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Aug 28

GameWAM: A World Action Model for Video Games

Modern video games combine first-person perception, rapid visual changes, persistent world state, and heterogeneous native controls. Existing game agents map visual and task context directly to actions but lack explicit world dynamics modeling, whereas interactive game world models predict visual futures from supplied actions but do not serve as task policies. World-Action Models (WAMs) unify these objectives, but remain largely unexplored under the dynamics and open-ended interaction of video games. We introduce GameWAM, to our knowledge the first WAM for native closed-loop gameplay and GUI control. GameWAM jointly generates future visual observations and executable keyboard-mouse trajectories through parallel visual and action generative processes with block-causal conditioning and flow matching. To support joint world-action learning, we construct synchronized gameplay and GUI trajectories. To handle heterogeneous native control, GameWAM predicts a gameplay/GUI mode at each action step and generates actions with mode-specific prediction distributions and continuous-action normalization. For long-horizon interaction, block-cycle control predicts beyond the committed horizon, executes only a short action prefix, and replans from new observations, while fine-grained within-cycle context and hierarchical cross-cycle history preserve temporal continuity. Experiments demonstrate competitive task success with fewer executed native actions than the compared agents. We further uncover Low-Frequency Action Source Imprinting (LASI), in which low-frequency components of the sampled action source systematically steer coarse generated camera motion under fixed conditioning, revealing a source-sensitivity failure mode in generative control. Project page is available at https://yunncheng.github.io/GameWAM/.

tencent Tencent
·
Aug 24 1

A likelihood approach to nonparametric estimation of a singular distribution using deep generative models

We investigate statistical properties of a likelihood approach to nonparametric estimation of a singular distribution using deep generative models. More specifically, a deep generative model is used to model high-dimensional data that are assumed to concentrate around some low-dimensional structure. Estimating the distribution supported on this low-dimensional structure, such as a low-dimensional manifold, is challenging due to its singularity with respect to the Lebesgue measure in the ambient space. In the considered model, a usual likelihood approach can fail to estimate the target distribution consistently due to the singularity. We prove that a novel and effective solution exists by perturbing the data with an instance noise, which leads to consistent estimation of the underlying distribution with desirable convergence rates. We also characterize the class of distributions that can be efficiently estimated via deep generative models. This class is sufficiently general to contain various structured distributions such as product distributions, classically smooth distributions and distributions supported on a low-dimensional manifold. Our analysis provides some insights on how deep generative models can avoid the curse of dimensionality for nonparametric distribution estimation. We conduct a thorough simulation study and real data analysis to empirically demonstrate that the proposed data perturbation technique improves the estimation performance significantly.

  • 4 authors
·
May 9, 2021

Teaching Time Series to See and Speak: Forecasting with Aligned Visual and Textual Perspectives

Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time series as text using large language models (LLMs), these methods remain limited by the discrete nature of token sequences and lack the perceptual intuition humans typically apply, such as interpreting visual patterns. In this paper, we propose a multimodal contrastive learning framework that transforms raw time series into structured visual and textual perspectives. Rather than using natural language or real-world images, we construct both modalities directly from numerical sequences. We then align these views in a shared semantic space via contrastive learning, enabling the model to capture richer and more complementary representations. Furthermore, we introduce a variate selection module that leverages the aligned representations to identify the most informative variables for multivariate forecasting. Extensive experiments on fifteen short-term and six long-term forecasting benchmarks demonstrate that our approach consistently outperforms strong unimodal and cross-modal baselines, highlighting the effectiveness of multimodal alignment in enhancing time series forecasting. Code is available at: https://github.com/Ironieser/TimesCLIP.

  • 4 authors
·
Jun 30, 2025

CALF: Aligning LLMs for Time Series Forecasting via Cross-modal Fine-Tuning

Deep learning (e.g., Transformer) has been widely and successfully used in multivariate time series forecasting (MTSF). Unlike existing methods that focus on training models from a single modal of time series input, large language models (LLMs) based MTSF methods with cross-modal text and time series input have recently shown great superiority, especially with limited temporal data. However, current LLM-based MTSF methods usually focus on adapting and fine-tuning LLMs, while neglecting the distribution discrepancy between textual and temporal input tokens, thus leading to sub-optimal performance. To address this issue, we propose a novel Cross-Modal LLM Fine-Tuning (CALF) framework for MTSF by reducing the distribution discrepancy between textual and temporal data, which mainly consists of the temporal target branch with temporal input and the textual source branch with aligned textual input. To reduce the distribution discrepancy, we develop the cross-modal match module to first align cross-modal input distributions. Additionally, to minimize the modality distribution gap in both feature and output spaces, feature regularization loss is developed to align the intermediate features between the two branches for better weight updates, while output consistency loss is introduced to allow the output representations of both branches to correspond effectively. Thanks to the modality alignment, CALF establishes state-of-the-art performance for both long-term and short-term forecasting tasks with low computational complexity, and exhibiting favorable few-shot and zero-shot abilities similar to that in LLMs. Code is available at https://github.com/Hank0626/LLaTA.

  • 8 authors
·
Mar 12, 2024

T3Time: Tri-Modal Time Series Forecasting via Adaptive Multi-Head Alignment and Residual Fusion

Multivariate time series forecasting (MTSF) seeks to model temporal dynamics among variables to predict future trends. Transformer-based models and large language models (LLMs) have shown promise due to their ability to capture long-range dependencies and patterns. However, current methods often rely on rigid inductive biases, ignore intervariable interactions, or apply static fusion strategies that limit adaptability across forecast horizons. These limitations create bottlenecks in capturing nuanced, horizon-specific relationships in time-series data. To solve this problem, we propose T3Time, a novel trimodal framework consisting of time, spectral, and prompt branches, where the dedicated frequency encoding branch captures the periodic structures along with a gating mechanism that learns prioritization between temporal and spectral features based on the prediction horizon. We also proposed a mechanism which adaptively aggregates multiple cross-modal alignment heads by dynamically weighting the importance of each head based on the features. Extensive experiments on benchmark datasets demonstrate that our model consistently outperforms state-of-the-art baselines, achieving an average reduction of 3.28% in MSE and 2.29% in MAE. Furthermore, it shows strong generalization in few-shot learning settings: with 5% training data, we see a reduction in MSE and MAE by 4.13% and 1.91%, respectively; and with 10% data, by 3.62% and 1.98% on average. Code - https://github.com/monaf-chowdhury/T3Time/

  • 3 authors
·
Aug 5, 2025

Verbalized Sampling: How to Mitigate Mode Collapse and Unlock LLM Diversity

Post-training alignment often reduces LLM diversity, leading to a phenomenon known as mode collapse. Unlike prior work that attributes this effect to algorithmic limitations, we identify a fundamental, pervasive data-level driver: typicality bias in preference data, whereby annotators systematically favor familiar text as a result of well-established findings in cognitive psychology. We formalize this bias theoretically, verify it on preference datasets empirically, and show that it plays a central role in mode collapse. Motivated by this analysis, we introduce Verbalized Sampling, a simple, training-free prompting strategy to circumvent mode collapse. VS prompts the model to verbalize a probability distribution over a set of responses (e.g., ``Generate 5 jokes about coffee and their corresponding probabilities''). Comprehensive experiments show that VS significantly improves performance across creative writing (poems, stories, jokes), dialogue simulation, open-ended QA, and synthetic data generation, without sacrificing factual accuracy and safety. For instance, in creative writing, VS increases diversity by 1.6-2.1x over direct prompting. We further observe an emergent trend that more capable models benefit more from VS. In sum, our work provides a new data-centric perspective on mode collapse and a practical inference-time remedy that helps unlock pre-trained generative diversity.

stanfordnlp Stanford NLP
·
Oct 1, 2025 3

Let Experts Feel Uncertainty: A Multi-Expert Label Distribution Approach to Probabilistic Time Series Forecasting

Time series forecasting in real-world applications requires both high predictive accuracy and interpretable uncertainty quantification. Traditional point prediction methods often fail to capture the inherent uncertainty in time series data, while existing probabilistic approaches struggle to balance computational efficiency with interpretability. We propose a novel Multi-Expert Learning Distributional Labels (LDL) framework that addresses these challenges through mixture-of-experts architectures with distributional learning capabilities. Our approach introduces two complementary methods: (1) Multi-Expert LDL, which employs multiple experts with different learned parameters to capture diverse temporal patterns, and (2) Pattern-Aware LDL-MoE, which explicitly decomposes time series into interpretable components (trend, seasonality, changepoints, volatility) through specialized sub-experts. Both frameworks extend traditional point prediction to distributional learning, enabling rich uncertainty quantification through Maximum Mean Discrepancy (MMD). We evaluate our methods on aggregated sales data derived from the M5 dataset, demonstrating superior performance compared to baseline approaches. The continuous Multi-Expert LDL achieves the best overall performance, while the Pattern-Aware LDL-MoE provides enhanced interpretability through component-wise analysis. Our frameworks successfully balance predictive accuracy with interpretability, making them suitable for real-world forecasting applications where both performance and actionable insights are crucial.

  • 6 authors
·
Feb 4

Enhanced OoD Detection through Cross-Modal Alignment of Multi-Modal Representations

Prior research on out-of-distribution detection (OoDD) has primarily focused on single-modality models. Recently, with the advent of large-scale pretrained vision-language models such as CLIP, OoDD methods utilizing such multi-modal representations through zero-shot and prompt learning strategies have emerged. However, these methods typically involve either freezing the pretrained weights or only partially tuning them, which can be suboptimal for downstream datasets. In this paper, we highlight that multi-modal fine-tuning (MMFT) can achieve notable OoDD performance. Despite some recent works demonstrating the impact of fine-tuning methods for OoDD, there remains significant potential for performance improvement. We investigate the limitation of na\"ive fine-tuning methods, examining why they fail to fully leverage the pretrained knowledge. Our empirical analysis suggests that this issue could stem from the modality gap within in-distribution (ID) embeddings. To address this, we propose a training objective that enhances cross-modal alignment by regularizing the distances between image and text embeddings of ID data. This adjustment helps in better utilizing pretrained textual information by aligning similar semantics from different modalities (i.e., text and image) more closely in the hyperspherical representation space. We theoretically demonstrate that the proposed regularization corresponds to the maximum likelihood estimation of an energy-based model on a hypersphere. Utilizing ImageNet-1k OoD benchmark datasets, we show that our method, combined with post-hoc OoDD approaches leveraging pretrained knowledge (e.g., NegLabel), significantly outperforms existing methods, achieving state-of-the-art OoDD performance and leading ID accuracy.

  • 2 authors
·
Mar 24, 2025 1

MoDES: Accelerating Mixture-of-Experts Multimodal Large Language Models via Dynamic Expert Skipping

Mixture-of-Experts (MoE) Multimodal large language models (MLLMs) excel at vision-language tasks, but they suffer from high computational inefficiency. To reduce inference overhead, expert skipping methods have been proposed to deactivate redundant experts based on the current input tokens. However, we find that applying these methods-originally designed for unimodal large language models (LLMs)-to MLLMs results in considerable performance degradation. This is primarily because such methods fail to account for the heterogeneous contributions of experts across MoE layers and modality-specific behaviors of tokens within these layers. Motivated by these findings, we propose MoDES, the first training-free framework that adaptively skips experts to enable efficient and accurate MoE MLLM inference. It incorporates a globally-modulated local gating (GMLG) mechanism that integrates global layer-wise importance into local routing probabilities to accurately estimate per-token expert importance. A dual-modality thresholding (DMT) method is then applied, which processes tokens from each modality separately, to derive the skipping schedule. To set the optimal thresholds, we introduce a frontier search algorithm that exploits monotonicity properties, cutting convergence time from several days to a few hours. Extensive experiments for 3 model series across 13 benchmarks demonstrate that MoDES far outperforms previous approaches. For instance, when skipping 88% experts for Qwen3-VL-MoE-30B-A3B-Instruct, the performance boost is up to 10.67% (97.33% vs. 86.66%). Furthermore, MoDES significantly enhances inference speed, improving the prefilling time by 2.16times and the decoding time by 1.26times.

  • 8 authors
·
Nov 19, 2025

A Hierarchical Bayesian Model for Deep Few-Shot Meta Learning

We propose a novel hierarchical Bayesian model for learning with a large (possibly infinite) number of tasks/episodes, which suits well the few-shot meta learning problem. We consider episode-wise random variables to model episode-specific target generative processes, where these local random variables are governed by a higher-level global random variate. The global variable helps memorize the important information from historic episodes while controlling how much the model needs to be adapted to new episodes in a principled Bayesian manner. Within our model framework, the prediction on a novel episode/task can be seen as a Bayesian inference problem. However, a main obstacle in learning with a large/infinite number of local random variables in online nature, is that one is not allowed to store the posterior distribution of the current local random variable for frequent future updates, typical in conventional variational inference. We need to be able to treat each local variable as a one-time iterate in the optimization. We propose a Normal-Inverse-Wishart model, for which we show that this one-time iterate optimization becomes feasible due to the approximate closed-form solutions for the local posterior distributions. The resulting algorithm is more attractive than the MAML in that it is not required to maintain computational graphs for the whole gradient optimization steps per episode. Our approach is also different from existing Bayesian meta learning methods in that unlike dealing with a single random variable for the whole episodes, our approach has a hierarchical structure that allows one-time episodic optimization, desirable for principled Bayesian learning with many/infinite tasks. The code is available at https://github.com/minyoungkim21/niwmeta.

  • 2 authors
·
Jun 16, 2023

MODE: Modality-Decomposed Expert-Level Mixed-Precision Quantization for MoE Multimodal LLMs

Mixture-of-Experts Multimodal Large Language Models (MoE-MLLMs) offer remarkable performance but incur prohibitive GPU memory costs, making compression essential. Among PTQ methods, expert-level mixed-precision quantization has proven effective for MoE-LLMs, yet suffers notable degradation on MoE-MLLMs due to two overlooked biases in expert importance estimation. (1) At the cross-modal level, the numerical dominance of vision tokens causes expert selection frequency to be dominated by vision tokens, masking experts that are critical to the text modality; (2) at the intra-vision level, the large proportion of redundant vision tokens further skew frequency statistics, obscuring experts critical for informative visual content. To bridge gaps, we propose MODE, a modality-decomposed expert-level mixed-precision quantization framework for MoE-MLLMs that decomposes expert selection frequency by modality, filters redundant vision tokens to obtain denoised visual frequency, and further evaluates quantization sensitivity per modality as a complementary signal to frequency-based estimation. These signals are integrated into an Integer Linear Programming formulation to assign per-expert bit-widths under a given budget. Extensive experiments show that MODE is particularly well-suited for MoE-MLLMs, limiting average performance loss to within 2.9% at W3A16, with larger gains at the extreme 2-bit setting.

  • 12 authors
·
Jun 14

MultiModN- Multimodal, Multi-Task, Interpretable Modular Networks

Predicting multiple real-world tasks in a single model often requires a particularly diverse feature space. Multimodal (MM) models aim to extract the synergistic predictive potential of multiple data types to create a shared feature space with aligned semantic meaning across inputs of drastically varying sizes (i.e. images, text, sound). Most current MM architectures fuse these representations in parallel, which not only limits their interpretability but also creates a dependency on modality availability. We present MultiModN, a multimodal, modular network that fuses latent representations in a sequence of any number, combination, or type of modality while providing granular real-time predictive feedback on any number or combination of predictive tasks. MultiModN's composable pipeline is interpretable-by-design, as well as innately multi-task and robust to the fundamental issue of biased missingness. We perform four experiments on several benchmark MM datasets across 10 real-world tasks (predicting medical diagnoses, academic performance, and weather), and show that MultiModN's sequential MM fusion does not compromise performance compared with a baseline of parallel fusion. By simulating the challenging bias of missing not-at-random (MNAR), this work shows that, contrary to MultiModN, parallel fusion baselines erroneously learn MNAR and suffer catastrophic failure when faced with different patterns of MNAR at inference. To the best of our knowledge, this is the first inherently MNAR-resistant approach to MM modeling. In conclusion, MultiModN provides granular insights, robustness, and flexibility without compromising performance.

  • 8 authors
·
Sep 25, 2023

AstroM^3: A self-supervised multimodal model for astronomy

While machine-learned models are now routinely employed to facilitate astronomical inquiry, model inputs tend to be limited to a primary data source (namely images or time series) and, in the more advanced approaches, some metadata. Yet with the growing use of wide-field, multiplexed observational resources, individual sources of interest often have a broad range of observational modes available. Here we construct an astronomical multimodal dataset and propose AstroM^3, a self-supervised pre-training approach that enables a model to learn from multiple modalities simultaneously. Specifically, we extend the CLIP (Contrastive Language-Image Pretraining) model to a trimodal setting, allowing the integration of time-series photometry data, spectra, and astrophysical metadata. In a fine-tuning supervised setting, our results demonstrate that CLIP pre-training improves classification performance for time-series photometry, where accuracy increases from 84.6% to 91.5%. Furthermore, CLIP boosts classification accuracy by up to 12.6% when the availability of labeled data is limited, showing the effectiveness of leveraging larger corpora of unlabeled data. In addition to fine-tuned classification, we can use the trained model in other downstream tasks that are not explicitly contemplated during the construction of the self-supervised model. In particular we show the efficacy of using the learned embeddings for misclassifications identification, similarity search, and anomaly detection. One surprising highlight is the "rediscovery" of Mira subtypes and two Rotational variable subclasses using manifold learning and dimension reduction algorithm. To our knowledge this is the first construction of an n>2 mode model in astronomy. Extensions to n>3 modes is naturally anticipated with this approach.

  • 2 authors
·
Nov 13, 2024

FRWKV+: Periodic-Aware Adaptive Gating for Frequency-Space Linear Time Series Forecasting

Accurate and efficient long-term multivariate time series forecasting requires capturing recurring temporal structure while keeping inference cheap across many variables and horizons. Frequency-space models represent long-range and periodic variation compactly, but they typically process the real and imaginary spectral components as weakly coupled streams and treat periodic cues as ordinary input features, even when such cues are unreliable. This paper proposes FRWKV-Plus, a lightweight periodic-aware frequency-space forecasting model built on the efficient FRWKV backbone. FRWKV-Plus introduces a cross-branch spectral gate that reweights each spectral branch using a summary of its sibling branch, and a trust-gated residual correction that converts compact within-period context into a bounded, sign-flexible adjustment of these gates under a learned, data-dependent trust score. By construction, the correction is identity-preserving at initialization and strictly bounded, so periodic evidence can refine but never dominate or invert the base interaction. On seven standard benchmarks, FRWKV-Plus is consistently competitive with strong linear, frequency-domain, recurrent-style, and Transformer-based forecasters while preserving the lightweight profile of the backbone. Controlled three-seed ablations show that each component contributes, that the benefit is modest on strongly periodic data and pronounced on the harder Exchange and ILI datasets, and that the within-period context is the most influential single component. The implementation is publicly available at https://github.com/yangqingyuan-byte/FRWKV-plus.

  • 6 authors
·
Jun 6

Towards Better Understanding of In-Context Learning Ability from In-Context Uncertainty Quantification

Predicting simple function classes has been widely used as a testbed for developing theory and understanding of the trained Transformer's in-context learning (ICL) ability. In this paper, we revisit the training of Transformers on linear regression tasks, and different from all the existing literature, we consider a bi-objective prediction task of predicting both the conditional expectation E[Y|X] and the conditional variance Var(Y|X). This additional uncertainty quantification objective provides a handle to (i) better design out-of-distribution experiments to distinguish ICL from in-weight learning (IWL) and (ii) make a better separation between the algorithms with and without using the prior information of the training distribution. Theoretically, we show that the trained Transformer reaches near Bayes-optimum, suggesting the usage of the information of the training distribution. Our method can be extended to other cases. Specifically, with the Transformer's context window S, we prove a generalization bound of mathcal{O}(min{S, T/(n T)}) on n tasks with sequences of length T, providing sharper analysis compared to previous results of mathcal{O}(1/n). Empirically, we illustrate that while the trained Transformer behaves as the Bayes-optimal solution as a natural consequence of supervised training in distribution, it does not necessarily perform a Bayesian inference when facing task shifts, in contrast to the equivalence between these two proposed in many existing literature. We also demonstrate the trained Transformer's ICL ability over covariates shift and prompt-length shift and interpret them as a generalization over a meta distribution.

  • 4 authors
·
May 23, 2024

OptDist: Learning Optimal Distribution for Customer Lifetime Value Prediction

Customer Lifetime Value (CLTV) prediction is a critical task in business applications. Accurately predicting CLTV is challenging in real-world business scenarios, as the distribution of CLTV is complex and mutable. Firstly, there is a large number of users without any consumption consisting of a long-tailed part that is too complex to fit. Secondly, the small set of high-value users spent orders of magnitude more than a typical user leading to a wide range of the CLTV distribution which is hard to capture in a single distribution. Existing approaches for CLTV estimation either assume a prior probability distribution and fit a single group of distribution-related parameters for all samples, or directly learn from the posterior distribution with manually predefined buckets in a heuristic manner. However, all these methods fail to handle complex and mutable distributions. In this paper, we propose a novel optimal distribution selection model OptDist for CLTV prediction, which utilizes an adaptive optimal sub-distribution selection mechanism to improve the accuracy of complex distribution modeling. Specifically, OptDist trains several candidate sub-distribution networks in the distribution learning module (DLM) for modeling the probability distribution of CLTV. Then, a distribution selection module (DSM) is proposed to select the sub-distribution for each sample, thus making the selection automatically and adaptively. Besides, we design an alignment mechanism that connects both modules, which effectively guides the optimization. We conduct extensive experiments on both two public and one private dataset to verify that OptDist outperforms state-of-the-art baselines. Furthermore, OptDist has been deployed on a large-scale financial platform for customer acquisition marketing campaigns and the online experiments also demonstrate the effectiveness of OptDist.

  • 7 authors
·
Aug 16, 2024

ERNIE 5.0 Technical Report

In this report, we introduce ERNIE 5.0, a natively autoregressive foundation model desinged for unified multimodal understanding and generation across text, image, video, and audio. All modalities are trained from scratch under a unified next-group-of-tokens prediction objective, based on an ultra-sparse mixture-of-experts (MoE) architecture with modality-agnostic expert routing. To address practical challenges in large-scale deployment under diverse resource constraints, ERNIE 5.0 adopts a novel elastic training paradigm. Within a single pre-training run, the model learns a family of sub-models with varying depths, expert capacities, and routing sparsity, enabling flexible trade-offs among performance, model size, and inference latency in memory- or time-constrained scenarios. Moreover, we systematically address the challenges of scaling reinforcement learning to unified foundation models, thereby guaranteeing efficient and stable post-training under ultra-sparse MoE architectures and diverse multimodal settings. Extensive experiments demonstrate that ERNIE 5.0 achieves strong and balanced performance across multiple modalities. To the best of our knowledge, among publicly disclosed models, ERNIE 5.0 represents the first production-scale realization of a trillion-parameter unified autoregressive model that supports both multimodal understanding and generation. To facilitate further research, we present detailed visualizations of modality-agnostic expert routing in the unified model, alongside comprehensive empirical analysis of elastic training, aiming to offer profound insights to the community.

  • 438 authors
·
Feb 4 6

Predicting integers from continuous parameters

We study the problem of predicting numeric labels that are constrained to the integers or to a subrange of the integers. For example, the number of up-votes on social media posts, or the number of bicycles available at a public rental station. While it is possible to model these as continuous values, and to apply traditional regression, this approach changes the underlying distribution on the labels from discrete to continuous. Discrete distributions have certain benefits, which leads us to the question whether such integer labels can be modeled directly by a discrete distribution, whose parameters are predicted from the features of a given instance. Moreover, we focus on the use case of output distributions of neural networks, which adds the requirement that the parameters of the distribution be continuous so that backpropagation and gradient descent may be used to learn the weights of the network. We investigate several options for such distributions, some existing and some novel, and test them on a range of tasks, including tabular learning, sequential prediction and image generation. We find that overall the best performance comes from two distributions: Bitwise, which represents the target integer in bits and places a Bernoulli distribution on each, and a discrete analogue of the Laplace distribution, which uses a distribution with exponentially decaying tails around a continuous mean.

Generative Distribution Embeddings

Many real-world problems require reasoning across multiple scales, demanding models which operate not on single data points, but on entire distributions. We introduce generative distribution embeddings (GDE), a framework that lifts autoencoders to the space of distributions. In GDEs, an encoder acts on sets of samples, and the decoder is replaced by a generator which aims to match the input distribution. This framework enables learning representations of distributions by coupling conditional generative models with encoder networks which satisfy a criterion we call distributional invariance. We show that GDEs learn predictive sufficient statistics embedded in the Wasserstein space, such that latent GDE distances approximately recover the W_2 distance, and latent interpolation approximately recovers optimal transport trajectories for Gaussian and Gaussian mixture distributions. We systematically benchmark GDEs against existing approaches on synthetic datasets, demonstrating consistently stronger performance. We then apply GDEs to six key problems in computational biology: learning representations of cell populations from lineage-tracing data (150K cells), predicting perturbation effects on single-cell transcriptomes (1M cells), predicting perturbation effects on cellular phenotypes (20M single-cell images), modeling tissue-specific DNA methylation patterns (253M sequences), designing synthetic yeast promoters (34M sequences), and spatiotemporal modeling of viral protein sequences (1M sequences).

  • 5 authors
·
May 23, 2025

DistillAlign: Coordinating Mode Covering and Mode Seeking in Autoregressive Video Distillation

Existing autoregressive video distillation methods commonly adopt a Distribution Matching Distillation (DMD)-based multi-stage pipeline. However, they typically decouple the initialization and DMD stages -- which then pursue different target distributions -- and judge the intermediate student mainly by visual scores such as VBench. In this paper, we revisit this design from a distributional perspective. Given the mode-seeking nature of the distribution matching loss, a good initialization should match the mode coverage of the target DMD teacher, rather than merely pursuing high quality. To analyze this, we introduce a distributional evaluation protocol that measures precision and coverage between student and teacher distributions in a shared latent space. It exposes differences hidden by visual scores: some initializations reach high precision but low coverage, leading to suboptimal refinement, while mode-covering ones preserve broader support. Furthermore, even when the target distributions are aligned, DMD's reverse-KL objective can still drive the student toward high-probability teacher regions in late training, reducing coverage and diversity. To address this, we propose joint distillation, which combines DMD's mode-seeking objective with a Consistency Distillation-based mode-covering constraint. Experiments show that our method improves generation quality, coverage, and diversity; notably, even with a Wan-1.3B DMD teacher, it outperforms baselines refined with Wan-14B, underscoring the importance of distributional alignment in autoregressive video distillation.

  • 10 authors
·
Jul 28 2

Tyche: One Step Flow for Efficient Probabilistic Weather Forecasting

Probabilistic weather forecasting requires not only accurate trajectories, but calibrated distributions over plausible atmospheric futures. Recent data-driven systems have achieved remarkable deterministic skill, and diffusion-based ensemble forecasters have substantially improved sample realism and uncertainty quantification. However, their inference cost scales with forecast horizon, ensemble size, and the number of denoising steps required for each transition, making large operational ensembles expensive. To address this, we present Tyche, a one-step conditional flow model for efficient probabilistic weather forecasting. Tyche models the conditional forecast distribution with a destination-aware average-velocity flow that maps Gaussian noise directly to future weather states in a single function evaluation (1-NFE). To make this one-step transport learnable in high-dimensional geophysical fields, we derive a JVP-regularized rectification objective that enforces temporal self-consistency across source and destination flow timesteps without explicitly forming Jacobians. The transport field is parameterized by an isotropic Swin-style transformer that preserves fine-scale spatial structure while remaining scalable on global grids. To improve ensemble reliability under autoregressive forecasting, we further introduce a rollout-based finetuning stage with curriculum CRPS calibration supervision. Experiments on ERA5 at 1.5^circ and 6-hour resolution show that our Tyche, using merely a single NFE, matches or exceeds the forecast skill and calibration of state-of-the-art multi-step generative baselines and the operational ECMWF IFS ensemble.

  • 7 authors
·
May 6

Bayesian Speech synthesizers Can Learn from Multiple Teachers

Codec-based text-to-speech (TTS) models have recently gained traction for their efficiency and strong performance in voice cloning. However, codec-based TTS faces limitations due to the challenges of pretraining robust speech codecs and the quality degradation introduced by quantization errors. Emerging evidence suggests that continuous-valued generative models can alleviate these issues and serve as a promising alternative. Yet, effectively modelling diverse speech patterns and developing reliable sampling strategies for continuous-valued autoregressive (AR) TTS remains underexplored. In this work, we propose BELLE, Bayesian evidential learning with language modelling for TTS, a novel continuous-valued AR framework that directly predicts mel-spectrograms from textual input. BELLE treats each mel-spectrogram frame as a Gaussian distribution sampled from a learned hyper distribution, enabling principled uncertainty estimation, particularly in scenarios with parallel data (i.e., one text-audio prompt paired with multiple speech samples). To obtain such data, diverse speech samples are synthesized using multiple pre-trained TTS models given the same text-audio prompts, which are distilled into BELLE via Bayesian evidential learning. Experimental results indicate that BELLE demonstrates highly competitive performance compared with the current best open-source TTS models, even though BELLE is trained on a large amount of synthetic data and uses only approximately one-tenth of their training data. Audio samples generated by BELLE are available at https://belletts.github.io/Belle/. The code, checkpoints, and synthetic data will be released after the paper is accepted.

  • 6 authors
·
Oct 28, 2025

Predictive Multiplicity in Probabilistic Classification

Machine learning models are often used to inform real world risk assessment tasks: predicting consumer default risk, predicting whether a person suffers from a serious illness, or predicting a person's risk to appear in court. Given multiple models that perform almost equally well for a prediction task, to what extent do predictions vary across these models? If predictions are relatively consistent for similar models, then the standard approach of choosing the model that optimizes a penalized loss suffices. But what if predictions vary significantly for similar models? In machine learning, this is referred to as predictive multiplicity i.e. the prevalence of conflicting predictions assigned by near-optimal competing models. In this paper, we present a framework for measuring predictive multiplicity in probabilistic classification (predicting the probability of a positive outcome). We introduce measures that capture the variation in risk estimates over the set of competing models, and develop optimization-based methods to compute these measures efficiently and reliably for convex empirical risk minimization problems. We demonstrate the incidence and prevalence of predictive multiplicity in real-world tasks. Further, we provide insight into how predictive multiplicity arises by analyzing the relationship between predictive multiplicity and data set characteristics (outliers, separability, and majority-minority structure). Our results emphasize the need to report predictive multiplicity more widely.

  • 3 authors
·
Jun 2, 2022

Aurora: Towards Universal Generative Multimodal Time Series Forecasting

Cross-domain generalization is very important in Time Series Forecasting because similar historical information may lead to distinct future trends due to the domain-specific characteristics. Recent works focus on building unimodal time series foundation models and end-to-end multimodal supervised models. Since domain-specific knowledge is often contained in modalities like texts, the former lacks the explicit utilization of them, thus hindering the performance. The latter is tailored for end-to-end scenarios and does not support zero-shot inference for cross-domain scenarios. In this work, we introduce Aurora, a Multimodal Time Series Foundation Model, which supports multimodal inputs and zero-shot inference. Pretrained on Corss-domain Multimodal Time Series Corpus, Aurora can adaptively extract and focus on key domain knowledge contained in corrsponding text or image modalities, thus possessing strong Cross-domain generalization capability. Through tokenization, encoding, and distillation, Aurora can extract multimodal domain knowledge as guidance and then utilizes a Modality-Guided Multi-head Self-Attention to inject them into the modeling of temporal representations. In the decoding phase, the multimodal representations are used to generate the conditions and prototypes of future tokens, contributing to a novel Prototype-Guided Flow Matching for generative probabilistic forecasting. Comprehensive experiments on well-recognized benchmarks, including TimeMMD, TSFM-Bench and ProbTS, demonstrate the consistent state-of-the-art performance of Aurora on both unimodal and multimodal scenarios.

  • 7 authors
·
Sep 26, 2025

MoDeGPT: Modular Decomposition for Large Language Model Compression

Large Language Models (LLMs) have reshaped the landscape of artificial intelligence by demonstrating exceptional performance across various tasks. However, substantial computational requirements make their deployment challenging on devices with limited resources. Recently, compression methods using low-rank matrix techniques have shown promise, yet these often lead to degraded accuracy or introduce significant overhead in parameters and inference latency. This paper introduces Modular Decomposition (MoDeGPT), a novel structured compression framework that does not need recovery fine-tuning while resolving the above drawbacks. MoDeGPT partitions the Transformer block into modules comprised of matrix pairs and reduces the hidden dimensions via reconstructing the module-level outputs. MoDeGPT is developed based on a theoretical framework that utilizes three well-established matrix decomposition algorithms -- Nystr\"om approximation, CR decomposition, and SVD -- and applies them to our redefined transformer modules. Our comprehensive experiments show MoDeGPT, without backward propagation, matches or surpasses previous structured compression methods that rely on gradient information, and saves 98% of compute costs on compressing a 13B model. On Llama-2/3 and OPT models, MoDeGPT maintains 90-95% zero-shot performance with 25-30% compression rates. Moreover, the compression can be done on a single GPU within a few hours and increases the inference throughput by up to 46%.

  • 8 authors
·
Aug 18, 2024 2

Preference Fine-Tuning of LLMs Should Leverage Suboptimal, On-Policy Data

Learning from preference labels plays a crucial role in fine-tuning large language models. There are several distinct approaches for preference fine-tuning, including supervised learning, on-policy reinforcement learning (RL), and contrastive learning. Different methods come with different implementation tradeoffs and performance differences, and existing empirical findings present different conclusions, for instance, some results show that online RL is quite important to attain good fine-tuning results, while others find (offline) contrastive or even purely supervised methods sufficient. This raises a natural question: what kind of approaches are important for fine-tuning with preference data and why? In this paper, we answer this question by performing a rigorous analysis of a number of fine-tuning techniques on didactic and full-scale LLM problems. Our main finding is that, in general, approaches that use on-policy sampling or attempt to push down the likelihood on certain responses (i.e., employ a "negative gradient") outperform offline and maximum likelihood objectives. We conceptualize our insights and unify methods that use on-policy sampling or negative gradient under a notion of mode-seeking objectives for categorical distributions. Mode-seeking objectives are able to alter probability mass on specific bins of a categorical distribution at a fast rate compared to maximum likelihood, allowing them to relocate masses across bins more effectively. Our analysis prescribes actionable insights for preference fine-tuning of LLMs and informs how data should be collected for maximal improvement.

  • 9 authors
·
Apr 22, 2024

Environment-Adaptive Covariate Selection: Learning When to Use Spurious Correlations for Out-of-Distribution Prediction

Out-of-distribution (OOD) prediction is often approached by restricting models to causal or invariant covariates, avoiding non-causal spurious associations that may be unstable across environments. Despite its theoretical appeal, this strategy frequently underperforms empirical risk minimization (ERM) in practice. We investigate the source of this gap and show that such failures naturally arise when only a subset of the true causes of the outcome is observed. In these settings, non-causal spurious covariates can serve as informative proxies for unobserved causes and substantially improve prediction, except under distribution shifts that break these proxy relationships. Consequently, the optimal set of predictive covariates is neither universal nor necessarily exhibits invariant relationships with the outcome across all environments, but instead depends on the specific type of shift encountered. Crucially, we observe that different covariate shifts induce distinct, observable signatures in the covariate distribution itself. Moreover, these signatures can be extracted from unlabeled data in the target OOD environment and used to assess when proxy covariates remain reliable and when they fail. Building on this observation, we propose an environment-adaptive covariate selection (EACS) algorithm that maps environment-level covariate summaries to environment-specific covariate sets, while allowing the incorporation of prior causal knowledge as constraints. Across simulations and applied datasets, EACS consistently outperforms static causal, invariant, and ERM-based predictors under diverse distribution shifts.

  • 2 authors
·
Jan 5

LpWM: A Case for Sparse Representations in World Models

Joint-embedding predictive architectures (JEPAs) learn latent dynamics for planning and avoid representation collapse by matching features to maximum-entropy distributions such as isotropic Gaussians, yielding dense representations. However, it is unclear whether dense representations are the most favorable geometry for modeling dynamics. In this work, we ask whether a different geometry, sparse representations, can make action-conditioned latent dynamics easier to model, and what dynamical structure emerges from such representations. We first show that nonlinear Lipschitz dynamics can be approximated arbitrarily well by action-conditioned linear dynamics in a sufficiently high-dimensional one-hot latent space, with rollout error vanishing as the dimension grows. This motivates distributed sparse representations as a practical relaxation of one-hot sparsity. We introduce LpWorldModel (LpWM), a JEPA model regularized with Rectified Distribution Matching Regularization (RDMReg) to match encoder features to a Rectified Generalized Gaussian distribution, yielding non-negative sparse codes. Empirically, sparsity lowers the predictor complexity required for successful planning: on PushT, sparse LpWM outperforms dense LeWM by up to 57% in planning success at intermediate predictor capacities. This advantage also extends beyond Gaussian distribution matching, with LpWM outperforming dense VICReg representations across multiple predictor families. We further find that the learned sparse representations are mode-factored, with support encoding discrete dynamical regimes and feature magnitudes capturing continuous within-regime state. Together, these results suggest that sparse representations can reduce the predictor complexity required for control while revealing interpretable structure.

  • 6 authors
·
Aug 23

TTS-VAR: A Test-Time Scaling Framework for Visual Auto-Regressive Generation

Scaling visual generation models is essential for real-world content creation, yet requires substantial training and computational expenses. Alternatively, test-time scaling has garnered growing attention due to resource efficiency and promising performance. In this work, we present TTS-VAR, the first general test-time scaling framework for visual auto-regressive (VAR) models, modeling the generation process as a path searching problem. To dynamically balance computational efficiency with exploration capacity, we first introduce an adaptive descending batch size schedule throughout the causal generation process. Besides, inspired by VAR's hierarchical coarse-to-fine multi-scale generation, our framework integrates two key components: (i) At coarse scales, we observe that generated tokens are hard for evaluation, possibly leading to erroneous acceptance of inferior samples or rejection of superior samples. Noticing that the coarse scales contain sufficient structural information, we propose clustering-based diversity search. It preserves structural variety through semantic feature clustering, enabling later selection on samples with higher potential. (ii) In fine scales, resampling-based potential selection prioritizes promising candidates using potential scores, which are defined as reward functions incorporating multi-scale generation history. Experiments on the powerful VAR model Infinity show a notable 8.7% GenEval score improvement (from 0.69 to 0.75). Key insights reveal that early-stage structural features effectively influence final quality, and resampling efficacy varies across generation scales. Code is available at https://github.com/ali-vilab/TTS-VAR.

  • 7 authors
·
Jul 24, 2025 2

Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts

Time series foundation models have demonstrated impressive performance as zero-shot forecasters. However, achieving effectively unified training on time series remains an open challenge. Existing approaches introduce some level of model specialization to account for the highly heterogeneous nature of time series data. For instance, Moirai pursues unified training by employing multiple input/output projection layers, each tailored to handle time series at a specific frequency. Similarly, TimesFM maintains a frequency embedding dictionary for this purpose. We identify two major drawbacks to this human-imposed frequency-level model specialization: (1) Frequency is not a reliable indicator of the underlying patterns in time series. For example, time series with different frequencies can display similar patterns, while those with the same frequency may exhibit varied patterns. (2) Non-stationarity is an inherent property of real-world time series, leading to varied distributions even within a short context window of a single time series. Frequency-level specialization is too coarse-grained to capture this level of diversity. To address these limitations, this paper introduces Moirai-MoE, using a single input/output projection layer while delegating the modeling of diverse time series patterns to the sparse mixture of experts (MoE) within Transformers. With these designs, Moirai-MoE reduces reliance on human-defined heuristics and enables automatic token-level specialization. Extensive experiments on 39 datasets demonstrate the superiority of Moirai-MoE over existing foundation models in both in-distribution and zero-shot scenarios. Furthermore, this study conducts comprehensive model analyses to explore the inner workings of time series MoE foundation models and provides valuable insights for future research.

  • 10 authors
·
Oct 14, 2024

Scaling Laws for Uncertainty in Deep Learning

Deep learning has recently revealed the existence of scaling laws, demonstrating that model performance follows predictable trends based on dataset and model sizes. Inspired by these findings and fascinating phenomena emerging in the over-parameterized regime, we examine a parallel direction: do similar scaling laws govern predictive uncertainties in deep learning? In identifiable parametric models, such scaling laws can be derived in a straightforward manner by treating model parameters in a Bayesian way. In this case, for example, we obtain O(1/N) contraction rates for epistemic uncertainty with respect to the number of data N. However, in over-parameterized models, these guarantees do not hold, leading to largely unexplored behaviors. In this work, we empirically show the existence of scaling laws associated with various measures of predictive uncertainty with respect to dataset and model sizes. Through experiments on vision and language tasks, we observe such scaling laws for in- and out-of-distribution predictive uncertainty estimated through popular approximate Bayesian inference and ensemble methods. Besides the elegance of scaling laws and the practical utility of extrapolating uncertainties to larger data or models, this work provides strong evidence to dispel recurring skepticism against Bayesian approaches: "In many applications of deep learning we have so much data available: what do we need Bayes for?". Our findings show that "so much data" is typically not enough to make epistemic uncertainty negligible.

  • 5 authors
·
Feb 8

When to Align, When to Predict: A Phase Diagram for Multimodal Learning

Cross-modal alignment (CA) and cross-modal prediction (CP) are the dominant paradigms for multimodal representation learning, yet there is no systematic understanding of when each succeeds, when each fails, and when cross-modal training helps at all -- a gap that leaves practitioners, especially in scientific domains like biomedicine or astrophysics, with heterogeneous instruments and multiple levels of organization and measurement, unable to diagnose why standard methods underperform the best single modality. We develop a unified linear framework that addresses both questions. Under a spiked signal-plus-noise model with structured cross-modal nuisance correlation, we derive separation ratios for both objectives that expose complementary failure modes: alignment whitens each modality and fails when nuisance is strongly correlated across views; prediction encodes whatever is cross-predictable through a one-sided whitening, with recovery governed by source-modality quality. The resulting phase diagram partitions multimodal problems into four regimes: Both, CA only, CP only, and Neither. We present a data-driven procedure to locate real-world datasets in this diagram using a small labeled subsample, identifying the preferred objective and prediction direction before any cross-modal training. Experiments on synthetic data, stereo-vision benchmarks, image-caption pairs, and real astrophysical data validate the predictions in the nonlinear regime, including the Neither regime where cross-modal training is actively harmful. Our framework lets practitioners diagnose their multimodal problem and choose the right objective before committing to training. Code to reproduce the results is available at https://github.com/IlayMalinyak/mm_align_vs_pred.

  • 5 authors
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Jun 9

TimeCMA: Towards LLM-Empowered Time Series Forecasting via Cross-Modality Alignment

The widespread adoption of scalable mobile sensing has led to large amounts of time series data for real-world applications. A fundamental application is multivariate time series forecasting (MTSF), which aims to predict future time series values based on historical observations. Existing MTSF methods suffer from limited parameterization and small-scale training data. Recently, Large language models (LLMs) have been introduced in time series, which achieve promising forecasting performance but incur heavy computational costs. To solve these challenges, we propose TimeCMA, an LLM-empowered framework for time series forecasting with cross-modality alignment. We design a dual-modality encoding module with two branches, where the time series encoding branch extracts relatively low-quality yet pure embeddings of time series through an inverted Transformer. In addition, the LLM-empowered encoding branch wraps the same time series as prompts to obtain high-quality yet entangled prompt embeddings via a Pre-trained LLM. Then, we design a cross-modality alignment module to retrieve high-quality and pure time series embeddings from the prompt embeddings. Moreover, we develop a time series forecasting module to decode the aligned embeddings while capturing dependencies among multiple variables for forecasting. Notably, we tailor the prompt to encode sufficient temporal information into a last token and design the last token embedding storage to reduce computational costs. Extensive experiments on real data offer insight into the accuracy and efficiency of the proposed framework.

  • 8 authors
·
Jun 2, 2024

Spurious Feature Diversification Improves Out-of-distribution Generalization

Generalization to out-of-distribution (OOD) data is a critical challenge in machine learning. Ensemble-based methods, like weight space ensembles that interpolate model parameters, have been shown to achieve superior OOD performance. However, the underlying mechanism for their effectiveness remains unclear. In this study, we closely examine WiSE-FT, a popular weight space ensemble method that interpolates between a pre-trained and a fine-tuned model. We observe an unexpected phenomenon, in which WiSE-FT successfully corrects many cases where each individual model makes incorrect predictions, which contributes significantly to its OOD effectiveness. To gain further insights, we conduct theoretical analysis in a multi-class setting with a large number of spurious features. Our analysis predicts the above phenomenon and it further shows that ensemble-based models reduce prediction errors in the OOD settings by utilizing a more diverse set of spurious features. Contrary to the conventional wisdom that focuses on learning invariant features for better OOD performance, our findings suggest that incorporating a large number of diverse spurious features weakens their individual contributions, leading to improved overall OOD generalization performance. Empirically we demonstrate the effectiveness of utilizing diverse spurious features on a MultiColorMNIST dataset, and our experimental results are consistent with the theoretical analysis. Building upon the new theoretical insights into the efficacy of ensemble methods, we further identify an issue of WiSE-FT caused by the overconfidence of fine-tuned models in OOD situations. This overconfidence magnifies the fine-tuned model's incorrect prediction, leading to deteriorated OOD ensemble performance. To remedy this problem, we propose a novel method called BAlaNced averaGing (BANG), which significantly enhances the OOD performance of WiSE-FT.

  • 8 authors
·
Sep 29, 2023

UnpredictaBench: A Benchmark for Evaluating Distributional Randomness in LLMs

We introduce UnpredictaBench, an evaluation that tests the ability of large language models (LLMs) to capture true underlying distributions. As LLMs are increasingly used as substitutes for other entities (e.g., for humans in economic simulations), the tendency of many models to collapse towards a single plausible answer means a failure to capture the unpredictability of real systems. Recent work on improving output diversity is insufficient for this setting: simulation requires samples that are calibrated to a target distribution, not merely varied outputs. UnpredictaBench isolates a simplified but fundamental version of this problem: sampling outcomes from individual target distributions, including canonical statistical distributions, distributions induced by stochastic programs, and natural-language scenarios that describe random processes. We introduce 448 such problems together with KS@N, a general-purpose evaluation metric that quantifies how well a model outputs approximate black-box target distributions via the Kolmogorov-Smirnov statistical test. This is the rate at which we fail to reject model samples of size N against ground-truth samples, with larger N indicating greater difficulty. Tested across open and proprietary models, we find a large spread in distributional capabilities. For instance, when models generate samples of size 100 (KS@100, our standard metric), scores range from near 0 to over 20%. No model is able to achieve over 40% at KS@100, showing significant headroom in distributional sampling as a capability. Although adding reasoning can somewhat increase scores, we find no immediate solution for this issue. UnpredictaBench shows that even simple distributional simulation remains challenging, making it a necessary first step toward using LLMs as stand-ins for complex systems.

A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for creating statistically rigorous uncertainty sets/intervals for the predictions of such models. Critically, the sets are valid in a distribution-free sense: they possess explicit, non-asymptotic guarantees even without distributional assumptions or model assumptions. One can use conformal prediction with any pre-trained model, such as a neural network, to produce sets that are guaranteed to contain the ground truth with a user-specified probability, such as 90%. It is easy-to-understand, easy-to-use, and general, applying naturally to problems arising in the fields of computer vision, natural language processing, deep reinforcement learning, and so on. This hands-on introduction is aimed to provide the reader a working understanding of conformal prediction and related distribution-free uncertainty quantification techniques with one self-contained document. We lead the reader through practical theory for and examples of conformal prediction and describe its extensions to complex machine learning tasks involving structured outputs, distribution shift, time-series, outliers, models that abstain, and more. Throughout, there are many explanatory illustrations, examples, and code samples in Python. With each code sample comes a Jupyter notebook implementing the method on a real-data example; the notebooks can be accessed and easily run using our codebase.

  • 2 authors
·
Dec 6, 2022

Quantifying the Uncertainty of Foundation Models with Singular Value Ensembles

Foundation models have become a dominant paradigm in machine learning, achieving remarkable performance across diverse tasks through large-scale pretraining. However, they often yield overconfident, uncalibrated predictions. The standard approach to quantifying epistemic uncertainty are ensembles of multiple independently trained models. But their computational cost scales linearly with ensemble size, making them impractical for large foundation models. We propose Singular Value Ensemble (SVE), a parameter-efficient implicit ensembling method. SVE builds on a simple, but powerful core assumption: namely, that the singular vectors of the weight matrices correspond to meaningful directions in the representation space. If the singular vectors are indeed meaningful (orthogonal) "knowledge directions", then a model ensemble can be obtained by modulating only how strongly each direction contributes to the output. Rather than learning new parameters for each ensemble member, we freeze the singular vectors and only train per-member singular values that rescale the contribution of each direction in that shared knowledge basis. Ensemble diversity emerges naturally during joint training as stochastic initialization and random batch sampling cause different members to converge to different combinations of the same underlying knowledge. SVE performs comparable to an explicit ensemble, while increasing the parameter count of the base model by <1%, making principled uncertainty estimation accessible in resource-constrained settings. We validate SVE on NLP and vision tasks with various different backbones and show that it improves calibration while maintaining predictive accuracy.

  • 5 authors
·
May 28

How Well Does GPT-4V(ision) Adapt to Distribution Shifts? A Preliminary Investigation

In machine learning, generalization against distribution shifts -- where deployment conditions diverge from the training scenarios -- is crucial, particularly in fields like climate modeling, biomedicine, and autonomous driving. The emergence of foundation models, distinguished by their extensive pretraining and task versatility, has led to an increased interest in their adaptability to distribution shifts. GPT-4V(ision) acts as the most advanced publicly accessible multimodal foundation model, with extensive applications across various domains, including anomaly detection, video understanding, image generation, and medical diagnosis. However, its robustness against data distributions remains largely underexplored. Addressing this gap, this study rigorously evaluates GPT-4V's adaptability and generalization capabilities in dynamic environments, benchmarking against prominent models like CLIP and LLaVA. We delve into GPT-4V's zero-shot generalization across 13 diverse datasets spanning natural, medical, and molecular domains. We further investigate its adaptability to controlled data perturbations and examine the efficacy of in-context learning as a tool to enhance its adaptation. Our findings delineate GPT-4V's capability boundaries in distribution shifts, shedding light on its strengths and limitations across various scenarios. Importantly, this investigation contributes to our understanding of how AI foundation models generalize to distribution shifts, offering pivotal insights into their adaptability and robustness. Code is publicly available at https://github.com/jameszhou-gl/gpt-4v-distribution-shift.

  • 11 authors
·
Dec 12, 2023

TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting

Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging. Going beyond the mainstream paradigms of plain decomposition and multiperiodicity analysis, we analyze temporal variations in a novel view of multiscale-mixing, which is based on an intuitive but important observation that time series present distinct patterns in different sampling scales. The microscopic and the macroscopic information are reflected in fine and coarse scales respectively, and thereby complex variations can be inherently disentangled. Based on this observation, we propose TimeMixer as a fully MLP-based architecture with Past-Decomposable-Mixing (PDM) and Future-Multipredictor-Mixing (FMM) blocks to take full advantage of disentangled multiscale series in both past extraction and future prediction phases. Concretely, PDM applies the decomposition to multiscale series and further mixes the decomposed seasonal and trend components in fine-to-coarse and coarse-to-fine directions separately, which successively aggregates the microscopic seasonal and macroscopic trend information. FMM further ensembles multiple predictors to utilize complementary forecasting capabilities in multiscale observations. Consequently, TimeMixer is able to achieve consistent state-of-the-art performances in both long-term and short-term forecasting tasks with favorable run-time efficiency.

  • 8 authors
·
May 23, 2024

Revisiting Diffusion Model Predictions Through Dimensionality

Recent advances in diffusion and flow matching models have highlighted a shift in the preferred prediction target -- moving from noise (varepsilon) and velocity (v) to direct data (x) prediction -- particularly in high-dimensional settings. However, a formal explanation of why the optimal target depends on the specific properties of the data remains elusive. In this work, we provide a theoretical framework based on a generalized prediction formulation that accommodates arbitrary output targets, of which varepsilon-, v-, and x-prediction are special cases. We derive the analytical relationship between data's geometry and the optimal prediction target, offering a rigorous justification for why x-prediction becomes superior when the ambient dimension significantly exceeds the data's intrinsic dimension. Furthermore, while our theory identifies dimensionality as the governing factor for the optimal prediction target, the intrinsic dimension of manifold-bound data is typically intractable to estimate in practice. To bridge this gap, we propose k-Diff, a framework that employs a data-driven approach to learn the optimal prediction parameter k directly from data, bypassing the need for explicit dimension estimation. Extensive experiments in both latent-space and pixel-space image generation demonstrate that k-Diff consistently outperforms fixed-target baselines across varying architectures and data scales, providing a principled and automated approach to enhancing generative performance.

  • 2 authors
·
Jan 29 2

TAROT: Targeted Data Selection via Optimal Transport

We propose TAROT, a targeted data selection framework grounded in optimal transport theory. Previous targeted data selection methods primarily rely on influence-based greedy heuristics to enhance domain-specific performance. While effective on limited, unimodal data (i.e., data following a single pattern), these methods struggle as target data complexity increases. Specifically, in multimodal distributions, these heuristics fail to account for multiple inherent patterns, leading to suboptimal data selection. This work identifies two primary factors contributing to this limitation: (i) the disproportionate impact of dominant feature components in high-dimensional influence estimation, and (ii) the restrictive linear additive assumptions inherent in greedy selection strategies. To address these challenges, TAROT incorporates whitened feature distance to mitigate dominant feature bias, providing a more reliable measure of data influence. Building on this, TAROT uses whitened feature distance to quantify and minimize the optimal transport distance between the selected data and target domains. Notably, this minimization also facilitates the estimation of optimal selection ratios. We evaluate TAROT across multiple tasks, including semantic segmentation, motion prediction, and instruction tuning. Results consistently show that TAROT outperforms state-of-the-art methods, highlighting its versatility across various deep learning tasks. Code is available at https://github.com/vita-epfl/TAROT.

  • 4 authors
·
Nov 30, 2024

An Ensemble of Bayesian Neural Networks for Exoplanetary Atmospheric Retrieval

Machine learning is now used in many areas of astrophysics, from detecting exoplanets in Kepler transit signals to removing telescope systematics. Recent work demonstrated the potential of using machine learning algorithms for atmospheric retrieval by implementing a random forest to perform retrievals in seconds that are consistent with the traditional, computationally-expensive nested-sampling retrieval method. We expand upon their approach by presenting a new machine learning model, plan-net, based on an ensemble of Bayesian neural networks that yields more accurate inferences than the random forest for the same data set of synthetic transmission spectra. We demonstrate that an ensemble provides greater accuracy and more robust uncertainties than a single model. In addition to being the first to use Bayesian neural networks for atmospheric retrieval, we also introduce a new loss function for Bayesian neural networks that learns correlations between the model outputs. Importantly, we show that designing machine learning models to explicitly incorporate domain-specific knowledge both improves performance and provides additional insight by inferring the covariance of the retrieved atmospheric parameters. We apply plan-net to the Hubble Space Telescope Wide Field Camera 3 transmission spectrum for WASP-12b and retrieve an isothermal temperature and water abundance consistent with the literature. We highlight that our method is flexible and can be expanded to higher-resolution spectra and a larger number of atmospheric parameters.

  • 10 authors
·
May 25, 2019

MoHETS: Long-term Time Series Forecasting with Mixture-of-Heterogeneous-Experts

Real-world multivariate time series can exhibit intricate multi-scale structures, including global trends, local periodicities, and non-stationary regimes, which makes long-horizon forecasting challenging. Although sparse Mixture-of-Experts (MoE) approaches improve scalability and specialization, they typically rely on homogeneous MLP experts that poorly capture the diverse temporal dynamics of time series data. We address these limitations with MoHETS, an encoder-only Transformer that integrates sparse Mixture-of-Heterogeneous-Experts (MoHE) layers. MoHE routes temporal patches to a small subset of expert networks, combining a shared depthwise-convolution expert for sequence-level continuity with routed Fourier-based experts for patch-level periodic structures. MoHETS further improves robustness to non-stationary dynamics by incorporating exogenous information via cross-attention over covariate patch embeddings. Finally, we replace parameter-heavy linear projection heads with a lightweight convolutional patch decoder, improving parameter efficiency, reducing training instability, and allowing a single model to generalize across arbitrary forecast horizons. We validate across seven multivariate benchmarks and multiple horizons, with MoHETS consistently achieving state-of-the-art performance, reducing the average MSE by 12% compared to strong recent baselines, demonstrating effective heterogeneous specialization for long-term forecasting.

  • 3 authors
·
Jan 29 1

Similarity-Distance-Magnitude Universal Verification

We address the neural network robustness problem by adding Similarity (i.e., correctly predicted depth-matches into training)-awareness and Distance-to-training-distribution-awareness to the existing output Magnitude (i.e., decision-boundary)-awareness of the softmax function. The resulting SDM activation function provides strong signals of the relative epistemic (reducible) predictive uncertainty. We use this novel behavior to further address the complementary HCI problem of mapping the output to human-interpretable summary statistics over relevant partitions of a held-out calibration set. Estimates of prediction-conditional uncertainty are obtained via a parsimonious learned transform over the class-conditional empirical CDFs of the output of a final-layer SDM activation function. For decision-making and as an intrinsic model check, estimates of class-conditional accuracy are obtained by further partitioning the high-probability regions of this calibrated output into class-conditional, region-specific CDFs. The uncertainty estimates from SDM calibration are remarkably robust to test-time distribution shifts and out-of-distribution inputs; incorporate awareness of the effective sample size; provide estimates of uncertainty from the learning and data splitting processes; and are well-suited for selective classification and conditional branching for additional test-time compute based on the predictive uncertainty, as for selective LLM generation, routing, and composition over multiple models and retrieval. Finally, we construct SDM networks, LLMs with uncertainty-aware verification and interpretability-by-exemplar as intrinsic properties. We provide open-source software implementing these results.

  • 1 authors
·
Feb 27, 2025

Unified ROI-based Image Compression Paradigm with Generalized Gaussian Model

Region-of-Interest (ROI)-based image compression allocates bits unevenly according to the semantic importance of different regions. Such differentiated coding typically induces a sharp-peaked and heavy-tailed distribution. This distribution characteristic mathematically necessitates a probability model with adaptable shape parameters for accurate description. However, existing methods commonly use a Gaussian model to fit this distribution, resulting in a loss of coding performance. To systematically analyze the impact of this distribution on ROI coding, we develop a unified rate-distortion optimization theoretical paradigm. Building on this paradigm, we propose a novel Generalized Gaussian Model (GGM) to achieve flexible modeling of the latent variables distribution. To support stable optimization of GGM, we introduce effective differentiable functions and further propose a dynamic lower bound to alleviate train-test mismatch. Moreover, finite differences are introduced to solve the gradient computation after GGM fits the distribution. Experiments on COCO2017 demonstrate that our method achieves state-of-the-art in both ROI reconstruction and downstream tasks (e.g., Segmentation, Object Detection). Furthermore, compared to classical probability models, our GGM provides a more precise fit to feature distributions and achieves superior coding performance. The project page is at https://github.com/hukai-tju/ROIGGM.

  • 5 authors
·
Feb 1

Continuous Speculative Decoding for Autoregressive Image Generation

Continuous-valued Autoregressive (AR) image generation models have demonstrated notable superiority over their discrete-token counterparts, showcasing considerable reconstruction quality and higher generation fidelity. However, the computational demands of the autoregressive framework result in significant inference overhead. While speculative decoding has proven effective in accelerating Large Language Models (LLMs), their adaptation to continuous-valued visual autoregressive models remains unexplored. This work generalizes the speculative decoding algorithm from discrete tokens to continuous space. By analyzing the intrinsic properties of output distribution, we establish a tailored acceptance criterion for the diffusion distributions prevalent in such models. To overcome the inconsistency that occurred in speculative decoding output distributions, we introduce denoising trajectory alignment and token pre-filling methods. Additionally, we identify the hard-to-sample distribution in the rejection phase. To mitigate this issue, we propose a meticulous acceptance-rejection sampling method with a proper upper bound, thereby circumventing complex integration. Experimental results show that our continuous speculative decoding achieves a remarkable 2.33times speed-up on off-the-shelf models while maintaining the output distribution. Codes will be available at https://github.com/MarkXCloud/CSpD

  • 6 authors
·
Nov 18, 2024 3

Debiasing Multimodal Models via Causal Information Minimization

Most existing debiasing methods for multimodal models, including causal intervention and inference methods, utilize approximate heuristics to represent the biases, such as shallow features from early stages of training or unimodal features for multimodal tasks like VQA, etc., which may not be accurate. In this paper, we study bias arising from confounders in a causal graph for multimodal data and examine a novel approach that leverages causally-motivated information minimization to learn the confounder representations. Robust predictive features contain diverse information that helps a model generalize to out-of-distribution data. Hence, minimizing the information content of features obtained from a pretrained biased model helps learn the simplest predictive features that capture the underlying data distribution. We treat these features as confounder representations and use them via methods motivated by causal theory to remove bias from models. We find that the learned confounder representations indeed capture dataset biases, and the proposed debiasing methods improve out-of-distribution (OOD) performance on multiple multimodal datasets without sacrificing in-distribution performance. Additionally, we introduce a novel metric to quantify the sufficiency of spurious features in models' predictions that further demonstrates the effectiveness of our proposed methods. Our code is available at: https://github.com/Vaidehi99/CausalInfoMin

  • 3 authors
·
Nov 28, 2023

BALM-TSF: Balanced Multimodal Alignment for LLM-Based Time Series Forecasting

Time series forecasting is a long-standing and highly challenging research topic. Recently, driven by the rise of large language models (LLMs), research has increasingly shifted from purely time series methods toward harnessing textual modalities to enhance forecasting performance. However, the vast discrepancy between text and temporal data often leads current multimodal architectures to over-emphasise one modality while neglecting the other, resulting in information loss that harms forecasting performance. To address this modality imbalance, we introduce BALM-TSF (Balanced Multimodal Alignment for LLM-Based Time Series Forecasting), a lightweight time series forecasting framework that maintains balance between the two modalities. Specifically, raw time series are processed by the time series encoder, while descriptive statistics of raw time series are fed to an LLM with learnable prompt, producing compact textual embeddings. To ensure balanced cross-modal context alignment of time series and textual embeddings, a simple yet effective scaling strategy combined with a contrastive objective then maps these textual embeddings into the latent space of the time series embeddings. Finally, the aligned textual semantic embeddings and time series embeddings are together integrated for forecasting. Extensive experiments on standard benchmarks show that, with minimal trainable parameters, BALM-TSF achieves state-of-the-art performance in both long-term and few-shot forecasting, confirming its ability to harness complementary information from text and time series. Code is available at https://github.com/ShiqiaoZhou/BALM-TSF.

  • 5 authors
·
Aug 30, 2025

AdaptDHM: Adaptive Distribution Hierarchical Model for Multi-Domain CTR Prediction

Large-scale commercial platforms usually involve numerous business domains for diverse business strategies and expect their recommendation systems to provide click-through rate (CTR) predictions for multiple domains simultaneously. Existing promising and widely-used multi-domain models discover domain relationships by explicitly constructing domain-specific networks, but the computation and memory boost significantly with the increase of domains. To reduce computational complexity, manually grouping domains with particular business strategies is common in industrial applications. However, this pre-defined data partitioning way heavily relies on prior knowledge, and it may neglect the underlying data distribution of each domain, hence limiting the model's representation capability. Regarding the above issues, we propose an elegant and flexible multi-distribution modeling paradigm, named Adaptive Distribution Hierarchical Model (AdaptDHM), which is an end-to-end optimization hierarchical structure consisting of a clustering process and classification process. Specifically, we design a distribution adaptation module with a customized dynamic routing mechanism. Instead of introducing prior knowledge for pre-defined data allocation, this routing algorithm adaptively provides a distribution coefficient for each sample to determine which cluster it belongs to. Each cluster corresponds to a particular distribution so that the model can sufficiently capture the commonalities and distinctions between these distinct clusters. Extensive experiments on both public and large-scale Alibaba industrial datasets verify the effectiveness and efficiency of AdaptDHM: Our model achieves impressive prediction accuracy and its time cost during the training stage is more than 50% less than that of other models.

  • 6 authors
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Nov 22, 2022

AME-TS: Anchored Mixture-of-Experts for Time Series Forecasting

Time series forecasting models are increasingly scaled through large Transformer backbones, yet most existing approaches process all series through a shared dense computation path despite substantial heterogeneity in temporal structure. Mixture-of-Experts (MoE) offers a natural alternative by enabling conditional computation, but standard MoE routing leaves expert specialization weakly identified and often unstable during downstream adaptation. We propose AME-TS, a structure-guided sparse time series foundation model that aligns expert routing with interpretable temporal structure. AME-TS first uses a lightweight regime predictor to estimate series-level descriptors, including forecastability, seasonality, trend, and sparsity, and maps them to a soft structural prior over experts. This series-level prior guides token-level routing during training, encouraging structure-aligned specialization. On the GIFT-Eval benchmark, AME-TS delivers a strong accuracy-efficiency tradeoff across model scales: it substantially outperforms existing time series foundation models at small model scales and remains competitive with the strongest models at larger scales, while activating substantially fewer parameters through sparse routing. We further show that AME-TS learns more interpretable routing geometry and substantially more stable expert specialization than standard MoE during fine-tuning on the M5 dataset. These results suggest that structure-aware routing is an effective and reliable way to realize the benefits of sparse expert models for time series forecasting.

  • 5 authors
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May 23

TRACE: Grounding Time Series in Context for Multimodal Embedding and Retrieval

The ubiquity of dynamic data in domains such as weather, healthcare, and energy underscores a growing need for effective interpretation and retrieval of time-series data. These data are inherently tied to domain-specific contexts, such as clinical notes or weather narratives, making cross-modal retrieval essential not only for downstream tasks but also for developing robust time-series foundation models by retrieval-augmented generation (RAG). Despite the increasing demand, time-series retrieval remains largely underexplored. Existing methods often lack semantic grounding, struggle to align heterogeneous modalities, and have limited capacity for handling multi-channel signals. To address this gap, we propose TRACE, a generic multimodal retriever that grounds time-series embeddings in aligned textual context. TRACE enables fine-grained channel-level alignment and employs hard negative mining to facilitate semantically meaningful retrieval. It supports flexible cross-modal retrieval modes, including Text-to-Timeseries and Timeseries-to-Text, effectively linking linguistic descriptions with complex temporal patterns. By retrieving semantically relevant pairs, TRACE enriches downstream models with informative context, leading to improved predictive accuracy and interpretability. Beyond a static retrieval engine, TRACE also serves as a powerful standalone encoder, with lightweight task-specific tuning that refines context-aware representations while maintaining strong cross-modal alignment. These representations achieve state-of-the-art performance on downstream forecasting and classification tasks. Extensive experiments across multiple domains highlight its dual utility, as both an effective encoder for downstream applications and a general-purpose retriever to enhance time-series models.

  • 8 authors
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Jun 10, 2025

Spectrum Tuning: Post-Training for Distributional Coverage and In-Context Steerability

Language model post-training has enhanced instruction-following and performance on many downstream tasks, but also comes with an often-overlooked cost on tasks with many possible valid answers. We characterize three desiderata for conditional distributional modeling: in-context steerability, valid output space coverage, and distributional alignment, and document across three model families how current post-training can reduce these properties. In particular, we disambiguate between two kinds of in-context learning: ICL for eliciting existing underlying knowledge or capabilities, and in-context steerability, where a model must use in-context information to override its priors and steer to a novel data generating distribution. To better evaluate and improve these desiderata, we introduce Spectrum Suite, a large-scale resource compiled from >40 data sources and spanning >90 tasks requiring models to steer to and match diverse distributions ranging from varied human preferences to numerical distributions and more. We find that while current post-training techniques help elicit underlying capabilities and knowledge, they hurt models' ability to flexibly steer in-context. To mitigate these issues, we propose Spectrum Tuning, a post-training method using Spectrum Suite to improve steerability and distributional coverage. We find that Spectrum Tuning often improves over pretrained models and their instruction-tuned counterparts, enhancing steerability, spanning more of the output space, and improving distributional alignment on held-out datasets.

  • 8 authors
·
Oct 7, 2025

Time-MMD: Multi-Domain Multimodal Dataset for Time Series Analysis

Time series data are ubiquitous across a wide range of real-world domains. While real-world time series analysis (TSA) requires human experts to integrate numerical series data with multimodal domain-specific knowledge, most existing TSA models rely solely on numerical data, overlooking the significance of information beyond numerical series. This oversight is due to the untapped potential of textual series data and the absence of a comprehensive, high-quality multimodal dataset. To overcome this obstacle, we introduce Time-MMD, the first multi-domain, multimodal time series dataset covering 9 primary data domains. Time-MMD ensures fine-grained modality alignment, eliminates data contamination, and provides high usability. Additionally, we develop MM-TSFlib, the first multimodal time-series forecasting (TSF) library, seamlessly pipelining multimodal TSF evaluations based on Time-MMD for in-depth analyses. Extensive experiments conducted on Time-MMD through MM-TSFlib demonstrate significant performance enhancements by extending unimodal TSF to multimodality, evidenced by over 15% mean squared error reduction in general, and up to 40% in domains with rich textual data. More importantly, our datasets and library revolutionize broader applications, impacts, research topics to advance TSA. The dataset and library are available at https://github.com/AdityaLab/Time-MMD and https://github.com/AdityaLab/MM-TSFlib.

  • 11 authors
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Jun 12, 2024

Small but Mighty: Enhancing Time Series Forecasting with Lightweight LLMs

While LLMs have demonstrated remarkable potential in time series forecasting, their practical deployment remains constrained by excessive computational demands and memory footprints. Existing LLM-based approaches typically suffer from three critical limitations: Inefficient parameter utilization in handling numerical time series patterns; Modality misalignment between continuous temporal signals and discrete text embeddings; and Inflexibility for real-time expert knowledge integration. We present SMETimes, the first systematic investigation of sub-3B parameter SLMs for efficient and accurate time series forecasting. Our approach centers on three key innovations: A statistically-enhanced prompting mechanism that bridges numerical time series with textual semantics through descriptive statistical features; A adaptive fusion embedding architecture that aligns temporal patterns with language model token spaces through learnable parameters; And a dynamic mixture-of-experts framework enabled by SLMs' computational efficiency, adaptively combining base predictions with domain-specific models. Extensive evaluations across seven benchmark datasets demonstrate that our 3B-parameter SLM achieves state-of-the-art performance on five primary datasets while maintaining 3.8x faster training and 5.2x lower memory consumption compared to 7B-parameter LLM baselines. Notably, the proposed model exhibits better learning capabilities, achieving 12.3% lower MSE than conventional LLM. Ablation studies validate that our statistical prompting and cross-modal fusion modules respectively contribute 15.7% and 18.2% error reduction in long-horizon forecasting tasks. By redefining the efficiency-accuracy trade-off landscape, this work establishes SLMs as viable alternatives to resource-intensive LLMs for practical time series forecasting. Code and models are available at https://github.com/xiyan1234567/SMETimes.

  • 4 authors
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Mar 5, 2025