Geometric constraints improve inference of sparsely observed stochastic dynamics

The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the system's dynamics are observations at discrete points in time. Despite their widespread use, accurately inferring these systems from sparse-in-time observations remains challenging. Conventional inference methods either focus on the temporal structure of observations, neglecting the geometry of the system's invariant density, or use geometric approximations of the invariant density, which are limited to conservative driving forces. To address these limitations, here, we introduce a novel approach that reconciles these two perspectives. We propose a path augmentation scheme that employs data-driven control to account for the geometry of the invariant system's density. Non-parametric inference on the augmented paths, enables efficient identification of the underlying deterministic forces of systems observed at low sampling rates.

MHCCL: Masked Hierarchical Cluster-wise Contrastive Learning for Multivariate Time Series

Learning semantic-rich representations from raw unlabeled time series data is critical for downstream tasks such as classification and forecasting. Contrastive learning has recently shown its promising representation learning capability in the absence of expert annotations. However, existing contrastive approaches generally treat each instance independently, which leads to false negative pairs that share the same semantics. To tackle this problem, we propose MHCCL, a Masked Hierarchical Cluster-wise Contrastive Learning model, which exploits semantic information obtained from the hierarchical structure consisting of multiple latent partitions for multivariate time series. Motivated by the observation that fine-grained clustering preserves higher purity while coarse-grained one reflects higher-level semantics, we propose a novel downward masking strategy to filter out fake negatives and supplement positives by incorporating the multi-granularity information from the clustering hierarchy. In addition, a novel upward masking strategy is designed in MHCCL to remove outliers of clusters at each partition to refine prototypes, which helps speed up the hierarchical clustering process and improves the clustering quality. We conduct experimental evaluations on seven widely-used multivariate time series datasets. The results demonstrate the superiority of MHCCL over the state-of-the-art approaches for unsupervised time series representation learning.

Selecting Robust Features for Machine Learning Applications using Multidata Causal Discovery

Robust feature selection is vital for creating reliable and interpretable Machine Learning (ML) models. When designing statistical prediction models in cases where domain knowledge is limited and underlying interactions are unknown, choosing the optimal set of features is often difficult. To mitigate this issue, we introduce a Multidata (M) causal feature selection approach that simultaneously processes an ensemble of time series datasets and produces a single set of causal drivers. This approach uses the causal discovery algorithms PC1 or PCMCI that are implemented in the Tigramite Python package. These algorithms utilize conditional independence tests to infer parts of the causal graph. Our causal feature selection approach filters out causally-spurious links before passing the remaining causal features as inputs to ML models (Multiple linear regression, Random Forest) that predict the targets. We apply our framework to the statistical intensity prediction of Western Pacific Tropical Cyclones (TC), for which it is often difficult to accurately choose drivers and their dimensionality reduction (time lags, vertical levels, and area-averaging). Using more stringent significance thresholds in the conditional independence tests helps eliminate spurious causal relationships, thus helping the ML model generalize better to unseen TC cases. M-PC1 with a reduced number of features outperforms M-PCMCI, non-causal ML, and other feature selection methods (lagged correlation, random), even slightly outperforming feature selection based on eXplainable Artificial Intelligence. The optimal causal drivers obtained from our causal feature selection help improve our understanding of underlying relationships and suggest new potential drivers of TC intensification.

A K-variate Time Series Is Worth K Words: Evolution of the Vanilla Transformer Architecture for Long-term Multivariate Time Series Forecasting

Multivariate time series forecasting (MTSF) is a fundamental problem in numerous real-world applications. Recently, Transformer has become the de facto solution for MTSF, especially for the long-term cases. However, except for the one forward operation, the basic configurations in existing MTSF Transformer architectures were barely carefully verified. In this study, we point out that the current tokenization strategy in MTSF Transformer architectures ignores the token uniformity inductive bias of Transformers. Therefore, the vanilla MTSF transformer struggles to capture details in time series and presents inferior performance. Based on this observation, we make a series of evolution on the basic architecture of the vanilla MTSF transformer. We vary the flawed tokenization strategy, along with the decoder structure and embeddings. Surprisingly, the evolved simple transformer architecture is highly effective, which successfully avoids the over-smoothing phenomena in the vanilla MTSF transformer, achieves a more detailed and accurate prediction, and even substantially outperforms the state-of-the-art Transformers that are well-designed for MTSF.

Self-Supervised Learning-Based Source Separation for Meeting Data

Source separation can improve automatic speech recognition (ASR) under multi-party meeting scenarios by extracting single-speaker signals from overlapped speech. Despite the success of self-supervised learning models in single-channel source separation, most studies have focused on simulated setups. In this paper, seven SSL models were compared on both simulated and real-world corpora. Then, we propose to integrate the best-performing model WavLM into an automatic transcription system through a novel iterative source selection method. To improve real-world performance, time-domain unsupervised mixture invariant training was adapted to the time-frequency domain. Experiments showed that in the transcription system when source separation was inserted before an ASR model fine-tuned on separated speech, absolute reductions of 1.9% and 1.5% in concatenated minimum-permutation word error rate for an unknown number of speakers (cpWER-us) were observed on the AMI dev and test sets.

Audio coding with unified noise shaping and phase contrast control

Over the past decade, audio coding technology has seen standardization and the development of many frameworks incorporated with linear predictive coding (LPC). As LPC reduces information in the frequency domain, LP-based frequency-domain noise-shaping (FDNS) was previously proposed. To code transient signals effectively, FDNS with temporal noise shaping (TNS) has emerged. However, these mainly operated in the modified discrete cosine transform domain, which essentially accompanies time domain aliasing. In this paper, a unified noise-shaping (UNS) framework including FDNS and complex LPC-based TNS (CTNS) in the DFT domain is proposed to overcome the aliasing issues. Additionally, a modified polar quantizer with phase contrast control is proposed, which saves phase bits depending on the frequency envelope information. The core coding feasibility at low bit rates is verified through various objective metrics and subjective listening evaluations.

Learning to Compress Prompts with Gist Tokens

Prompting is now the primary way to utilize the multitask capabilities of language models (LMs), but prompts occupy valuable space in the input context window, and re-encoding the same prompt is computationally inefficient. Finetuning and distillation methods allow for specialization of LMs without prompting, but require retraining the model for each task. To avoid this trade-off entirely, we present gisting, which trains an LM to compress prompts into smaller sets of "gist" tokens which can be reused for compute efficiency. Gist models can be easily trained as part of instruction finetuning via a restricted attention mask that encourages prompt compression. On decoder (LLaMA-7B) and encoder-decoder (FLAN-T5-XXL) LMs, gisting enables up to 26x compression of prompts, resulting in up to 40% FLOPs reductions, 4.2% wall time speedups, storage savings, and minimal loss in output quality.

Recurrence without Recurrence: Stable Video Landmark Detection with Deep Equilibrium Models

Cascaded computation, whereby predictions are recurrently refined over several stages, has been a persistent theme throughout the development of landmark detection models. In this work, we show that the recently proposed Deep Equilibrium Model (DEQ) can be naturally adapted to this form of computation. Our Landmark DEQ (LDEQ) achieves state-of-the-art performance on the challenging WFLW facial landmark dataset, reaching $3.92$ NME with fewer parameters and a training memory cost of $\mathcal{O}(1)$ in the number of recurrent modules. Furthermore, we show that DEQs are particularly suited for landmark detection in videos. In this setting, it is typical to train on still images due to the lack of labelled videos. This can lead to a ``flickering'' effect at inference time on video, whereby a model can rapidly oscillate between different plausible solutions across consecutive frames. By rephrasing DEQs as a constrained optimization, we emulate recurrence at inference time, despite not having access to temporal data at training time. This Recurrence without Recurrence (RwR) paradigm helps in reducing landmark flicker, which we demonstrate by introducing a new metric, normalized mean flicker (NMF), and contributing a new facial landmark video dataset (WFLW-V) targeting landmark uncertainty. On the WFLW-V hard subset made up of $500$ videos, our LDEQ with RwR improves the NME and NMF by $10$ and $13\%$ respectively, compared to the strongest previously published model using a hand-tuned conventional filter.

FANS: Fast Non-Autoregressive Sequence Generation for Item List Continuation

User-curated item lists, such as video-based playlists on Youtube and book-based lists on Goodreads, have become prevalent for content sharing on online platforms. Item list continuation is proposed to model the overall trend of a list and predict subsequent items. Recently, Transformer-based models have shown promise in comprehending contextual information and capturing item relationships in a list. However, deploying them in real-time industrial applications is challenging, mainly because the autoregressive generation mechanism used in them is time-consuming. In this paper, we propose a novel fast non-autoregressive sequence generation model, namely FANS, to enhance inference efficiency and quality for item list continuation. First, we use a non-autoregressive generation mechanism to decode next $K$ items simultaneously instead of one by one in existing models. Then, we design a two-stage classifier to replace the vanilla classifier used in current transformer-based models to further reduce the decoding time. Moreover, to improve the quality of non-autoregressive generation, we employ a curriculum learning strategy to optimize training. Experimental results on four real-world item list continuation datasets including Zhihu, Spotify, AotM, and Goodreads show that our FANS model can significantly improve inference efficiency (up to 8.7x) while achieving competitive or better generation quality for item list continuation compared with the state-of-the-art autoregressive models. We also validate the efficiency of FANS in an industrial setting. Our source code and data will be available at MindSpore/models and Github.

Time Series Anomaly Detection in Smart Homes: A Deep Learning Approach

Fixing energy leakage caused by different anomalies can result in significant energy savings and extended appliance life. Further, it assists grid operators in scheduling their resources to meet the actual needs of end users, while helping end users reduce their energy costs. In this paper, we analyze the patterns pertaining to the power consumption of dishwashers used in two houses of the REFIT dataset. Then two autoencoder (AEs) with 1D-CNN and TCN as backbones are trained to differentiate the normal patterns from the abnormal ones. Our results indicate that TCN outperforms CNN1D in detecting anomalies in energy consumption. Finally, the data from the Fridge_Freezer and the Freezer of house No. 3 in REFIT is also used to evaluate our approach.