LGJul 17, 2024Code
Not All Frequencies Are Created Equal:Towards a Dynamic Fusion of Frequencies in Time-Series ForecastingXingyu Zhang, Siyu Zhao, Zeen Song et al.
Long-term time series forecasting is a long-standing challenge in various applications. A central issue in time series forecasting is that methods should expressively capture long-term dependency. Furthermore, time series forecasting methods should be flexible when applied to different scenarios. Although Fourier analysis offers an alternative to effectively capture reusable and periodic patterns to achieve long-term forecasting in different scenarios, existing methods often assume high-frequency components represent noise and should be discarded in time series forecasting. However, we conduct a series of motivation experiments and discover that the role of certain frequencies varies depending on the scenarios. In some scenarios, removing high-frequency components from the original time series can improve the forecasting performance, while in others scenarios, removing them is harmful to forecasting performance. Therefore, it is necessary to treat the frequencies differently according to specific scenarios. To achieve this, we first reformulate the time series forecasting problem as learning a transfer function of each frequency in the Fourier domain. Further, we design Frequency Dynamic Fusion (FreDF), which individually predicts each Fourier component, and dynamically fuses the output of different frequencies. Moreover, we provide a novel insight into the generalization ability of time series forecasting and propose the generalization bound of time series forecasting. Then we prove FreDF has a lower bound, indicating that FreDF has better generalization ability. Extensive experiments conducted on multiple benchmark datasets and ablation studies demonstrate the effectiveness of FreDF. The code is available at https://github.com/Zh-XY22/FreDF.
LGJul 19, 2024
Towards the Causal Complete Cause of Multi-Modal Representation LearningJingyao Wang, Siyu Zhao, Wenwen Qiang et al.
Multi-Modal Learning (MML) aims to learn effective representations across modalities for accurate predictions. Existing methods typically focus on modality consistency and specificity to learn effective representations. However, from a causal perspective, they may lead to representations that contain insufficient and unnecessary information. To address this, we propose that effective MML representations should be causally sufficient and necessary. Considering practical issues like spurious correlations and modality conflicts, we relax the exogeneity and monotonicity assumptions prevalent in prior works and explore the concepts specific to MML, i.e., Causal Complete Cause $C^3$. We begin by defining $C^3$, which quantifies the probability of representations being causally sufficient and necessary. We then discuss the identifiability of $C^3$ and introduce an instrumental variable to support identifying $C^3$ with non-exogeneity and non-monotonicity. Building on this, we conduct the $C^3$ measurement, i.e., \(C^3\) risk. We propose a twin network to estimate it through (i) the real-world branch: utilizing the instrumental variable for sufficiency, and (ii) the hypothetical-world branch: applying gradient-based counterfactual modeling for necessity. Theoretical analyses confirm its reliability. Based on these results, we propose $C^3$ Regularization, a plug-and-play method that enforces the causal completeness of the learned representations by minimizing $C^3$ risk. Extensive experiments demonstrate its effectiveness.
LGMay 22, 2025
CAIFormer: A Causal Informed Transformer for Multivariate Time Series ForecastingXingyu Zhang, Wenwen Qiang, Siyu Zhao et al.
Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this undifferentiated paradigm makes it difficult to identify variable-specific causal influences and often entangles causally relevant information with spurious correlations. To address this limitation, we propose an all-to-one forecasting paradigm that predicts each target variable separately. Specifically, we first construct a Structural Causal Model from observational data and then, for each target variable, we partition the historical sequence into four sub-segments according to the inferred causal structure: endogenous, direct causal, collider causal, and spurious correlation. The prediction relies solely on the first three causally relevant sub-segments, while the spurious correlation sub-segment is excluded. Furthermore, we propose Causal Informed Transformer (CAIFormer), a novel forecasting model comprising three components: Endogenous Sub-segment Prediction Block, Direct Causal Sub-segment Prediction Block, and Collider Causal Sub-segment Prediction Block, which process the endogenous, direct causal, and collider causal sub-segments, respectively. Their outputs are then combined to produce the final prediction. Extensive experiments on multiple benchmark datasets demonstrate the effectiveness of the CAIFormer.
CVMay 24, 2024
Learning Invariant Causal Mechanism from Vision-Language ModelsZeen Song, Siyu Zhao, Xingyu Zhang et al.
Contrastive Language-Image Pretraining (CLIP) has achieved remarkable success, but its performance can degrade when fine-tuned in out-of-distribution (OOD) scenarios. We model the prediction process using a Structural Causal Model (SCM) and show that the causal mechanism involving both invariant and variant factors in training environments differs from that in test environments. In contrast, the causal mechanism with solely invariant factors remains consistent across environments. We theoretically prove the existence of a linear mapping from CLIP embeddings to invariant factors, which can be estimated using interventional data. Additionally, we provide a condition to guarantee low OOD risk of the invariant predictor. Based on these insights, we propose the Invariant Causal Mechanism of CLIP (CLIP-ICM) framework. CLIP-ICM involves collecting interventional data, estimating a linear projection matrix, and making predictions within the invariant subspace. Experiments on several OOD datasets show that CLIP-ICM significantly improves the performance of CLIP. Our method offers a simple but powerful enhancement, boosting the reliability of CLIP in real-world applications.
LGMay 23, 2025
Reward Model Generalization for Compute-Aware Test-Time ReasoningZeen Song, Wenwen Qiang, Siyu Zhao et al.
External test-time reasoning enhances large language models (LLMs) by decoupling generation and selection. At inference time, the model generates multiple reasoning paths, and an auxiliary process reward model (PRM) is used to score and select the best one. A central challenge in this setting is test-time compute optimality (TCO), i.e., how to maximize answer accuracy under a fixed inference budget. In this work, we establish a theoretical framework to analyze how the generalization error of the PRM affects compute efficiency and reasoning performance. Leveraging PAC-Bayes theory, we derive generalization bounds and show that a lower generalization error of PRM leads to fewer samples required to find correct answers. Motivated by this analysis, we propose Compute-Aware Tree Search (CATS), an actor-critic framework that dynamically controls search behavior. The actor outputs sampling hyperparameters based on reward distributions and sparsity statistics, while the critic estimates their utility to guide budget allocation. Experiments on the MATH and AIME benchmarks with various LLMs and PRMs demonstrate that CATS consistently outperforms other external TTS methods, validating our theoretical predictions.