Shammie
Abstract:Large Vision-Language Models (VLMs) achieve strong multimodal understanding capabilities by leveraging high-resolution visual inputs, but the resulting large number of visual tokens creates a major computational bottleneck. Recent work mitigates this issue through visual token compression, typically compressing tokens based on saliency, diversity, or a fixed combination of both. We observe that the distribution of semantic prominence varies substantially across samples, leading to different optimal trade-offs between local saliency preservation and global coverage. This observation suggests that applying a static compression strategy across all samples can be suboptimal. Motivated by this insight, we propose PromPrune, a sample-adaptive visual token selection framework composed of semantic prominence-aware budget allocation and a two-stage selection pipeline. Our method adaptively balances local saliency preservation and global coverage according to the semantic prominence distribution of each sample. By allocating token budgets between locally salient regions and globally diverse regions, our method maintains strong performance even under high compression ratios. On LLaVA-NeXT-7B, our approach reduces FLOPs by 88% and prefill latency by 22% while preserving 97.5% of the original accuracy.
Abstract:Recent advances in time series foundation models (TSFMs) demonstrate strong expressive capacity through large-scale pretraining across diverse time series domains. Zero-shot time series forecasting with TSFMs, however, exhibits limited generalization to unseen datasets, which retrieval-augmented forecasting addresses by leveraging an external knowledge base. Existing approaches rely on a fixed number of retrieved samples that may introduce irrelevant information. To this end, we propose Cross-RAG, a zero-shot retrieval-augmented forecasting framework that selectively attends to query-relevant retrieved samples. Cross-RAG models input-level relevance between the query and retrieved samples via query-retrieval cross-attention, while jointly incorporating information from the query and retrieved samples. Extensive experiments demonstrate that Cross-RAG consistently improves zero-shot forecasting performance across various TSFMs and RAG methods, and additional analyses confirm its effectiveness across diverse retrieval scenarios. Code is available at https://github.com/seunghan96/cross-rag/.
Abstract:The financial domain involves a variety of important time-series problems. Recently, time-series analysis methods that jointly leverage textual and numerical information have gained increasing attention. Accordingly, numerous efforts have been made to construct text-paired time-series datasets in the financial domain. However, financial markets are characterized by complex interdependencies, in which a company's stock price is influenced not only by company-specific events but also by events in other companies and broader macroeconomic factors. Existing approaches that pair text with financial time-series data based on simple keyword matching often fail to capture such complex relationships. To address this limitation, we propose a semantic-based and multi-level pairing framework. Specifically, we extract company-specific context for the target company from SEC filings and apply an embedding-based matching mechanism to retrieve semantically relevant news articles based on this context. Furthermore, we classify news articles into four levels (macro-level, sector-level, related company-level, and target-company level) using large language models (LLMs), enabling multi-level pairing of news articles with the target company. Applying this framework to publicly-available news datasets, we construct \textbf{FinTexTS}, a new large-scale text-paired stock price dataset. Experimental results on \textbf{FinTexTS} demonstrate the effectiveness of our semantic-based and multi-level pairing strategy in stock price forecasting. In addition to publicly-available news underlying \textbf{FinTexTS}, we show that applying our method to proprietary yet carefully curated news sources leads to higher-quality paired data and improved stock price forecasting performance.
Abstract:Time-series forecasting is fundamental in industrial domains like manufacturing and smart factories. As systems evolve toward automation, models must operate on edge devices (e.g., PLCs, microcontrollers) with strict constraints on latency and memory, limiting parameters to a few thousand. Conventional deep architectures are often impractical here. We propose the Fourier-Efficient Adaptive Temporal Hierarchy Forecaster (FEATHer) for accurate long-term forecasting under severe limits. FEATHer introduces: (i) ultra-lightweight multiscale decomposition into frequency pathways; (ii) a shared Dense Temporal Kernel using projection-depthwise convolution-projection without recurrence or attention; (iii) frequency-aware branch gating that adaptively fuses representations based on spectral characteristics; and (iv) a Sparse Period Kernel reconstructing outputs via period-wise downsampling to capture seasonality. FEATHer maintains a compact architecture (as few as 400 parameters) while outperforming baselines. Across eight benchmarks, it achieves the best ranking, recording 60 first-place results with an average rank of 2.05. These results demonstrate that reliable long-range forecasting is achievable on constrained edge hardware, offering a practical direction for industrial real-time inference.
Abstract:Time series forecasting is a critical task for artificial intelligence with numerous real-world applications. Traditional approaches primarily rely on historical time series data to predict the future values. However, in practical scenarios, this is often insufficient for accurate predictions due to the limited information available. To address this challenge, multimodal time series forecasting methods which incorporate additional data modalities, mainly text data, alongside time series data have been explored. In this work, we introduce the Adaptive Information Routing (AIR) framework, a novel approach for multimodal time series forecasting. Unlike existing methods that treat text data on par with time series data as interchangeable auxiliary features for forecasting, AIR leverages text information to dynamically guide the time series model by controlling how and to what extent multivariate time series information should be combined. We also present a text-refinement pipeline that employs a large language model to convert raw text data into a form suitable for multimodal forecasting, and we introduce a benchmark that facilitates multimodal forecasting experiments based on this pipeline. Experiment results with the real world market data such as crude oil price and exchange rates demonstrate that AIR effectively modulates the behavior of the time series model using textual inputs, significantly enhancing forecasting accuracy in various time series forecasting tasks.
Abstract:Existing benchmarks for visual document retrieval (VDR) largely overlook non-English languages and the structural complexity of official publications. To address this critical gap, we introduce SDS KoPub VDR, the first large-scale, publicly available benchmark for retrieving and understanding Korean public documents. The benchmark is built upon a corpus of 361 real-world documents (40,781 pages), including 256 files under the KOGL Type 1 license and 105 from official legal portals, capturing complex visual elements like tables, charts, and multi-column layouts. To establish a challenging and reliable evaluation set, we constructed 600 query-page-answer triples. These were initially generated using multimodal models (e.g., GPT-4o) and subsequently underwent a rigorous human verification and refinement process to ensure factual accuracy and contextual relevance. The queries span six major public domains and are systematically categorized by the reasoning modality required: text-based, visual-based (e.g., chart interpretation), and cross-modal. We evaluate SDS KoPub VDR on two complementary tasks that reflect distinct retrieval paradigms: (1) text-only retrieval, which measures a model's ability to locate relevant document pages based solely on textual signals, and (2) multimodal retrieval, which assesses retrieval performance when visual features (e.g., tables, charts, and layouts) are jointly leveraged alongside text. This dual-task evaluation reveals substantial performance gaps, particularly in multimodal scenarios requiring cross-modal reasoning, even for state-of-the-art models. As a foundational resource, SDS KoPub VDR not only enables rigorous and fine-grained evaluation across textual and multimodal retrieval tasks but also provides a clear roadmap for advancing multimodal AI in complex, real-world document intelligence.
Abstract:Thematic investing aims to construct portfolios aligned with structural trends, yet selecting relevant stocks remains challenging due to overlapping sector boundaries and evolving market dynamics. To address this challenge, we construct the Thematic Representation Set (TRS), an extended dataset that begins with real-world thematic ETFs and expands upon them by incorporating industry classifications and financial news to overcome their coverage limitations. The final dataset contains both the explicit mapping of themes to their constituent stocks and the rich textual profiles for each. Building on this dataset, we introduce \textsc{THEME}, a hierarchical contrastive learning framework. By representing the textual profiles of themes and stocks as embeddings, \textsc{THEME} first leverages their hierarchical relationship to achieve semantic alignment. Subsequently, it refines these semantic embeddings through a temporal refinement stage that incorporates individual stock returns. The final stock representations are designed for effective retrieval of thematically aligned assets with strong return potential. Empirical results show that \textsc{THEME} outperforms strong baselines across multiple retrieval metrics and significantly improves performance in portfolio construction. By jointly modeling thematic relationships from text and market dynamics from returns, \textsc{THEME} provides a scalable and adaptive solution for navigating complex investment themes.
Abstract:While research on dialogue response generation has primarily focused on generating coherent responses conditioning on textual context, the critical question of when to respond grounded on the temporal context remains underexplored. To bridge this gap, we propose a novel task called timely dialogue response generation and introduce the TimelyChat benchmark, which evaluates the capabilities of language models to predict appropriate time intervals and generate time-conditioned responses. Additionally, we construct a large-scale training dataset by leveraging unlabeled event knowledge from a temporal commonsense knowledge graph and employing a large language model (LLM) to synthesize 55K event-driven dialogues. We then train Timer, a dialogue agent designed to proactively predict time intervals and generate timely responses that align with those intervals. Experimental results show that Timer outperforms prompting-based LLMs and other fine-tuned baselines in both turn-level and dialogue-level evaluations. We publicly release our data, model, and code.
Abstract:Text-to-SQL, which translates a natural language question into an SQL query, has advanced with in-context learning of Large Language Models (LLMs). However, existing methods show little improvement in performance compared to randomly chosen demonstrations, and significant performance drops when smaller LLMs (e.g., Llama 3.1-8B) are used. This indicates that these methods heavily rely on the intrinsic capabilities of hyper-scaled LLMs, rather than effectively retrieving useful demonstrations. In this paper, we propose a novel approach for effectively retrieving demonstrations and generating SQL queries. We construct a Deep Contextual Schema Link Graph, which contains key information and semantic relationship between a question and its database schema items. This graph-based structure enables effective representation of Text-to-SQL samples and retrieval of useful demonstrations for in-context learning. Experimental results on the Spider benchmark demonstrate the effectiveness of our approach, showing consistent improvements in SQL generation performance and efficiency across both hyper-scaled LLMs and small LLMs. Our code will be released.
Abstract:Dramatic advances in the quality of the latent diffusion models (LDMs) also led to the malicious use of AI-generated images. While current AI-generated image detection methods assume the availability of real/AI-generated images for training, this is practically limited given the vast expressibility of LDMs. This motivates the training-free detection setup where no related data are available in advance. The existing LDM-generated image detection method assumes that images generated by LDM are easier to reconstruct using an autoencoder than real images. However, we observe that this reconstruction distance is overfitted to background information, leading the current method to underperform in detecting images with simple backgrounds. To address this, we propose a novel method called HFI. Specifically, by viewing the autoencoder of LDM as a downsampling-upsampling kernel, HFI measures the extent of aliasing, a distortion of high-frequency information that appears in the reconstructed image. HFI is training-free, efficient, and consistently outperforms other training-free methods in detecting challenging images generated by various generative models. We also show that HFI can successfully detect the images generated from the specified LDM as a means of implicit watermarking. HFI outperforms the best baseline method while achieving magnitudes of