Nina Żukowska

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, Wolfgang Stammer, Bernt Schiele et al.

Transparency of neural networks' internal reasoning is at the heart of interpretability research, adding to trust, safety, and understanding of these models. The field of mechanistic interpretability has recently focused on studying task-specific computational graphs, defined by connections (edges) between model components. Such edge-based circuits have been defined in the context of large language models, yet vision-based approaches so far only consider neuron-based circuits. These tell which information is encoded, but not how it is routed through the complex wiring of a neural network. In this work, we investigate whether useful mechanistic circuits can be identified through computational graphs in vision transformers. We propose an effective method for Automatic Visual Circuit Discovery (Vi-CD) that recovers class-specific circuits for classification, identifies circuits underlying typographic attacks in CLIP, and discovers circuits that lend themselves for steering to correct harmful model behavior. Overall, we find that insightful and actionable edge-based circuits can be recovered from vision transformers, adding transparency to the internal computations of these models.

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.

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.