Wenrui Ma

Zihao Chen, Alexandre Andre, Wenrui Ma et al.

Forecasting is critical in areas such as finance, biology, and healthcare. Despite the progress in the field, making accurate forecasts remains challenging because real-world time series contain both global trends, local fine-grained structure, and features on multiple scales in between. Here, we present a new forecasting method, PRISM (Partitioned Representation for Iterative Sequence Modeling), that addresses this challenge through a learnable tree-based partitioning of the signal. At the root of the tree, a global representation captures coarse trends in the signal, while recursive splits reveal increasingly localized views of the signal. At each level of the tree, data are projected onto a time-frequency basis (e.g., wavelets or exponential moving averages) to extract scale-specific features, which are then aggregated across the hierarchy. This design allows the model to jointly capture global structure and local dynamics of the signal, enabling accurate forecasting. Experiments across benchmark datasets show that our method outperforms state-of-the-art methods for forecasting. Overall, these results demonstrate that our hierarchical approach provides a lightweight and flexible framework for forecasting multivariate time series. The code is available at https://github.com/nerdslab/prism.

Yujie Li, Yanbin Wang, Haitao Xu et al.

Adversarial attacks induce misclassification by introducing subtle perturbations. Recently, diffusion models are applied to the image classifiers to improve adversarial robustness through adversarial training or by purifying adversarial noise. However, diffusion-based adversarial training often encounters convergence challenges and high computational expenses. Additionally, diffusion-based purification inevitably causes data shift and is deemed susceptible to stronger adaptive attacks. To tackle these issues, we propose the Truth Maximization Diffusion Classifier (TMDC), a generative Bayesian classifier that builds upon pre-trained diffusion models and the Bayesian theorem. Unlike data-driven classifiers, TMDC, guided by Bayesian principles, utilizes the conditional likelihood from diffusion models to determine the class probabilities of input images, thereby insulating against the influences of data shift and the limitations of adversarial training. Moreover, to enhance TMDC's resilience against more potent adversarial attacks, we propose an optimization strategy for diffusion classifiers. This strategy involves post-training the diffusion model on perturbed datasets with ground-truth labels as conditions, guiding the diffusion model to learn the data distribution and maximizing the likelihood under the ground-truth labels. The proposed method achieves state-of-the-art performance on the CIFAR10 dataset against heavy white-box attacks and strong adaptive attacks. Specifically, TMDC achieves robust accuracies of 82.81% against $l_{\infty}$ norm-bounded perturbations and 86.05% against $l_{2}$ norm-bounded perturbations, respectively, with $ε=0.05$.