Adaptive Sparsity Level during Training for Efficient Time Series Forecasting with Transformers
This addresses efficiency challenges in deep neural networks for time series forecasting, particularly for resource-constrained applications, though it is incremental as it builds on existing sparse training methods.
The paper tackles the problem of automatically finding sparsity levels during training for efficient time series forecasting with transformers, proposing PALS to dynamically adjust sparsity without predefined levels, resulting in a 65% reduction in parameters and 63% reduction in FLOPs while maintaining or improving performance in many cases.
Efficient time series forecasting has become critical for real-world applications, particularly with deep neural networks (DNNs). Efficiency in DNNs can be achieved through sparse connectivity and reducing the model size. However, finding the sparsity level automatically during training remains challenging due to the heterogeneity in the loss-sparsity tradeoffs across the datasets. In this paper, we propose \enquote{\textbf{P}runing with \textbf{A}daptive \textbf{S}parsity \textbf{L}evel} (\textbf{PALS}), to automatically seek a decent balance between loss and sparsity, all without the need for a predefined sparsity level. PALS draws inspiration from sparse training and during-training methods. It introduces the novel "expand" mechanism in training sparse neural networks, allowing the model to dynamically shrink, expand, or remain stable to find a proper sparsity level. In this paper, we focus on achieving efficiency in transformers known for their excellent time series forecasting performance but high computational cost. Nevertheless, PALS can be applied directly to any DNN. To this aim, we demonstrate its effectiveness also on the DLinear model. Experimental results on six benchmark datasets and five state-of-the-art (SOTA) transformer variants show that PALS substantially reduces model size while maintaining comparable performance to the dense model. More interestingly, PALS even outperforms the dense model, in \textcolor{blue}{12} and \textcolor{blue}{14} cases out of 30 cases in terms of MSE and MAE loss, respectively, while reducing \textcolor{blue}{65\%} parameter count and \textcolor{blue}{63\%} FLOPs on average. Our code and supplementary material are available on Github\footnote{\tiny \url{https://github.com/zahraatashgahi/PALS}}.