Vincent Quenneville-Bélair

Sitan Yang, Malcolm Wolff, Shankar Ramasubramanian et al.

Encoder-decoder deep neural networks have been increasingly studied for multi-horizon time series forecasting, especially in real-world applications. However, to forecast accurately, these sophisticated models typically rely on a large number of time series examples with substantial history. A rapidly growing topic of interest is forecasting time series which lack sufficient historical data -- often referred to as the ``cold start'' problem. In this paper, we introduce a novel yet simple method to address this problem by leveraging graph neural networks (GNNs) as a data augmentation for enhancing the encoder used by such forecasters. These GNN-based features can capture complex inter-series relationships, and their generation process can be optimized end-to-end with the forecasting task. We show that our architecture can use either data-driven or domain knowledge-defined graphs, scaling to incorporate information from multiple very large graphs with millions of nodes. In our target application of demand forecasting for a large e-commerce retailer, we demonstrate on both a small dataset of 100K products and a large dataset with over 2 million products that our method improves overall performance over competitive baseline models. More importantly, we show that it brings substantially more gains to ``cold start'' products such as those newly launched or recently out-of-stock.

Yao-Yuan Yang, Moto Hira, Zhaoheng Ni et al.

This document describes version 0.10 of TorchAudio: building blocks for machine learning applications in the audio and speech processing domain. The objective of TorchAudio is to accelerate the development and deployment of machine learning applications for researchers and engineers by providing off-the-shelf building blocks. The building blocks are designed to be GPU-compatible, automatically differentiable, and production-ready. TorchAudio can be easily installed from Python Package Index repository and the source code is publicly available under a BSD-2-Clause License (as of September 2021) at https://github.com/pytorch/audio. In this document, we provide an overview of the design principles, functionalities, and benchmarks of TorchAudio. We also benchmark our implementation of several audio and speech operations and models. We verify through the benchmarks that our implementations of various operations and models are valid and perform similarly to other publicly available implementations.

Malcolm Wolff, Kin G. Olivares, Boris Oreshkin et al.

Demand forecasting faces challenges induced by Peak Events (PEs) corresponding to special periods such as promotions and holidays. Peak events create significant spikes in demand followed by demand ramp down periods. Neural networks like MQCNN and MQT overreact to demand peaks by carrying over the elevated PE demand into subsequent Post-Peak-Event (PPE) periods, resulting in significantly over-biased forecasts. To tackle this challenge, we introduce a neural forecasting model called Split Peak Attention DEcomposition, SPADE. This model reduces the impact of PEs on subsequent forecasts by modeling forecasting as consisting of two separate tasks: one for PEs; and the other for the rest. Its architecture then uses masked convolution filters and a specialized Peak Attention module. We show SPADE's performance on a worldwide retail dataset with hundreds of millions of products. Our results reveal an overall PPE improvement of 4.5%, a 30% improvement for most affected forecasts after promotions and holidays, and an improvement in PE accuracy by 3.9%, relative to current production models.