Ali Caner Türkmen

Haoyang Fang, Boran Han, Nick Erickson et al.

Existing AutoML systems have advanced the automation of machine learning (ML); however, they still require substantial manual configuration and expert input, particularly when handling multimodal data. We introduce MLZero, a novel multi-agent framework powered by Large Language Models (LLMs) that enables end-to-end ML automation across diverse data modalities with minimal human intervention. A cognitive perception module is first employed, transforming raw multimodal inputs into perceptual context that effectively guides the subsequent workflow. To address key limitations of LLMs, such as hallucinated code generation and outdated API knowledge, we enhance the iterative code generation process with semantic and episodic memory. MLZero demonstrates superior performance on MLE-Bench Lite, outperforming all competitors in both success rate and solution quality, securing six gold medals. Additionally, when evaluated on our Multimodal AutoML Agent Benchmark, which includes 25 more challenging tasks spanning diverse data modalities, MLZero outperforms the competing methods by a large margin with a success rate of 0.92 (+263.6\%) and an average rank of 2.28. Our approach maintains its robust effectiveness even with a compact 8B LLM, outperforming full-size systems from existing solutions.

Abdul Fatir Ansari, Konstantinos Benidis, Richard Kurle et al.

Many complex time series can be effectively subdivided into distinct regimes that exhibit persistent dynamics. Discovering the switching behavior and the statistical patterns in these regimes is important for understanding the underlying dynamical system. We propose the Recurrent Explicit Duration Switching Dynamical System (RED-SDS), a flexible model that is capable of identifying both state- and time-dependent switching dynamics. State-dependent switching is enabled by a recurrent state-to-switch connection and an explicit duration count variable is used to improve the time-dependent switching behavior. We demonstrate how to perform efficient inference using a hybrid algorithm that approximates the posterior of the continuous states via an inference network and performs exact inference for the discrete switches and counts. The model is trained by maximizing a Monte Carlo lower bound of the marginal log-likelihood that can be computed efficiently as a byproduct of the inference routine. Empirical results on multiple datasets demonstrate that RED-SDS achieves considerable improvement in time series segmentation and competitive forecasting performance against the state of the art.

Oleksandr Shchur, Ali Caner Türkmen, Tim Januschowski et al.

Automatically detecting anomalies in event data can provide substantial value in domains such as healthcare, DevOps, and information security. In this paper, we frame the problem of detecting anomalous continuous-time event sequences as out-of-distribution (OoD) detection for temporal point processes (TPPs). First, we show how this problem can be approached using goodness-of-fit (GoF) tests. We then demonstrate the limitations of popular GoF statistics for TPPs and propose a new test that addresses these shortcomings. The proposed method can be combined with various TPP models, such as neural TPPs, and is easy to implement. In our experiments, we show that the proposed statistic excels at both traditional GoF testing, as well as at detecting anomalies in simulated and real-world data.

Oleksandr Shchur, Ali Caner Türkmen, Tim Januschowski et al.

Temporal point processes (TPP) are probabilistic generative models for continuous-time event sequences. Neural TPPs combine the fundamental ideas from point process literature with deep learning approaches, thus enabling construction of flexible and efficient models. The topic of neural TPPs has attracted significant attention in the recent years, leading to the development of numerous new architectures and applications for this class of models. In this review paper we aim to consolidate the existing body of knowledge on neural TPPs. Specifically, we focus on important design choices and general principles for defining neural TPP models. Next, we provide an overview of application areas commonly considered in the literature. We conclude this survey with the list of open challenges and important directions for future work in the field of neural TPPs.

Ali Caner Turkmen, Tim Januschowski, Yuyang Wang et al.

Intermittency is a common and challenging problem in demand forecasting. We introduce a new, unified framework for building intermittent demand forecasting models, which incorporates and allows to generalize existing methods in several directions. Our framework is based on extensions of well-established model-based methods to discrete-time renewal processes, which can parsimoniously account for patterns such as aging, clustering and quasi-periodicity in demand arrivals. The connection to discrete-time renewal processes allows not only for a principled extension of Croston-type models, but also for an natural inclusion of neural network based models---by replacing exponential smoothing with a recurrent neural network. We also demonstrate that modeling continuous-time demand arrivals, i.e., with a temporal point process, is possible via a trivial extension of our framework. This leads to more flexible modeling in scenarios where data of individual purchase orders are directly available with granular timestamps. Complementing this theoretical advancement, we demonstrate the efficacy of our framework for forecasting practice via an extensive empirical study on standard intermittent demand data sets, in which we report predictive accuracy in a variety of scenarios that compares favorably to the state of the art.

Ali Caner Turkmen, Yuyang Wang, Tim Januschowski

Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used for intermittent demand forecasting. We then develop a set of models that benefit from recurrent neural networks to parameterize conditional interdemand time and size distributions, building on the latest paradigm in "deep" temporal point processes. We present favorable empirical findings on discrete and continuous time intermittent demand data, validating the practical value of our approach.

Gökhan Çapan, Ilker Gündoğdu, Ali Caner Türkmen et al.

Self-reinforcing feedback loops in personalization systems are typically caused by users choosing from a limited set of alternatives presented systematically based on previous choices. We propose a Bayesian choice model built on Luce axioms that explicitly accounts for users' limited exposure to alternatives. Our model is fair---it does not impose negative bias towards unpresented alternatives, and practical---preference estimates are accurately inferred upon observing a small number of interactions. It also allows efficient sampling, leading to a straightforward online presentation mechanism based on Thompson sampling. Our approach achieves low regret in learning to present upon exploration of only a small fraction of possible presentations. The proposed structure can be reused as a building block in interactive systems, e.g., recommender systems, free of feedback loops.

Alexander Alexandrov, Konstantinos Benidis, Michael Bohlke-Schneider et al.

We introduce Gluon Time Series (GluonTS, available at https://gluon-ts.mxnet.io), a library for deep-learning-based time series modeling. GluonTS simplifies the development of and experimentation with time series models for common tasks such as forecasting or anomaly detection. It provides all necessary components and tools that scientists need for quickly building new models, for efficiently running and analyzing experiments and for evaluating model accuracy.

Ali Caner Türkmen

Nonnegative Matrix Factorization (NMF) was first introduced as a low-rank matrix approximation technique, and has enjoyed a wide area of applications. Although NMF does not seem related to the clustering problem at first, it was shown that they are closely linked. In this report, we provide a gentle introduction to clustering and NMF before reviewing the theoretical relationship between them. We then explore several NMF variants, namely Sparse NMF, Projective NMF, Nonnegative Spectral Clustering and Cluster-NMF, along with their clustering interpretations.