LGJul 25, 2024
DAM: Towards A Foundation Model for Time Series ForecastingLuke Darlow, Qiwen Deng, Ahmed Hassan et al.
It is challenging to scale time series forecasting models such that they forecast accurately for multiple distinct domains and datasets, all with potentially different underlying collection procedures (e.g., sample resolution), patterns (e.g., periodicity), and prediction requirements (e.g., reconstruction vs. forecasting). We call this general task universal forecasting. Existing methods usually assume that input data is regularly sampled, and they forecast to pre-determined horizons, resulting in failure to generalise outside of the scope of their training. We propose the DAM - a neural model that takes randomly sampled histories and outputs an adjustable basis composition as a continuous function of time for forecasting to non-fixed horizons. It involves three key components: (1) a flexible approach for using randomly sampled histories from a long-tail distribution, that enables an efficient global perspective of the underlying temporal dynamics while retaining focus on the recent history; (2) a transformer backbone that is trained on these actively sampled histories to produce, as representational output, (3) the basis coefficients of a continuous function of time. We show that a single univariate DAM, trained on 25 time series datasets, either outperformed or closely matched existing SoTA models at multivariate long-term forecasting across 18 datasets, including 8 held-out for zero-shot transfer, even though these models were trained to specialise for each dataset-horizon combination. This single DAM excels at zero-shot transfer and very-long-term forecasting, performs well at imputation, is interpretable via basis function composition and attention, can be tuned for different inference-cost requirements, is robust to missing and irregularly sampled data {by design}.
PFDec 15, 2023Code
How Does It Function? Characterizing Long-term Trends in Production Serverless WorkloadsArtjom Joosen, Ahmed Hassan, Martin Asenov et al.
This paper releases and analyzes two new Huawei cloud serverless traces. The traces span a period of over 7 months with over 1.4 trillion function invocations combined. The first trace is derived from Huawei's internal workloads and contains detailed per-second statistics for 200 functions running across multiple Huawei cloud data centers. The second trace is a representative workload from Huawei's public FaaS platform. This trace contains per-minute arrival rates for over 5000 functions running in a single Huawei data center. We present the internals of a production FaaS platform by characterizing resource consumption, cold-start times, programming languages used, periodicity, per-second versus per-minute burstiness, correlations, and popularity. Our findings show that there is considerable diversity in how serverless functions behave: requests vary by up to 9 orders of magnitude across functions, with some functions executed over 1 billion times per day; scheduling time, execution time and cold-start distributions vary across 2 to 4 orders of magnitude and have very long tails; and function invocation counts demonstrate strong periodicity for many individual functions and on an aggregate level. Our analysis also highlights the need for further research in estimating resource reservations and time-series prediction to account for the huge diversity in how serverless functions behave. Datasets and code available at https://github.com/sir-lab/data-release
CLMar 4
DISCO: Document Intelligence Suite for COmparative EvaluationKenza Benkirane, Dan Goldwater, Martin Asenov et al.
Document intelligence requires accurate text extraction and reliable reasoning over document content. We introduce \textbf{DISCO}, a \emph{Document Intelligence Suite for COmparative Evaluation}, that evaluates optical character recognition (OCR) pipelines and vision-language models (VLMs) separately on parsing and question answering across diverse document types, including handwritten text, multilingual scripts, medical forms, infographics, and multi-page documents. Our evaluation shows that performance varies substantially across tasks and document characteristics, underscoring the need for complexity-aware approach selection. OCR pipelines are generally more reliable for handwriting and for long or multi-page documents, where explicit text grounding supports text-heavy reasoning, while VLMs perform better on multilingual text and visually rich layouts. Task-aware prompting yields mixed effects, improving performance on some document types while degrading it on others. These findings provide empirical guidance for selecting document processing strategies based on document structure and reasoning demands.
CLMar 4
Retrieval or Representation? Reassessing Benchmark Gaps in Multilingual and Visually Rich RAGMartin Asenov, Kenza Benkirane, Dan Goldwater et al.
Retrieval-augmented generation (RAG) is a common way to ground language models in external documents and up-to-date information. Classical retrieval systems relied on lexical methods such as BM25, which rank documents by term overlap with corpus-level weighting. End-to-end multimodal retrievers trained on large query-document datasets claim substantial improvements over these approaches, especially for multilingual documents with complex visual layouts. We demonstrate that better document representation is the primary driver of benchmark improvements. By systematically varying transcription and preprocessing methods while holding the retrieval mechanism fixed, we demonstrate that BM25 can recover large gaps on multilingual and visual benchmarks. Our findings call for decomposed evaluation benchmarks that separately measure transcription and retrieval capabilities, enabling the field to correctly attribute progress and focus effort where it matters.
LGFeb 18, 2025
Performance of Zero-Shot Time Series Foundation Models on Cloud DataWilliam Toner, Thomas L. Lee, Artjom Joosen et al.
Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. FMs are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series domains, including cloud data. In this work we investigate this claim, exploring the effectiveness of FMs on cloud data. We demonstrate that many well-known FMs fail to generate meaningful or accurate zero-shot forecasts in this setting. We support this claim empirically, showing that FMs are outperformed consistently by simple linear baselines. We also illustrate a number of interesting pathologies, including instances where FMs suddenly output seemingly erratic, random-looking forecasts. Our results suggest a widespread failure of FMs to model cloud data.
12.1LGMar 11
Learning to Score: Tuning Cluster Schedulers through Reinforcement LearningMartin Asenov, Qiwen Deng, Gingfung Yeung et al.
Efficiently allocating incoming jobs to nodes in large-scale clusters can lead to substantial improvements in both cluster utilization and job performance. In order to allocate incoming jobs, cluster schedulers usually rely on a set of scoring functions to rank feasible nodes. Results from individual scoring functions are usually weighted equally, which could lead to sub-optimal deployments as the one-size-fits-all solution does not take into account the characteristics of each workload. Tuning the weights of scoring functions, however, requires expert knowledge and is computationally expensive. This paper proposes a reinforcement learning approach for learning the weights in scheduler scoring algorithms with the overall objective of improving the end-to-end performance of jobs for a given cluster. Our approach is based on percentage improvement reward, frame-stacking, and limiting domain information. We propose a percentage improvement reward to address the objective of multi-step parameter tuning. The inclusion of frame-stacking allows for carrying information across an optimization experiment. Limiting domain information prevents overfitting and improves performance in unseen clusters and workloads. The policy is trained on different combinations of workloads and cluster setups. We demonstrate the proposed approach improves performance on average by 33\% compared to fixed weights and 12\% compared to the best-performing baseline in a lab-based serverless scenario.
LGFeb 18, 2025
Lightweight Online Adaption for Time Series Foundation Model ForecastsThomas L. Lee, William Toner, Rajkarn Singh et al.
Foundation models (FMs) have emerged as a promising approach for time series forecasting. While effective, FMs typically remain fixed during deployment due to the high computational costs of learning them online. Consequently, deployed FMs fail to adapt their forecasts to current data characteristics, despite the availability of online feedback from newly arriving data. This raises the question of whether FM performance can be enhanced by the efficient usage of this feedback. We propose ELF to answer this question. ELF is a lightweight mechanism for the online adaption of FM forecasts in response to online feedback. ELF consists of two parts: a) the ELF-Forecaster which is used to learn the current data distribution; and b) the ELF-Weighter which is used to combine the forecasts of the FM and the ELF-Forecaster. We evaluate the performance of ELF in conjunction with several recent FMs across a suite of standard time series datasets. In all of our experiments we find that using ELF improves performance. This work demonstrates how efficient usage of online feedback can be used to improve FM forecasts.
CVSep 13, 2021
Vision-based system identification and 3D keypoint discovery using dynamics constraintsMiguel Jaques, Martin Asenov, Michael Burke et al.
This paper introduces V-SysId, a novel method that enables simultaneous keypoint discovery, 3D system identification, and extrinsic camera calibration from an unlabeled video taken from a static camera, using only the family of equations of motion of the object of interest as weak supervision. V-SysId takes keypoint trajectory proposals and alternates between maximum likelihood parameter estimation and extrinsic camera calibration, before applying a suitable selection criterion to identify the track of interest. This is then used to train a keypoint tracking model using supervised learning. Results on a range of settings (robotics, physics, physiology) highlight the utility of this approach.
ROJul 15, 2019
Vid2Param: Modelling of Dynamics Parameters from VideoMartin Asenov, Michael Burke, Daniel Angelov et al.
Videos provide a rich source of information, but it is generally hard to extract dynamical parameters of interest. Inferring those parameters from a video stream would be beneficial for physical reasoning. Robots performing tasks in dynamic environments would benefit greatly from understanding the underlying environment motion, in order to make future predictions and to synthesize effective control policies that use this inductive bias. Online physical reasoning is therefore a fundamental requirement for robust autonomous agents. When the dynamics involves multiple modes (due to contacts or interactions between objects) and sensing must proceed directly from a rich sensory stream such as video, then traditional methods for system identification may not be well suited. We propose an approach wherein fast parameter estimation can be achieved directly from video. We integrate a physically based dynamics model with a recurrent variational autoencoder, by introducing an additional loss to enforce desired constraints. The model, which we call Vid2Param, can be trained entirely in simulation, in an end-to-end manner with domain randomization, to perform online system identification, and make probabilistic forward predictions of parameters of interest. This enables the resulting model to encode parameters such as position, velocity, restitution, air drag and other physical properties of the system. We illustrate the utility of this in physical experiments wherein a PR2 robot with a velocity constrained arm must intercept an unknown bouncing ball with partly occluded vision, by estimating the physical parameters of this ball directly from the video trace after the ball is released.
ROJan 28, 2019
Active Localization of Gas Leaks using Fluid SimulationMartin Asenov, Marius Rutkauskas, Derryck Reid et al.
Sensors are routinely mounted on robots to acquire various forms of measurements in spatio-temporal fields. Locating features within these fields and reconstruction (mapping) of the dense fields can be challenging in resource-constrained situations, such as when trying to locate the source of a gas leak from a small number of measurements. In such cases, a model of the underlying complex dynamics can be exploited to discover informative paths within the field. We use a fluid simulator as a model, to guide inference for the location of a gas leak. We perform localization via minimization of the discrepancy between observed measurements and gas concentrations predicted by the simulator. Our method is able to account for dynamically varying parameters of wind flow (e.g., direction and strength), and its effects on the observed distribution of gas. We develop algorithms for off-line inference as well as for on-line path discovery via active sensing. We demonstrate the efficiency, accuracy and versatility of our algorithm using experiments with a physical robot conducted in outdoor environments. We deploy an unmanned air vehicle (UAV) mounted with a CO2 sensor to automatically seek out a gas cylinder emitting CO2 via a nozzle. We evaluate the accuracy of our algorithm by measuring the error in the inferred location of the nozzle, based on which we show that our proposed approach is competitive with respect to state of the art baselines.