Investigating Compositional Reasoning in Time Series Foundation Models

Large pre-trained time series foundation models (TSFMs) have demonstrated promising zero-shot performance across a wide range of domains. However, a question remains: Do TSFMs succeed solely by memorizing training patterns, or do they possess the ability to reason? While reasoning is a topic of great interest in the study of Large Language Models (LLMs), it is undefined and largely unexplored in the context of TSFMs. In this work, inspired by language modeling literature, we formally define compositional reasoning in forecasting and distinguish it from in-distribution generalization. We evaluate the reasoning and generalization capabilities of 23 popular deep learning forecasting models on multiple synthetic and real-world datasets. Additionally, through controlled studies, we systematically examine which design choices in TSFMs contribute to improved reasoning abilities. Our study yields key insights into the impact of TSFM architecture design on compositional reasoning and generalization. We find that patch-based Transformers have the best reasoning performance, closely followed by residualized MLP-based architectures, which are 97\% less computationally complex in terms of FLOPs and 86\% smaller in terms of the number of trainable parameters. Interestingly, in some zero-shot out-of-distribution scenarios, these models can outperform moving average and exponential smoothing statistical baselines trained on in-distribution data. Only a few design choices, such as the tokenization method, had a significant (negative) impact on Transformer model performance.

Multimodal Structure Preservation Learning

When selecting data to build machine learning models in practical applications, factors such as availability, acquisition cost, and discriminatory power are crucial considerations. Different data modalities often capture unique aspects of the underlying phenomenon, making their utilities complementary. On the other hand, some sources of data host structural information that is key to their value. Hence, the utility of one data type can sometimes be enhanced by matching the structure of another. We propose Multimodal Structure Preservation Learning (MSPL) as a novel method of learning data representations that leverages the clustering structure provided by one data modality to enhance the utility of data from another modality. We demonstrate the effectiveness of MSPL in uncovering latent structures in synthetic time series data and recovering clusters from whole genome sequencing and antimicrobial resistance data using mass spectrometry data in support of epidemiology applications. The results show that MSPL can imbue the learned features with external structures and help reap the beneficial synergies occurring across disparate data modalities.

TimeSeriesExam: A time series understanding exam

Large Language Models (LLMs) have recently demonstrated a remarkable ability to model time series data. These capabilities can be partly explained if LLMs understand basic time series concepts. However, our knowledge of what these models understand about time series data remains relatively limited. To address this gap, we introduce TimeSeriesExam, a configurable and scalable multiple-choice question exam designed to assess LLMs across five core time series understanding categories: pattern recognition, noise understanding, similarity analysis, anomaly detection, and causality analysis. TimeSeriesExam comprises of over 700 questions, procedurally generated using 104 carefully curated templates and iteratively refined to balance difficulty and their ability to discriminate good from bad models. We test 7 state-of-the-art LLMs on the TimeSeriesExam and provide the first comprehensive evaluation of their time series understanding abilities. Our results suggest that closed-source models such as GPT-4 and Gemini understand simple time series concepts significantly better than their open-source counterparts, while all models struggle with complex concepts such as causality analysis. We believe that the ability to programatically generate questions is fundamental to assessing and improving LLM's ability to understand and reason about time series data.

Implicit Reasoning in Deep Time Series Forecasting

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal dynamics or simply from memorizing the training data. While implicit reasoning in language models has been studied, similar evaluations for time series models have been largely unexplored. This work takes an initial step toward assessing the reasoning abilities of deep time series forecasting models. We find that certain linear, MLP-based, and patch-based Transformer models generalize effectively in systematically orchestrated out-of-distribution scenarios, suggesting underexplored reasoning capabilities beyond simple pattern memorization.

Bifurcation Identification for Ultrasound-driven Robotic Cannulation

In trauma and critical care settings, rapid and precise intravascular access is key to patients' survival. Our research aims at ensuring this access, even when skilled medical personnel are not readily available. Vessel bifurcations are anatomical landmarks that can guide the safe placement of catheters or needles during medical procedures. Although ultrasound is advantageous in navigating anatomical landmarks in emergency scenarios due to its portability and safety, to our knowledge no existing algorithm can autonomously extract vessel bifurcations using ultrasound images. This is primarily due to the limited availability of ground truth data, in particular, data from live subjects, needed for training and validating reliable models. Researchers often resort to using data from anatomical phantoms or simulations. We introduce BIFURC, Bifurcation Identification for Ultrasound-driven Robot Cannulation, a novel algorithm that identifies vessel bifurcations and provides optimal needle insertion sites for an autonomous robotic cannulation system. BIFURC integrates expert knowledge with deep learning techniques to efficiently detect vessel bifurcations within the femoral region and can be trained on a limited amount of in-vivo data. We evaluated our algorithm using a medical phantom as well as real-world experiments involving live pigs. In all cases, BIFURC consistently identified bifurcation points and needle insertion locations in alignment with those identified by expert clinicians.

A SAT-based approach to rigorous verification of Bayesian networks

Recent advancements in machine learning have accelerated its widespread adoption across various real-world applications. However, in safety-critical domains, the deployment of machine learning models is riddled with challenges due to their complexity, lack of interpretability, and absence of formal guarantees regarding their behavior. In this paper, we introduce a verification framework tailored for Bayesian networks, designed to address these drawbacks. Our framework comprises two key components: (1) a two-step compilation and encoding scheme that translates Bayesian networks into Boolean logic literals, and (2) formal verification queries that leverage these literals to verify various properties encoded as constraints. Specifically, we introduce two verification queries: if-then rules (ITR) and feature monotonicity (FMO). We benchmark the efficiency of our verification scheme and demonstrate its practical utility in real-world scenarios.

Enhanced Uncertainty Estimation in Ultrasound Image Segmentation with MSU-Net

Efficient intravascular access in trauma and critical care significantly impacts patient outcomes. However, the availability of skilled medical personnel in austere environments is often limited. Autonomous robotic ultrasound systems can aid in needle insertion for medication delivery and support non-experts in such tasks. Despite advances in autonomous needle insertion, inaccuracies in vessel segmentation predictions pose risks. Understanding the uncertainty of predictive models in ultrasound imaging is crucial for assessing their reliability. We introduce MSU-Net, a novel multistage approach for training an ensemble of U-Nets to yield accurate ultrasound image segmentation maps. We demonstrate substantial improvements, 18.1% over a single Monte Carlo U-Net, enhancing uncertainty evaluations, model transparency, and trustworthiness. By highlighting areas of model certainty, MSU-Net can guide safe needle insertions, empowering non-experts to accomplish such tasks.

A Rate-Distortion View of Uncertainty Quantification

In supervised learning, understanding an input's proximity to the training data can help a model decide whether it has sufficient evidence for reaching a reliable prediction. While powerful probabilistic models such as Gaussian Processes naturally have this property, deep neural networks often lack it. In this paper, we introduce Distance Aware Bottleneck (DAB), i.e., a new method for enriching deep neural networks with this property. Building on prior information bottleneck approaches, our method learns a codebook that stores a compressed representation of all inputs seen during training. The distance of a new example from this codebook can serve as an uncertainty estimate for the example. The resulting model is simple to train and provides deterministic uncertainty estimates by a single forward pass. Finally, our method achieves better out-of-distribution (OOD) detection and misclassification prediction than prior methods, including expensive ensemble methods, deep kernel Gaussian Processes, and approaches based on the standard information bottleneck.

Exploring Loss Design Techniques For Decision Tree Robustness To Label Noise

In the real world, data is often noisy, affecting not only the quality of features but also the accuracy of labels. Current research on mitigating label errors stems primarily from advances in deep learning, and a gap exists in exploring interpretable models, particularly those rooted in decision trees. In this study, we investigate whether ideas from deep learning loss design can be applied to improve the robustness of decision trees. In particular, we show that loss correction and symmetric losses, both standard approaches, are not effective. We argue that other directions need to be explored to improve the robustness of decision trees to label noise.

MOMENT: A Family of Open Time-series Foundation Models

We introduce MOMENT, a family of open-source foundation models for general-purpose time-series analysis. Pre-training large models on time-series data is challenging due to (1) the absence of a large and cohesive public time-series repository, and (2) diverse time-series characteristics which make multi-dataset training onerous. Additionally, (3) experimental benchmarks to evaluate these models, especially in scenarios with limited resources, time, and supervision, are still in their nascent stages. To address these challenges, we compile a large and diverse collection of public time-series, called the Time-series Pile, and systematically tackle time-series-specific challenges to unlock large-scale multi-dataset pre-training. Finally, we build on recent work to design a benchmark to evaluate time-series foundation models on diverse tasks and datasets in limited supervision settings. Experiments on this benchmark demonstrate the effectiveness of our pre-trained models with minimal data and task-specific fine-tuning. Finally, we present several interesting empirical observations about large pre-trained time-series models. Our code is available anonymously at anonymous.4open.science/r/BETT-773F/.