Language Models Still Struggle to Zero-shot Reason about Time Series

Time series are critical for decision-making in fields like finance and healthcare. Their importance has driven a recent influx of works passing time series into language models, leading to non-trivial forecasting on some datasets. But it remains unknown whether non-trivial forecasting implies that language models can reason about time series. To address this gap, we generate a first-of-its-kind evaluation framework for time series reasoning, including formal tasks and a corresponding dataset of multi-scale time series paired with text captions across ten domains. Using these data, we probe whether language models achieve three forms of reasoning: (1) Etiological Reasoning - given an input time series, can the language model identify the scenario that most likely created it? (2) Question Answering - can a language model answer factual questions about time series? (3) Context-Aided Forecasting - does highly relevant textual context improve a language model's time series forecasts? We find that otherwise highly-capable language models demonstrate surprisingly limited time series reasoning: they score marginally above random on etiological and question answering tasks (up to 30 percentage points worse than humans) and show modest success in using context to improve forecasting. These weakness showcase that time series reasoning is an impactful, yet deeply underdeveloped direction for language model research. We also make our datasets and code public at to support further research in this direction at https://github.com/behavioral-data/TSandLanguage

SPML: A DSL for Defending Language Models Against Prompt Attacks

Large language models (LLMs) have profoundly transformed natural language applications, with a growing reliance on instruction-based definitions for designing chatbots. However, post-deployment the chatbot definitions are fixed and are vulnerable to attacks by malicious users, emphasizing the need to prevent unethical applications and financial losses. Existing studies explore user prompts' impact on LLM-based chatbots, yet practical methods to contain attacks on application-specific chatbots remain unexplored. This paper presents System Prompt Meta Language (SPML), a domain-specific language for refining prompts and monitoring the inputs to the LLM-based chatbots. SPML actively checks attack prompts, ensuring user inputs align with chatbot definitions to prevent malicious execution on the LLM backbone, optimizing costs. It also streamlines chatbot definition crafting with programming language capabilities, overcoming natural language design challenges. Additionally, we introduce a groundbreaking benchmark with 1.8k system prompts and 20k user inputs, offering the inaugural language and benchmark for chatbot definition evaluation. Experiments across datasets demonstrate SPML's proficiency in understanding attacker prompts, surpassing models like GPT-4, GPT-3.5, and LLAMA. Our data and codes are publicly available at: https://prompt-compiler.github.io/SPML/.

GSN: Generalisable Segmentation in Neural Radiance Field

Traditional Radiance Field (RF) representations capture details of a specific scene and must be trained afresh on each scene. Semantic feature fields have been added to RFs to facilitate several segmentation tasks. Generalised RF representations learn the principles of view interpolation. A generalised RF can render new views of an unknown and untrained scene, given a few views. We present a way to distil feature fields into the generalised GNT representation. Our GSN representation generates new views of unseen scenes on the fly along with consistent, per-pixel semantic features. This enables multi-view segmentation of arbitrary new scenes. We show different semantic features being distilled into generalised RFs. Our multi-view segmentation results are on par with methods that use traditional RFs. GSN closes the gap between standard and generalisable RF methods significantly. Project Page: https://vinayak-vg.github.io/GSN/

Tapestry of Time and Actions: Modeling Human Activity Sequences using Temporal Point Process Flows

Human beings always engage in a vast range of activities and tasks that demonstrate their ability to adapt to different scenarios. Any human activity can be represented as a temporal sequence of actions performed to achieve a certain goal. Unlike the time series datasets extracted from electronics or machines, these action sequences are highly disparate in their nature -- the time to finish a sequence of actions can vary between different persons. Therefore, understanding the dynamics of these sequences is essential for many downstream tasks such as activity length prediction, goal prediction, next action recommendation, etc. Existing neural network-based approaches that learn a continuous-time activity sequence (or CTAS) are limited to the presence of only visual data or are designed specifically for a particular task, i.e., limited to next action or goal prediction. In this paper, we present ProActive, a neural marked temporal point process (MTPP) framework for modeling the continuous-time distribution of actions in an activity sequence while simultaneously addressing three high-impact problems -- next action prediction, sequence-goal prediction, and end-to-end sequence generation. Specifically, we utilize a self-attention module with temporal normalizing flows to model the influence and the inter-arrival times between actions in a sequence. In addition, we propose a novel addition over the ProActive model that can handle variations in the order of actions, i.e., different methods of achieving a given goal. We demonstrate that this variant can learn the order in which the person or actor prefers to do their actions. Extensive experiments on sequences derived from three activity recognition datasets show the significant accuracy boost of ProActive over the state-of-the-art in terms of action and goal prediction, and the first-ever application of end-to-end action sequence generation.

Retrieving Continuous Time Event Sequences using Neural Temporal Point Processes with Learnable Hashing

Temporal sequences have become pervasive in various real-world applications. Consequently, the volume of data generated in the form of continuous time-event sequence(s) or CTES(s) has increased exponentially in the past few years. Thus, a significant fraction of the ongoing research on CTES datasets involves designing models to address downstream tasks such as next-event prediction, long-term forecasting, sequence classification etc. The recent developments in predictive modeling using marked temporal point processes (MTPP) have enabled an accurate characterization of several real-world applications involving the CTESs. However, due to the complex nature of these CTES datasets, the task of large-scale retrieval of temporal sequences has been overlooked by the past literature. In detail, by CTES retrieval we mean that for an input query sequence, a retrieval system must return a ranked list of relevant sequences from a large corpus. To tackle this, we propose NeuroSeqRet, a first-of-its-kind framework designed specifically for end-to-end CTES retrieval. Specifically, NeuroSeqRet introduces multiple enhancements over standard retrieval frameworks and first applies a trainable unwarping function on the query sequence which makes it comparable with corpus sequences, especially when a relevant query-corpus pair has individually different attributes. Next, it feeds the unwarped query sequence and the corpus sequence into MTPP-guided neural relevance models. We develop four variants of the relevance model for different kinds of applications based on the trade-off between accuracy and efficiency. We also propose an optimization framework to learn binary sequence embeddings from the relevance scores, suitable for the locality-sensitive hashing. Our experiments show the significant accuracy boost of NeuroSeqRet as well as the efficacy of our hashing mechanism.

Modeling Time-Series and Spatial Data for Recommendations and Other Applications

With the research directions described in this thesis, we seek to address the critical challenges in designing recommender systems that can understand the dynamics of continuous-time event sequences. We follow a ground-up approach, i.e., first, we address the problems that may arise due to the poor quality of CTES data being fed into a recommender system. Later, we handle the task of designing accurate recommender systems. To improve the quality of the CTES data, we address a fundamental problem of overcoming missing events in temporal sequences. Moreover, to provide accurate sequence modeling frameworks, we design solutions for points-of-interest recommendation, i.e., models that can handle spatial mobility data of users to various POI check-ins and recommend candidate locations for the next check-in. Lastly, we highlight that the capabilities of the proposed models can have applications beyond recommender systems, and we extend their abilities to design solutions for large-scale CTES retrieval and human activity prediction. A significant part of this thesis uses the idea of modeling the underlying distribution of CTES via neural marked temporal point processes (MTPP). Traditional MTPP models are stochastic processes that utilize a fixed formulation to capture the generative mechanism of a sequence of discrete events localized in continuous time. In contrast, neural MTPP combine the underlying ideas from the point process literature with modern deep learning architectures. The ability of deep-learning models as accurate function approximators has led to a significant gain in the predictive prowess of neural MTPP models. In this thesis, we utilize and present several neural network-based enhancements for the current MTPP frameworks for the aforementioned real-world applications.

Modeling Spatial Trajectories using Coarse-Grained Smartphone Logs

Current approaches for points-of-interest (POI) recommendation learn the preferences of a user via the standard spatial features such as the POI coordinates, the social network, etc. These models ignore a crucial aspect of spatial mobility -- every user carries their smartphones wherever they go. In addition, with growing privacy concerns, users refrain from sharing their exact geographical coordinates and their social media activity. In this paper, we present REVAMP, a sequential POI recommendation approach that utilizes the user activity on smartphone applications (or apps) to identify their mobility preferences. This work aligns with the recent psychological studies of online urban users, which show that their spatial mobility behavior is largely influenced by the activity of their smartphone apps. In addition, our proposal of coarse-grained smartphone data refers to data logs collected in a privacy-conscious manner, i.e., consisting only of (a) category of the smartphone app and (b) category of check-in location. Thus, REVAMP is not privy to precise geo-coordinates, social networks, or the specific application being accessed. Buoyed by the efficacy of self-attention models, we learn the POI preferences of a user using two forms of positional encodings -- absolute and relative -- with each extracted from the inter-check-in dynamics in the check-in sequence of a user. Extensive experiments across two large-scale datasets from China show the predictive prowess of REVAMP and its ability to predict app- and POI categories.

Modeling Continuous Time Sequences with Intermittent Observations using Marked Temporal Point Processes

A large fraction of data generated via human activities such as online purchases, health records, spatial mobility etc. can be represented as a sequence of events over a continuous-time. Learning deep learning models over these continuous-time event sequences is a non-trivial task as it involves modeling the ever-increasing event timestamps, inter-event time gaps, event types, and the influences between different events within and across different sequences. In recent years neural enhancements to marked temporal point processes (MTPP) have emerged as a powerful framework to model the underlying generative mechanism of asynchronous events localized in continuous time. However, most existing models and inference methods in the MTPP framework consider only the complete observation scenario i.e. the event sequence being modeled is completely observed with no missing events -- an ideal setting that is rarely applicable in real-world applications. A recent line of work which considers missing events while training MTPP utilizes supervised learning techniques that require additional knowledge of missing or observed label for each event in a sequence, which further restricts its practicability as in several scenarios the details of missing events is not known apriori. In this work, we provide a novel unsupervised model and inference method for learning MTPP in presence of event sequences with missing events. Specifically, we first model the generative processes of observed events and missing events using two MTPP, where the missing events are represented as latent random variables. Then, we devise an unsupervised training method that jointly learns both the MTPP by means of variational inference. Such a formulation can effectively impute the missing data among the observed events and can identify the optimal position of missing events in a sequence.

ProActive: Self-Attentive Temporal Point Process Flows for Activity Sequences

Any human activity can be represented as a temporal sequence of actions performed to achieve a certain goal. Unlike machine-made time series, these action sequences are highly disparate as the time taken to finish a similar action might vary between different persons. Therefore, understanding the dynamics of these sequences is essential for many downstream tasks such as activity length prediction, goal prediction, etc. Existing neural approaches that model an activity sequence are either limited to visual data or are task specific, i.e., limited to next action or goal prediction. In this paper, we present ProActive, a neural marked temporal point process (MTPP) framework for modeling the continuous-time distribution of actions in an activity sequence while simultaneously addressing three high-impact problems -- next action prediction, sequence-goal prediction, and end-to-end sequence generation. Specifically, we utilize a self-attention module with temporal normalizing flows to model the influence and the inter-arrival times between actions in a sequence. Moreover, for time-sensitive prediction, we perform an early detection of sequence goal via a constrained margin-based optimization procedure. This in-turn allows ProActive to predict the sequence goal using a limited number of actions. Extensive experiments on sequences derived from three activity recognition datasets show the significant accuracy boost of ProActive over the state-of-the-art in terms of action and goal prediction, and the first-ever application of end-to-end action sequence generation.

Learning Temporal Point Processes for Efficient Retrieval of Continuous Time Event Sequences

Recent developments in predictive modeling using marked temporal point processes (MTPP) have enabled an accurate characterization of several real-world applications involving continuous-time event sequences (CTESs). However, the retrieval problem of such sequences remains largely unaddressed in literature. To tackle this, we propose NEUROSEQRET which learns to retrieve and rank a relevant set of continuous-time event sequences for a given query sequence, from a large corpus of sequences. More specifically, NEUROSEQRET first applies a trainable unwarping function on the query sequence, which makes it comparable with corpus sequences, especially when a relevant query-corpus pair has individually different attributes. Next, it feeds the unwarped query sequence and the corpus sequence into MTPP guided neural relevance models. We develop two variants of the relevance model which offer a tradeoff between accuracy and efficiency. We also propose an optimization framework to learn binary sequence embeddings from the relevance scores, suitable for the locality-sensitive hashing leading to a significant speedup in returning top-K results for a given query sequence. Our experiments with several datasets show the significant accuracy boost of NEUROSEQRET beyond several baselines, as well as the efficacy of our hashing mechanism.