Boris Oreshkin

Mennatullah Siam, Boris Oreshkin, Martin Jagersand

Deep learning has thrived by training on large-scale datasets. However, in robotics applications sample efficiency is critical. We propose a novel adaptive masked proxies method that constructs the final segmentation layer weights from few labelled samples. It utilizes multi-resolution average pooling on base embeddings masked with the label to act as a positive proxy for the new class, while fusing it with the previously learned class signatures. Our method is evaluated on PASCAL-$5^i$ dataset and outperforms the state-of-the-art in the few-shot semantic segmentation. Unlike previous methods, our approach does not require a second branch to estimate parameters or prototypes, which enables it to be used with 2-stream motion and appearance based segmentation networks. We further propose a novel setup for evaluating continual learning of object segmentation which we name incremental PASCAL (iPASCAL) where our method outperforms the baseline method. Our code is publicly available at https://github.com/MSiam/AdaptiveMaskedProxies.

Malcolm Wolff, Kin G. Olivares, Boris Oreshkin et al.

Demand forecasting faces challenges induced by Peak Events (PEs) corresponding to special periods such as promotions and holidays. Peak events create significant spikes in demand followed by demand ramp down periods. Neural networks like MQCNN and MQT overreact to demand peaks by carrying over the elevated PE demand into subsequent Post-Peak-Event (PPE) periods, resulting in significantly over-biased forecasts. To tackle this challenge, we introduce a neural forecasting model called Split Peak Attention DEcomposition, SPADE. This model reduces the impact of PEs on subsequent forecasts by modeling forecasting as consisting of two separate tasks: one for PEs; and the other for the rest. Its architecture then uses masked convolution filters and a specialized Peak Attention module. We show SPADE's performance on a worldwide retail dataset with hundreds of millions of products. Our results reveal an overall PPE improvement of 4.5%, a 30% improvement for most affected forecasts after promotions and holidays, and an improvement in PE accuracy by 3.9%, relative to current production models.

Kin G. Olivares, Malcolm Wolff, Tatiana Konstantinova et al.

Cross-frequency transfer learning (CFTL) has emerged as a popular framework for curating large-scale time series datasets to pre-train foundation forecasting models (FFMs). Although CFTL has shown promise, current benchmarking practices fall short of accurately assessing its performance. This shortcoming stems from many factors: an over-reliance on small-scale evaluation datasets; inadequate treatment of sample size when computing summary statistics; reporting of suboptimal statistical models; and failing to account for non-negligible risks of overlap between pre-training and test datasets. To address these limitations, we introduce a unified reimplementation of widely-adopted neural forecasting networks, adapting them for the CFTL setup; we pre-train only on proprietary and synthetic data, being careful to prevent test leakage; and we evaluate on 15 large, diverse public forecast competition datasets. Our empirical analysis reveals that statistical models' accuracy is frequently underreported. Notably, we confirm that statistical models and their ensembles consistently outperform existing FFMs by more than 8.2% in sCRPS, and by more than 20% MASE, across datasets. However, we also find that synthetic dataset pre-training does improve the accuracy of a FFM by 7% percent.

Willa Potosnak, Malcolm Wolff, Boris Oreshkin et al.

While accuracy is a critical requirement for time series forecasting models, an equally important (yet often overlooked) desideratum is forecast stability across forecast creation dates (FCDs). Even highly accurate models can produce erratic revisions between FCDs, undermining stakeholder trust and disrupting downstream decision-making. To improve forecast stability, models like MQCNN, MQT, and SPADE employ a little-known but highly effective technique: forking-sequences. Unlike standard statistical and neural forecasting methods that treat each FCD independently, the forking-sequences method jointly encodes and decodes the entire time series across all FCDs, in a way mirroring time series cross-validation. Since forking sequences remains largely unknown in the broader neural forecasting community, in this work, we formalize the forking-sequences approach, and we make a case for its broader adoption. We demonstrate three key benefits of forking-sequences: (i) more stable and consistent gradient updates during training; (ii) reduced forecast variance through ensembling; and (iii) improved inference computational efficiency. We validate forking-sequences' benefits using 16 datasets from the M1, M3, M4, and Tourism competitions, showing improvements in forecast percentage change stability of 28.8%, 28.8%, 37.9%, and 31.3%, and 8.8%, on average, for MLP, RNN, LSTM, CNN, and Transformer-based architectures, respectively.

Ethan Baron, Boris Oreshkin, Ruijun Ma et al.

Many time series applications require access to multi-step forecast trajectories in the form of sample paths. Recently, time series foundation models have leveraged multi-step lookahead predictions to improve the quality and efficiency of multi-step forecasts. However, these models only predict independent marginal distributions for each time step, rather than a full joint predictive distribution. To generate forecast sample paths with realistic correlation structures, one typically resorts to autoregressive sampling, which can be extremely expensive. In this paper, we present a copula-based approach to efficiently generate accurate, correlated sample paths from existing multi-step time series foundation models in one forward pass. Our copula-based approach generates correlated sample paths orders of magnitude faster than autoregressive sampling, and it yields improved sample path quality by mitigating the snowballing error phenomenon.

Thomas Boquet, Laure Delisle, Denis Kochetkov et al.

Reproducible research in Machine Learning has seen a salutary abundance of progress lately: workflows, transparency, and statistical analysis of validation and test performance. We build on these efforts and take them further. We offer a principled experimental design methodology, based on linear mixed models, to study and separate the effects of multiple factors of variation in machine learning experiments. This approach allows to account for the effects of architecture, optimizer, hyper-parameters, intentional randomization, as well as unintended lack of determinism across reruns. We illustrate that methodology by analyzing Matching Networks, Prototypical Networks and TADAM on the miniImagenet dataset.

Alexandre Lacoste, Boris Oreshkin, Wonchang Chung et al.

Using variational Bayes neural networks, we develop an algorithm capable of accumulating knowledge into a prior from multiple different tasks. The result is a rich and meaningful prior capable of few-shot learning on new tasks. The posterior can go beyond the mean field approximation and yields good uncertainty on the performed experiments. Analysis on toy tasks shows that it can learn from significantly different tasks while finding similarities among them. Experiments of Mini-Imagenet yields the new state of the art with 74.5% accuracy on 5 shot learning. Finally, we provide experiments showing that other existing methods can fail to perform well in different benchmarks.

Alexandre Lacoste, Thomas Boquet, Negar Rostamzadeh et al.

The recent literature on deep learning offers new tools to learn a rich probability distribution over high dimensional data such as images or sounds. In this work we investigate the possibility of learning the prior distribution over neural network parameters using such tools. Our resulting variational Bayes algorithm generalizes well to new tasks, even when very few training examples are provided. Furthermore, this learned prior allows the model to extrapolate correctly far from a given task's training data on a meta-dataset of periodic signals.