ElasTST: Towards Robust Varied-Horizon Forecasting with Elastic Time-Series Transformer

Numerous industrial sectors necessitate models capable of providing robust forecasts across various horizons. Despite the recent strides in crafting specific architectures for time-series forecasting and developing pre-trained universal models, a comprehensive examination of their capability in accommodating varied-horizon forecasting during inference is still lacking. This paper bridges this gap through the design and evaluation of the Elastic Time-Series Transformer (ElasTST). The ElasTST model incorporates a non-autoregressive design with placeholders and structured self-attention masks, warranting future outputs that are invariant to adjustments in inference horizons. A tunable version of rotary position embedding is also integrated into ElasTST to capture time-series-specific periods and enhance adaptability to different horizons. Additionally, ElasTST employs a multi-scale patch design, effectively integrating both fine-grained and coarse-grained information. During the training phase, ElasTST uses a horizon reweighting strategy that approximates the effect of random sampling across multiple horizons with a single fixed horizon setting. Through comprehensive experiments and comparisons with state-of-the-art time-series architectures and contemporary foundation models, we demonstrate the efficacy of ElasTST's unique design elements. Our findings position ElasTST as a robust solution for the practical necessity of varied-horizon forecasting.

PTaRL: Prototype-based Tabular Representation Learning via Space Calibration

Tabular data have been playing a mostly important role in diverse real-world fields, such as healthcare, engineering, finance, etc. With the recent success of deep learning, many tabular machine learning (ML) methods based on deep networks (e.g., Transformer, ResNet) have achieved competitive performance on tabular benchmarks. However, existing deep tabular ML methods suffer from the representation entanglement and localization, which largely hinders their prediction performance and leads to performance inconsistency on tabular tasks. To overcome these problems, we explore a novel direction of applying prototype learning for tabular ML and propose a prototype-based tabular representation learning framework, PTaRL, for tabular prediction tasks. The core idea of PTaRL is to construct prototype-based projection space (P-Space) and learn the disentangled representation around global data prototypes. Specifically, PTaRL mainly involves two stages: (i) Prototype Generation, that constructs global prototypes as the basis vectors of P-Space for representation, and (ii) Prototype Projection, that projects the data samples into P-Space and keeps the core global data information via Optimal Transport. Then, to further acquire the disentangled representations, we constrain PTaRL with two strategies: (i) to diversify the coordinates towards global prototypes of different representations within P-Space, we bring up a diversification constraint for representation calibration; (ii) to avoid prototype entanglement in P-Space, we introduce a matrix orthogonalization constraint to ensure the independence of global prototypes. Finally, we conduct extensive experiments in PTaRL coupled with state-of-the-art deep tabular ML models on various tabular benchmarks and the results have shown our consistent superiority.

Large Language Model as a Universal Clinical Multi-task Decoder

The development of effective machine learning methodologies for enhancing the efficiency and accuracy of clinical systems is crucial. Despite significant research efforts, managing a plethora of diversified clinical tasks and adapting to emerging new tasks remain significant challenges. This paper presents a novel paradigm that employs a pre-trained large language model as a universal clinical multi-task decoder. This approach leverages the flexibility and diversity of language expressions to handle task topic variations and associated arguments. The introduction of a new task simply requires the addition of a new instruction template. We validate this framework across hundreds of tasks, demonstrating its robustness in facilitating multi-task predictions, performing on par with traditional multi-task learning and single-task learning approaches. Moreover, it shows exceptional adaptability to new tasks, with impressive zero-shot performance in some instances and superior data efficiency in few-shot scenarios. This novel approach offers a unified solution to manage a wide array of new and emerging tasks in clinical applications.

Addressing Distribution Shift in Time Series Forecasting with Instance Normalization Flows

Due to non-stationarity of time series, the distribution shift problem largely hinders the performance of time series forecasting. Existing solutions either fail for the shifts beyond simple statistics or the limited compatibility with forecasting models. In this paper, we propose a general decoupled formulation for time series forecasting, with no reliance on fixed statistics and no restriction on forecasting architectures. Then, we make such a formulation formalized into a bi-level optimization problem, to enable the joint learning of the transformation (outer loop) and forecasting (inner loop). Moreover, the special requirements of expressiveness and bi-direction for the transformation motivate us to propose instance normalization flows (IN-Flow), a novel invertible network for time series transformation. Extensive experiments demonstrate our method consistently outperforms state-of-the-art baselines on both synthetic and real-world data.

BatteryML:An Open-source platform for Machine Learning on Battery Degradation

Battery degradation remains a pivotal concern in the energy storage domain, with machine learning emerging as a potent tool to drive forward insights and solutions. However, this intersection of electrochemical science and machine learning poses complex challenges. Machine learning experts often grapple with the intricacies of battery science, while battery researchers face hurdles in adapting intricate models tailored to specific datasets. Beyond this, a cohesive standard for battery degradation modeling, inclusive of data formats and evaluative benchmarks, is conspicuously absent. Recognizing these impediments, we present BatteryML - a one-step, all-encompass, and open-source platform designed to unify data preprocessing, feature extraction, and the implementation of both traditional and state-of-the-art models. This streamlined approach promises to enhance the practicality and efficiency of research applications. BatteryML seeks to fill this void, fostering an environment where experts from diverse specializations can collaboratively contribute, thus elevating the collective understanding and advancement of battery research.The code for our project is publicly available on GitHub at https://github.com/microsoft/BatteryML.

Towards Foundation Models for Learning on Tabular Data

Learning on tabular data underpins numerous real-world applications. Despite considerable efforts in developing effective learning models for tabular data, current transferable tabular models remain in their infancy, limited by either the lack of support for direct instruction following in new tasks or the neglect of acquiring foundational knowledge and capabilities from diverse tabular datasets. In this paper, we propose Tabular Foundation Models (TabFMs) to overcome these limitations. TabFMs harness the potential of generative tabular learning, employing a pre-trained large language model (LLM) as the base model and fine-tuning it using purpose-designed objectives on an extensive range of tabular datasets. This approach endows TabFMs with a profound understanding and universal capabilities essential for learning on tabular data. Our evaluations underscore TabFM's effectiveness: not only does it significantly excel in instruction-following tasks like zero-shot and in-context inference, but it also showcases performance that approaches, and in instances, even transcends, the renowned yet mysterious closed-source LLMs like GPT-4. Furthermore, when fine-tuning with scarce data, our model achieves remarkable efficiency and maintains competitive performance with abundant training data. Finally, while our results are promising, we also delve into TabFM's limitations and potential opportunities, aiming to stimulate and expedite future research on developing more potent TabFMs.

Learning Intra- and Inter-Cell Differences for Accurate Battery Lifespan Prediction across Diverse Conditions

Battery life prediction holds significant practical value for battery research and development. Currently, many data-driven models rely on early electrical signals from specific target batteries to predict their lifespan. A common shortfall is that most existing methods are developed based on specific aging conditions, which not only limits their model's capability but also diminishes their effectiveness in predicting degradation under varied conditions. As a result, these models often miss out on fully benefiting from the rich historical data available under other conditions. Here, to address above, we introduce an approach that explicitly captures differences between electrical signals of a target battery and a reference battery, irrespective of their materials and aging conditions, to forecast the target battery life. Through this inter-cell difference, we not only enhance the feature space but also pave the way for a universal battery life prediction framework. Remarkably, our model that combines the inter- and intra-cell differences shines across diverse conditions, standing out in its efficiency and accuracy using all accessible datasets. An essential application of our approach is its capability to leverage data from older batteries effectively, enabling newer batteries to capitalize on insights gained from past batteries. This work not only enriches the battery data utilization strategy but also sets the stage for smarter battery management system in the future.

ProbTS: A Unified Toolkit to Probe Deep Time-series Forecasting

Time-series forecasting serves as a linchpin in a myriad of applications, spanning various domains. With the growth of deep learning, this arena has bifurcated into two salient branches: one focuses on crafting specific neural architectures tailored for time series, and the other harnesses advanced deep generative models for probabilistic forecasting. While both branches have made significant progress, their differences across data scenarios, methodological focuses, and decoding schemes pose profound, yet unexplored, research questions. To bridge this knowledge chasm, we introduce ProbTS, a pioneering toolkit developed to synergize and compare these two distinct branches. Endowed with a unified data module, a modularized model module, and a comprehensive evaluator module, ProbTS allows us to revisit and benchmark leading methods from both branches. The scrutiny with ProbTS highlights their distinct characteristics, relative strengths and weaknesses, and areas that need further exploration. Our analyses point to new avenues for research, aiming for more effective time-series forecasting.

Warpformer: A Multi-scale Modeling Approach for Irregular Clinical Time Series

Irregularly sampled multivariate time series are ubiquitous in various fields, particularly in healthcare, and exhibit two key characteristics: intra-series irregularity and inter-series discrepancy. Intra-series irregularity refers to the fact that time-series signals are often recorded at irregular intervals, while inter-series discrepancy refers to the significant variability in sampling rates among diverse series. However, recent advances in irregular time series have primarily focused on addressing intra-series irregularity, overlooking the issue of inter-series discrepancy. To bridge this gap, we present Warpformer, a novel approach that fully considers these two characteristics. In a nutshell, Warpformer has several crucial designs, including a specific input representation that explicitly characterizes both intra-series irregularity and inter-series discrepancy, a warping module that adaptively unifies irregular time series in a given scale, and a customized attention module for representation learning. Additionally, we stack multiple warping and attention modules to learn at different scales, producing multi-scale representations that balance coarse-grained and fine-grained signals for downstream tasks. We conduct extensive experiments on widely used datasets and a new large-scale benchmark built from clinical databases. The results demonstrate the superiority of Warpformer over existing state-of-the-art approaches.

UADB: Unsupervised Anomaly Detection Booster

Unsupervised Anomaly Detection (UAD) is a key data mining problem owing to its wide real-world applications. Due to the complete absence of supervision signals, UAD methods rely on implicit assumptions about anomalous patterns (e.g., scattered/sparsely/densely clustered) to detect anomalies. However, real-world data are complex and vary significantly across different domains. No single assumption can describe such complexity and be valid in all scenarios. This is also confirmed by recent research that shows no UAD method is omnipotent. Based on above observations, instead of searching for a magic universal winner assumption, we seek to design a general UAD Booster (UADB) that empowers any UAD models with adaptability to different data. This is a challenging task given the heterogeneous model structures and assumptions adopted by existing UAD methods. To achieve this, we dive deep into the UAD problem and find that compared to normal data, anomalies (i) lack clear structure/pattern in feature space, thus (ii) harder to learn by model without a suitable assumption, and finally, leads to (iii) high variance between different learners. In light of these findings, we propose to (i) distill the knowledge of the source UAD model to an imitation learner (booster) that holds no data assumption, then (ii) exploit the variance between them to perform automatic correction, and thus (iii) improve the booster over the original UAD model. We use a neural network as the booster for its strong expressive power as a universal approximator and ability to perform flexible post-hoc tuning. Note that UADB is a model-agnostic framework that can enhance heterogeneous UAD models in a unified way. Extensive experiments on over 80 tabular datasets demonstrate the effectiveness of UADB.