time series (ETS) data presents numerous opportunities for various applications within power systems, including demand-side management, grid stability, and consumer behavior analysis. Deep learning models have advanced ETS modeling by effectively capturing sequence dependence. However, learning a generic representation of ETS data for various applications is challenging due to the inherently complex hierarchical structure of ETS data. Moreover, ETS data exhibits intricate temporal dependencies and is susceptible to the influence of exogenous variables. Furthermore, different instances exhibit diverse electricity consumption behavior. In this paper, we propose a foundation model PowerPM for ETS data, providing a large-scale, off-the-shelf model for power systems. PowerPM consists of a temporal encoder and a hierarchical encoder. The temporal encoder captures temporal dependencies within ETS data, taking into account exogenous variables. The hierarchical encoder models correlations between different levels of hierarchy. Furthermore, PowerPM leverages a novel self-supervised pre-training framework consisting of masked ETS modeling and dual-view contrastive learning. This framework enables PowerPM to capture temporal dependency within ETS windows and aware the discrepancy across ETS windows, providing two different perspectives to learn generic representation. Our experiments span five real-world scenario datasets, including both private and public data. Through pre-training on massive ETS data, PowerPM achieves SOTA performance on diverse downstream tasks within the private dataset. Notably, when transferred to public datasets, PowerPM retains its edge, showcasing its remarkable generalization ability across various tasks and domains. Moreover, ablation studies and few-shot experiments further substantiate the effectiveness of our model.

The ability to promptly respond to environmental changes is crucial for the perception system of autonomous driving. Recently, a new task called streaming perception was proposed. It jointly evaluate the latency and accuracy into a single metric for video online perception. In this work, we introduce StreamDSGN, the first real-time stereo-based 3D object detection framework designed for streaming perception. StreamDSGN is an end-to-end framework that directly predicts the 3D properties of objects in the next moment by leveraging historical information, thereby alleviating the accuracy degradation of streaming perception. Further, StreamDSGN applies three strategies to enhance the perception accuracy: (1) A feature-flow-based fusion method, which generates a pseudo-next feature at the current moment to address the misalignment issue between feature and ground truth. (2) An extra regression loss for explicit supervision of object motion consistency in consecutive frames. (3) A large kernel backbone with a large receptive field for effectively capturing long-range spatial contextual features caused by changes in object positions. Experiments on the KITTI Tracking dataset show that, compared with the strong baseline, StreamDSGN significantly improves the streaming average precision by up to 4.33%. Our code is available at https://github.com/weiyangdaren/streamDSGN-pytorch.

We consider the decentralized stochastic asynchronous optimization setup, where many workers asynchronously calculate stochastic gradients and asynchronously communicate with each other using edges in a multigraph. For both homogeneous and heterogeneous setups, we prove new time complexity lower bounds under the assumption that computation and communication speeds are bounded by constants. After that, we developed a new nearly optimal method, Fragile SGD, and a new optimal method, Amelie SGD, that converge with arbitrary heterogeneous computation and communication speeds and match our lower bounds (up to a logarithmic factor in the homogeneous setting). Our time complexities are new, nearly optimal, and provably improve all previous asynchronous/synchronous stochastic methods in the decentralized setup.

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or the links of the network are fixed in time, or both. In particular, lower bounds on the number of decentralized communications and (sub)gradient computations required to solve the problem have been established, along with matching optimal algorithms. However, the remaining and most challenging setting of non-smooth decentralized optimization over time-varying networks is largely underexplored, as neither lower bounds nor optimal algorithms are known in the literature. We resolve this fundamental gap with the following contributions: (i) we establish the first lower bounds on the communication and subgradient computation complexities of solving non-smooth convex decentralized optimization problems over time-varying networks; (ii) we develop the first optimal algorithm that matches these lower bounds and offers substantially improved theoretical performance compared to the existing state of the art.

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually insufficient to guarantee accurate forecasting. Notably, a system is often recorded into multiple variables, where the exogenous variables can provide valuable external information for endogenous variables. Thus, unlike well-established multivariate or univariate forecasting paradigms that either treat all the variables equally or ignore exogenous information, this paper focuses on a more practical setting: time series forecasting with exogenous variables. We propose a novel approach, TimeXer, to ingest external information to enhance the forecasting of endogenous variables. With deftly designed embedding layers, TimeXer empowers the canonical Transformer with the ability to reconcile endogenous and exogenous information, where patch-wise self-attention and variate-wise cross-attention are used simultaneously. Moreover, global endogenous tokens are learned to effectively bridge the causal information underlying exogenous series into endogenous temporal patches. Experimentally, TimeXer achieves consistent state-of-the-art performance on twelve real-world forecasting benchmarks and exhibits notable generality and scalability. Code is available at this repository: https://github.com/thuml/TimeXer.

In many machine learning tasks, data is inherently sequential. Most existing algorithms learn from sequential data in an auto-regressive manner, which predicts the next unseen data point based on the observed sequence, implicitly assuming the presence of an \emph{evolving pattern} embedded in the data that can be leveraged. However, identifying and assessing evolving patterns in learning tasks often relies on subjective judgments rooted in the prior knowledge of human experts, lacking a standardized quantitative measure. Furthermore, such measures enable us to determine the suitability of employing sequential models effectively and make informed decisions on the temporal order of time series data, and feature/data selection processes. To address this issue, we introduce the Evolving Rate (EvoRate), which quantitatively approximates the intensity of evolving patterns in the data with Mutual Information. Furthermore, in some temporal data with neural mutual information estimations, we only have snapshots at different timestamps, lacking correspondence, which hinders EvoRate estimation. To tackle this challenge, we propose EvoRate$_\mathcal{W}$, aiming to establish correspondence with optimal transport for estimating the first-order EvoRate. Experiments on synthetic and real-world datasets including images and tabular data validate the efficacy of our EvoRate.