Haixia Zhang

Daojun Liang, Haixia Zhang, Dongfeng Yuan et al.

In this paper, we find that ubiquitous time series (TS) forecasting models are prone to severe overfitting. To cope with this problem, we embrace a de-redundancy approach to progressively reinstate the intrinsic values of TS for future intervals. Specifically, we introduce a dual-stream and subtraction mechanism, which is a deep Boosting ensemble learning method. And the vanilla Transformer is renovated by reorienting the information aggregation mechanism from addition to subtraction. Then, we incorporate an auxiliary output branch into each block of the original model to construct a highway leading to the ultimate prediction. The output of subsequent modules in this branch will subtract the previously learned results, enabling the model to learn the residuals of the supervision signal, layer by layer. This designing facilitates the learning-driven implicit progressive decomposition of the input and output streams, empowering the model with heightened versatility, interpretability, and resilience against overfitting. Since all aggregations in the model are minus signs, which is called Minusformer. Extensive experiments demonstrate the proposed method outperform existing state-of-the-art methods, yielding an average performance improvement of 11.9% across various datasets.The code has been released at https://github.com/Anoise/Minusformer.

Daojun Liang, Haixia Zhang, Jing Wang et al.

In this paper, we find that existing online forecasting methods have the following issues: 1) They do not consider the update frequency of streaming data and directly use labels (future signals) to update the model, leading to information leakage. 2) Eliminating information leakage can exacerbate concept drift and online parameter updates can damage prediction accuracy. 3) Leaving out a validation set cuts off the model's continued learning. 4) Existing GPU devices cannot support online learning of large-scale streaming data. To address the above issues, we propose a novel online learning framework, Act-Now, to improve the online prediction on large-scale streaming data. Firstly, we introduce a Random Subgraph Sampling (RSS) algorithm designed to enable efficient model training. Then, we design a Fast Stream Buffer (FSB) and a Slow Stream Buffer (SSB) to update the model online. FSB updates the model immediately with the consistent pseudo- and partial labels to avoid information leakage. SSB updates the model in parallel using complete labels from earlier times. Further, to address concept drift, we propose a Label Decomposition model (Lade) with statistical and normalization flows. Lade forecasts both the statistical variations and the normalized future values of the data, integrating them through a combiner to produce the final predictions. Finally, we propose to perform online updates on the validation set to ensure the consistency of model learning on streaming data. Extensive experiments demonstrate that the proposed Act-Now framework performs well on large-scale streaming data, with an average 28.4% and 19.5% performance improvement, respectively. Experiments can be reproduced via https://github.com/Anoise/Act-Now.

Daojun Liang, Haixia Zhang, Dongfeng Yuan

Traditional regression and prediction tasks often only provide deterministic point estimates. To estimate the distribution or uncertainty of the response variable, traditional methods either assume that the posterior distribution of samples follows a Gaussian process or require thousands of forward passes for sample generation. We propose a novel approach called DistPred for regression and forecasting tasks, which overcomes the limitations of existing methods while remaining simple and powerful. Specifically, we transform proper scoring rules that measure the discrepancy between the predicted distribution and the target distribution into a differentiable discrete form and use it as a loss function to train the model end-to-end. This allows the model to sample numerous samples in a single forward pass to estimate the potential distribution of the response variable. We have compared our method with several existing approaches on multiple datasets and achieved state-of-the-art performance. Additionally, our method significantly improves computational efficiency. For example, compared to state-of-the-art models, DistPred has a 180x faster inference speed Experimental results can be reproduced through https://github.com/Anoise/DistPred.