Tony Hu

Oleksandr Shchur, Caner Turkmen, Nick Erickson et al. · amazon-science

We introduce AutoGluon-TimeSeries - an open-source AutoML library for probabilistic time series forecasting. Focused on ease of use and robustness, AutoGluon-TimeSeries enables users to generate accurate point and quantile forecasts with just 3 lines of Python code. Built on the design philosophy of AutoGluon, AutoGluon-TimeSeries leverages ensembles of diverse forecasting models to deliver high accuracy within a short training time. AutoGluon-TimeSeries combines both conventional statistical models, machine-learning based forecasting approaches, and ensembling techniques. In our evaluation on 29 benchmark datasets, AutoGluon-TimeSeries demonstrates strong empirical performance, outperforming a range of forecasting methods in terms of both point and quantile forecast accuracy, and often even improving upon the best-in-hindsight combination of prior methods.

Zhiqiang Tang, Haoyang Fang, Su Zhou et al.

AutoGluon-Multimodal (AutoMM) is introduced as an open-source AutoML library designed specifically for multimodal learning. Distinguished by its exceptional ease of use, AutoMM enables fine-tuning of foundation models with just three lines of code. Supporting various modalities including image, text, and tabular data, both independently and in combination, the library offers a comprehensive suite of functionalities spanning classification, regression, object detection, semantic matching, and image segmentation. Experiments across diverse datasets and tasks showcases AutoMM's superior performance in basic classification and regression tasks compared to existing AutoML tools, while also demonstrating competitive results in advanced tasks, aligning with specialized toolboxes designed for such purposes.

Abdul Fatir Ansari, Oleksandr Shchur, Jaris Küken et al. · cmu

Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.