A Cross-Domain Benchmark for Active Learning

Active Learning (AL) deals with identifying the most informative samples for labeling to reduce data annotation costs for supervised learning tasks. AL research suffers from the fact that lifts from literature generalize poorly and that only a small number of repetitions of experiments are conducted. To overcome these obstacles, we propose \emph{CDALBench}, the first active learning benchmark which includes tasks in computer vision, natural language processing and tabular learning. Furthermore, by providing an efficient, greedy oracle, \emph{CDALBench} can be evaluated with 50 runs for each experiment. We show, that both the cross-domain character and a large amount of repetitions are crucial for sophisticated evaluation of AL research. Concretely, we show that the superiority of specific methods varies over the different domains, making it important to evaluate Active Learning with a cross-domain benchmark. Additionally, we show that having a large amount of runs is crucial. With only conducting three runs as often done in the literature, the superiority of specific methods can strongly vary with the specific runs. This effect is so strong, that, depending on the seed, even a well-established method's performance can be significantly better and significantly worse than random for the same dataset.

Marginalization Consistent Mixture of Separable Flows for Probabilistic Irregular Time Series Forecasting

Probabilistic forecasting models for joint distributions of targets in irregular time series are a heavily under-researched area in machine learning with, to the best of our knowledge, only three models researched so far: GPR, the Gaussian Process Regression model~\citep{Durichen2015.Multitask}, TACTiS, the Transformer-Attentional Copulas for Time Series~\cite{Drouin2022.Tactis, ashok2024tactis} and ProFITi \citep{Yalavarthi2024.Probabilistica}, a multivariate normalizing flow model based on invertible attention layers. While ProFITi, thanks to using multivariate normalizing flows, is the more expressive model with better predictive performance, we will show that it suffers from marginalization inconsistency: it does not guarantee that the marginal distributions of a subset of variables in its predictive distributions coincide with the directly predicted distributions of these variables. Also, TACTiS does not provide any guarantees for marginalization consistency. We develop a novel probabilistic irregular time series forecasting model, Marginalization Consistent Mixtures of Separable Flows (moses), that mixes several normalizing flows with (i) Gaussian Processes with full covariance matrix as source distributions and (ii) a separable invertible transformation, aiming to combine the expressivity of normalizing flows with the marginalization consistency of Gaussians. In experiments on four different datasets we show that moses outperforms other state-of-the-art marginalization consistent models, performs on par with ProFITi, but different from ProFITi, guarantee marginalization consistency.

Functional Latent Dynamics for Irregularly Sampled Time Series Forecasting

Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learn- ing models that operate only on fully observed and regularly sampled time series. In order to capture the continuous dynamics of the irreg- ular time series, many models rely on solving an Ordinary Differential Equation (ODE) in the hidden state. These ODE-based models tend to perform slow and require large memory due to sequential operations and a complex ODE solver. As an alternative to complex ODE-based mod- els, we propose a family of models called Functional Latent Dynamics (FLD). Instead of solving the ODE, we use simple curves which exist at all time points to specify the continuous latent state in the model. The coefficients of these curves are learned only from the observed values in the time series ignoring the missing values. Through extensive experi- ments, we demonstrate that FLD achieves better performance compared to the best ODE-based model while reducing the runtime and memory overhead. Specifically, FLD requires an order of magnitude less time to infer the forecasts compared to the best performing forecasting model.

HMAR: Hierarchical Masked Attention for Multi-Behaviour Recommendation

In the context of recommendation systems, addressing multi-behavioral user interactions has become vital for understanding the evolving user behavior. Recent models utilize techniques like graph neural networks and attention mechanisms for modeling diverse behaviors, but capturing sequential patterns in historical interactions remains challenging. To tackle this, we introduce Hierarchical Masked Attention for multi-behavior recommendation (HMAR). Specifically, our approach applies masked self-attention to items of the same behavior, followed by self-attention across all behaviors. Additionally, we propose historical behavior indicators to encode the historical frequency of each items behavior in the input sequence. Furthermore, the HMAR model operates in a multi-task setting, allowing it to learn item behaviors and their associated ranking scores concurrently. Extensive experimental results on four real-world datasets demonstrate that our proposed model outperforms state-of-the-art methods. Our code and datasets are available here (https://github.com/Shereen-Elsayed/HMAR).

Are EEG Sequences Time Series? EEG Classification with Time Series Models and Joint Subject Training

As with most other data domains, EEG data analysis relies on rich domain-specific preprocessing. Beyond such preprocessing, machine learners would hope to deal with such data as with any other time series data. For EEG classification many models have been developed with layer types and architectures we typically do not see in time series classification. Furthermore, typically separate models for each individual subject are learned, not one model for all of them. In this paper, we systematically study the differences between EEG classification models and generic time series classification models. We describe three different model setups to deal with EEG data from different subjects, subject-specific models (most EEG literature), subject-agnostic models and subject-conditional models. In experiments on three datasets, we demonstrate that off-the-shelf time series classification models trained per subject perform close to EEG classification models, but that do not quite reach the performance of domain-specific modeling. Additionally, we combine time-series models with subject embeddings to train one joint subject-conditional classifier on all subjects. The resulting models are competitive with dedicated EEG models in 2 out of 3 datasets, even outperforming all EEG methods on one of them.

Hyperparameter Tuning MLPs for Probabilistic Time Series Forecasting

Time series forecasting attempts to predict future events by analyzing past trends and patterns. Although well researched, certain critical aspects pertaining to the use of deep learning in time series forecasting remain ambiguous. Our research primarily focuses on examining the impact of specific hyperparameters related to time series, such as context length and validation strategy, on the performance of the state-of-the-art MLP model in time series forecasting. We have conducted a comprehensive series of experiments involving 4800 configurations per dataset across 20 time series forecasting datasets, and our findings demonstrate the importance of tuning these parameters. Furthermore, in this work, we introduce the largest metadataset for timeseries forecasting to date, named TSBench, comprising 97200 evaluations, which is a twentyfold increase compared to previous works in the field. Finally, we demonstrate the utility of the created metadataset on multi-fidelity hyperparameter optimization tasks.

ProbSAINT: Probabilistic Tabular Regression for Used Car Pricing

Used car pricing is a critical aspect of the automotive industry, influenced by many economic factors and market dynamics. With the recent surge in online marketplaces and increased demand for used cars, accurate pricing would benefit both buyers and sellers by ensuring fair transactions. However, the transition towards automated pricing algorithms using machine learning necessitates the comprehension of model uncertainties, specifically the ability to flag predictions that the model is unsure about. Although recent literature proposes the use of boosting algorithms or nearest neighbor-based approaches for swift and precise price predictions, encapsulating model uncertainties with such algorithms presents a complex challenge. We introduce ProbSAINT, a model that offers a principled approach for uncertainty quantification of its price predictions, along with accurate point predictions that are comparable to state-of-the-art boosting techniques. Furthermore, acknowledging that the business prefers pricing used cars based on the number of days the vehicle was listed for sale, we show how ProbSAINT can be used as a dynamic forecasting model for predicting price probabilities for different expected offer duration. Our experiments further indicate that ProbSAINT is especially accurate on instances where it is highly certain. This proves the applicability of its probabilistic predictions in real-world scenarios where trustworthiness is crucial.

Probabilistic Forecasting of Irregular Time Series via Conditional Flows

Probabilistic forecasting of irregularly sampled multivariate time series with missing values is an important problem in many fields, including health care, astronomy, and climate. State-of-the-art methods for the task estimate only marginal distributions of observations in single channels and at single timepoints, assuming a fixed-shape parametric distribution. In this work, we propose a novel model, ProFITi, for probabilistic forecasting of irregularly sampled time series with missing values using conditional normalizing flows. The model learns joint distributions over the future values of the time series conditioned on past observations and queried channels and times, without assuming any fixed shape of the underlying distribution. As model components, we introduce a novel invertible triangular attention layer and an invertible non-linear activation function on and onto the whole real line. We conduct extensive experiments on four datasets and demonstrate that the proposed model provides $4$ times higher likelihood over the previously best model.

Moco: A Learnable Meta Optimizer for Combinatorial Optimization

Relevant combinatorial optimization problems (COPs) are often NP-hard. While they have been tackled mainly via handcrafted heuristics in the past, advances in neural networks have motivated the development of general methods to learn heuristics from data. Many approaches utilize a neural network to directly construct a solution, but are limited in further improving based on already constructed solutions at inference time. Our approach, Moco, learns a graph neural network that updates the solution construction procedure based on features extracted from the current search state. This meta training procedure targets the overall best solution found during the search procedure given information such as the search budget. This allows Moco to adapt to varying circumstances such as different computational budgets. Moco is a fully learnable meta optimizer that does not utilize any problem specific local search or decomposition. We test Moco on the Traveling Salesman Problem (TSP) and Maximum Independent Set (MIS) and show that it outperforms other approaches on MIS and is overall competitive on the TSP, especially outperforming related approaches, partially even if they use additional local search.

Context-Aware Sequential Model for Multi-Behaviour Recommendation

Sequential recommendation models are crucial for next-item recommendations in online platforms, capturing complex patterns in user interactions. However, many focus on a single behavior, overlooking valuable implicit interactions like clicks and favorites. Existing multi-behavioral models often fail to simultaneously capture sequential patterns. We propose CASM, a Context-Aware Sequential Model, leveraging sequential models to seamlessly handle multiple behaviors. CASM employs context-aware multi-head self-attention for heterogeneous historical interactions and a weighted binary cross-entropy loss for precise control over behavior contributions. Experimental results on four datasets demonstrate CASM's superiority over state-of-the-art approaches.