NeurIPS 2025 论文列表

Transformers have gained attention in atmospheric time series forecasting (ATSF) for their ability to capture global spatial-temporal correlations. However, their complex architectures lead to excessive parameter counts and extended training times, limiting their scalability to large-scale forecasting. In this paper, we revisit ATSF from a theoretical perspective of atmospheric dynamics and uncover a key insight: spatial-temporal position embedding (STPE) can inherently model spatial-temporal correlations even without attention mechanisms. Its effectiveness arises from integrating geographical coordinates and temporal features, which are intrinsically linked to atmospheric dynamics. Based on this, we propose **STELLA**, a **S**patial-**T**emporal knowledge **E**mbedded **L**ightweight mode**L** for ASTF, utilizing only STPE and an MLP architecture in place of Transformer layers. With 10k parameters and one hour of training, STELLA achieves superior performance on five datasets compared to other advanced methods. The paper emphasizes the effectiveness of spatial-temporal knowledge integration over complex architectures, providing novel insights for ATSF.

Seeking high-quality representations with latent variable models (LVMs) to reveal the intrinsic correlation between neural activity and behavior or sensory stimuli has attracted much interest. In the study of the biological visual system, naturalistic visual stimuli are inherently high-dimensional and time-dependent, leading to intricate dynamics within visual neural activity. However, most work on LVMs has not explicitly considered neural temporal relationships. To cope with such conditions, we propose Time-Evolving Visual Dynamical System (TE-ViDS), a sequential LVM that decomposes neural activity into low-dimensional latent representations that evolve over time. To better align the model with the characteristics of visual neural activity, we split latent representations into two parts and apply contrastive learning to shape them. Extensive experiments on synthetic datasets and real neural datasets from the mouse visual cortex demonstrate that TE-ViDS achieves the best decoding performance on naturalistic scenes/movies, extracts interpretable latent trajectories that uncover clear underlying neural dynamics, and provides new insights into differences in visual information processing between subjects and between cortical regions. In summary, TE-ViDS is markedly competent in extracting stimulus-relevant embeddings from visual neural activity and contributes to the understanding of visual processing mechanisms. Our codes are available at https://github.com/Grasshlw/Time-Evolving-Visual-Dynamical-System.

Recent trends in test-time scaling for reasoning models (e.g., OpenAI o1, DeepSeek R1) have led to a popular belief that extending thinking traces using prompts like “Wait” or “Let me rethink” can improve performance. This raises a natural question: Does thinking more at test-time truly lead to better reasoning? To answer this question, we perform a detailed empirical study across models and benchmarks, which reveals a consistent pattern of initial performance improvements from additional thinking followed by a decline, due to "overthinking". To understand this non-monotonic trend, we consider a simple probabilistic model, which reveals that additional thinking increases output variance—creating an illusion of improved reasoning while ultimately undermining precision. Thus, observed gains from "more thinking" are not true indicators of improved reasoning, but artifacts stemming from the connection between model uncertainty and evaluation metric. This suggests that test-time scaling through extended thinking is not an effective way to utilize the inference thinking budget. Recognizing these limitations, we introduce an alternative test-time scaling approach, parallel thinking, inspired by Best-of-N sampling. Our method generates multiple independent reasoning paths within the same inference budget and selects the most consistent response via majority vote, achieving up to 20% higher accuracy compared to extended thinking. This provides a simple yet effective mechanism for test-time scaling of reasoning models.

Online learning algorithms for designing optimal bilateral trade mechanisms have recently received significant attention. This paper addresses a key inefficiency in prior two-bit feedback models, which synchronously query both the buyer and the seller for their willingness to trade. This approach is inherently inefficient as it offers a trade to the seller even if the buyer rejects the offer. We propose an asynchronous mechanism that queries the seller only if the buyer has already accepted the offer. Consequently, the mechanism receives one bit of feedback from the buyer and a "censored" bit from the seller---a signal richer than the standard one-bit (trade/no-trade) feedback, but less informative than the two-bit model. Assuming independent valuations with bounded densities---the same distributional conditions underlying the two-bit results of Cesa-Bianchi et al. [2024a]---we design an algorithm that achieves $\tilde{O}(T^{2/3})$ regret against the best fixed price in hindsight. This matches the lower bound for the strictly richer two-bit model, showing that our mechanism elicits the minimal feedback necessary to attain optimal rates.

Estimating treatment effects is crucial for personalized decision-making in medicine, but this task faces unique challenges in clinical practice. At training time, models for estimating treatment effects are typically trained on well-structured medical datasets that contain detailed patient information. However, at inference time, predictions are often made using textual descriptions (e.g., descriptions with self-reported symptoms), which are incomplete representations of the original patient information. In this work, we make three contributions. (1) We show that the discrepancy between the data available during training time and inference time can lead to biased estimates of treatment effects. We formalize this issue as an \emph{inference time text confounding} problem, where confounders are fully observed during training time but only partially available through text at inference time. (2) To address this problem, we propose a novel framework for estimating treatment effects that explicitly accounts for inference time text confounding. Our framework leverages large language models (LLMs) together with a custom doubly robust learner to mitigate biases caused by the inference time text confounding. (3) Through a series of experiments, we demonstrate the effectiveness of our framework in real-world applications.

We introduce $\Psi$-Sampler, an SMC-based framework incorporating pCNL-based initial particle sampling for effective inference-time reward alignment with a score-based model. Inference-time reward alignment with score-based generative models has recently gained significant traction, following a broader paradigm shift from pre-training to post-training optimization. At the core of this trend is the application of Sequential Monte Carlo (SMC) to the denoising process. However, existing methods typically initialize particles from the Gaussian prior, which inadequately captures reward-relevant regions and results in reduced sampling efficiency. We demonstrate that initializing from the reward-aware posterior significantly improves alignment performance. To enable posterior sampling in high-dimensional latent spaces, we introduce the preconditioned Crank–Nicolson Langevin (pCNL) algorithm, which combines dimension-robust proposals with gradient-informed dynamics. This approach enables efficient and scalable posterior sampling and consistently improves performance across various reward alignment tasks, including layout-to-image generation, quantity-aware generation, and aesthetic-preference generation, as demonstrated in our experiments.

The stable periodic patterns present in the time series data serve as the foundation for long-term forecasting. However, existing models suffer from limitations such as continuous and chaotic input partitioning, as well as weak inductive biases, which restrict their ability to capture such recurring structures. In this paper, we propose MoFo, which interprets periodicity as both the correlation of period-aligned time steps and the trend of period-offset time steps. We first design period-structured patches—2D tensors generated through discrete sampling—where each row contains only period-aligned time steps, enabling direct modeling of periodic correlations. Period-offset time steps within a period are aligned in columns. To capture trends across these offset time steps, we introduce a period-aware modulator. This modulator introduces an adaptive strong inductive bias through a regulated relaxation function, encouraging the model to generate attention coefficients that align with periodic trends. This function is end-to-end trainable, enabling the model to adaptively capture the distinct periodic patterns across diverse datasets. Extensive empirical results on widely used benchmark datasets demonstrate that MoFo achieves competitive performance while maintaining high memory efficiency and fast training speed.

In recent advancements in Test Time Adaptation (TTA), most existing methodologies focus on updating normalization layers to adapt to the test domain. However, the reliance on normalization-based adaptation presents key challenges. First, normalization layers such as Batch Normalization (BN) are highly sensitive to small batch sizes, leading to unstable and inaccurate statistics. Moreover, normalization-based adaptation is inherently constrained by the structure of the pre-trained model, as it relies on training-time statistics that may not generalize well to unseen domains. These issues limit the effectiveness of normalization-based TTA approaches, especially under significant domain shift. In this paper, we introduce a novel paradigm based on the concept of a \textit{Buffer} layer, which addresses the fundamental limitations of normalization layer updates. Unlike existing methods that modify the core parameters of the model, our approach preserves the integrity of the pre-trained backbone, inherently mitigating the risk of catastrophic forgetting during online adaptation. Through comprehensive experimentation, we demonstrate that our approach not only outperforms traditional methods in mitigating domain shift and enhancing model robustness, but also exhibits strong resilience to forgetting. Furthermore, our \textit{Buffer} layer is modular and can be seamlessly integrated into nearly all existing TTA frameworks, resulting in consistent performance improvements across various architectures. These findings validate the effectiveness and versatility of the proposed solution in real-world domain adaptation scenarios. The code is available at https://github.com/hyeongyu-kim/Buffer_TTA.

Temporal non-stationarity, the phenomenon that time series distributions change over time, poses fundamental challenges to reliable time series forecasting. Intuitively, the complex time series can be decomposed into two factors, i.e., time-invariant and time-varying components, which indicate static and dynamic patterns, respectively. Nonetheless, existing methods often conflate the time-varying and time-invariant components, and jointly learn the combined long-term patterns and short-term fluctuations, leading to suboptimal performance facing distribution shifts. To address this issue, we initiatively propose a lightweight static-dynamic decomposition framework, TimeEmb, for time series forecasting. TimeEmb innovatively separates time series into two complementary components: (1) time-invariant component, captured by a novel global embedding module that learns persistent representations across time series, and (2) time-varying component, processed by an efficient frequency-domain filtering mechanism inspired by full-spectrum analysis in signal processing. Experiments on real-world datasets demonstrate that TimeEmb outperforms state-of-the-art baselines and requires fewer computational resources. We conduct comprehensive quantitative and qualitative analyses to verify the efficacy of static-dynamic disentanglement. This lightweight framework can also improve existing time-series forecasting methods with simple integration. To ease reproducibility, our code is available at https://github.com/showmeon/TimeEmb.

We study the problem of preconditioning in the setting of sequential prediction. From the theoretical lens of linear dynamical systems, we show that applying a convolution to the input sequence translates to applying a polynomial to the unknown transition matrix in the hidden space. With this insight, we develop a novel preconditioning method that convolves the input sequence with the coefficients of the Chebyshev or Legendre polynomials. We formally prove that this improves the regret of a wide family of prediction methods. We proceed to apply this preconditioning technique to the method of spectral filtering. This gives the first sublinear regret bound that is also hidden-dimension free (up to logarithmic factors) even when the hidden transition matrix is asymmetric. From rigorous experiments on synthetic data we show that our simple preconditioning method generalizes to both 1) settings where the data is \emph{not} from a linear dynamical system and 2) a broad range of learning algorithms, including recurrent neural networks.

This paper establishes a continuous time approximation, a piece-wise continuous differential equation, for the discrete Heavy-Ball (HB) momentum method with explicit discretization error. Investigating continuous differential equations has been a promising approach for studying the discrete optimization methods. Despite the crucial role of momentum in gradient-based optimization methods, the gap between the original dynamics and the continuous time approximations due to the discretization error has not been comprehensively bridged yet. In this work, we study the HB momentum method in continuous time while putting more focus on the discretization error to provide additional theoretical tools to this area. In particular, we design a first-order piece-wise continuous differential equation, where we add a number of counter terms to account for the discretization error explicitly. As a result, we provide a continuous time model for the HB momentum method that allows the control of discretization error to arbitrary order of the learning rate. As an application, we leverage it to find a new implicit regularization of the directional smoothness and investigate the implicit bias of HB for diagonal linear networks, indicating how our results can be used in deep learning. Our theoretical findings are further supported by numerical experiments.

Medical time-series data play a vital role in disease diagnosis but suffer from limited labeled samples and single-center bias, which hinder model generalization and lead to overfitting. To address these challenges, we propose DAAC (Discrepancy-Aware Adaptive Contrastive learning), a learnable multi-view contrastive framework that integrates external normal samples and enhances feature learning through adaptive contrastive strategies. DAAC consists of two key modules: (1) a Discrepancy Estimator, built upon a GAN-enhanced encoder-decoder architecture, captures the distribution of normal data and computes reconstruction errors as indicators of abnormality. These discrepancy features augment the target dataset to mitigate overfitting. (2) an Adaptive Contrastive Learner uses multi-head attention to extract discriminative representations by contrasting embeddings across multiple views and data granularities (subject, trial, epoch, and temporal levels), eliminating the need for handcrafted positive-negative sample pairs. Extensive experiments on three clinical datasets—covering Alzheimer’s disease, Parkinson’s disease, and myocardial infarction—demonstrate that DAAC significantly outperforms existing methods, even when only 10\% of labeled data is available, showing strong generalization and diagnostic performance. Our code is available at https://github.com/CUHKSZ-MED-BioE/DAAC.

Test-time adaptation (TTA) enhances the zero-shot robustness under distribution shifts by leveraging unlabeled test data during inference. Despite notable advances, several challenges still limit its broader applicability. First, most methods rely on backpropagation or iterative optimization, which limits scalability and hinders real-time deployment. Second, they lack explicit modeling of class-conditional feature distributions. This modeling is crucial for producing reliable decision boundaries and calibrated predictions, but it remains underexplored due to the lack of both source data and supervision at test time. In this paper, we propose ADAPT, an Advanced Distribution-Aware and backPropagation-free Test-time adaptation method. We reframe TTA as a probabilistic inference task by modeling class-conditional likelihoods using gradually updated class means and a shared covariance matrix. This enables closed-form, training-free inference. To correct potential likelihood bias, we introduce lightweight regularization guided by CLIP priors and a historical knowledge bank. ADAPT requires no source data, no gradient updates, and no full access to target data, supporting both online and transductive settings. Extensive experiments across diverse benchmarks demonstrate that our method achieves state-of-the-art performance under a wide range of distribution shifts with superior scalability and robustness.

Recent advances in deep learning have driven rapid progress in time series forecasting, yet many state-of-the-art models continue to struggle with robust performance in real-world applications, even when they achieve strong results on standard benchmark datasets. This persistent gap can be attributed to the black-box nature of deep learning architectures and the inherent limitations of current evaluation frameworks, which frequently lack the capacity to provide clear, quantitative insights into the specific strengths and weaknesses of different models, thereby complicating the selection of appropriate models for particular forecasting scenarios. To address these issues, we propose a synthetic data-driven evaluation paradigm, SynTSBench, that systematically assesses fundamental modeling capabilities of time series forecasting models through programmable feature configuration. Our framework isolates confounding factors and establishes an interpretable evaluation system with three core analytical dimensions: (1) temporal feature decomposition and capability mapping, which enables systematic evaluation of model capacities to learn specific pattern types; (2) robustness analysis under data irregularities, which quantifies noise tolerance thresholds and anomaly recovery capabilities; and (3) theoretical optimum benchmarking, which establishes performance boundaries for each pattern type—enabling direct comparison between model predictions and mathematical optima.Our experiments show that current deep learning models do not universally approach optimal baselines across all types of temporal features.

Monitoring chemical processes is essential to prevent catastrophic failures, optimize costs and profits, and ensure the safety of employees and the environment. A key component of modern monitoring systems is the automated detection of anomalies in sensor data over time, called time series, enabling partial automation of plant operation and adding additional layers of supervision to crucial components. The development of anomaly detection methods in this domain is challenging, since real chemical process data are usually proprietary, and simulated data are generally not a sufficient replacement. In this paper, we present NoBOOM, the first collection of datasets for anomaly detection in real-world chemical process data, including labeled data from a running process at our industry partner BASF SE — one of the world’s leading chemical companies — and several chemical processes run in laboratory‑scale and pilot‑scale plants. While we are not able to share every detail about the industrial process, for the laboratory‑ and pilot‑scale plants, we provide comprehensive information on plant configuration, process operation, and, in particular, anomaly events, enabling a differentiated analysis of anomaly detection methods. To demonstrate the complexity of the benchmark, we analyze the data with regard to common issues of time-series anomaly detection (TSAD) benchmarks, including potential triviality and bias.

Large Language Models (LLMs) achieve superior performance through training-time scaling, and test-time scaling further enhances their capabilities by conducting effective reasoning during inference. However, as the scale of reasoning increases, existing test-time scaling methods suffer from accumulated historical information, which not only wastes computational resources but also interferes with effective reasoning. To address this issue, we observe that complex reasoning can be achieved by solving a series of independent and self-contained subquestions. These subquestions are essentially \textit{atomic questions}, exhibiting the memoryless property similar to Markov processes. Based on this observation, we propose Atom of Thoughts (\our), where each state transition consists of decomposing the current question into a dependency-based directed acyclic graph and contracting its subquestions, forming a simplified question that maintains answer equivalence with the original problem. This answer preservation enables the iterative \textit{decomposition-contraction} process to naturally form a meaningful Markov reasoning process. Furthermore, these atomic states can be seamlessly integrated into existing test-time scaling methods, enabling \our to serve as a plug-in enhancement for improving reasoning capabilities.

Large language models (LLMs) have achieved significant performance gains via scaling up model sizes and/or data. However, recent evidence suggests diminishing returns from such approaches, motivating a pivot to scaling test-time compute. Existing deterministic inference-time scaling methods, usually with reward models, cast the task as a search problem, but suffer from a key limitation: early pruning. Due to inherently imperfect reward models, promising trajectories may be discarded prematurely, leading to suboptimal performance. We propose a novel inference-time scaling approach by adapting particle-based Monte Carlo methods. Our method maintains a diverse set of candidates and robustly balances exploration and exploitation. Our empirical evaluation demonstrates that our particle filtering methods have a 4--16x better scaling rate over deterministic search counterparts on both various challenging mathematical and more general reasoning tasks. Using our approach, we show that Qwen2.5-Math-1.5B-Instruct surpasses GPT-4o accuracy in only 4 rollouts, while Qwen2.5-Math-7B-Instruct scales to o1 level accuracy in only 32 rollouts. Our work not only presents an effective method to inference-time scaling, but also connects rich literature in probabilistic inference with inference-time scaling of LLMs to develop more robust algorithms in future work.

Diffusion- and flow-based models have emerged as state-of-the-art generative modeling approaches, but they require many sampling steps. Consistency models can distill these models into efficient one-step generators; however, unlike flow- and diffusion-based methods, their performance inevitably degrades when increasing the number of steps, which we show both analytically and empirically. Flow maps generalize these approaches by connecting any two noise levels in a single step and remain effective across all step counts. In this paper, we introduce two new continuous-time objectives for training flow maps, along with additional novel training techniques, generalizing existing consistency and flow matching objectives. We further demonstrate that autoguidance can improve performance, using a low-quality model for guidance during distillation, and an additional boost can be achieved by adversarial finetuning, with minimal loss in sample diversity. We extensively validate our flow map models, called *Align Your Flow*, on challenging image generation benchmarks and achieve state-of-the-art few-step generation performance on both ImageNet 64x64 and 512x512, using small and efficient neural networks. Finally, we show text-to-image flow map models that outperform all existing non-adversarially trained few-step samplers in text-conditioned synthesis.

We rethink test-time scaling laws from a practical efficiency perspective, revealing that the effectiveness of smaller models is significantly overestimated. Prior work, grounded in compute-optimality, overlooks critical memory access bottlenecks introduced by inference-time strategies (e.g., Best-of-N, long CoTs). Our holistic analysis, spanning models from 0.6B to 32B parameters, reveals a new Kinetics Scaling Law that better guides resource allocation by incorporating both computation and memory access costs. The Kinetics Scaling Law suggests that test-time compute is more effective when used on models above a threshold (14B) than on smaller ones. A key reason is that in test-time scaling, attention—rather than parameter count—emerges as the dominant cost factor. Motivated by this, we propose a new scaling paradigm centered on sparse attention, which lowers per-token cost and enables longer generations and more parallel samples within the same resource budget. Empirically, we show that sparse attention models consistently outperform dense counterparts, achieving over 60-point gains in low-cost regimes and over 5-point gains in high-cost regimes for problem-solving accuracy on AIME and LiveCodeBench. These results suggest that sparse attention is essential for realizing the full potential of test-time scaling because, unlike training where parameter scaling saturates, test-time accuracy continues to improve through increased generation.