TabDDPM: Modelling Tabular Data with Diffusion ModelsAkim Kotelnikov, Dmitry Baranchuk, Ivan Rubachev et al.
Denoising diffusion probabilistic models are currently becoming the leading paradigm of generative modeling for many important data modalities. Being the most prevalent in the computer vision community, diffusion models have also recently gained some attention in other domains, including speech, NLP, and graph-like data. In this work, we investigate if the framework of diffusion models can be advantageous for general tabular problems, where datapoints are typically represented by vectors of heterogeneous features. The inherent heterogeneity of tabular data makes it quite challenging for accurate modeling, since the individual features can be of completely different nature, i.e., some of them can be continuous and some of them can be discrete. To address such data types, we introduce TabDDPM -- a diffusion model that can be universally applied to any tabular dataset and handles any type of feature. We extensively evaluate TabDDPM on a wide set of benchmarks and demonstrate its superiority over existing GAN/VAE alternatives, which is consistent with the advantage of diffusion models in other fields. Additionally, we show that TabDDPM is eligible for privacy-oriented setups, where the original datapoints cannot be publicly shared.
TabR: Tabular Deep Learning Meets Nearest Neighbors in 2023Yury Gorishniy, Ivan Rubachev, Nikolay Kartashev et al.
Deep learning (DL) models for tabular data problems (e.g. classification, regression) are currently receiving increasingly more attention from researchers. However, despite the recent efforts, the non-DL algorithms based on gradient-boosted decision trees (GBDT) remain a strong go-to solution for these problems. One of the research directions aimed at improving the position of tabular DL involves designing so-called retrieval-augmented models. For a target object, such models retrieve other objects (e.g. the nearest neighbors) from the available training data and use their features and labels to make a better prediction. In this work, we present TabR -- essentially, a feed-forward network with a custom k-Nearest-Neighbors-like component in the middle. On a set of public benchmarks with datasets up to several million objects, TabR marks a big step forward for tabular DL: it demonstrates the best average performance among tabular DL models, becomes the new state-of-the-art on several datasets, and even outperforms GBDT models on the recently proposed "GBDT-friendly" benchmark (see Figure 1). Among the important findings and technical details powering TabR, the main ones lie in the attention-like mechanism that is responsible for retrieving the nearest neighbors and extracting valuable signal from them. In addition to the much higher performance, TabR is simple and significantly more efficient compared to prior retrieval-based tabular DL models.
5.4LGJul 6
TabPack: Efficient Hyperparameter Ensembles for Tabular Deep LearningYury Gorishniy, Akim Kotelnikov, Ivan Rubachev et al.
In deep learning for tabular data, efficient ensembles of multilayer perceptrons (MLPs) have recently emerged as effective and practical architectures. Existing methods of this kind use the same hyperparameters for all underlying MLPs, which requires hyperparameter tuning for achieving the best performance. In this work, we introduce TabPack, an efficient MLP ensemble with strong out-of-the-box performance and reduced reliance on traditional tuning. In a single run, TabPack samples and trains many MLPs with different hyperparameters efficiently in parallel and selects ensemble members on the fly during training. Thus, TabPack only requires specifying ranges from which to sample MLP hyperparameter rather than exact hyperparameter values, which naturally demands less precision for good performance. In experiments on medium-to-large public datasets, TabPack with default settings performs on par with extensively tuned prior methods, thus substantially reducing effort and compute resources needed to achieve competitive results on tabular tasks. Notably, running the default TabPack configuration on a modern MacBook took less time than tuning some baselines on an industry-grade GPU.
TabM: Advancing Tabular Deep Learning with Parameter-Efficient EnsemblingYury Gorishniy, Akim Kotelnikov, Artem Babenko
Deep learning architectures for supervised learning on tabular data range from simple multilayer perceptrons (MLP) to sophisticated Transformers and retrieval-augmented methods. This study highlights a major, yet so far overlooked opportunity for designing substantially better MLP-based tabular architectures. Namely, our new model TabM relies on efficient ensembling, where one TabM efficiently imitates an ensemble of MLPs and produces multiple predictions per object. Compared to a traditional deep ensemble, in TabM, the underlying implicit MLPs are trained simultaneously, and (by default) share most of their parameters, which results in significantly better performance and efficiency. Using TabM as a new baseline, we perform a large-scale evaluation of tabular DL architectures on public benchmarks in terms of both task performance and efficiency, which renders the landscape of tabular DL in a new light. Generally, we show that MLPs, including TabM, form a line of stronger and more practical models compared to attention- and retrieval-based architectures. In particular, we find that TabM demonstrates the best performance among tabular DL models. Then, we conduct an empirical analysis on the ensemble-like nature of TabM. We observe that the multiple predictions of TabM are weak individually, but powerful collectively. Overall, our work brings an impactful technique to tabular DL and advances the performance-efficiency trade-off with TabM -- a simple and powerful baseline for researchers and practitioners.
On Finetuning Tabular Foundation ModelsIvan Rubachev, Akim Kotelnikov, Nikolay Kartashev et al.
Foundation models are an emerging research direction in tabular deep learning. Notably, TabPFNv2 recently claimed superior performance over traditional GBDT-based methods on small-scale datasets using an in-context learning paradigm, which does not adapt model parameters to target datasets. However, the optimal finetuning approach for adapting tabular foundational models, and how this adaptation reshapes their internal mechanisms, remains underexplored. While prior works studied finetuning for earlier foundational models, inconsistent findings and TabPFNv2's unique architecture necessitate fresh investigation. To address these questions, we first systematically evaluate various finetuning strategies on diverse datasets. Our findings establish full finetuning as the most practical solution for TabPFNv2 in terms of time-efficiency and effectiveness. We then investigate how finetuning alters TabPFNv2's inner mechanisms, drawing an analogy to retrieval-augmented models. We reveal that the success of finetuning stems from the fact that after gradient-based adaptation, the dot products of the query-representations of test objects and the key-representations of in-context training objects more accurately reflect their target similarity. This improved similarity allows finetuned TabPFNv2 to better approximate target dependency by appropriately weighting relevant in-context samples, improving the retrieval-based prediction logic. From the practical perspective, we managed to finetune TabPFNv2 on datasets with up to 50K objects, observing performance improvements on almost all tasks. More precisely, on academic datasets with I.I.D. splits, finetuning allows TabPFNv2 to achieve state-of-the-art results, while on datasets with gradual temporal shifts and rich feature sets, TabPFNv2 is less stable and prior methods remain better.