Michał Wiliński

Michał Wiliński, Mononito Goswami, Willa Potosnak et al. · cmu

Time series foundation models (TSFMs) promise to be powerful tools for a wide range of applications. However, their internal representations and learned concepts are still not well understood. In this study, we investigate the structure and redundancy of representations across various TSFMs, examining the self-similarity of model layers within and across different model sizes. This analysis reveals block-like redundancy in the representations, which can be utilized for informed pruning to improve inference speed and efficiency. Additionally, we explore the concepts learned by these models - such as periodicity and trends - and how these can be manipulated through latent space steering to influence model behavior. Our experiments show that steering interventions can introduce new features, e.g., adding periodicity or trends to signals that initially lacked them. These findings underscore the value of representational analysis for optimizing models and demonstrate how conceptual steering offers new possibilities for more controlled and efficient time series analysis with TSFMs.

Willa Potosnak, Cristian Challu, Mononito Goswami et al. · cmu

Recently, time series foundation models have shown promising zero-shot forecasting performance on time series from a wide range of domains. However, it remains unclear whether their success stems from a true understanding of temporal dynamics or simply from memorizing the training data. While implicit reasoning in language models has been studied, similar evaluations for time series models have been largely unexplored. This work takes an initial step toward assessing the reasoning abilities of deep time series forecasting models. We find that certain linear, MLP-based, and patch-based Transformer models generalize effectively in systematically orchestrated out-of-distribution scenarios, suggesting underexplored reasoning capabilities beyond simple pattern memorization.

Nina Żukowska, Mononito Goswami, Michał Wiliński et al. · cmu

Time series foundation models have shown impressive performance on a variety of tasks, across a wide range of domains, even in zero-shot settings. However, most of these models are designed to handle short univariate time series as an input. This limits their practical use, especially in domains such as healthcare with copious amounts of long and multivariate data with strong temporal and intra-variate dependencies. Our study bridges this gap by cataloging and systematically comparing various context expansion techniques from both language and time series domains, and introducing a novel compressive memory mechanism to allow encoder-only TSFMs to effectively model intra-variate dependencies. We demonstrate the benefits of our approach by imbuing MOMENT, a recent family of multi-task time series foundation models, with the multivariate context.

Brad Shook, Abby Turner, Jieshi Chen et al.

Time series foundation models (TSFMs) pretrained on data from multiple domains have shown strong performance on diverse modeling tasks. Various efforts have been made to develop foundation models specific to electroencephalography (EEG) data, which records brain electrical activity as time series. However, no comparative analysis of EEG-specific foundation models (EEGFMs) versus general TSFMs has been performed on EEG-specific tasks. We introduce a novel Spatial-Temporal Adapter with Multi-Head Pooling (STAMP), which leverages univariate embeddings produced by a general TSFM, implicitly models spatial-temporal characteristics of EEG data, and achieves performance comparable to state-of-the-art EEGFMs. A comprehensive analysis is performed on 8 benchmark datasets of clinical tasks using EEG for classification, along with ablation studies. Our proposed adapter is lightweight in trainable parameters and flexible in the inputs it can accommodate, supporting easy modeling of EEG data using TSFMs.

Yifu Cai, Xinyu Li, Mononito Goswami et al. · cmu

We introduce TimeSeriesGym, a scalable benchmarking framework for evaluating Artificial Intelligence (AI) agents on time series machine learning engineering challenges. Existing benchmarks lack scalability, focus narrowly on model building in well-defined settings, and evaluate only a limited set of research artifacts (e.g., CSV submission files). To make AI agent benchmarking more relevant to the practice of machine learning engineering, our framework scales along two critical dimensions. First, recognizing that effective ML engineering requires a range of diverse skills, TimeSeriesGym incorporates challenges from diverse sources spanning multiple domains and tasks. We design challenges to evaluate both isolated capabilities (including data handling, understanding research repositories, and code translation) and their combinations, and rather than addressing each challenge independently, we develop tools that support designing multiple challenges at scale. Second, we implement evaluation mechanisms for multiple research artifacts, including submission files, code, and models, using both precise numeric measures and more flexible LLM-based evaluation approaches. This dual strategy balances objective assessment with contextual judgment. Although our initial focus is on time series applications, our framework can be readily extended to other data modalities, broadly enhancing the comprehensiveness and practical utility of agentic AI evaluation. We open-source our benchmarking framework to facilitate future research on the ML engineering capabilities of AI agents.

Willa Potosnak, Cristian Challu, Mononito Goswami et al. · cmu

Large pre-trained time series foundation models (TSFMs) have demonstrated promising zero-shot performance across a wide range of domains. However, a question remains: Do TSFMs succeed by memorizing patterns in training data, or do they possess the ability to reason about such patterns? While reasoning is a topic of great interest in the study of Large Language Models (LLMs), it is undefined and largely unexplored in the context of TSFMs. In this work, inspired by language modeling literature, we formally define compositional reasoning in forecasting and distinguish it from in-distribution generalization. We evaluate the reasoning and generalization capabilities of 16 popular deep learning forecasting models on multiple synthetic and real-world datasets. Additionally, through controlled studies, we systematically examine which design choices in 7 popular open-source TSFMs contribute to improved reasoning capabilities. Our study yields key insights into the impact of TSFM architecture design on compositional reasoning and generalization. We find that patch-based Transformers have the best reasoning performance, closely followed by residualized MLP-based architectures, which are 97\% less computationally complex in terms of FLOPs and 86\% smaller in terms of the number of trainable parameters. Interestingly, in some zero-shot out-of-distribution scenarios, these models can outperform moving average and exponential smoothing statistical baselines trained on in-distribution data. Only a few design choices, such as the tokenization method, had a significant (negative) impact on Transformer model performance.

Ignacy Stępka, Lukasz Sztukiewicz, Michał Wiliński et al.

While machine learning fairness has made significant progress in recent years, most existing solutions focus on tabular data and are poorly suited for vision-based classification tasks, which rely heavily on deep learning. To bridge this gap, we introduce DetoxAI, an open-source Python library for improving fairness in deep learning vision classifiers through post-hoc debiasing. DetoxAI implements state-of-the-art debiasing algorithms, fairness metrics, and visualization tools. It supports debiasing via interventions in internal representations and includes attribution-based visualization tools and quantitative algorithmic fairness metrics to show how bias is mitigated. This paper presents the motivation, design, and use cases of DetoxAI, demonstrating its tangible value to engineers and researchers.

Lukasz Sztukiewicz, Ignacy Stępka, Michał Wiliński et al.

The widespread adoption of machine learning systems has raised critical concerns about fairness and bias, making mitigating harmful biases essential for AI development. In this paper, we investigate the relationship between debiasing and removing artifacts in neural networks for computer vision tasks. First, we introduce a set of novel XAI-based metrics that analyze saliency maps to assess shifts in a model's decision-making process. Then, we demonstrate that successful debiasing methods systematically redirect model focus away from protected attributes. Finally, we show that techniques originally developed for artifact removal can be effectively repurposed for improving fairness. These findings provide evidence for the existence of a bidirectional connection between ensuring fairness and removing artifacts corresponding to protected attributes.