LGDec 29, 2024Code
Stratify: Unifying Multi-Step Forecasting StrategiesRiku Green, Grant Stevens, Zahraa Abdallah et al.
A key aspect of temporal domains is the ability to make predictions multiple time steps into the future, a process known as multi-step forecasting (MSF). At the core of this process is selecting a forecasting strategy, however, with no existing frameworks to map out the space of strategies, practitioners are left with ad-hoc methods for strategy selection. In this work, we propose Stratify, a parameterised framework that addresses multi-step forecasting, unifying existing strategies and introducing novel, improved strategies. We evaluate Stratify on 18 benchmark datasets, five function classes, and short to long forecast horizons (10, 20, 40, 80). In over 84% of 1080 experiments, novel strategies in Stratify improved performance compared to all existing ones. Importantly, we find that no single strategy consistently outperforms others in all task settings, highlighting the need for practitioners explore the Stratify space to carefully search and select forecasting strategies based on task-specific requirements. Our results are the most comprehensive benchmarking of known and novel forecasting strategies. We make code available to reproduce our results.
LGFeb 7, 2025
Towards Foundational Models for Dynamical System Reconstruction: Hierarchical Meta-Learning via Mixture of ExpertsRoussel Desmond Nzoyem, Grant Stevens, Amarpal Sahota et al.
As foundational models reshape scientific discovery, a bottleneck persists in dynamical system reconstruction (DSR): the ability to learn across system hierarchies. Many meta-learning approaches have been applied successfully to single systems, but falter when confronted with sparse, loosely related datasets requiring multiple hierarchies to be learned. Mixture of Experts (MoE) offers a natural paradigm to address these challenges. Despite their potential, we demonstrate that naive MoEs are inadequate for the nuanced demands of hierarchical DSR, largely due to their gradient descent-based gating update mechanism which leads to slow updates and conflicted routing during training. To overcome this limitation, we introduce MixER: Mixture of Expert Reconstructors, a novel sparse top-1 MoE layer employing a custom gating update algorithm based on $K$-means and least squares. Extensive experiments validate MixER's capabilities, demonstrating efficient training and scalability to systems of up to ten parametric ordinary differential equations. However, our layer underperforms state-of-the-art meta-learners in high-data regimes, particularly when each expert is constrained to process only a fraction of a dataset composed of highly related data points. Further analysis with synthetic and neuroscientific time series suggests that the quality of the contextual representations generated by MixER is closely linked to the presence of hierarchical structure in the data.
IVFeb 13, 2024
PFCM: Poisson flow consistency models for low-dose CT image denoisingDennis Hein, Grant Stevens, Adam Wang et al.
X-ray computed tomography (CT) is widely used for medical diagnosis and treatment planning; however, concerns about ionizing radiation exposure drive efforts to optimize image quality at lower doses. This study introduces Poisson Flow Consistency Models (PFCM), a novel family of deep generative models that combines the robustness of PFGM++ with the efficient single-step sampling of consistency models. PFCM are derived by generalizing consistency distillation to PFGM++ through a change-of-variables and an updated noise distribution. As a distilled version of PFGM++, PFCM inherit the ability to trade off robustness for rigidity via the hyperparameter $D \in (0,\infty)$. A fact that we exploit to adapt this novel generative model for the task of low-dose CT image denoising, via a ``task-specific'' sampler that ``hijacks'' the generative process by replacing an intermediate state with the low-dose CT image. While this ``hijacking'' introduces a severe mismatch -- the noise characteristics of low-dose CT images are different from that of intermediate states in the Poisson flow process -- we show that the inherent robustness of PFCM at small $D$ effectively mitigates this issue. The resulting sampler achieves excellent performance in terms of LPIPS, SSIM, and PSNR on the Mayo low-dose CT dataset. By contrast, an analogous sampler based on standard consistency models is found to be significantly less robust under the same conditions, highlighting the importance of a tunable $D$ afforded by our novel framework. To highlight generalizability, we show effective denoising of clinical images from a prototype photon-counting system reconstructed using a sharper kernel and at a range of energy levels.
LGFeb 13, 2024
Time-Series Classification for Dynamic Strategies in Multi-Step ForecastingRiku Green, Grant Stevens, Telmo de Menezes e Silva Filho et al.
Multi-step forecasting (MSF) in time-series, the ability to make predictions multiple time steps into the future, is fundamental to almost all temporal domains. To make such forecasts, one must assume the recursive complexity of the temporal dynamics. Such assumptions are referred to as the forecasting strategy used to train a predictive model. Previous work shows that it is not clear which forecasting strategy is optimal a priori to evaluating on unseen data. Furthermore, current approaches to MSF use a single (fixed) forecasting strategy. In this paper, we characterise the instance-level variance of optimal forecasting strategies and propose Dynamic Strategies (DyStrat) for MSF. We experiment using 10 datasets from different scales, domains, and lengths of multi-step horizons. When using a random-forest-based classifier, DyStrat outperforms the best fixed strategy, which is not knowable a priori, 94% of the time, with an average reduction in mean-squared error of 11%. Our approach typically triples the top-1 accuracy compared to current approaches. Notably, we show DyStrat generalises well for any MSF task.
IMSep 11, 2021
AstronomicAL: An interactive dashboard for visualisation, integration and classification of data using Active LearningGrant Stevens, Sotiria Fotopoulou, Malcolm N. Bremer et al.
AstronomicAL is a human-in-the-loop interactive labelling and training dashboard that allows users to create reliable datasets and robust classifiers using active learning. This technique prioritises data that offer high information gain, leading to improved performance using substantially less data. The system allows users to visualise and integrate data from different sources and deal with incorrect or missing labels and imbalanced class sizes. AstronomicAL enables experts to visualise domain-specific plots and key information relating both to broader context and details of a point of interest drawn from a variety of data sources, ensuring reliable labels. In addition, AstronomicAL provides functionality to explore all aspects of the training process, including custom models and query strategies. This makes the software a tool for experimenting with both domain-specific classifications and more general-purpose machine learning strategies. We illustrate using the system with an astronomical dataset due to the field's immediate need; however, AstronomicAL has been designed for datasets from any discipline. Finally, by exporting a simple configuration file, entire layouts, models, and assigned labels can be shared with the community. This allows for complete transparency and ensures that the process of reproducing results is effortless