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license: apache-2.0
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language:
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- en
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size_categories:
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- 1K<n<10K
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task_categories:
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- time-series-forecasting
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tags:
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- benchmark
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- peft
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- foundation-models
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- evaluation
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- algorithm-selection
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- domain-shift
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pretty_name: TSFM-PEFT-Bench
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configs:
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- config_name: domain
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data_files:
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- split: runs
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path: results/expansion/domain/*.json
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- config_name: rank
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data_files:
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- split: runs
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path: results/expansion/rank/*.json
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- config_name: locus
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data_files:
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- split: runs
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path: results/expansion/locus/*.json
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---
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# TSFM-PEFT-Bench
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A cross-architecture benchmark for evaluating Parameter-Efficient Fine-Tuning
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(PEFT) recommendation reliability in Time Series Foundation Models (TSFMs).
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Benchmark for PEFT Selection in Time Series Foundation Models"* (under
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double-blind review at NeurIPS 2026 Datasets & Benchmarks Track).
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##
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- **5 seeds** per cell (Chronos, MOMENT full coverage; Moirai partial: LoRA 15/20, IA³ 13/20)
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- **~2,250 GPU-hours** of compute on RTX 3090 + RTX 3060 cluster
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| **Domains** | ETTm1 (energy), Finance/exchange_rate, SMD (industrial), PhysioNet 2012 (clinical HR) |
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| **Methods** | Zero-shot, Head-only, LoRA, DoRA, IA³ (Adapter), Full-FT |
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| **Sweeps** | LoRA rank ∈ {4, 8, 16, 32}; locus ∈ {attn_qv, attn_all, ffn, attn_qv_ffn, early_layers, late_layers} |
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`tsfm_peft_bench.croissant.json` with mandatory **Responsible-AI fields**:
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data limitations, biases, sensitive information, intended use, social impact,
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source datasets, preprocessing, release/maintenance plan.
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##
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(Chronos η²ᵢₙₜ = 0.225, Moirai 0.207, MOMENT ≈ 0).
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2. **Naive LODO majority transfer is surprisingly effective**: 41.7% top-1,
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mean regret 0.015, 17× over random — IA³ is plurality-dominant.
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3. **Granular features do not improve over plurality at this scale**
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(Arch-Default, Regret-W NN, learned classifiers all underperform LODO on regret).
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4. **Architecture-dependent efficiency frontier**: IA³ for encoder–decoder,
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LoRA / Full-FT for any-variate, near-uniformity for encoder-only.
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```
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│ ├── rank/ *.json # 238 (rank sweep)
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│ └── locus/ *.json # 336 (locus sweep)
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└── gradient_analysis/ # per-cell gradient norms (12 JSONs)
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```
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##
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from huggingface_hub import snapshot_download
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import json
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from pathlib import Path
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#
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print(manifest["totals"]) # {'paper_included_primary_runs': 882, ...}
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#
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rec = json.load(open(f))
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print(rec["model"], rec["method"], rec["domain"], rec["metrics"]["mae"])
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```
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[evaldataset/tsfm-peft-bench](https://github.com/evaldataset/tsfm-peft-bench)
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contains all training/analysis pipelines:
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```bash
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#
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```
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```
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year = {2026},
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note = {Under double-blind review at NeurIPS 2026 Datasets and Benchmarks Track},
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url = {https://huggingface.co/datasets/EvalData/tsfm-peft-bench}
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}
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```
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upstream pre-trained checkpoints (Chronos Apache-2.0, MOMENT MIT, Moirai
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CC-BY-NC-4.0, TimesFM Apache-2.0) and source domain datasets (ETTm1
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CC-BY-ND-4.0; Exchange Rate and SMD have license caveats — see the paper's
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Reproducibility Statement).
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##
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double-blind review. The author identity is anonymized at the dataset level
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during review and will be revealed in the camera-ready version.
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# TSFM-PEFT-Bench
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A cross-architecture benchmark for evaluating Parameter-Efficient Fine-Tuning
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(PEFT) recommendation reliability in Time Series Foundation Models (TSFMs).
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Companion code and artifacts for the paper "TSFM-PEFT-Bench: A
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Cross-Architecture Benchmark for PEFT Selection in Time Series Foundation
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Models" (under double-blind review at NeurIPS 2026 Datasets and Benchmarks
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Track).
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**Quick metadata:**
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- **License:** Apache-2.0 (`LICENSE`)
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- **Croissant manifest:** `tsfm_peft_bench.croissant.json`
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(MLCommons Croissant 1.0 with mandatory RAI fields)
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- **Headline scale:** 882 paper-included primary-model runs
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(3 architectures × 4 domains × 6 main methods + rank/locus sweeps)
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- **Reproduction in one command:**
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`python scripts/reproduce_paper_tables.py`
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- **Code repository (anonymous review):** [https://anonymous.4open.science/r/tsfm-peft-bench](https://anonymous.4open.science/r/tsfm-peft-bench)
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- **Dataset (Hugging Face):** [EvalData/tsfm-peft-bench](https://huggingface.co/datasets/EvalData/tsfm-peft-bench) — 972 run records + Croissant 1.0
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---
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## Hosting and accessibility (NeurIPS 2026 D&B Track)
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Per the NeurIPS 2026 Evaluations & Datasets hosting policy, this artifact will
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be hosted at:
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| Asset | Platform | Notes |
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|---|---|---|
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| Code (frozen at submission) | Anonymous-4-Open-Science (review) → Hugging Face Spaces (camera-ready) | All scripts, configs, src/ |
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| Run manifest + headline numbers | Hugging Face Datasets `tsfm-peft-bench/runs` | `paper_manifest.json`, `paper_numbers.{json,tex}`, `selector_evaluation.json` |
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| Per-run JSON files (full grid) | Hugging Face Datasets `tsfm-peft-bench/runs` | `results/expansion/{domain,rank,locus}/*.json` (~50–200 MB total) |
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| Domain shift profiles | Hugging Face Datasets `tsfm-peft-bench/runs` | `domain_shift_profiles.json` |
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| Croissant metadata | top-level `tsfm_peft_bench.croissant.json` | Auto-validated against MLCommons spec 1.0 |
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The Croissant file is the canonical machine-readable description of the
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benchmark. RAI fields (limitations, biases, sensitive information, intended
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use, social impact, sources, preprocessing, release plan) are populated.
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---
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## What's in here
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- `src/` — model wrappers (Chronos, MOMENT, Moirai, TimesFM), PEFT
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adaptations (LoRA / DoRA / IA³ / Adapter / Prefix / Head-only / Full-FT),
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dataset loaders, and evaluation utilities.
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- `scripts/` — Hydra-based single-run trainer (`train.py`), full benchmark
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driver (`run_expansion.py`), analysis pipeline (`analyze_expansion_v2.py`,
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`reproduce_paper_tables.py`), selector (`build_selector.py`), and
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mechanism probes (`subspace_probe.py`, `gradient_probe.py`).
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- `configs/` — Hydra YAML configs for models, adaptations, and data; zero
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hard-coded hyperparameters.
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- `tests/` — pytest suite (100 tests) covering data loaders, adaptations,
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metrics, shift profiles, and analysis utilities.
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- `results/` — paper artifacts (manifest, ANOVA, selector tables, paper
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numbers). `paper_manifest.json` is the single source of truth for
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paper-included runs.
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- `paper_submission.tex`, `paper_appendix.tex`, `paper_supplementary.tex`,
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`neurips_checklist.tex` — the manuscript and supplementary materials.
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---
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## Setup
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The repository targets **Python 3.10–3.12**.
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```bash
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# Recommended (exact reproduction): pin every transitive dep
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python -m pip install -r requirements-lock.txt
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python -m pip install -e .
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# Lighter (looser bounds): top-level constraints only
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python -m pip install -e ".[dev]"
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```
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`requirements-lock.txt` is captured by `pip freeze` from the environment that
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produced the released results (PyTorch 2.11, chronos-forecasting 2.2.2,
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uni2ts 2.0.0, momentfm @ upstream commit `38f7310a`).
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TimesFM is optional and conflicts with Python 3.12 (paxml/lingvo
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dependencies). Install only on Python 3.10/3.11:
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```bash
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python -m pip install -e ".[timesfm]"
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```
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GPU: experiments were run on 4× RTX 3090 (cluster) and 1–4× RTX 3060 nodes.
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Mixed-precision (FP16/BF16) is always enabled; FP32 is unsupported.
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---
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## Reproducing the paper
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### Headline tables
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```bash
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# Re-derive paper_manifest.json + paper_numbers.{json,tex} from raw runs
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python scripts/reproduce_paper_tables.py \
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--input_dir results/expansion --output_dir results
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# ANOVA / outlier filtering / per-architecture statistics (v2)
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python scripts/analyze_expansion_v2.py
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# Selector evaluation (LOOCV, 12 held-out cells)
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python scripts/build_selector.py
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```
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These three commands regenerate every numerical claim in
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`paper_submission.tex` from raw run JSON. Latex macros for the headline
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numbers are emitted to `results/paper_numbers.tex`.
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### Single-run training
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```bash
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python scripts/train.py model=chronos adaptation=lora data=ett_m1
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python scripts/train.py model=chronos adaptation=lora data=ett_h1 \
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adaptation.rank=16 training.lr=1e-4 training.epochs=50
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```
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### Full benchmark grid
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```bash
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# 3 primary models × 4 domains × 7 main methods × 5 seeds = 882 paper-included runs
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python scripts/run_expansion.py \
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--models chronos,moment,moirai \
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--mode domain \
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--seeds 42,123,7,2024,3407 \
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--save_checkpoints \
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--checkpoint_dir checkpoints/expansion
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```
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`scripts/run_benchmark.sh` wraps the full sweep across the three modes
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(domain / rank / locus).
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### Evaluation from a checkpoint
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```bash
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python scripts/evaluate.py \
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--checkpoint checkpoints/expansion/chronos/<experiment_id>.pt \
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--model chronos --data ett_m1
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```
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Both `train.py` and `run_expansion.py` save checkpoints in a unified schema
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(`backbone_state_dict` + `adaptation_method` + `adaptation_config` +
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`prediction_length` / `context_length`). `evaluate.py` accepts either
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`backbone_state_dict` or the legacy `state_dict` key for backward
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compatibility with pre-2026-04-27 checkpoints.
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---
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## Repository conventions
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- **Docstrings and error messages are written in Korean**; identifiers and
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+
paper-facing artifacts are in English. See `CLAUDE.md` for full coding
|
| 155 |
+
standards.
|
| 156 |
+
- All hyperparameters live in `configs/`; do not hard-code values in scripts.
|
| 157 |
+
- External libraries (chronos, peft, transformers, wandb) are imported
|
| 158 |
+
dynamically via `importlib` and accessed through `Protocol` types in
|
| 159 |
+
`src/`. Direct imports in `scripts/` and `tests/` are fine.
|
| 160 |
+
- `from __future__ import annotations` at the top of every module.
|
| 161 |
+
|
| 162 |
+
---
|
| 163 |
+
|
| 164 |
+
## Data and checkpoints
|
| 165 |
+
|
| 166 |
+
`data/` is `.gitignore`d. Public datasets used:
|
| 167 |
+
|
| 168 |
+
- **ETTm1**: standard ETT benchmark (Zhou et al., 2021).
|
| 169 |
+
- **Exchange-rate ("Finance")**: Lai et al., 2017.
|
| 170 |
+
- **SMD**: Server Machine Dataset (Su et al., 2019), entity boundaries
|
| 171 |
+
preserved during splitting (`src/data/smd.py`).
|
| 172 |
+
- **PhysioNet**: subset processed in `src/data/physionet.py`, subject IDs
|
| 173 |
+
preserved across splits to prevent leakage.
|
| 174 |
+
|
| 175 |
+
`checkpoints/` is a local symlink to NAS storage on the maintainer's
|
| 176 |
+
machine. Downstream users should either remove the symlink and create a
|
| 177 |
+
local directory, or override the path with `checkpoint_dir=...` /
|
| 178 |
+
`--checkpoint_dir <path>` on the command line.
|
| 179 |
+
|
| 180 |
+
---
|
| 181 |
+
|
| 182 |
+
## Layout
|
| 183 |
+
|
| 184 |
+
```
|
| 185 |
+
src/
|
| 186 |
+
├── adaptation/ # LoRA / DoRA / IA3 / Adapter / Prefix / Head / Full
|
| 187 |
+
├── data/ # ETT, finance, SMD, PhysioNet, shift metrics
|
| 188 |
+
├── evaluation/ # MAE / MSE / MASE / CRPS / CKA
|
| 189 |
+
├── models/ # Chronos / MOMENT / Moirai / TimesFM wrappers
|
| 190 |
+
└── utils/ # Seeds, device, logging
|
| 191 |
+
scripts/
|
| 192 |
+
├── train.py # single-run Hydra entry point
|
| 193 |
+
├── run_expansion.py # full benchmark grid
|
| 194 |
+
├── reproduce_paper_tables.py # SoT manifest + paper_numbers regenerator
|
| 195 |
+
├── analyze_expansion_v2.py # ANOVA / outlier policy
|
| 196 |
+
├── build_selector.py # selector LOOCV evaluation
|
| 197 |
+
├── subspace_probe.py # mechanism probe (representation)
|
| 198 |
+
└── gradient_probe.py # mechanism probe (gradient flow)
|
| 199 |
+
configs/
|
| 200 |
+
├── model/ chronos.yaml | moment.yaml | moirai.yaml | timesfm.yaml
|
| 201 |
+
├── adaptation/ lora | dora | ia3 | adapter | prefix | head_only | full_ft
|
| 202 |
+
└── data/ ett_m1 | ett_h1 | finance | smd | physionet | ...
|
| 203 |
+
results/
|
| 204 |
+
├── paper_manifest.json # SoT: 882 paper-included primary-model runs
|
| 205 |
+
├── paper_numbers.{json,tex} # auto-generated latex macros
|
| 206 |
+
├── selector_evaluation.json # selector LOOCV results
|
| 207 |
+
├── expansion_analysis_canonical/ # canonical ANOVA outputs
|
| 208 |
+
└── expansion_analysis_v3/ # v3 (current) analysis outputs
|
| 209 |
+
```
|
| 210 |
+
|
| 211 |
+
---
|
| 212 |
+
|
| 213 |
+
## Quality gates
|
| 214 |
+
|
| 215 |
+
```bash
|
| 216 |
+
# Tests (100 tests, ~3s on CPU)
|
| 217 |
+
pytest tests/ -v
|
| 218 |
+
|
| 219 |
+
# Lint / format
|
| 220 |
+
ruff check src/ scripts/ tests/
|
| 221 |
+
black --check src/ scripts/ tests/
|
| 222 |
+
isort --check-only src/ scripts/ tests/
|
| 223 |
+
mypy src/
|
| 224 |
+
```
|
| 225 |
+
|
| 226 |
+
---
|
| 227 |
+
|
| 228 |
+
## Citation
|
| 229 |
+
|
| 230 |
+
Anonymous under review. Citation will be added on publication.
|
| 231 |
+
|
| 232 |
+
## License
|
| 233 |
|
| 234 |
+
Apache 2.0 (see `LICENSE` once added).
|
|
|
|
|
|