Daily Papers

Diffusion-based large language models (dLLMs) are trained flexibly to model extreme dependence in the data distribution; however, how to best utilize this information at inference time remains an open problem. In this work, we uncover an interesting property of these models: dLLMs trained on textual data implicitly learn a mixture of semi-autoregressive experts, where different generation orders reveal different specialized behaviors. We show that committing to any single, fixed inference time schedule, a common practice, collapses performance by failing to leverage this latent ensemble. To address this, we introduce HEX (Hidden semiautoregressive EXperts for test-time scaling), a training-free inference method that ensembles across heterogeneous block schedules. By doing a majority vote over diverse block-sized generation paths, HEX robustly avoids failure modes associated with any single fixed schedule. On reasoning benchmarks such as GSM8K, it boosts accuracy by up to 3.56X (from 24.72% to 88.10%), outperforming top-K margin inference and specialized fine-tuned methods like GRPO, without additional training. HEX even yields significant gains on MATH benchmark from 16.40% to 40.00%, scientific reasoning on ARC-C from 54.18% to 87.80%, and TruthfulQA from 28.36% to 57.46%. Our results establish a new paradigm for test-time scaling in diffusion-based LLMs (dLLMs), revealing that the sequence in which masking is performed plays a critical role in determining performance during inference.

Time series forecasting (TSF) is critical in domains like energy, finance, healthcare, and logistics, requiring models that generalize across diverse datasets. Large pre-trained models such as Chronos and Time-MoE show strong zero-shot (ZS) performance but suffer from high computational costs. In this work, We introduce Super-Linear, a lightweight and scalable mixture-of-experts (MoE) model for general forecasting. It replaces deep architectures with simple frequency-specialized linear experts, trained on resampled data across multiple frequency regimes. A lightweight spectral gating mechanism dynamically selects relevant experts, enabling efficient, accurate forecasting. Despite its simplicity, Super-Linear matches state-of-the-art performance while offering superior efficiency, robustness to various sampling rates, and enhanced interpretability. The implementation of Super-Linear is available at https://github.com/azencot-group/SuperLinear{https://github.com/azencot-group/SuperLinear}

Pre-trained foundation models (FMs) have shown exceptional performance in univariate time series forecasting tasks. However, several practical challenges persist, including managing intricate dependencies among features and quantifying uncertainty in predictions. This study aims to tackle these critical limitations by introducing adapters; feature-space transformations that facilitate the effective use of pre-trained univariate time series FMs for multivariate tasks. Adapters operate by projecting multivariate inputs into a suitable latent space and applying the FM independently to each dimension. Inspired by the literature on representation learning and partially stochastic Bayesian neural networks, we present a range of adapters and optimization/inference strategies. Experiments conducted on both synthetic and real-world datasets confirm the efficacy of adapters, demonstrating substantial enhancements in forecasting accuracy and uncertainty quantification compared to baseline methods. Our framework, AdaPTS, positions adapters as a modular, scalable, and effective solution for leveraging time series FMs in multivariate contexts, thereby promoting their wider adoption in real-world applications. We release the code at https://github.com/abenechehab/AdaPTS.

In this paper, we tackle the important yet under-investigated problem of making long-horizon prediction of event sequences. Existing state-of-the-art models do not perform well at this task due to their autoregressive structure. We propose HYPRO, a hybridly normalized probabilistic model that naturally fits this task: its first part is an autoregressive base model that learns to propose predictions; its second part is an energy function that learns to reweight the proposals such that more realistic predictions end up with higher probabilities. We also propose efficient training and inference algorithms for this model. Experiments on multiple real-world datasets demonstrate that our proposed HYPRO model can significantly outperform previous models at making long-horizon predictions of future events. We also conduct a range of ablation studies to investigate the effectiveness of each component of our proposed methods.

Is bigger always better for time series foundation models? With the question in mind, we explore an alternative to training a single, large monolithic model: building a portfolio of smaller, pretrained forecasting models. By applying ensembling or model selection over these portfolios, we achieve competitive performance on large-scale benchmarks using much fewer parameters. We explore strategies for designing such portfolios and find that collections of specialist models consistently outperform portfolios of independently trained generalists. Remarkably, we demonstrate that post-training a base model is a compute-effective approach for creating sufficiently diverse specialists, and provide evidences that ensembling and model selection are more compute-efficient than test-time fine-tuning.

Sparsely activated Mixture-of-Experts (MoE) models have shown promise in enhancing the learning capacity of large language models (LLMs). Leveraging the intrinsic importance differences among experts, recent research has explored expert-level compression techniques to improve the efficiency of MoE LLMs. However, existing approaches often rely on empirical criteria to identify critical experts, lacking a deeper exploration and understanding of the heterogeneous importance of experts. In this study, we present the first discovery and investigation of a distinct subset of experts that play a crucial role in the underlying mechanisms during the model's forward inference. These experts are prevalent in open-source MoE LLMs, and despite their limited number, pruning them leads to a significant decline in model performance (e.g., pruning three causes Qwen3-30B-A3B to produce repetitive and uninformative outputs). We refer to these experts as Super Experts (SEs). Our comprehensive analysis provides progressively deeper insights into SEs. (i) SEs are characterized by rare but extreme activation outliers in the output of the down_proj, which give rise to massive activations in the hidden states between decoder layers. Moreover, the distribution of SEs remains model-specific and is unaffected by post-training processes. (ii) By pruning SEs, we assess their significance across a variety of tasks, revealing their considerable impact on the model's overall performance, particularly in mathematical reasoning. (iii) We further enhance our understanding of the influence of SEs compression. Our findings confirm that MoE LLMs rely on SEs to induce attention sinks, which are crucial for the distribution of attention scores but are significantly disrupted by SE pruning. The code is available at https://github.com/ZunhaiSu/Super-Experts-Profilling.

We introduce OneCAT, a unified multimodal model that seamlessly integrates understanding, generation, and editing within a novel, pure decoder-only transformer architecture. Our framework uniquely eliminates the need for external components such as Vision Transformers (ViT) or vision tokenizer during inference, leading to significant efficiency gains, especially for high-resolution inputs. This is achieved through a modality-specific Mixture-of-Experts (MoE) structure trained with a single autoregressive (AR) objective, which also natively supports dynamic resolutions. Furthermore, we pioneer a multi-scale visual autoregressive mechanism within the Large Language Model (LLM) that drastically reduces decoding steps compared to diffusion-based methods while maintaining state-of-the-art performance. Our findings demonstrate the powerful potential of pure autoregressive modeling as a sufficient and elegant foundation for unified multimodal intelligence. As a result, OneCAT sets a new performance standard, outperforming existing open-source unified multimodal models across benchmarks for multimodal generation, editing, and understanding.

Semi-supervised learning is attracting blooming attention, due to its success in combining unlabeled data. To mitigate potentially incorrect pseudo labels, recent frameworks mostly set a fixed confidence threshold to discard uncertain samples. This practice ensures high-quality pseudo labels, but incurs a relatively low utilization of the whole unlabeled set. In this work, our key insight is that these uncertain samples can be turned into certain ones, as long as the confusion classes for the top-1 class are detected and removed. Invoked by this, we propose a novel method dubbed ShrinkMatch to learn uncertain samples. For each uncertain sample, it adaptively seeks a shrunk class space, which merely contains the original top-1 class, as well as remaining less likely classes. Since the confusion ones are removed in this space, the re-calculated top-1 confidence can satisfy the pre-defined threshold. We then impose a consistency regularization between a pair of strongly and weakly augmented samples in the shrunk space to strive for discriminative representations. Furthermore, considering the varied reliability among uncertain samples and the gradually improved model during training, we correspondingly design two reweighting principles for our uncertain loss. Our method exhibits impressive performance on widely adopted benchmarks. Code is available at https://github.com/LiheYoung/ShrinkMatch.

Mixture of Experts (MoE), an ensemble of specialized models equipped with a router that dynamically distributes each input to appropriate experts, has achieved successful results in the field of machine learning. However, theoretical understanding of this architecture is falling behind due to its inherent complexity. In this paper, we theoretically study the sample and runtime complexity of MoE following the stochastic gradient descent (SGD) when learning a regression task with an underlying cluster structure of single index models. On the one hand, we prove that a vanilla neural network fails in detecting such a latent organization as it can only process the problem as a whole. This is intrinsically related to the concept of information exponent which is low for each cluster, but increases when we consider the entire task. On the other hand, we show that a MoE succeeds in dividing this problem into easier subproblems by leveraging the ability of each expert to weakly recover the simpler function corresponding to an individual cluster. To the best of our knowledge, this work is among the first to explore the benefits of the MoE framework by examining its SGD dynamics in the context of nonlinear regression.

Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.

Deep learning for time series forecasting has seen significant advancements over the past decades. However, despite the success of large-scale pre-training in language and vision domains, pre-trained time series models remain limited in scale and operate at a high cost, hindering the development of larger capable forecasting models in real-world applications. In response, we introduce Time-MoE, a scalable and unified architecture designed to pre-train larger, more capable forecasting foundation models while reducing inference costs. By leveraging a sparse mixture-of-experts (MoE) design, Time-MoE enhances computational efficiency by activating only a subset of networks for each prediction, reducing computational load while maintaining high model capacity. This allows Time-MoE to scale effectively without a corresponding increase in inference costs. Time-MoE comprises a family of decoder-only transformer models that operate in an auto-regressive manner and support flexible forecasting horizons with varying input context lengths. We pre-trained these models on our newly introduced large-scale data Time-300B, which spans over 9 domains and encompassing over 300 billion time points. For the first time, we scaled a time series foundation model up to 2.4 billion parameters, achieving significantly improved forecasting precision. Our results validate the applicability of scaling laws for training tokens and model size in the context of time series forecasting. Compared to dense models with the same number of activated parameters or equivalent computation budgets, our models consistently outperform them by large margin. These advancements position Time-MoE as a state-of-the-art solution for tackling real-world time series forecasting challenges with superior capability, efficiency, and flexibility.

Speculative decoding (SD) accelerates large language model inference by using a smaller draft model to predict multiple tokens, which are then verified in parallel by the larger target model. However, the limited capacity of the draft model often necessitates tree-based sampling to improve prediction accuracy, where multiple candidates are generated at each step. We identify a key limitation in this approach: the candidates at the same step are derived from the same representation, limiting diversity and reducing overall effectiveness. To address this, we propose Jakiro, leveraging Mixture of Experts (MoE), where independent experts generate diverse predictions, effectively decoupling correlations among candidates. Furthermore, we introduce a hybrid inference strategy, combining autoregressive decoding for initial tokens with parallel decoding for subsequent stages, and enhance the latter with contrastive mechanism in features to improve accuracy. Our method significantly boosts prediction accuracy and achieves higher inference speedups. Extensive experiments across diverse models validate the effectiveness and robustness of our approach, establishing a new SOTA in speculative decoding. Our codes are available at https://github.com/haiduo/Jakiro.

Self-training is a well-known approach for semi-supervised learning. It consists of iteratively assigning pseudo-labels to unlabeled data for which the model is confident and treating them as labeled examples. For neural networks, softmax prediction probabilities are often used as a confidence measure, although they are known to be overconfident, even for wrong predictions. This phenomenon is particularly intensified in the presence of sample selection bias, i.e., when data labeling is subject to some constraint. To address this issue, we propose a novel confidence measure, called T-similarity, built upon the prediction diversity of an ensemble of linear classifiers. We provide the theoretical analysis of our approach by studying stationary points and describing the relationship between the diversity of the individual members and their performance. We empirically demonstrate the benefit of our confidence measure for three different pseudo-labeling policies on classification datasets of various data modalities. The code is available at https://github.com/ambroiseodt/tsim.

Mixture of experts (MoE) are a popular class of statistical and machine learning models that have gained attention over the years due to their flexibility and efficiency. In this work, we consider Gaussian-gated localized MoE (GLoME) and block-diagonal covariance localized MoE (BLoME) regression models to present nonlinear relationships in heterogeneous data with potential hidden graph-structured interactions between high-dimensional predictors. These models pose difficult statistical estimation and model selection questions, both from a computational and theoretical perspective. This paper is devoted to the study of the problem of model selection among a collection of GLoME or BLoME models characterized by the number of mixture components, the complexity of Gaussian mean experts, and the hidden block-diagonal structures of the covariance matrices, in a penalized maximum likelihood estimation framework. In particular, we establish non-asymptotic risk bounds that take the form of weak oracle inequalities, provided that lower bounds for the penalties hold. The good empirical behavior of our models is then demonstrated on synthetic and real datasets.

We present a novel deep generative semi-supervised framework for credit card fraud detection, formulated as time series classification task. As financial transaction data streams grow in scale and complexity, traditional methods often require large labeled datasets, struggle with time series of irregular sampling frequencies and varying sequence lengths. To address these challenges, we extend conditional Generative Adversarial Networks (GANs) for targeted data augmentation, integrate Bayesian inference to obtain predictive distributions and quantify uncertainty, and leverage log-signatures for robust feature encoding of transaction histories. We introduce a novel Wasserstein distance-based loss to align generated and real unlabeled samples while simultaneously maximizing classification accuracy on labeled data. Our approach is evaluated on the BankSim dataset, a widely used simulator for credit card transaction data, under varying proportions of labeled samples, demonstrating consistent improvements over benchmarks in both global statistical and domain-specific metrics. These findings highlight the effectiveness of GAN-driven semi-supervised learning with log-signatures for irregularly sampled time series and emphasize the importance of uncertainty-aware predictions.

The paper studies the linear model for Bitcoin price which includes regression features based on Bitcoin currency statistics, mining processes, Google search trends, Wikipedia pages visits. The pattern of deviation of regression model prediction from real prices is simpler comparing to price time series. It is assumed that this pattern can be predicted by an experienced expert. In such a way, using the combination of the regression model and expert correction, one can receive better results than with either regression model or expert opinion only. It is shown that Bayesian approach makes it possible to utilize the probabilistic approach using distributions with fat tails and take into account the outliers in Bitcoin price time series.

Recent advances to combine structured regression models and deep neural networks for better interpretability, more expressiveness, and statistically valid uncertainty quantification demonstrate the versatility of semi-structured neural networks (SSNs). We show that techniques to properly identify the contributions of the different model components in SSNs, however, lead to suboptimal network estimation, slower convergence, and degenerated or erroneous predictions. In order to solve these problems while preserving favorable model properties, we propose a non-invasive post-hoc orthogonalization (PHO) that guarantees identifiability of model components and provides better estimation and prediction quality. Our theoretical findings are supported by numerical experiments, a benchmark comparison as well as a real-world application to COVID-19 infections.

Decision-makers are often experts of their domain and take actions based on their domain knowledge. Doctors, for instance, may prescribe treatments by predicting the likely outcome of each available treatment. Actions of an expert thus naturally encode part of their domain knowledge, and can help make inferences within the same domain: Knowing doctors try to prescribe the best treatment for their patients, we can tell treatments prescribed more frequently are likely to be more effective. Yet in machine learning, the fact that most decision-makers are experts is often overlooked, and "expertise" is seldom leveraged as an inductive bias. This is especially true for the literature on treatment effect estimation, where often the only assumption made about actions is that of overlap. In this paper, we argue that expertise - particularly the type of expertise the decision-makers of a domain are likely to have - can be informative in designing and selecting methods for treatment effect estimation. We formally define two types of expertise, predictive and prognostic, and demonstrate empirically that: (i) the prominent type of expertise in a domain significantly influences the performance of different methods in treatment effect estimation, and (ii) it is possible to predict the type of expertise present in a dataset, which can provide a quantitative basis for model selection.

Time series foundation models (TSFMs) have recently gained significant attention due to their strong zero-shot capabilities and widespread real-world applications. Such models typically require a computationally costly pretraining on large-scale, carefully curated collections of real-world sequences. To allow for a sample-efficient pretraining of TSFMs, we propose CauKer, a novel algorithm designed to generate diverse, causally coherent synthetic time series with realistic trends, seasonality, and nonlinear interactions. CauKer combines Gaussian Process (GP) kernel composition with Structural Causal Models (SCM) to produce data for sample-efficient pretraining of state-of-the-art classification TSFMs having different architectures and following different pretraining approaches. Additionally, our experiments reveal that CauKer-generated datasets exhibit clear scaling laws for both dataset size (10K to 10M samples) and model capacity (1M to 783M parameters), unlike real-world datasets, which display irregular scaling behavior.

Class-incremental learning is becoming more popular as it helps models widen their applicability while not forgetting what they already know. A trend in this area is to use a mixture-of-expert technique, where different models work together to solve the task. However, the experts are usually trained all at once using whole task data, which makes them all prone to forgetting and increasing computational burden. To address this limitation, we introduce a novel approach named SEED. SEED selects only one, the most optimal expert for a considered task, and uses data from this task to fine-tune only this expert. For this purpose, each expert represents each class with a Gaussian distribution, and the optimal expert is selected based on the similarity of those distributions. Consequently, SEED increases diversity and heterogeneity within the experts while maintaining the high stability of this ensemble method. The extensive experiments demonstrate that SEED achieves state-of-the-art performance in exemplar-free settings across various scenarios, showing the potential of expert diversification through data in continual learning.

Mixture-of-Experts (MoE) models have become a key approach for scaling large language models efficiently by activating only a subset of experts during training and inference. Typically, the number of activated experts presents a trade-off: fewer experts reduce computational costs, while more experts improve performance. Recent studies reveal that not all activated experts contribute equally to model performance, with some providing minimal utility, particularly when finetuning pretrained MoE models for specialized downstream tasks. The co-existence of significant and redundant parameters in experts provides us an opportunity to reduce the number of activated experts while maintaining model performance. In this work, we propose the concept of compressed experts, lightweight modules that serve as compact representations of full experts. Our approach preserves the most important experts while replacing other auxiliary activated experts with compressed experts. The reduction of active parameters significantly lowers inference costs while achieving comparable performance. Extensive experiments on models including Phi-MoE and OLMoE demonstrate that compressed experts recover over 90% of full expert performance across various tasks while reducing more than 30% active parameters and saving 20% in inference costs. This approach enables efficient deployment of MoE models in resource-constrained settings and facilitates scaling to larger models with manageable overhead. Our code is available at https://github.com/yifei-he/Compressed-Experts.

We consider the problem of ranking n experts based on their performances on d tasks. We make a monotonicity assumption stating that for each pair of experts, one outperforms the other on all tasks. We consider the sequential setting where in each round, the learner has access to noisy evaluations of actively chosen pair of expert-task, given the information available up to the actual round. Given a confidence parameter delta in (0, 1), we provide strategies allowing to recover the correct ranking of experts and develop a bound on the total number of queries made by our algorithm that hold with probability at least 1 -- delta. We show that our strategy is adaptive to the complexity of the problem (our bounds are instance dependent), and develop matching lower bounds up to a poly-logarithmic factor. Finally, we adapt our strategy to the relaxed problem of best expert identification and provide numerical simulation consistent with our theoretical results.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

In this paper, we present the practical problems and the lessons learned at short-video services from Kuaishou. In industry, a widely-used multi-task framework is the Mixture-of-Experts (MoE) paradigm, which always introduces some shared and specific experts for each task and then uses gate networks to measure related experts' contributions. Although the MoE achieves remarkable improvements, we still observe three anomalies that seriously affect model performances in our iteration: (1) Expert Collapse: We found that experts' output distributions are significantly different, and some experts have over 90% zero activations with ReLU, making it hard for gate networks to assign fair weights to balance experts. (2) Expert Degradation: Ideally, the shared-expert aims to provide predictive information for all tasks simultaneously. Nevertheless, we find that some shared-experts are occupied by only one task, which indicates that shared-experts lost their ability but degenerated into some specific-experts. (3) Expert Underfitting: In our services, we have dozens of behavior tasks that need to be predicted, but we find that some data-sparse prediction tasks tend to ignore their specific-experts and assign large weights to shared-experts. The reason might be that the shared-experts can perceive more gradient updates and knowledge from dense tasks, while specific-experts easily fall into underfitting due to their sparse behaviors. Motivated by those observations, we propose HoME to achieve a simple, efficient and balanced MoE system for multi-task learning.

Autoregressive models are typically applied to sequences of discrete tokens, but recent research indicates that generating sequences of continuous embeddings in an autoregressive manner is also feasible. However, such Continuous Autoregressive Models (CAMs) can suffer from a decline in generation quality over extended sequences due to error accumulation during inference. We introduce a novel method to address this issue by injecting random noise into the input embeddings during training. This procedure makes the model robust against varying error levels at inference. We further reduce error accumulation through an inference procedure that introduces low-level noise. Experiments on musical audio generation show that CAM substantially outperforms existing autoregressive and non-autoregressive approaches while preserving audio quality over extended sequences. This work paves the way for generating continuous embeddings in a purely autoregressive setting, opening new possibilities for real-time and interactive generative applications.

Self-supervised learning has seen great success recently in unsupervised representation learning, enabling breakthroughs in natural language and image processing. However, these methods often rely on autoregressive and masked modeling, which aim to reproduce masked information in the input, which can be vulnerable to the presence of noise or confounding variables. To address this problem, Joint-Embedding Predictive Architectures (JEPA) has been introduced with the aim to perform self-supervised learning in the latent space. To leverage these advancements in the domain of time series, we introduce Time Series JEPA (TS-JEPA), an architecture specifically adapted for time series representation learning. We validate TS-JEPA on both classification and forecasting, showing that it can match or surpass current state-of-the-art baselines on different standard datasets. Notably, our approach demonstrates a strong performance balance across diverse tasks, indicating its potential as a robust foundation for learning general representations. Thus, this work lays the groundwork for developing future time series foundation models based on Joint Embedding.

Understanding the internal computations of large language models (LLMs) is crucial for aligning them with human values and preventing undesirable behaviors like toxic content generation. However, mechanistic interpretability is hindered by polysemanticity -- where individual neurons respond to multiple, unrelated concepts. While Sparse Autoencoders (SAEs) have attempted to disentangle these features through sparse dictionary learning, they have compromised LLM performance due to reliance on post-hoc reconstruction loss. To address this issue, we introduce Mixture of Monosemantic Experts for Transformers (Monet) architecture, which incorporates sparse dictionary learning directly into end-to-end Mixture-of-Experts pretraining. Our novel expert decomposition method enables scaling the expert count to 262,144 per layer while total parameters scale proportionally to the square root of the number of experts. Our analyses demonstrate mutual exclusivity of knowledge across experts and showcase the parametric knowledge encapsulated within individual experts. Moreover, Monet allows knowledge manipulation over domains, languages, and toxicity mitigation without degrading general performance. Our pursuit of transparent LLMs highlights the potential of scaling expert counts to enhance} mechanistic interpretability and directly resect the internal knowledge to fundamentally adjust} model behavior. The source code and pretrained checkpoints are available at https://github.com/dmis-lab/Monet.

In this paper, we introduce a novel dynamic expert selection framework for Mixture of Experts (MoE) models, aiming to enhance computational efficiency and model performance by adjusting the number of activated experts based on input difficulty. Unlike traditional MoE approaches that rely on fixed Top-K routing, which activates a predetermined number of experts regardless of the input's complexity, our method dynamically selects experts based on the confidence level in expert selection for each input. This allows for a more efficient utilization of computational resources, activating more experts for complex tasks requiring advanced reasoning and fewer for simpler tasks. Through extensive evaluations, our dynamic routing method demonstrates substantial improvements over conventional Top-2 routing across various benchmarks, achieving an average improvement of 0.7% with less than 90% activated parameters. Further analysis shows our model dispatches more experts to tasks requiring complex reasoning skills, like BBH, confirming its ability to dynamically allocate computational resources in alignment with the input's complexity. Our findings also highlight a variation in the number of experts needed across different layers of the transformer model, offering insights into the potential for designing heterogeneous MoE frameworks. The code and models are available at https://github.com/ZhenweiAn/Dynamic_MoE.

Stock market prediction has remained an extremely challenging problem for many decades owing to its inherent high volatility and low information noisy ratio. Existing solutions based on machine learning or deep learning demonstrate superior performance by employing a single model trained on the entire stock dataset to generate predictions across all types of stocks. However, due to the significant variations in stock styles and market trends, a single end-to-end model struggles to fully capture the differences in these stylized stock features, leading to relatively inaccurate predictions for all types of stocks. In this paper, we present MIGA, a novel Mixture of Expert with Group Aggregation framework designed to generate specialized predictions for stocks with different styles by dynamically switching between distinct style experts. To promote collaboration among different experts in MIGA, we propose a novel inner group attention architecture, enabling experts within the same group to share information and thereby enhancing the overall performance of all experts. As a result, MIGA significantly outperforms other end-to-end models on three Chinese Stock Index benchmarks including CSI300, CSI500, and CSI1000. Notably, MIGA-Conv reaches 24 % excess annual return on CSI300 benchmark, surpassing the previous state-of-the-art model by 8% absolute. Furthermore, we conduct a comprehensive analysis of mixture of experts for stock market prediction, providing valuable insights for future research.

Mixture-of-Experts (MoE) has been demonstrated as an efficient method to scale up models. By dynamically and sparsely selecting activated experts, MoE can effectively reduce computational costs. Despite the success, we observe that many tokens in the MoE models have uncertain routing results. These tokens have nearly equal scores for choosing each expert, and we demonstrate that this uncertainty can lead to incorrect selections. Inspired by the Global Workspace Theory (GWT), we propose a new fine-tuning method, GW-MoE, to address this issue. The core idea is to broadcast the uncertain tokens across experts during fine-tuning. Therefore, these tokens can acquire the necessary knowledge from any expert during inference and become less sensitive to the choice. GW-MoE does not introduce additional inference overhead. We validate that GW can mitigate the uncertain problem and consistently improve in different tasks (text classification, question answering, summarization, code generation, and mathematical problem solving) and model sizes (650M and 8B parameters).

Deep neural networks have made huge progress in the last few decades. However, as the real-world data often exhibits a long-tailed distribution, vanilla deep models tend to be heavily biased toward the majority classes. To address this problem, state-of-the-art methods usually adopt a mixture of experts (MoE) to focus on different parts of the long-tailed distribution. Experts in these methods are with the same model depth, which neglects the fact that different classes may have different preferences to be fit by models with different depths. To this end, we propose a novel MoE-based method called Self-Heterogeneous Integration with Knowledge Excavation (SHIKE). We first propose Depth-wise Knowledge Fusion (DKF) to fuse features between different shallow parts and the deep part in one network for each expert, which makes experts more diverse in terms of representation. Based on DKF, we further propose Dynamic Knowledge Transfer (DKT) to reduce the influence of the hardest negative class that has a non-negligible impact on the tail classes in our MoE framework. As a result, the classification accuracy of long-tailed data can be significantly improved, especially for the tail classes. SHIKE achieves the state-of-the-art performance of 56.3%, 60.3%, 75.4%, and 41.9% on CIFAR100-LT (IF100), ImageNet-LT, iNaturalist 2018, and Places-LT, respectively.

In the realm of time series forecasting (TSF), it is imperative for models to adeptly discern and distill hidden patterns within historical time series data to forecast future states. Transformer-based models exhibit formidable efficacy in TSF, primarily attributed to their advantage in apprehending these patterns. However, the quadratic complexity of the Transformer leads to low computational efficiency and high costs, which somewhat hinders the deployment of the TSF model in real-world scenarios. Recently, Mamba, a selective state space model, has gained traction due to its ability to process dependencies in sequences while maintaining near-linear complexity. For TSF tasks, these characteristics enable Mamba to comprehend hidden patterns as the Transformer and reduce computational overhead compared to the Transformer. Therefore, we propose a Mamba-based model named Simple-Mamba (S-Mamba) for TSF. Specifically, we tokenize the time points of each variate autonomously via a linear layer. A bidirectional Mamba layer is utilized to extract inter-variate correlations and a Feed-Forward Network is set to learn temporal dependencies. Finally, the generation of forecast outcomes through a linear mapping layer. Experiments on thirteen public datasets prove that S-Mamba maintains low computational overhead and achieves leading performance. Furthermore, we conduct extensive experiments to explore Mamba's potential in TSF tasks. Our code is available at https://github.com/wzhwzhwzh0921/S-D-Mamba.

Autoregressive models have achieved impressive results over a wide range of domains in terms of generation quality and downstream task performance. In the continuous domain, a key factor behind this success is the usage of quantized latent spaces (e.g., obtained via VQ-VAE autoencoders), which allow for dimensionality reduction and faster inference times. However, using existing pre-trained models to perform new non-trivial tasks is difficult since it requires additional fine-tuning or extensive training to elicit prompting. This paper introduces LASS as a way to perform vector-quantized Latent Autoregressive Source Separation (i.e., de-mixing an input signal into its constituent sources) without requiring additional gradient-based optimization or modifications of existing models. Our separation method relies on the Bayesian formulation in which the autoregressive models are the priors, and a discrete (non-parametric) likelihood function is constructed by performing frequency counts over latent sums of addend tokens. We test our method on images and audio with several sampling strategies (e.g., ancestral, beam search) showing competitive results with existing approaches in terms of separation quality while offering at the same time significant speedups in terms of inference time and scalability to higher dimensional data.

Recently, multi-expert methods have led to significant improvements in long-tail recognition (LTR). We summarize two aspects that need further enhancement to contribute to LTR boosting: (1) More diverse experts; (2) Lower model variance. However, the previous methods didn't handle them well. To this end, we propose More Diverse experts with Consistency Self-distillation (MDCS) to bridge the gap left by earlier methods. Our MDCS approach consists of two core components: Diversity Loss (DL) and Consistency Self-distillation (CS). In detail, DL promotes diversity among experts by controlling their focus on different categories. To reduce the model variance, we employ KL divergence to distill the richer knowledge of weakly augmented instances for the experts' self-distillation. In particular, we design Confident Instance Sampling (CIS) to select the correctly classified instances for CS to avoid biased/noisy knowledge. In the analysis and ablation study, we demonstrate that our method compared with previous work can effectively increase the diversity of experts, significantly reduce the variance of the model, and improve recognition accuracy. Moreover, the roles of our DL and CS are mutually reinforcing and coupled: the diversity of experts benefits from the CS, and the CS cannot achieve remarkable results without the DL. Experiments show our MDCS outperforms the state-of-the-art by 1% sim 2% on five popular long-tailed benchmarks, including CIFAR10-LT, CIFAR100-LT, ImageNet-LT, Places-LT, and iNaturalist 2018. The code is available at https://github.com/fistyee/MDCS.

Mixture of experts (MoE) has a well-principled finite mixture model construction for prediction, allowing the gating network (mixture weights) to learn from the predictors (explanatory variables) together with the experts' network (mixture component densities). We investigate the estimation properties of MoEs in a high-dimensional setting, where the number of predictors is much larger than the sample size, for which the literature lacks computational and especially theoretical results. We consider the class of finite MoE models with softmax gating functions and Gaussian regression experts, and focus on the theoretical properties of their l_1-regularized estimation via the Lasso. We provide a lower bound on the regularization parameter of the Lasso penalty that ensures an l_1-oracle inequality is satisfied by the Lasso estimator according to the Kullback--Leibler loss. We further state an l_1-ball oracle inequality for the l_1-penalized maximum likelihood estimator from the model selection.

Diffusion-based large language models (dLLMs) are gaining attention for their inherent capacity for parallel decoding, offering a compelling alternative to autoregressive LLMs. Among various decoding strategies, blockwise semi-autoregressive (semi-AR) approaches are widely adopted due to their natural support for KV caching and their favorable accuracy-speed trade-off. However, this paper identifies two fundamental limitations in the conventional semi-AR decoding approach that applies a fixed block size: i) late decoding overhead, where the unmasking of high-confidence tokens outside the current block is unnecessarily delayed, and ii) premature decoding error, where low-confidence tokens inside the current block are committed too early, leading to incorrect tokens. This paper presents the first systematic investigation challenging the fixed block size assumption in semi-AR decoding. Through a statistical analysis of confidence dynamics during the denoising process, we identify a volatility band (VB) region during dLLM decoding, which encodes local semantic structure and can be used to guide adaptive block sizing. Leveraging these insights, we introduce AdaBlock-dLLM, a training-free, plug-and-play scheduler that adaptively aligns block boundaries with semantic steps by adjusting block size during runtime. Extensive experiments across diverse benchmarks show that AdaBlock-dLLM achieves up to 5.3% accuracy improvement under the same throughput budget. Beyond inference-time optimization, we hope our semantics-aware adaptive scheduling approach and confidence-based analysis will inspire future training strategies for dLLMs.

Recent progress in controllable image generation and editing is largely driven by diffusion-based methods. Although diffusion models perform exceptionally well in specific tasks with tailored designs, establishing a unified model is still challenging. In contrast, autoregressive models inherently feature a unified tokenized representation, which simplifies the creation of a single foundational model for various tasks. In this work, we propose EditAR, a single unified autoregressive framework for a variety of conditional image generation tasks, e.g., image editing, depth-to-image, edge-to-image, segmentation-to-image. The model takes both images and instructions as inputs, and predicts the edited images tokens in a vanilla next-token paradigm. To enhance the text-to-image alignment, we further propose to distill the knowledge from foundation models into the autoregressive modeling process. We evaluate its effectiveness across diverse tasks on established benchmarks, showing competitive performance to various state-of-the-art task-specific methods. Project page: https://jitengmu.github.io/EditAR/

A very simple way to improve the performance of almost any machine learning algorithm is to train many different models on the same data and then to average their predictions. Unfortunately, making predictions using a whole ensemble of models is cumbersome and may be too computationally expensive to allow deployment to a large number of users, especially if the individual models are large neural nets. Caruana and his collaborators have shown that it is possible to compress the knowledge in an ensemble into a single model which is much easier to deploy and we develop this approach further using a different compression technique. We achieve some surprising results on MNIST and we show that we can significantly improve the acoustic model of a heavily used commercial system by distilling the knowledge in an ensemble of models into a single model. We also introduce a new type of ensemble composed of one or more full models and many specialist models which learn to distinguish fine-grained classes that the full models confuse. Unlike a mixture of experts, these specialist models can be trained rapidly and in parallel.

Existing long-tailed recognition methods, aiming to train class-balanced models from long-tailed data, generally assume the models would be evaluated on the uniform test class distribution. However, practical test class distributions often violate this assumption (e.g., being either long-tailed or even inversely long-tailed), which may lead existing methods to fail in real applications. In this paper, we study a more practical yet challenging task, called test-agnostic long-tailed recognition, where the training class distribution is long-tailed while the test class distribution is agnostic and not necessarily uniform. In addition to the issue of class imbalance, this task poses another challenge: the class distribution shift between the training and test data is unknown. To tackle this task, we propose a novel approach, called Self-supervised Aggregation of Diverse Experts, which consists of two strategies: (i) a new skill-diverse expert learning strategy that trains multiple experts from a single and stationary long-tailed dataset to separately handle different class distributions; (ii) a novel test-time expert aggregation strategy that leverages self-supervision to aggregate the learned multiple experts for handling unknown test class distributions. We theoretically show that our self-supervised strategy has a provable ability to simulate test-agnostic class distributions. Promising empirical results demonstrate the effectiveness of our method on both vanilla and test-agnostic long-tailed recognition. Code is available at https://github.com/Vanint/SADE-AgnosticLT.

Time series forecasting is central to decision-making in domains as diverse as energy, finance, climate, and public health. In practice, forecasters face thousands of short, noisy series that vary in frequency, quality, and horizon, where the dominant cost lies not in model fitting, but in the labor-intensive preprocessing, validation, and ensembling required to obtain reliable predictions. Prevailing statistical and deep learning models are tailored to specific datasets or domains and generalize poorly. A general, domain-agnostic framework that minimizes human intervention is urgently in demand. In this paper, we introduce TimeSeriesScientist (TSci), the first LLM-driven agentic framework for general time series forecasting. The framework comprises four specialized agents: Curator performs LLM-guided diagnostics augmented by external tools that reason over data statistics to choose targeted preprocessing; Planner narrows the hypothesis space of model choice by leveraging multi-modal diagnostics and self-planning over the input; Forecaster performs model fitting and validation and, based on the results, adaptively selects the best model configuration as well as ensemble strategy to make final predictions; and Reporter synthesizes the whole process into a comprehensive, transparent report. With transparent natural-language rationales and comprehensive reports, TSci transforms the forecasting workflow into a white-box system that is both interpretable and extensible across tasks. Empirical results on eight established benchmarks demonstrate that TSci consistently outperforms both statistical and LLM-based baselines, reducing forecast error by an average of 10.4% and 38.2%, respectively. Moreover, TSci produces a clear and rigorous report that makes the forecasting workflow more transparent and interpretable.

Mixture of Experts layers (MoEs) enable efficient scaling of language models through conditional computation. This paper presents a detailed empirical study of how autoregressive MoE language models scale in comparison with dense models in a wide range of settings: in- and out-of-domain language modeling, zero- and few-shot priming, and full-shot fine-tuning. With the exception of fine-tuning, we find MoEs to be substantially more compute efficient. At more modest training budgets, MoEs can match the performance of dense models using sim4 times less compute. This gap narrows at scale, but our largest MoE model (1.1T parameters) consistently outperforms a compute-equivalent dense model (6.7B parameters). Overall, this performance gap varies greatly across tasks and domains, suggesting that MoE and dense models generalize differently in ways that are worthy of future study. We make our code and models publicly available for research use.

Mixture-of-Experts (MoE) has emerged as a prominent architecture for scaling model size while maintaining computational efficiency. In MoE, each token in the input sequence activates a different subset of experts determined by a routing mechanism. However, the unchosen experts in MoE models do not contribute to the output, potentially leading to underutilization of the model's capacity. In this work, we first conduct exploratory studies to demonstrate that increasing the number of activated experts does not necessarily improve and can even degrade the output quality. Then, we show that output distributions from an MoE model using different routing strategies substantially differ, indicating that different experts do not always act synergistically. Motivated by these findings, we propose Self-Contrast Mixture-of-Experts (SCMoE), a training-free strategy that utilizes unchosen experts in a self-contrast manner during inference. In SCMoE, the next-token probabilities are determined by contrasting the outputs from strong and weak activation using the same MoE model. Our method is conceptually simple and computationally lightweight, as it incurs minimal latency compared to greedy decoding. Experiments on several benchmarks (GSM8K, StrategyQA, MBPP and HumanEval) demonstrate that SCMoE can consistently enhance Mixtral 8x7B's reasoning capability across various domains. For example, it improves the accuracy on GSM8K from 61.79 to 66.94. Moreover, combining SCMoE with self-consistency yields additional gains, increasing major@20 accuracy from 75.59 to 78.31.

Powerful priors allow us to perform inference with insufficient information. In this paper, we propose an autoregressive prior for 3D shapes to solve multimodal 3D tasks such as shape completion, reconstruction, and generation. We model the distribution over 3D shapes as a non-sequential autoregressive distribution over a discretized, low-dimensional, symbolic grid-like latent representation of 3D shapes. This enables us to represent distributions over 3D shapes conditioned on information from an arbitrary set of spatially anchored query locations and thus perform shape completion in such arbitrary settings (e.g., generating a complete chair given only a view of the back leg). We also show that the learned autoregressive prior can be leveraged for conditional tasks such as single-view reconstruction and language-based generation. This is achieved by learning task-specific naive conditionals which can be approximated by light-weight models trained on minimal paired data. We validate the effectiveness of the proposed method using both quantitative and qualitative evaluation and show that the proposed method outperforms the specialized state-of-the-art methods trained for individual tasks. The project page with code and video visualizations can be found at https://yccyenchicheng.github.io/AutoSDF/.

Recent efforts have been dedicated to enhancing time series forecasting accuracy by introducing advanced network architectures and self-supervised pretraining strategies. Nevertheless, existing approaches still exhibit two critical drawbacks. Firstly, these methods often rely on a single dataset for training, limiting the model's generalizability due to the restricted scale of the training data. Secondly, the one-step generation schema is widely followed, which necessitates a customized forecasting head and overlooks the temporal dependencies in the output series, and also leads to increased training costs under different horizon length settings. To address these issues, we propose a novel generative pretrained hierarchical transformer architecture for forecasting, named GPHT. There are two aspects of key designs in GPHT. On the one hand, we advocate for constructing a mixed dataset for pretraining our model, comprising various datasets from diverse data scenarios. This approach significantly expands the scale of training data, allowing our model to uncover commonalities in time series data and facilitating improved transfer to specific datasets. On the other hand, GPHT employs an auto-regressive forecasting approach under the channel-independent assumption, effectively modeling temporal dependencies in the output series. Importantly, no customized forecasting head is required, enabling a single model to forecast at arbitrary horizon settings. We conduct sufficient experiments on eight datasets with mainstream self-supervised pretraining models and supervised models. The results demonstrated that GPHT surpasses the baseline models across various fine-tuning and zero/few-shot learning settings in the traditional long-term forecasting task, providing support for verifying the feasibility of pretrained time series large models.

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific forecasting or imputation tasks. In this work, we explore the potential of task-agnostic, unconditional diffusion models for several time series applications. We propose TSDiff, an unconditionally trained diffusion model for time series. Our proposed self-guidance mechanism enables conditioning TSDiff for downstream tasks during inference, without requiring auxiliary networks or altering the training procedure. We demonstrate the effectiveness of our method on three different time series tasks: forecasting, refinement, and synthetic data generation. First, we show that TSDiff is competitive with several task-specific conditional forecasting methods (predict). Second, we leverage the learned implicit probability density of TSDiff to iteratively refine the predictions of base forecasters with reduced computational overhead over reverse diffusion (refine). Notably, the generative performance of the model remains intact -- downstream forecasters trained on synthetic samples from TSDiff outperform forecasters that are trained on samples from other state-of-the-art generative time series models, occasionally even outperforming models trained on real data (synthesize).

Mixture of Experts (MoE) offers remarkable performance and computational efficiency by selectively activating subsets of model parameters. Traditionally, MoE models use homogeneous experts, each with identical capacity. However, varying complexity in input data necessitates experts with diverse capabilities, while homogeneous MoE hinders effective expert specialization and efficient parameter utilization. In this study, we propose a novel Heterogeneous Mixture of Experts (HMoE), where experts differ in size and thus possess diverse capacities. This heterogeneity allows for more specialized experts to handle varying token complexities more effectively. To address the imbalance in expert activation, we propose a novel training objective that encourages the frequent activation of smaller experts, enhancing computational efficiency and parameter utilization. Extensive experiments demonstrate that HMoE achieves lower loss with fewer activated parameters and outperforms conventional homogeneous MoE models on various pre-training evaluation benchmarks. Codes will be released upon acceptance.

In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Traditional models, such as auto-regression fitted with least squares (Classic-AR) can model time-series with a concise and interpretable model. When dealing with long-range dependencies, Classic-AR models can become intractably slow to fit for large data. Recently, sequence-to-sequence models, such as Recurrent Neural Networks, which were originally intended for natural language processing, have become popular for time-series. However, they can be overly complex for typical time-series data and lack interpretability. A scalable and interpretable model is needed to bridge the statistical and deep learning-based approaches. As a first step towards this goal, we propose modelling AR-process dynamics using a feed-forward neural network approach, termed AR-Net. We show that AR-Net is as interpretable as Classic-AR but also scales to long-range dependencies. Our results lead to three major conclusions: First, AR-Net learns identical AR-coefficients as Classic-AR, thus being equally interpretable. Second, the computational complexity with respect to the order of the AR process, is linear for AR-Net as compared to a quadratic for Classic-AR. This makes it possible to model long-range dependencies within fine granularity data. Third, by introducing regularization, AR-Net automatically selects and learns sparse AR-coefficients. This eliminates the need to know the exact order of the AR-process and allows to learn sparse weights for a model with long-range dependencies.

Supervised fine-tuning (SFT) is crucial in adapting large language models (LLMs) to a specific domain or task. However, only a limited amount of labeled data is available in practical applications, which poses a severe challenge for SFT in yielding satisfactory results. Therefore, a data-efficient framework that can fully exploit labeled and unlabeled data for LLM fine-tuning is highly anticipated. Towards this end, we introduce a semi-supervised fine-tuning framework named SemiEvol for LLM adaptation from a propagate-and-select manner. For knowledge propagation, SemiEvol adopts a bi-level approach, propagating knowledge from labeled data to unlabeled data through both in-weight and in-context methods. For knowledge selection, SemiEvol incorporates a collaborative learning mechanism, selecting higher-quality pseudo-response samples. We conducted experiments using GPT-4o-mini and Llama-3.1 on seven general or domain-specific datasets, demonstrating significant improvements in model performance on target data. Furthermore, we compared SemiEvol with SFT and self-evolution methods, highlighting its practicality in hybrid data scenarios.

To the naked eye, stock prices are considered chaotic, dynamic, and unpredictable. Indeed, it is one of the most difficult forecasting tasks that hundreds of millions of retail traders and professional traders around the world try to do every second even before the market opens. With recent advances in the development of machine learning and the amount of data the market generated over years, applying machine learning techniques such as deep learning neural networks is unavoidable. In this work, we modeled the task as a multivariate forecasting problem, instead of a naive autoregression problem. The multivariate analysis is done using the attention mechanism via applying a mutated version of the Transformer, "Stockformer", which we created.

Mixture-of-Experts (MoE) enables efficient scaling of large language models by activating only a subset of experts per input token. However, deploying MoE-based models incurs significant memory overhead due to the need to retain all experts in memory. While structured pruning is promising to reduce memory costs, existing methods often show suboptimal performance and unstable degradation in three dimensions: model architectures, calibration data sources, and calibration sample sizes. This paper proposes Mixture-of-Novices-and-Experts (MoNE), a novel expert pruning method that replaces redundant experts with lightweight novices to achieve effective and robust model compression. MoNE evaluates expert redundancy based on two metrics: access frequency and output variance. Experts exhibiting low usage and stable outputs are pruned and replaced with lightweight novices-unbiased estimations of their original outputs-minimizing performance degradation. Extensive experiments demonstrate that MoNE consistently outperforms baseline methods with minimal accuracy degradation across the three dimensions, confirming its effectiveness and robustness. Notably, it improves the average zero shot accuracy across nine downstream tasks by up to 2.71 under 25\% pruning ratio and 3.61 under 50\% pruning. The code is available at https://github.com/zxgx/mode-pd.

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.

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships. As multivariate input models underperforming some recent univariate counterparts, we posit that the issue lies in the inefficiency of existing multivariate LTSF Transformers to model series-wise relationships: the characteristic differences between series are often captured incorrectly. To address this, we introduce ARM: a multivariate temporal-contextual adaptive learning method, which is an enhanced architecture specifically designed for multivariate LTSF modelling. ARM employs Adaptive Univariate Effect Learning (AUEL), Random Dropping (RD) training strategy, and Multi-kernel Local Smoothing (MKLS), to better handle individual series temporal patterns and correctly learn inter-series dependencies. ARM demonstrates superior performance on multiple benchmarks without significantly increasing computational costs compared to vanilla Transformer, thereby advancing the state-of-the-art in LTSF. ARM is also generally applicable to other LTSF architecture beyond vanilla Transformer.

Covariates provide valuable information on external factors that influence time series and are critical in many real-world time series forecasting tasks. For example, in retail, covariates may indicate promotions or peak dates such as holiday seasons that heavily influence demand forecasts. Recent advances in pretraining large language model architectures for time series forecasting have led to highly accurate forecasters. However, the majority of these models do not readily use covariates as they are often specific to a certain task or domain. This paper introduces a new method to incorporate covariates into pretrained time series forecasting models. Our proposed approach incorporates covariate information into pretrained forecasting models through modular blocks that inject past and future covariate information, without necessarily modifying the pretrained model in consideration. In order to evaluate our approach, we introduce a benchmark composed of 32 different synthetic datasets with varying dynamics to evaluate the effectivity of forecasting models with covariates. Extensive evaluations on both synthetic and real datasets show that our approach effectively incorporates covariate information into pretrained models, outperforming existing baselines.

This research aims to accelerate the inference speed of large language models (LLMs) with billions of parameters. We propose Smart Parallel Auto-Correct dEcoding (SPACE), an innovative approach designed for achieving lossless acceleration of LLMs. By integrating semi-autoregressive inference and speculative decoding capabilities, SPACE uniquely enables autoregressive LLMs to parallelize token generation and verification. This is realized through a specialized semi-autoregressive supervised fine-tuning process that equips existing LLMs with the ability to simultaneously predict multiple tokens. Additionally, an auto-correct decoding algorithm facilitates the simultaneous generation and verification of token sequences within a single model invocation. Through extensive experiments on a range of LLMs, SPACE has demonstrated inference speedup ranging from 2.7x-4.0x on HumanEval-X while maintaining output quality.

Long-tailed learning has garnered increasing attention due to its wide applicability in real-world scenarios. Among existing approaches, Long-Tailed Semi-Supervised Learning (LTSSL) has emerged as an effective solution by incorporating a large amount of unlabeled data into the imbalanced labeled dataset. However, most prior LTSSL methods are designed to train models from scratch, which often leads to issues such as overconfidence and low-quality pseudo-labels. To address these challenges, we extend LTSSL into the foundation model fine-tuning paradigm and propose a novel framework: LoFT (Long-tailed semi-supervised learning via parameter-efficient Fine-Tuning). We demonstrate that fine-tuned foundation models can generate more reliable pseudolabels, thereby benefiting imbalanced learning. Furthermore, we explore a more practical setting by investigating semi-supervised learning under open-world conditions, where the unlabeled data may include out-of-distribution (OOD) samples. To handle this problem, we propose LoFT-OW (LoFT under Open-World scenarios) to improve the discriminative ability. Experimental results on multiple benchmarks demonstrate that our method achieves superior performance compared to previous approaches, even when utilizing only 1\% of the unlabeled data compared with previous works.

The two dominant approaches to neural text generation are fully autoregressive models, using serial beam search decoding, and non-autoregressive models, using parallel decoding with no output dependencies. This work proposes an autoregressive model with sub-linear parallel time generation. Noting that conditional random fields with bounded context can be decoded in parallel, we propose an efficient cascaded decoding approach for generating high-quality output. To parameterize this cascade, we introduce a Markov transformer, a variant of the popular fully autoregressive model that allows us to simultaneously decode with specific autoregressive context cutoffs. This approach requires only a small modification from standard autoregressive training, while showing competitive accuracy/speed tradeoff compared to existing methods on five machine translation datasets.

Time series forecasting always faces the challenge of concept drift, where data distributions evolve over time, leading to a decline in forecast model performance. Existing solutions are based on online learning, which continually organize recent time series observations as new training samples and update model parameters according to the forecasting feedback on recent data. However, they overlook a critical issue: obtaining ground-truth future values of each sample should be delayed until after the forecast horizon. This delay creates a temporal gap between the training samples and the test sample. Our empirical analysis reveals that the gap can introduce concept drift, causing forecast models to adapt to outdated concepts. In this paper, we present Proceed, a novel proactive model adaptation framework for online time series forecasting. Proceed first estimates the concept drift between the recently used training samples and the current test sample. It then employs an adaptation generator to efficiently translate the estimated drift into parameter adjustments, proactively adapting the model to the test sample. To enhance the generalization capability of the framework, Proceed is trained on synthetic diverse concept drifts. Extensive experiments on five real-world datasets across various forecast models demonstrate that Proceed brings more performance improvements than the state-of-the-art online learning methods, significantly facilitating forecast models' resilience against concept drifts. Code is available at https://github.com/SJTU-DMTai/OnlineTSF.

Production deployments in complex systems require ML architectures to be highly efficient and usable against multiple tasks. Particularly demanding are classification problems in which data arrives in a streaming fashion and each class is presented separately. Recent methods with stochastic gradient learning have been shown to struggle in such setups or have limitations like memory buffers, and being restricted to specific domains that disable its usage in real-world scenarios. For this reason, we present a fully differentiable architecture based on the Mixture of Experts model, that enables the training of high-performance classifiers when examples from each class are presented separately. We conducted exhaustive experiments that proved its applicability in various domains and ability to learn online in production environments. The proposed technique achieves SOTA results without a memory buffer and clearly outperforms the reference methods.

Time-series forecasting is one of the most active research topics in artificial intelligence. Applications in real-world time series should consider two factors for achieving reliable predictions: modeling dynamic dependencies among multiple variables and adjusting the model's intrinsic hyperparameters. A still open gap in that literature is that statistical and ensemble learning approaches systematically present lower predictive performance than deep learning methods. They generally disregard the data sequence aspect entangled with multivariate data represented in more than one time series. Conversely, this work presents a novel neural network architecture for time-series forecasting that combines the power of graph evolution with deep recurrent learning on distinct data distributions; we named our method Recurrent Graph Evolution Neural Network (ReGENN). The idea is to infer multiple multivariate relationships between co-occurring time-series by assuming that the temporal data depends not only on inner variables and intra-temporal relationships (i.e., observations from itself) but also on outer variables and inter-temporal relationships (i.e., observations from other-selves). An extensive set of experiments was conducted comparing ReGENN with dozens of ensemble methods and classical statistical ones, showing sound improvement of up to 64.87% over the competing algorithms. Furthermore, we present an analysis of the intermediate weights arising from ReGENN, showing that by looking at inter and intra-temporal relationships simultaneously, time-series forecasting is majorly improved if paying attention to how multiple multivariate data synchronously evolve.

In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined, there have been two longstanding problems: (i) how many experts should be chosen, given the size of the training data? (ii) given the total number of parameters, is it better to use a few very complex experts, or is it better to combine many simple experts? In this paper, we try to provide some insights to these problems through a theoretic study on a ME structure where m experts are mixed, with each expert being related to a polynomial regression model of order k. We study the convergence rate of the maximum likelihood estimator (MLE), in terms of how fast the Kullback-Leibler divergence of the estimated density converges to the true density, when the sample size n increases. The convergence rate is found to be dependent on both m and k, and certain choices of m and k are found to produce optimal convergence rates. Therefore, these results shed light on the two aforementioned important problems: on how to choose m, and on how m and k should be compromised, for achieving good convergence rates.

Novel architectures have recently improved generative image synthesis leading to excellent visual quality in various tasks. Much of this success is due to the scalability of these architectures and hence caused by a dramatic increase in model complexity and in the computational resources invested in training these models. Our work questions the underlying paradigm of compressing large training data into ever growing parametric representations. We rather present an orthogonal, semi-parametric approach. We complement comparably small diffusion or autoregressive models with a separate image database and a retrieval strategy. During training we retrieve a set of nearest neighbors from this external database for each training instance and condition the generative model on these informative samples. While the retrieval approach is providing the (local) content, the model is focusing on learning the composition of scenes based on this content. As demonstrated by our experiments, simply swapping the database for one with different contents transfers a trained model post-hoc to a novel domain. The evaluation shows competitive performance on tasks which the generative model has not been trained on, such as class-conditional synthesis, zero-shot stylization or text-to-image synthesis without requiring paired text-image data. With negligible memory and computational overhead for the external database and retrieval we can significantly reduce the parameter count of the generative model and still outperform the state-of-the-art.

Recently, autoregressive (AR) image models have demonstrated remarkable generative capabilities, positioning themselves as a compelling alternative to diffusion models. However, their sequential nature leads to long inference times, limiting their practical scalability. In this work, we introduce Grouped Speculative Decoding (GSD), a novel, training-free acceleration method for AR image models. While recent studies have explored Speculative Decoding (SD) as a means to speed up AR image generation, existing approaches either provide only modest acceleration or require additional training. Our in-depth analysis reveals a fundamental difference between language and image tokens: image tokens exhibit inherent redundancy and diversity, meaning multiple tokens can convey valid semantics. However, traditional SD methods are designed to accept only a single most-likely token, which fails to leverage this difference, leading to excessive false-negative rejections. To address this, we propose a new SD strategy that evaluates clusters of visually valid tokens rather than relying on a single target token. Additionally, we observe that static clustering based on embedding distance is ineffective, which motivates our dynamic GSD approach. Extensive experiments show that GSD accelerates AR image models by an average of 3.7x while preserving image quality-all without requiring any additional training. The source code is available at https://github.com/junhyukso/GSD

Next-Token Prediction (NTP) is a de facto approach for autoregressive (AR) video generation, but it suffers from suboptimal unidirectional dependencies and slow inference speed. In this work, we propose a semi-autoregressive (semi-AR) framework, called Next-Block Prediction (NBP), for video generation. By uniformly decomposing video content into equal-sized blocks (e.g., rows or frames), we shift the generation unit from individual tokens to blocks, allowing each token in the current block to simultaneously predict the corresponding token in the next block. Unlike traditional AR modeling, our framework employs bidirectional attention within each block, enabling tokens to capture more robust spatial dependencies. By predicting multiple tokens in parallel, NBP models significantly reduce the number of generation steps, leading to faster and more efficient inference. Our model achieves FVD scores of 103.3 on UCF101 and 25.5 on K600, outperforming the vanilla NTP model by an average of 4.4. Furthermore, thanks to the reduced number of inference steps, the NBP model generates 8.89 frames (128x128 resolution) per second, achieving an 11x speedup. We also explored model scales ranging from 700M to 3B parameters, observing significant improvements in generation quality, with FVD scores dropping from 103.3 to 55.3 on UCF101 and from 25.5 to 19.5 on K600, demonstrating the scalability of our approach.

Time series forecasting plays a crucial role in data mining, driving rapid advancements across numerous industries. With the emergence of large models, time series foundation models (TSFMs) have exhibited remarkable generalization capabilities, such as zero-shot learning, through large-scale pre-training. Meanwhile, Retrieval-Augmented Generation (RAG) methods have been widely employed to enhance the performance of foundation models on unseen data, allowing models to access to external knowledge. In this paper, we introduce TimeRAF, a Retrieval-Augmented Forecasting model that enhance zero-shot time series forecasting through retrieval-augmented techniques. We develop customized time series knowledge bases that are tailored to the specific forecasting tasks. TimeRAF employs an end-to-end learnable retriever to extract valuable information from the knowledge base. Additionally, we propose Channel Prompting for knowledge integration, which effectively extracts relevant information from the retrieved knowledge along the channel dimension. Extensive experiments demonstrate the effectiveness of our model, showing significant improvement across various domains and datasets.

Sparsely activated models (SAMs), such as Mixture-of-Experts (MoE), can easily scale to have outrageously large amounts of parameters without significant increase in computational cost. However, SAMs are reported to be parameter inefficient such that larger models do not always lead to better performance. While most on-going research focuses on improving SAMs models by exploring methods of routing inputs to experts, our analysis reveals that such research might not lead to the solution we expect, i.e., the commonly-used routing methods based on gating mechanisms do not work better than randomly routing inputs to experts. In this paper, we propose a new expert-based model, THOR (Transformer witH StOchastic ExpeRts). Unlike classic expert-based models, such as the Switch Transformer, experts in THOR are randomly activated for each input during training and inference. THOR models are trained using a consistency regularized loss, where experts learn not only from training data but also from other experts as teachers, such that all the experts make consistent predictions. We validate the effectiveness of THOR on machine translation tasks. Results show that THOR models are more parameter efficient in that they significantly outperform the Transformer and MoE models across various settings. For example, in multilingual translation, THOR outperforms the Switch Transformer by 2 BLEU scores, and obtains the same BLEU score as that of a state-of-the-art MoE model that is 18 times larger. Our code is publicly available at: https://github.com/microsoft/Stochastic-Mixture-of-Experts.

Recently, denoising diffusion models have led to significant breakthroughs in the generation of images, audio and text. However, it is still an open question on how to adapt their strong modeling ability to model time series. In this paper, we propose TimeDiff, a non-autoregressive diffusion model that achieves high-quality time series prediction with the introduction of two novel conditioning mechanisms: future mixup and autoregressive initialization. Similar to teacher forcing, future mixup allows parts of the ground-truth future predictions for conditioning, while autoregressive initialization helps better initialize the model with basic time series patterns such as short-term trends. Extensive experiments are performed on nine real-world datasets. Results show that TimeDiff consistently outperforms existing time series diffusion models, and also achieves the best overall performance across a variety of the existing strong baselines (including transformers and FiLM).

Self-supervised learning has garnered increasing attention in time series analysis for benefiting various downstream tasks and reducing reliance on labeled data. Despite its effectiveness, existing methods often struggle to comprehensively capture both long-term dynamic evolution and subtle local patterns in a unified manner. In this work, we propose TimeDART, a novel self-supervised time series pre-training framework that unifies two powerful generative paradigms to learn more transferable representations. Specifically, we first employ a causal Transformer encoder, accompanied by a patch-based embedding strategy, to model the evolving trends from left to right. Building on this global modeling, we further introduce a denoising diffusion process to capture fine-grained local patterns through forward diffusion and reverse denoising. Finally, we optimize the model in an autoregressive manner. As a result, TimeDART effectively accounts for both global and local sequence features in a coherent way. We conduct extensive experiments on public datasets for time series forecasting and classification. The experimental results demonstrate that TimeDART consistently outperforms previous compared methods, validating the effectiveness of our approach. Our code is available at https://github.com/Melmaphother/TimeDART.

Time series forecasting with limited data is a challenging yet critical task. While transformers have achieved outstanding performances in time series forecasting, they often require many training samples due to the large number of trainable parameters. In this paper, we propose a training technique for transformers that prepares the training windows through random sampling. As input time steps need not be consecutive, the number of distinct samples increases from linearly to combinatorially many. By breaking the temporal order, this technique also helps transformers to capture dependencies among time steps in finer granularity. We achieve competitive results compared to the state-of-the-art on real-world datasets.

Forecasting future world events is a challenging but valuable task. Forecasts of climate, geopolitical conflict, pandemics and economic indicators help shape policy and decision making. In these domains, the judgment of expert humans contributes to the best forecasts. Given advances in language modeling, can these forecasts be automated? To this end, we introduce Autocast, a dataset containing thousands of forecasting questions and an accompanying news corpus. Questions are taken from forecasting tournaments, ensuring high quality, real-world importance, and diversity. The news corpus is organized by date, allowing us to precisely simulate the conditions under which humans made past forecasts (avoiding leakage from the future). Motivated by the difficulty of forecasting numbers across orders of magnitude (e.g. global cases of COVID-19 in 2022), we also curate IntervalQA, a dataset of numerical questions and metrics for calibration. We test language models on our forecasting task and find that performance is far below a human expert baseline. However, performance improves with increased model size and incorporation of relevant information from the news corpus. In sum, Autocast poses a novel challenge for large language models and improved performance could bring large practical benefits.

Sparsely-activated Mixture-of-experts (MoE) models allow the number of parameters to greatly increase while keeping the amount of computation for a given token or a given sample unchanged. However, a poor expert routing strategy (e.g. one resulting in load imbalance) can cause certain experts to be under-trained, leading to an expert being under or over-specialized. Prior work allocates a fixed number of experts to each token using a top-k function regardless of the relative importance of different tokens. To address this, we propose a heterogeneous mixture-of-experts employing an expert choice method. Instead of letting tokens select the top-k experts, we have experts selecting the top-k tokens. As a result, each token can be routed to a variable number of experts and each expert can have a fixed bucket size. We systematically study pre-training speedups using the same computational resources of the Switch Transformer top-1 and GShard top-2 gating of prior work and find that our method improves training convergence time by more than 2x. For the same computational cost, our method demonstrates higher performance in fine-tuning 11 selected tasks in the GLUE and SuperGLUE benchmarks. For a smaller activation cost, our method outperforms the T5 dense model in 7 out of the 11 tasks.

Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect estimators currently available. These, however, typically rely on the assumption that the measured covariates are enough to justify conditional exchangeability. We propose the P-learner, motivated by the R- and DR-learner, a tailored two-stage loss function for learning heterogeneous treatment effects in settings where exchangeability given observed covariates is an implausible assumption, and we wish to rely on proxy variables for causal inference. Our proposed estimator can be implemented by off-the-shelf loss-minimizing machine learning methods, which in the case of kernel regression satisfies an oracle bound on the estimated error as long as the nuisance components are estimated reasonably well.

In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important area of machine learning. In this work we developed a novel method that employs Transformer-based machine learning models to forecast time series data. This approach works by leveraging self-attention mechanisms to learn complex patterns and dynamics from time series data. Moreover, it is a generic framework and can be applied to univariate and multivariate time series data, as well as time series embeddings. Using influenza-like illness (ILI) forecasting as a case study, we show that the forecasting results produced by our approach are favorably comparable to the state-of-the-art.

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces of LLMs comes with high computational costs and inference complexity, particularly for long-range time series generation. Building on recent advancements in using linear models for time series, this paper introduces an LLM-enhanced mixture of linear experts for precise and efficient time series forecasting. This approach involves developing a mixture of linear experts with multiple lookback lengths and a new multimodal fusion mechanism. The use of a mixture of linear experts is efficient due to its simplicity, while the multimodal fusion mechanism adaptively combines multiple linear experts based on the learned features of the text modality from pre-trained large language models. In experiments, we rethink the need to align time series to LLMs by existing time-series large language models and further discuss their efficiency and effectiveness in time series forecasting. Our experimental results show that the proposed LeMoLE model presents lower prediction errors and higher computational efficiency than existing LLM models.

The core issue in semi-supervised learning (SSL) lies in how to effectively leverage unlabeled data, whereas most existing methods tend to put a great emphasis on the utilization of high-confidence samples yet seldom fully explore the usage of low-confidence samples. In this paper, we aim to utilize low-confidence samples in a novel way with our proposed mutex-based consistency regularization, namely MutexMatch. Specifically, the high-confidence samples are required to exactly predict "what it is" by conventional True-Positive Classifier, while the low-confidence samples are employed to achieve a simpler goal -- to predict with ease "what it is not" by True-Negative Classifier. In this sense, we not only mitigate the pseudo-labeling errors but also make full use of the low-confidence unlabeled data by consistency of dissimilarity degree. MutexMatch achieves superior performance on multiple benchmark datasets, i.e., CIFAR-10, CIFAR-100, SVHN, STL-10, mini-ImageNet and Tiny-ImageNet. More importantly, our method further shows superiority when the amount of labeled data is scarce, e.g., 92.23% accuracy with only 20 labeled data on CIFAR-10. Our code and model weights have been released at https://github.com/NJUyued/MutexMatch4SSL.

Accurate prediction of pedestrians' future motions is critical for intelligent driving systems. Developing models for this task requires rich datasets containing diverse sets of samples. However, the existing naturalistic trajectory prediction datasets are generally imbalanced in favor of simpler samples and lack challenging scenarios. Such a long-tail effect causes prediction models to underperform on the tail portion of the data distribution containing safety-critical scenarios. Previous methods tackle the long-tail problem using methods such as contrastive learning and class-conditioned hypernetworks. These approaches, however, are not modular and cannot be applied to many machine learning architectures. In this work, we propose a modular model-agnostic framework for trajectory prediction that leverages a specialized mixture of experts. In our approach, each expert is trained with a specialized skill with respect to a particular part of the data. To produce predictions, we utilise a router network that selects the best expert by generating relative confidence scores. We conduct experimentation on common pedestrian trajectory prediction datasets and show that besides achieving state-of-the-art performance, our method significantly performs better on long-tail scenarios. We further conduct ablation studies to highlight the contribution of different proposed components.

We present EdiT5 - a novel semi-autoregressive text-editing model designed to combine the strengths of non-autoregressive text-editing and autoregressive decoding. EdiT5 is faster during inference than conventional sequence-to-sequence (seq2seq) models, while being capable of modelling flexible input-output transformations. This is achieved by decomposing the generation process into three sub-tasks: (1) tagging to decide on the subset of input tokens to be preserved in the output, (2) re-ordering to define their order in the output text, and (3) insertion to infill the missing tokens that are not present in the input. The tagging and re-ordering steps, which are responsible for generating the largest portion of the output, are non-autoregressive, while the insertion step uses an autoregressive decoder. Depending on the task, EdiT5 on average requires significantly fewer autoregressive steps, demonstrating speedups of up to 25x when compared to seq2seq models. Quality-wise, EdiT5 is initialized with a pre-trained T5 checkpoint yielding comparable performance to T5 in high-resource settings when evaluated on three NLG tasks: Sentence Fusion, Grammatical Error Correction, and Decontextualization while clearly outperforming T5 in low-resource settings.

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include the prominent generalized method of moments (GMM) which has recently gained attention in causal inference. GMM is a special case of the broader family of empirical likelihood estimators which are based on approximating a population distribution by means of minimizing a varphi-divergence to an empirical distribution. However, the use of varphi-divergences effectively limits the candidate distributions to reweightings of the data samples. We lift this long-standing limitation and provide a method of moments that goes beyond data reweighting. This is achieved by defining an empirical likelihood estimator based on maximum mean discrepancy which we term the kernel method of moments (KMM). We provide a variant of our estimator for conditional moment restrictions and show that it is asymptotically first-order optimal for such problems. Finally, we show that our method achieves competitive performance on several conditional moment restriction tasks.

Mixture-of-experts (MoE) model incorporates the power of multiple submodels via gating functions to achieve greater performance in numerous regression and classification applications. From a theoretical perspective, while there have been previous attempts to comprehend the behavior of that model under the regression settings through the convergence analysis of maximum likelihood estimation in the Gaussian MoE model, such analysis under the setting of a classification problem has remained missing in the literature. We close this gap by establishing the convergence rates of density estimation and parameter estimation in the softmax gating multinomial logistic MoE model. Notably, when part of the expert parameters vanish, these rates are shown to be slower than polynomial rates owing to an inherent interaction between the softmax gating and expert functions via partial differential equations. To address this issue, we propose using a novel class of modified softmax gating functions which transform the input value before delivering them to the gating functions. As a result, the previous interaction disappears and the parameter estimation rates are significantly improved.

Mixture-of-Experts (MoE) architectures in large language models (LLMs) deliver exceptional performance and reduced inference costs compared to dense LLMs. However, their large parameter counts result in prohibitive memory requirements, limiting practical deployment. While existing pruning methods primarily focus on expert-level pruning, this coarse granularity often leads to substantial accuracy degradation. In this work, we introduce HEAPr, a novel pruning algorithm that decomposes experts into smaller, indivisible atomic experts, enabling more precise and flexible atomic expert pruning. To measure the importance of each atomic expert, we leverage second-order information based on principles similar to Optimal Brain Surgeon (OBS) theory. To address the computational and storage challenges posed by second-order information, HEAPr exploits the inherent properties of atomic experts to transform the second-order information from expert parameters into that of atomic expert parameters, and further simplifies it to the second-order information of atomic expert outputs. This approach reduces the space complexity from O(d^4), where d is the model's dimensionality, to O(d^2). HEAPr requires only two forward passes and one backward pass on a small calibration set to compute the importance of atomic experts. Extensive experiments on MoE models, including DeepSeek MoE and Qwen MoE family, demonstrate that HEAPr outperforms existing expert-level pruning methods across a wide range of compression ratios and benchmarks. Specifically, HEAPr achieves nearly lossless compression at compression ratios of 20% ~ 25% in most models, while also reducing FLOPs nearly by 20%. The code can be found at https://github.com/LLIKKE/HEAPr{https://github.com/LLIKKE/HEAPr}.

Mixture-of-Experts (MoE) models achieve a favorable trade-off between performance and inference efficiency by activating only a subset of experts. However, the memory overhead of storing all experts remains a major limitation, especially in large-scale MoE models such as DeepSeek-R1(671B). In this study, we investigate domain specialization and expert redundancy in large-scale MoE models and uncover a consistent behavior we term few-shot expert localization, with only a few in-domain demonstrations, the model consistently activates a sparse and stable subset of experts on tasks within the same domain. Building on this observation, we propose a simple yet effective pruning framework, EASY-EP, that leverages a few domain-specific demonstrations to identify and retain only the most relevant experts. EASY-EP comprises two key components: output-aware expert importance assessment and expert-level token contribution estimation. The former evaluates the importance of each expert for the current token by considering the gating scores and L2 norm of the outputs of activated experts, while the latter assesses the contribution of tokens based on representation similarities before and after routed experts. Experiments on DeepSeek-R1 and DeepSeek-V3-0324 show that our method can achieve comparable performances and 2.99times throughput under the same memory budget with full model with only half the experts.

Time Series Foundation Models (TSFMs) have recently achieved state-of-the-art performance in univariate forecasting on new time series simply by conditioned on a brief history of past values. Their success demonstrates that large-scale pretraining across diverse domains can acquire the inductive bias to generalize from temporal patterns in a brief history. However, most TSFMs are unable to leverage covariates -- future-available exogenous variables critical for accurate forecasting in many applications -- due to their domain-specific nature and the lack of associated inductive bias. We propose TFMAdapter, a lightweight, instance-level adapter that augments TSFMs with covariate information without fine-tuning. Instead of retraining, TFMAdapter operates on the limited history provided during a single model call, learning a non-parametric cascade that combines covariates with univariate TSFM forecasts. However, such learning would require univariate forecasts at all steps in the history, requiring too many calls to the TSFM. To enable training on the full historical context while limiting TSFM invocations, TFMAdapter uses a two-stage method: (1) generating pseudo-forecasts with a simple regression model, and (2) training a Gaussian Process regressor to refine predictions using both pseudo- and TSFM forecasts alongside covariates. Extensive experiments on real-world datasets demonstrate that TFMAdapter consistently outperforms both foundation models and supervised baselines, achieving a 24-27\% improvement over base foundation models with minimal data and computational overhead. Our results highlight the potential of lightweight adapters to bridge the gap between generic foundation models and domain-specific forecasting needs.

Recognizing that traditional forecasting models often rely solely on historical demand, this work investigates the potential of data-driven techniques to automatically select and integrate market indicators for improving customer demand predictions. By adopting an exploratory methodology, we integrate macroeconomic time series, such as national GDP growth, from the Eurostat database into Neural Prophet and SARIMAX forecasting models. Suitable time series are automatically identified through different state-of-the-art feature selection methods and applied to sales data from our industrial partner. It could be shown that forecasts can be significantly enhanced by incorporating external information. Notably, the potential of feature selection methods stands out, especially due to their capability for automation without expert knowledge and manual selection effort. In particular, the Forward Feature Selection technique consistently yielded superior forecasting accuracy for both SARIMAX and Neural Prophet across different company sales datasets. In the comparative analysis of the errors of the selected forecasting models, namely Neural Prophet and SARIMAX, it is observed that neither model demonstrates a significant superiority over the other.

With the emergence of Mixture-of-Experts (MoE), the efficient scaling of model size has accelerated the development of large language models in recent years. However, their high memory requirements prevent their use in resource-constrained environments. While knowledge distillation (KD) has been a proven method for model compression, its application to MoE teacher models remains underexplored. Through our investigation, we discover that non-activated experts in MoE models possess valuable knowledge that benefits student models. We further demonstrate that existing KD methods are not optimal for compressing MoE models, as they fail to leverage this knowledge effectively. To address this, we propose two intuitive MoE-specific KD methods for the first time: Knowledge Augmentation (KA) and Student-Aware Router (SAR), both designed to effectively extract knowledge from all experts. Specifically, KA augments knowledge by sampling experts multiple times, while SAR uses all experts and adjusts the expert weights through router training to provide optimal knowledge. Extensive experiments show that our methods outperform conventional KD methods, demonstrating their effectiveness for MoE teacher models.

Semi-supervised learning (SSL) has witnessed great progress with various improvements in the self-training framework with pseudo labeling. The main challenge is how to distinguish high-quality pseudo labels against the confirmation bias. However, existing pseudo-label selection strategies are limited to pre-defined schemes or complex hand-crafted policies specially designed for classification, failing to achieve high-quality labels, fast convergence, and task versatility simultaneously. To these ends, we propose a Semi-supervised Reward framework (SemiReward) that predicts reward scores to evaluate and filter out high-quality pseudo labels, which is pluggable to mainstream SSL methods in wide task types and scenarios. To mitigate confirmation bias, SemiReward is trained online in two stages with a generator model and subsampling strategy. With classification and regression tasks on 13 standard SSL benchmarks across three modalities, extensive experiments verify that SemiReward achieves significant performance gains and faster convergence speeds upon Pseudo Label, FlexMatch, and Free/SoftMatch. Code and models are available at https://github.com/Westlake-AI/SemiReward.

Conventional semi-supervised learning (SSL) ideally assumes that labeled and unlabeled data share an identical class distribution, however in practice, this assumption is easily violated, as unlabeled data often includes unknown class data, i.e., outliers. The outliers are treated as noise, considerably degrading the performance of SSL models. To address this drawback, we propose a novel framework, Diversify and Conquer (DAC), to enhance SSL robustness in the context of open-set semi-supervised learning. In particular, we note that existing open-set SSL methods rely on prediction discrepancies between inliers and outliers from a single model trained on labeled data. This approach can be easily failed when the labeled data is insufficient, leading to performance degradation that is worse than naive SSL that do not account for outliers. In contrast, our approach exploits prediction disagreements among multiple models that are differently biased towards the unlabeled distribution. By leveraging the discrepancies arising from training on unlabeled data, our method enables robust outlier detection even when the labeled data is underspecified. Our key contribution is constructing a collection of differently biased models through a single training process. By encouraging divergent heads to be differently biased towards outliers while making consistent predictions for inliers, we exploit the disagreement among these heads as a measure to identify unknown concepts. Our code is available at https://github.com/heejokong/DivCon.

While large language models have rapidly evolved towards general artificial intelligence, their versatility in analyzing time series data remains limited. To address this limitation, we propose a novel normalization technique that considers the inherent nature of tokenization. The proposed Tokenization-Optimized Normalization (TOKON) simplifies time series data by representing each element with a single token, effectively reducing the number of tokens by 2 to 3 times. Additionally, we introduce a novel prompt for time series forecasting, termed Time Series Forecasting with Care (TFSC), to further enhance forecasting performance. Experimental results demonstrate that TOKON improves root mean square error (RMSE) for multi-step forecasting by approximately 7% to 18%, depending on the dataset and prompting method. Furthermore, TFSC, when used in conjunction with TOKON, shows additional improvements in forecasting accuracy for certain datasets

In recent years, there has been increasing interest in developing foundation models for time series data that can generalize across diverse downstream tasks. While numerous forecasting-oriented foundation models have been introduced, there is a notable scarcity of models tailored for time series classification. To address this gap, we present Mantis, a new open-source foundation model for time series classification based on the Vision Transformer (ViT) architecture that has been pre-trained using a contrastive learning approach. Our experimental results show that Mantis outperforms existing foundation models both when the backbone is frozen and when fine-tuned, while achieving the lowest calibration error. In addition, we propose several adapters to handle the multivariate setting, reducing memory requirements and modeling channel interdependence.

This paper proposes a method for the automatic creation of variables (in the case of regression) that complement the information contained in the initial input vector. The method works as a pre-processing step in which the continuous values of the variable to be regressed are discretized into a set of intervals which are then used to define value thresholds. Then classifiers are trained to predict whether the value to be regressed is less than or equal to each of these thresholds. The different outputs of the classifiers are then concatenated in the form of an additional vector of variables that enriches the initial vector of the regression problem. The implemented system can thus be considered as a generic pre-processing tool. We tested the proposed enrichment method with 5 types of regressors and evaluated it in 33 regression datasets. Our experimental results confirm the interest of the approach.

Autoregressive (AR) models have emerged as powerful tools for image generation by modeling images as sequences of discrete tokens. While Classifier-Free Guidance (CFG) has been adopted to improve conditional generation, its application in AR models faces two key issues: guidance diminishing, where the conditional-unconditional gap quickly vanishes as decoding progresses, and over-guidance, where strong conditions distort visual coherence. To address these challenges, we propose SoftCFG, an uncertainty-guided inference method that distributes adaptive perturbations across all tokens in the sequence. The key idea behind SoftCFG is to let each generated token contribute certainty-weighted guidance, ensuring that the signal persists across steps while resolving conflicts between text guidance and visual context. To further stabilize long-sequence generation, we introduce Step Normalization, which bounds cumulative perturbations of SoftCFG. Our method is training-free, model-agnostic, and seamlessly integrates with existing AR pipelines. Experiments show that SoftCFG significantly improves image quality over standard CFG and achieves state-of-the-art FID on ImageNet 256*256 among autoregressive models.

We propose SDAR, a Synergistic Diffusion-Autoregression paradigm that unifies the training efficiency of autoregressive models with the parallel inference capability of diffusion. Instead of costly end-to-end diffusion training, SDAR performs a lightweight paradigm conversion that transforms a well-trained autoregressive (AR) model into a blockwise diffusion model through brief, data-efficient adaptation. During inference, SDAR generates sequences autoregressively across blocks for global coherence while decoding all tokens within each block in parallel via a discrete diffusion process. Extensive experiments show that AR models remain substantially more compute-efficient than masked diffusion models, providing a strong foundation for adaptation. Building on this insight, SDAR achieves efficient AR-to-diffusion conversion with minimal cost, preserving AR-level performance while enabling parallel generation. Scaling studies across dense and Mixture-of-Experts architectures confirm that SDAR scales without compromise: larger models exhibit stronger robustness to block size and decoding thresholds, yielding greater speedups without accuracy loss. Beyond efficiency, SDAR demonstrates enhanced reasoning and domain adaptability. Our 30B MoE model surpasses its AR counterpart on challenging scientific reasoning benchmarks such as GPQA and ChemBench, and gains further improvements under test-time scaling methods like majority voting and pass@k. Together, these results establish SDAR as a practical paradigm that combines the strengths of autoregression and diffusion for scalable, high-throughput reasoning.

Mixture of experts (MoE) has become the standard for constructing production-level large language models (LLMs) due to its promise to boost model capacity without causing significant overheads. Nevertheless, existing MoE methods usually enforce a constant top-k routing for all tokens, which is arguably restrictive because various tokens (e.g., "<EOS>" vs. "apple") may require various numbers of experts for feature abstraction. Lifting such a constraint can help make the most of limited resources and unleash the potential of the model for downstream tasks. In this sense, we introduce AdaMoE to realize token-adaptive routing for MoE, where different tokens are permitted to select a various number of experts. AdaMoE makes minimal modifications to the vanilla MoE with top-k routing -- it simply introduces a fixed number of null experts, which do not consume any FLOPs, to the expert set and increases the value of k. AdaMoE does not force each token to occupy a fixed number of null experts but ensures the average usage of the null experts with a load-balancing loss, leading to an adaptive number of null/true experts used by each token. AdaMoE exhibits a strong resemblance to MoEs with expert choice routing while allowing for trivial auto-regressive modeling. AdaMoE is easy to implement and can be effectively applied to pre-trained (MoE-)LLMs. Extensive studies show that AdaMoE can reduce average expert load (FLOPs) while achieving superior performance. For example, on the ARC-C dataset, applying our method to fine-tuning Mixtral-8x7B can reduce FLOPs by 14.5% while increasing accuracy by 1.69%.

Deep active learning in the presence of outlier examples poses a realistic yet challenging scenario. Acquiring unlabeled data for annotation requires a delicate balance between avoiding outliers to conserve the annotation budget and prioritizing useful inlier examples for effective training. In this work, we present an approach that leverages three highly synergistic components, which are identified as key ingredients: joint classifier training with inliers and outliers, semi-supervised learning through pseudo-labeling, and model ensembling. Our work demonstrates that ensembling significantly enhances the accuracy of pseudo-labeling and improves the quality of data acquisition. By enabling semi-supervision through the joint training process, where outliers are properly handled, we observe a substantial boost in classifier accuracy through the use of all available unlabeled examples. Notably, we reveal that the integration of joint training renders explicit outlier detection unnecessary; a conventional component for acquisition in prior work. The three key components align seamlessly with numerous existing approaches. Through empirical evaluations, we showcase that their combined use leads to a performance increase. Remarkably, despite its simplicity, our proposed approach outperforms all other methods in terms of performance. Code: https://github.com/vladan-stojnic/active-outliers

This paper introduces a theoretical framework for a Transformer-augmented, sectional Mixture-of-Experts (MoE) architecture that aims to enhance computational efficiency while preserving model scalability. Unlike conventional MoE models, which route entire token embeddings to selected experts, our approach portions the embedding dimension itself -- assigning segments of each token's representation to dedicated experts. To combat losses in token representation, we utilize a pre-expert transformer layer to recompute attention across tokens and reduce the sequence length dimensionality. We extend our theory by deriving optimal scaling laws that a non-linear relationship between the number of experts and factors such as model dimensionality, sequence length, and system overhead. These formulations yield closed-form and numerically-solvable expressions for identifying the optimal expert count under given architectural and hardware constraints. As a result, our framework not only provides theoretical bounds for computing efficiency with varying frameworks but also guides practical design choices for scaling large models effectively. While empirical validation is pending, we present a comprehensive experimental road map to evaluate the framework's efficiency, scalability, and practicality in future work.

Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually insufficient to guarantee accurate forecasting. Notably, a system is often recorded into multiple variables, where the exogenous variables can provide valuable external information for endogenous variables. Thus, unlike well-established multivariate or univariate forecasting paradigms that either treat all the variables equally or ignore exogenous information, this paper focuses on a more practical setting: time series forecasting with exogenous variables. We propose a novel approach, TimeXer, to ingest external information to enhance the forecasting of endogenous variables. With deftly designed embedding layers, TimeXer empowers the canonical Transformer with the ability to reconcile endogenous and exogenous information, where patch-wise self-attention and variate-wise cross-attention are used simultaneously. Moreover, global endogenous tokens are learned to effectively bridge the causal information underlying exogenous series into endogenous temporal patches. Experimentally, TimeXer achieves consistent state-of-the-art performance on twelve real-world forecasting benchmarks and exhibits notable generality and scalability. Code is available at this repository: https://github.com/thuml/TimeXer.

Multivariate probabilistic time series forecasts are commonly evaluated via proper scoring rules, i.e., functions that are minimal in expectation for the ground-truth distribution. However, this property is not sufficient to guarantee good discrimination in the non-asymptotic regime. In this paper, we provide the first systematic finite-sample study of proper scoring rules for time-series forecasting evaluation. Through a power analysis, we identify the "region of reliability" of a scoring rule, i.e., the set of practical conditions where it can be relied on to identify forecasting errors. We carry out our analysis on a comprehensive synthetic benchmark, specifically designed to test several key discrepancies between ground-truth and forecast distributions, and we gauge the generalizability of our findings to real-world tasks with an application to an electricity production problem. Our results reveal critical shortcomings in the evaluation of multivariate probabilistic forecasts as commonly performed in the literature.

We empirically study autoregressive pre-training from videos. To perform our study, we construct a series of autoregressive video models, called Toto. We treat videos as sequences of visual tokens and train transformer models to autoregressively predict future tokens. Our models are pre-trained on a diverse dataset of videos and images comprising over 1 trillion visual tokens. We explore different architectural, training, and inference design choices. We evaluate the learned visual representations on a range of downstream tasks including image recognition, video classification, object tracking, and robotics. Our results demonstrate that, despite minimal inductive biases, autoregressive pre-training leads to competitive performance across all benchmarks. Finally, we find that scaling our video models results in similar scaling curves to those seen in language models, albeit with a different rate. More details at https://brjathu.github.io/toto/

This paper introduces a novel training methodology that enables a small Transformer model to generalize the addition of two-digit numbers to numbers with unseen lengths of digits. The proposed approach employs an autoregressive generation technique, processing from right to left, which mimics a common manual method for adding large numbers. To the best of my knowledge, this methodology has not been previously explored in the literature. All results are reproducible, and the corresponding R code is available at: https://github.com/AGPatriota/ALGA-R/.

In this work we propose for the first time a transformer-based framework for unsupervised representation learning of multivariate time series. Pre-trained models can be potentially used for downstream tasks such as regression and classification, forecasting and missing value imputation. By evaluating our models on several benchmark datasets for multivariate time series regression and classification, we show that not only does our modeling approach represent the most successful method employing unsupervised learning of multivariate time series presented to date, but also that it exceeds the current state-of-the-art performance of supervised methods; it does so even when the number of training samples is very limited, while offering computational efficiency. Finally, we demonstrate that unsupervised pre-training of our transformer models offers a substantial performance benefit over fully supervised learning, even without leveraging additional unlabeled data, i.e., by reusing the same data samples through the unsupervised objective.

The success of contrastive language-image pretraining (CLIP) relies on the supervision from the pairing between images and captions, which tends to be noisy in web-crawled data. We present Mixture of Data Experts (MoDE) and learn a system of CLIP data experts via clustering. Each data expert is trained on one data cluster, being less sensitive to false negative noises in other clusters. At inference time, we ensemble their outputs by applying weights determined through the correlation between task metadata and cluster conditions. To estimate the correlation precisely, the samples in one cluster should be semantically similar, but the number of data experts should still be reasonable for training and inference. As such, we consider the ontology in human language and propose to use fine-grained cluster centers to represent each data expert at a coarse-grained level. Experimental studies show that four CLIP data experts on ViT-B/16 outperform the ViT-L/14 by OpenAI CLIP and OpenCLIP on zero-shot image classification but with less (<35\%) training cost. Meanwhile, MoDE can train all data expert asynchronously and can flexibly include new data experts. The code is available at https://github.com/facebookresearch/MetaCLIP/tree/main/mode.

Mixture-of-Experts (MoE) models mostly use a router to assign tokens to specific expert modules, activating only partial parameters and often outperforming dense models. We argue that the separation between the router's decision-making and the experts' execution is a critical yet overlooked issue, leading to suboptimal expert selection and ineffective learning. To address this, we propose Autonomy-of-Experts (AoE), a novel MoE paradigm in which experts autonomously select themselves to process inputs. AoE is based on the insight that an expert is aware of its own capacity to effectively process a token, an awareness reflected in the scale of its internal activations. In AoE, routers are removed; instead, experts pre-compute internal activations for inputs and are ranked based on their activation norms. Only the top-ranking experts proceed with the forward pass, while the others abort. The overhead of pre-computing activations is reduced through a low-rank weight factorization. This self-evaluating-then-partner-comparing approach ensures improved expert selection and effective learning. We pre-train language models having 700M up to 4B parameters, demonstrating that AoE outperforms traditional MoE models with comparable efficiency.

Despite the promise of Mixture of Experts (MoE) models in increasing parameter counts of Transformer models while maintaining training and inference costs, their application carries notable drawbacks. The key strategy of these models is to, for each processed token, activate at most a few experts - subsets of an extensive feed-forward layer. But this approach is not without its challenges. The operation of matching experts and tokens is discrete, which makes MoE models prone to issues like training instability and uneven expert utilization. Existing techniques designed to address these concerns, such as auxiliary losses or balance-aware matching, result either in lower model performance or are more difficult to train. In response to these issues, we propose Mixture of Tokens, a fully-differentiable model that retains the benefits of MoE architectures while avoiding the aforementioned difficulties. Rather than routing tokens to experts, this approach mixes tokens from different examples prior to feeding them to experts, enabling the model to learn from all token-expert combinations. Importantly, this mixing can be disabled to avoid mixing of different sequences during inference. Crucially, this method is fully compatible with both masked and causal Large Language Model training and inference.

Stock selection, which aims to predict stock prices and identify the most profitable ones, is a crucial task in finance. While existing methods primarily focus on developing model structures and building graphs for improved selection, pre-training strategies remain underexplored in this domain. Current stock series pre-training follows methods from other areas without adapting to the unique characteristics of financial data, particularly overlooking stock-specific contextual information and the non-stationary nature of stock prices. Consequently, the latent statistical features inherent in stock data are underutilized. In this paper, we propose three novel pre-training tasks tailored to stock data characteristics: stock code classification, stock sector classification, and moving average prediction. We develop the Stock Specialized Pre-trained Transformer (SSPT) based on a two-layer transformer architecture. Extensive experimental results validate the effectiveness of our pre-training methods and provide detailed guidance on their application. Evaluations on five stock datasets, including four markets and two time periods, demonstrate that SSPT consistently outperforms the market and existing methods in terms of both cumulative investment return ratio and Sharpe ratio. Additionally, our experiments on simulated data investigate the underlying mechanisms of our methods, providing insights into understanding price series. Our code is publicly available at: https://github.com/astudentuser/Pre-training-Time-Series-Models-with-Stock-Data-Customization.

The reliability of deep time series models is often compromised by their tendency to rely on confounding factors, which may lead to misleading results. Our newly recorded, naturally confounded dataset named P2S from a real mechanical production line emphasizes this. To tackle the challenging problem of mitigating confounders in time series data, we introduce Right on Time (RioT). Our method enables interactions with model explanations across both the time and frequency domain. Feedback on explanations in both domains is then used to constrain the model, steering it away from the annotated confounding factors. The dual-domain interaction strategy is crucial for effectively addressing confounders in time series datasets. We empirically demonstrate that RioT can effectively guide models away from the wrong reasons in P2S as well as popular time series classification and forecasting datasets.

We present Timer-XL, a generative Transformer for unified time series forecasting. To uniformly predict 1D and 2D time series, we generalize next token prediction, predominantly adopted for causal generation of 1D sequences, to multivariate next token prediction. The proposed paradigm uniformly formulates various forecasting scenarios as a long-context generation problem. We opt for the generative Transformer, which can capture global-range and causal dependencies while providing contextual flexibility, to implement unified forecasting on univariate series characterized by non-stationarity, multivariate time series with complicated dynamics and correlations, and covariate-informed contexts that include both endogenous and exogenous variables. Technically, we propose a universal TimeAttention to facilitate generative Transformers on time series, which can effectively capture fine-grained intra- and inter-series dependencies of flattened time series tokens (patches) and is further strengthened by position embeddings in both temporal and variable dimensions. Timer-XL achieves state-of-the-art performance across challenging forecasting benchmarks through a unified approach. As a large time series model, it demonstrates notable model transferability by large-scale pre-training, as well as contextual flexibility in token lengths, positioning it as a one-for-all forecaster.

The generation quality of large language models (LLMs) is often improved by utilizing inference-time sequence-level scaling methods (e.g., Chain-of-Thought). We introduce hyper-parallel scaling, a complementary framework that improves prediction quality at the token level. Hyper-parallel scaling computes and aggregates multiple output proposals for a single token from the model. We implement this concept in Mixture-of-Experts (MoE) models, which we refer to as Roster of Experts (RoE). RoE is a training-free inference algorithm that turns a single MoE into a dynamic ensemble of MoEs. RoE injects controlled stochasticity into the expert routing mechanism, enabling it to sample multiple diverse experts for each token and aggregate their outputs for a more accurate final prediction.To overcome the computational cost, we introduce an efficient batching strategy and a specialized KV-caching mechanism that minimizes compute and memory overhead. For example, RoE enables a 7B MoE model to match the performance of a 10.5B MoE model while using 30% less compute for inference. These gains are achieved without any fine-tuning of model parameters.

The integration of Artificial Intelligence (AI) in the financial domain has opened new avenues for quantitative trading, particularly through the use of Large Language Models (LLMs). However, the challenge of effectively synthesizing insights from diverse data sources and integrating both structured and unstructured data persists. This paper presents TradeExpert, a novel framework that employs a mix of experts (MoE) approach, using four specialized LLMs, each analyzing distinct sources of financial data, including news articles, market data, alpha factors, and fundamental data. The insights of these expert LLMs are further synthesized by a General Expert LLM to make a final prediction or decision. With specific prompts, TradeExpert can be switched between the prediction mode and the ranking mode for stock movement prediction and quantitative stock trading, respectively. In addition to existing benchmarks, we also release a large-scale financial dataset to comprehensively evaluate TradeExpert's effectiveness. Our experimental results demonstrate TradeExpert's superior performance across all trading scenarios.

Classification on long-tailed distributed data is a challenging problem, which suffers from serious class-imbalance and accordingly unpromising performance especially on tail classes. Recently, the ensembling based methods achieve the state-of-the-art performance and show great potential. However, there are two limitations for current methods. First, their predictions are not trustworthy for failure-sensitive applications. This is especially harmful for the tail classes where the wrong predictions is basically frequent. Second, they assign unified numbers of experts to all samples, which is redundant for easy samples with excessive computational cost. To address these issues, we propose a Trustworthy Long-tailed Classification (TLC) method to jointly conduct classification and uncertainty estimation to identify hard samples in a multi-expert framework. Our TLC obtains the evidence-based uncertainty (EvU) and evidence for each expert, and then combines these uncertainties and evidences under the Dempster-Shafer Evidence Theory (DST). Moreover, we propose a dynamic expert engagement to reduce the number of engaged experts for easy samples and achieve efficiency while maintaining promising performances. Finally, we conduct comprehensive experiments on the tasks of classification, tail detection, OOD detection and failure prediction. The experimental results show that the proposed TLC outperforms existing methods and is trustworthy with reliable uncertainty.

Signal decay and regime shifts pose recurring challenges for data-driven investment strategies in non-stationary markets. Conventional time-series and machine learning approaches, which rely primarily on historical correlations, often struggle to generalize when the economic environment changes. While large language models (LLMs) offer strong capabilities for processing unstructured information, their potential to support quantitative factor screening through explicit economic reasoning remains underexplored. Existing factor-based methods typically reduce alphas to numerical time series, overlooking the semantic rationale that determines when a factor is economically relevant. We propose Alpha-R1, an 8B-parameter reasoning model trained via reinforcement learning for context-aware alpha screening. Alpha-R1 reasons over factor logic and real-time news to evaluate alpha relevance under changing market conditions, selectively activating or deactivating factors based on contextual consistency. Empirical results across multiple asset pools show that Alpha-R1 consistently outperforms benchmark strategies and exhibits improved robustness to alpha decay. The full implementation and resources are available at https://github.com/FinStep-AI/Alpha-R1.

Recently, channel-independent methods have achieved state-of-the-art performance in multivariate time series (MTS) forecasting. Despite reducing overfitting risks, these methods miss potential opportunities in utilizing channel dependence for accurate predictions. We argue that there exist locally stationary lead-lag relationships between variates, i.e., some lagged variates may follow the leading indicators within a short time period. Exploiting such channel dependence is beneficial since leading indicators offer advance information that can be used to reduce the forecasting difficulty of the lagged variates. In this paper, we propose a new method named LIFT that first efficiently estimates leading indicators and their leading steps at each time step and then judiciously allows the lagged variates to utilize the advance information from leading indicators. LIFT plays as a plugin that can be seamlessly collaborated with arbitrary time series forecasting methods. Extensive experiments on six real-world datasets demonstrate that LIFT improves the state-of-the-art methods by 5.5% in average forecasting performance. Our code is available at https://github.com/SJTU-Quant/LIFT.

Recent advances in autoregressive (AR) generative models have produced increasingly powerful systems for media synthesis. Among them, next-scale prediction has emerged as a popular paradigm, where models generate images in a coarse-to-fine manner. However, scale-wise AR models suffer from exposure bias, which undermines generation quality. We identify two primary causes of this issue: (1) train-test mismatch, where the model must rely on its own imperfect predictions during inference, and (2) imbalance in scale-wise learning difficulty, where certain scales exhibit disproportionately higher optimization complexity. Through a comprehensive analysis of training dynamics, we propose Self-Autoregressive Refinement (SAR) to address these limitations. SAR introduces a Stagger-Scale Rollout (SSR) mechanism that performs lightweight autoregressive rollouts to expose the model to its own intermediate predictions, thereby aligning train-test patterns, and a complementary Contrastive Student-Forcing Loss (CSFL) that provides adequate supervision for self-generated contexts to ensure stable training. Experimental results show that applying SAR to pretrained AR models consistently improves generation quality with minimal computational overhead. For instance, SAR yields a 5.2% FID reduction on FlexVAR-d16 trained on ImageNet 256 within 10 epochs (5 hours on 32xA100 GPUs). Given its efficiency, scalability, and effectiveness, we expect SAR to serve as a reliable post-training method for visual autoregressive generation.

Mixture-of-Experts (MoE) models scale more effectively than dense models due to sparse computation through expert routing, selectively activating only a small subset of expert modules. However, sparse computation challenges traditional training practices, as discrete expert routing hinders standard backpropagation and thus gradient-based optimization, which are the cornerstone of deep learning. To better pursue the scaling power of MoE, we introduce GRIN (GRadient-INformed MoE training), which incorporates sparse gradient estimation for expert routing and configures model parallelism to avoid token dropping. Applying GRIN to autoregressive language modeling, we develop a top-2 16times3.8B MoE model. Our model, with only 6.6B activated parameters, outperforms a 7B dense model and matches the performance of a 14B dense model trained on the same data. Extensive evaluations across diverse tasks demonstrate the potential of GRIN to significantly enhance MoE efficacy, achieving 79.4 on MMLU, 83.7 on HellaSwag, 74.4 on HumanEval, and 58.9 on MATH.

The field of general time series analysis has recently begun to explore unified modeling, where a common architectural backbone can be retrained on a specific task for a specific dataset. In this work, we approach unification from a complementary vantage point: unification across tasks and domains. To this end, we explore the impact of discrete, learnt, time series data representations that enable generalist, cross-domain training. Our method, TOTEM, or TOkenized Time Series EMbeddings, proposes a simple tokenizer architecture that embeds time series data from varying domains using a discrete vectorized representation learned in a self-supervised manner. TOTEM works across multiple tasks and domains with minimal to no tuning. We study the efficacy of TOTEM with an extensive evaluation on 17 real world time series datasets across 3 tasks. We evaluate both the specialist (i.e., training a model on each domain) and generalist (i.e., training a single model on many domains) settings, and show that TOTEM matches or outperforms previous best methods on several popular benchmarks. The code can be found at: https://github.com/SaberaTalukder/TOTEM.

In autoregressive (AR) image generation, models based on the 'next-token prediction' paradigm of LLMs have shown comparable performance to diffusion models by reducing inductive biases. However, directly applying LLMs to complex image generation can struggle with reconstructing the image's structure and details, impacting the generation's accuracy and stability. Additionally, the 'next-token prediction' paradigm in the AR model does not align with the contextual scanning and logical reasoning processes involved in human visual perception, limiting effective image generation. Prompt engineering, as a key technique for guiding LLMs, leverages specifically designed prompts to improve model performance on complex natural language processing (NLP) tasks, enhancing accuracy and stability of generation while maintaining contextual coherence and logical consistency, similar to human reasoning. Inspired by prompt engineering from the field of NLP, we propose Vision Full-view prompt (VF prompt) to enhance autoregressive image generation. Specifically, we design specialized image-related VF prompts for AR image generation to simulate the process of human image creation. This enhances contextual logic ability by allowing the model to first perceive overall distribution information before generating the image, and improve generation stability by increasing the inference steps. Compared to the AR method without VF prompts, our method shows outstanding performance and achieves an approximate improvement of 20%.

In standard autoregressive generation, an LLM predicts the next-token distribution, samples a discrete token, and then discards the distribution, passing only the sampled token as new input. To preserve this distribution's rich information, we propose Mixture of Inputs (MoI), a training-free method for autoregressive generation. After generating a token following the standard paradigm, we construct a new input that blends the generated discrete token with the previously discarded token distribution. Specifically, we employ a Bayesian estimation method that treats the token distribution as the prior, the sampled token as the observation, and replaces the conventional one-hot vector with the continuous posterior expectation as the new model input. MoI allows the model to maintain a richer internal representation throughout the generation process, resulting in improved text quality and reasoning capabilities. On mathematical reasoning, code generation, and PhD-level QA tasks, MoI consistently improves performance across multiple models including QwQ-32B, Nemotron-Super-49B, Gemma-3-27B, and DAPO-Qwen-32B, with no additional training and negligible computational overhead.

State Space Models (SSMs) have become serious contenders in the field of sequential modeling, challenging the dominance of Transformers. At the same time, Mixture of Experts (MoE) has significantly improved Transformer-based LLMs, including recent state-of-the-art open-source models. We propose that to unlock the potential of SSMs for scaling, they should be combined with MoE. We showcase this on Mamba, a recent SSM-based model that achieves remarkable, Transformer-like performance. Our model, MoE-Mamba, outperforms both Mamba and Transformer-MoE. In particular, MoE-Mamba reaches the same performance as Mamba in 2.2x less training steps while preserving the inference performance gains of Mamba against the Transformer.

In recent years, masked diffusion models (MDMs) have emerged as a promising alternative approach for generative modeling over discrete domains. Compared to autoregressive models (ARMs), MDMs trade off complexity at training time with flexibility at inference time. At training time, they must learn to solve an exponentially large number of infilling problems, but at inference time, they can decode tokens in essentially arbitrary order. In this work, we closely examine these two competing effects. On the training front, we theoretically and empirically demonstrate that MDMs indeed train on computationally intractable subproblems compared to their autoregressive counterparts. On the inference front, we show that a suitable strategy for adaptively choosing the token decoding order significantly enhances the capabilities of MDMs, allowing them to sidestep hard subproblems. On logic puzzles like Sudoku, we show that adaptive inference can boost solving accuracy in pretrained MDMs from <7% to approx 90%, even outperforming ARMs with 7times as many parameters and that were explicitly trained via teacher forcing to learn the right order of decoding.

Sparsely Mixture of Experts (MoE) has received great interest due to its promising scaling capability with affordable computational overhead. MoE converts dense layers into sparse experts, and utilizes a gated routing network to make experts conditionally activated. However, as the number of experts grows, MoE with outrageous parameters suffers from overfitting and sparse data allocation. Such problems are especially severe on tasks with limited data, thus hindering the progress for MoE models to improve performance by scaling up. In this work, we propose Mixture of Expert Clusters - a general approach to enable expert layers to learn more diverse and appropriate knowledge by imposing variance-based constraints on the routing stage. We further propose a cluster-level expert dropout strategy specifically designed for the expert cluster structure. Our experiments reveal that MoEC could improve performance on machine translation and natural language understanding tasks, and raise the performance upper bound for scaling up experts under limited data. We also verify that MoEC plays a positive role in mitigating overfitting and sparse data allocation.

Mixtures of Experts combine the outputs of several "expert" networks, each of which specializes in a different part of the input space. This is achieved by training a "gating" network that maps each input to a distribution over the experts. Such models show promise for building larger networks that are still cheap to compute at test time, and more parallelizable at training time. In this this work, we extend the Mixture of Experts to a stacked model, the Deep Mixture of Experts, with multiple sets of gating and experts. This exponentially increases the number of effective experts by associating each input with a combination of experts at each layer, yet maintains a modest model size. On a randomly translated version of the MNIST dataset, we find that the Deep Mixture of Experts automatically learns to develop location-dependent ("where") experts at the first layer, and class-specific ("what") experts at the second layer. In addition, we see that the different combinations are in use when the model is applied to a dataset of speech monophones. These demonstrate effective use of all expert combinations.

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have distinct patterns; and for the same time series, patterns may vary as time goes by. Inspired by the successful applications of deep learning, we propose a new model to resolve the issues of forecasting household leverage in China. Our solution consists of multiple RNN-based layers and an attention layer: each RNN-based layer automatically learns the temporal pattern of a specific series with multivariate exogenous series, and then the attention layer learns the spatial correlative weight and obtains the global representations simultaneously. The results show that the new approach can capture the temporal-spatial dynamics of household leverage well and get more accurate and solid predictive results. More, the simulation also studies show that clustering and choosing correlative series are necessary to obtain accurate forecasting results.

We propose a novel framework to perform classification via deep learning in the presence of noisy annotations. When trained on noisy labels, deep neural networks have been observed to first fit the training data with clean labels during an "early learning" phase, before eventually memorizing the examples with false labels. We prove that early learning and memorization are fundamental phenomena in high-dimensional classification tasks, even in simple linear models, and give a theoretical explanation in this setting. Motivated by these findings, we develop a new technique for noisy classification tasks, which exploits the progress of the early learning phase. In contrast with existing approaches, which use the model output during early learning to detect the examples with clean labels, and either ignore or attempt to correct the false labels, we take a different route and instead capitalize on early learning via regularization. There are two key elements to our approach. First, we leverage semi-supervised learning techniques to produce target probabilities based on the model outputs. Second, we design a regularization term that steers the model towards these targets, implicitly preventing memorization of the false labels. The resulting framework is shown to provide robustness to noisy annotations on several standard benchmarks and real-world datasets, where it achieves results comparable to the state of the art.