Yusuke Tashiro

Yusuke Tashiro, Jiaming Song, Yang Song et al.

The imputation of missing values in time series has many applications in healthcare and finance. While autoregressive models are natural candidates for time series imputation, score-based diffusion models have recently outperformed existing counterparts including autoregressive models in many tasks such as image generation and audio synthesis, and would be promising for time series imputation. In this paper, we propose Conditional Score-based Diffusion models for Imputation (CSDI), a novel time series imputation method that utilizes score-based diffusion models conditioned on observed data. Unlike existing score-based approaches, the conditional diffusion model is explicitly trained for imputation and can exploit correlations between observed values. On healthcare and environmental data, CSDI improves by 40-65% over existing probabilistic imputation methods on popular performance metrics. In addition, deterministic imputation by CSDI reduces the error by 5-20% compared to the state-of-the-art deterministic imputation methods. Furthermore, CSDI can also be applied to time series interpolation and probabilistic forecasting, and is competitive with existing baselines. The code is available at https://github.com/ermongroup/CSDI.

Zineb Senane, Lele Cao, Valentin Leonhard Buchner et al.

Time Series Representation Learning (TSRL) focuses on generating informative representations for various Time Series (TS) modeling tasks. Traditional Self-Supervised Learning (SSL) methods in TSRL fall into four main categories: reconstructive, adversarial, contrastive, and predictive, each with a common challenge of sensitivity to noise and intricate data nuances. Recently, diffusion-based methods have shown advanced generative capabilities. However, they primarily target specific application scenarios like imputation and forecasting, leaving a gap in leveraging diffusion models for generic TSRL. Our work, Time Series Diffusion Embedding (TSDE), bridges this gap as the first diffusion-based SSL TSRL approach. TSDE segments TS data into observed and masked parts using an Imputation-Interpolation-Forecasting (IIF) mask. It applies a trainable embedding function, featuring dual-orthogonal Transformer encoders with a crossover mechanism, to the observed part. We train a reverse diffusion process conditioned on the embeddings, designed to predict noise added to the masked part. Extensive experiments demonstrate TSDE's superiority in imputation, interpolation, forecasting, anomaly detection, classification, and clustering. We also conduct an ablation study, present embedding visualizations, and compare inference speed, further substantiating TSDE's efficiency and validity in learning representations of TS data.

Yusuke Tashiro, Yang Song, Stefano Ermon

Adversarial attacks often involve random perturbations of the inputs drawn from uniform or Gaussian distributions, e.g., to initialize optimization-based white-box attacks or generate update directions in black-box attacks. These simple perturbations, however, could be sub-optimal as they are agnostic to the model being attacked. To improve the efficiency of these attacks, we propose Output Diversified Sampling (ODS), a novel sampling strategy that attempts to maximize diversity in the target model's outputs among the generated samples. While ODS is a gradient-based strategy, the diversity offered by ODS is transferable and can be helpful for both white-box and black-box attacks via surrogate models. Empirically, we demonstrate that ODS significantly improves the performance of existing white-box and black-box attacks. In particular, ODS reduces the number of queries needed for state-of-the-art black-box attacks on ImageNet by a factor of two.