arXiv subjects

Chenghao Liu

Publications and source records attributed to Chenghao Liu.

At least 55 records · Page 3Linked to original sources

arXiv2025

LLM-Enhanced Feature Engineering for Multi-Factor Electricity Price Predictions

Accurately forecasting electricity price volatility is crucial for effective risk management and decision-making. Traditional forecasting models often fall short in capturing the complex, non-linear dynamics of electricity markets, particularly when external factors like weather conditions and market volatility are involved. These limitations hinder their ability to provide reliable predictions in markets with high volatility, such as the New South Wales (NSW) electricity market. To address these challenges, we introduce FAEP, a Feature-Augmented Electricity Price Prediction framework. FAEP leverages Large Language Models (LLMs) combined with advanced feature engineering to enhance prediction accuracy. By incorporating external features such as weather data and price volatility jumps, and utilizing Retrieval-Augmented Generation (RAG) for effective feature extraction, FAEP overcomes the shortcomings of traditional approaches. A hybrid XGBoost-LSTM model in FAEP further refines these augmented features, resulting in a more robust prediction framework. Experimental results demonstrate that FAEP achieves state-of-art (SOTA) performance compared to other electricity price prediction models in the Australian New South Wale electricity market, showcasing the efficiency of LLM-enhanced feature engineering and hybrid machine learning architectures.

cs.CE↗

arXiv2025

A Picture is Worth A Thousand Numbers: Enabling LLMs Reason about Time Series via Visualization

Large language models (LLMs), with demonstrated reasoning abilities across multiple domains, are largely underexplored for time-series reasoning (TsR), which is ubiquitous in the real world. In this work, we propose TimerBed, the first comprehensive testbed for evaluating LLMs' TsR performance. Specifically, TimerBed includes stratified reasoning patterns with real-world tasks, comprehensive combinations of LLMs and reasoning strategies, and various supervised models as comparison anchors. We perform extensive experiments with TimerBed, test multiple current beliefs, and verify the initial failures of LLMs in TsR, evidenced by the ineffectiveness of zero shot (ZST) and performance degradation of few shot in-context learning (ICL). Further, we identify one possible root cause: the numerical modeling of data. To address this, we propose a prompt-based solution VL-Time, using visualization-modeled data and language-guided reasoning. Experimental results demonstrate that Vl-Time enables multimodal LLMs to be non-trivial ZST and powerful ICL reasoners for time series, achieving about 140% average performance improvement and 99% average token costs reduction.

cs.LG↗

arXiv2025

Empowering Time Series Analysis with Synthetic Data: A Survey and Outlook in the Era of Foundation Models

Time series analysis is crucial for understanding dynamics of complex systems. Recent advances in foundation models have led to task-agnostic Time Series Foundation Models (TSFMs) and Large Language Model-based Time Series Models (TSLLMs), enabling generalized learning and integrating contextual information. However, their success depends on large, diverse, and high-quality datasets, which are challenging to build due to regulatory, diversity, quality, and quantity constraints. Synthetic data emerge as a viable solution, addressing these challenges by offering scalable, unbiased, and high-quality alternatives. This survey provides a comprehensive review of synthetic data for TSFMs and TSLLMs, analyzing data generation strategies, their role in model pretraining, fine-tuning, and evaluation, and identifying future research directions.

cs.LG↗

arXiv2024

Incremental Label Distribution Learning with Scalable Graph Convolutional Networks

Label Distribution Learning (LDL) is an effective approach for handling label ambiguity, as it can analyze all labels at once and indicate the extent to which each label describes a given sample. Most existing LDL methods consider the number of labels to be static. However, in various LDL-specific contexts (e.g., disease diagnosis), the label count grows over time (such as the discovery of new diseases), a factor that existing methods overlook. Learning samples with new labels directly means learning all labels at once, thus wasting more time on the old labels and even risking overfitting the old labels. At the same time, learning new labels by the LDL model means reconstructing the inter-label relationships. How to make use of constructed relationships is also a crucial challenge. To tackle these challenges, we introduce Incremental Label Distribution Learning (ILDL), analyze its key issues regarding training samples and inter-label relationships, and propose Scalable Graph Label Distribution Learning (SGLDL) as a practical framework for implementing ILDL. Specifically, in SGLDL, we develop a New-label-aware Gradient Compensation Loss to speed up the learning of new labels and represent inter-label relationships as a graph to reduce the time required to reconstruct inter-label relationships. Experimental results on the classical LDL dataset show the clear advantages of unique algorithms and illustrate the importance of a dedicated design for the ILDL problem.

cs.LG↗

arXiv2024

GIFT-Eval: A Benchmark For General Time Series Forecasting Model Evaluation

Time series foundation models excel in zero-shot forecasting, handling diverse tasks without explicit training. However, the advancement of these models has been hindered by the lack of comprehensive benchmarks. To address this gap, we introduce the General Time Series Forecasting Model Evaluation, GIFT-Eval, a pioneering benchmark aimed at promoting evaluation across diverse datasets. GIFT-Eval encompasses 23 datasets over 144,000 time series and 177 million data points, spanning seven domains, 10 frequencies, multivariate inputs, and prediction lengths ranging from short to long-term forecasts. To facilitate the effective pretraining and evaluation of foundation models, we also provide a non-leaking pretraining dataset containing approximately 230 billion data points. Additionally, we provide a comprehensive analysis of 17 baselines, which includes statistical models, deep learning models, and foundation models. We discuss each model in the context of various benchmark characteristics and offer a qualitative analysis that spans both deep learning and foundation models. We believe the insights from this analysis, along with access to this new standard zero-shot time series forecasting benchmark, will guide future developments in time series foundation models. Code, data, and the leaderboard can be found at https://github.com/SalesforceAIResearch/gift-eval .

cs.LG↗

arXiv2024

XForecast: Evaluating Natural Language Explanations for Time Series Forecasting

Time series forecasting aids decision-making, especially for stakeholders who rely on accurate predictions, making it very important to understand and explain these models to ensure informed decisions. Traditional explainable AI (XAI) methods, which underline feature or temporal importance, often require expert knowledge. In contrast, natural language explanations (NLEs) are more accessible to laypeople. However, evaluating forecast NLEs is difficult due to the complex causal relationships in time series data. To address this, we introduce two new performance metrics based on simulatability, assessing how well a human surrogate can predict model forecasts using the explanations. Experiments show these metrics differentiate good from poor explanations and align with human judgments. Utilizing these metrics, we further evaluate the ability of state-of-the-art large language models (LLMs) to generate explanations for time series data, finding that numerical reasoning, rather than model size, is the main factor influencing explanation quality.

cs.CL↗

arXiv2024

Moirai-MoE: Empowering Time Series Foundation Models with Sparse Mixture of Experts

Time series foundation models have demonstrated impressive performance as zero-shot forecasters. However, achieving effectively unified training on time series remains an open challenge. Existing approaches introduce some level of model specialization to account for the highly heterogeneous nature of time series data. For instance, Moirai pursues unified training by employing multiple input/output projection layers, each tailored to handle time series at a specific frequency. Similarly, TimesFM maintains a frequency embedding dictionary for this purpose. We identify two major drawbacks to this human-imposed frequency-level model specialization: (1) Frequency is not a reliable indicator of the underlying patterns in time series. For example, time series with different frequencies can display similar patterns, while those with the same frequency may exhibit varied patterns. (2) Non-stationarity is an inherent property of real-world time series, leading to varied distributions even within a short context window of a single time series. Frequency-level specialization is too coarse-grained to capture this level of diversity. To address these limitations, this paper introduces Moirai-MoE, using a single input/output projection layer while delegating the modeling of diverse time series patterns to the sparse mixture of experts (MoE) within Transformers. With these designs, Moirai-MoE reduces reliance on human-defined heuristics and enables automatic token-level specialization. Extensive experiments on 39 datasets demonstrate the superiority of Moirai-MoE over existing foundation models in both in-distribution and zero-shot scenarios. Furthermore, this study conducts comprehensive model analyses to explore the inner workings of time series MoE foundation models and provides valuable insights for future research.

cs.LG↗

arXiv2024

Steering Masked Discrete Diffusion Models via Discrete Denoising Posterior Prediction

Generative modeling of discrete data underlies important applications spanning text-based agents like ChatGPT to the design of the very building blocks of life in protein sequences. However, application domains need to exert control over the generated data by steering the generative process - typically via RLHF - to satisfy a specified property, reward, or affinity metric. In this paper, we study the problem of steering Masked Diffusion Models (MDMs), a recent class of discrete diffusion models that offer a compelling alternative to traditional autoregressive models. We introduce Discrete Denoising Posterior Prediction (DDPP), a novel framework that casts the task of steering pre-trained MDMs as a problem of probabilistic inference by learning to sample from a target Bayesian posterior. Our DDPP framework leads to a family of three novel objectives that are all simulation-free, and thus scalable while applying to general non-differentiable reward functions. Empirically, we instantiate DDPP by steering MDMs to perform class-conditional pixel-level image modeling, RLHF-based alignment of MDMs using text-based rewards, and finetuning protein language models to generate more diverse secondary structures and shorter proteins. We substantiate our designs via wet-lab validation, where we observe transient expression of reward-optimized protein sequences.

cs.LG↗

arXiv2024

Time-FFM: Towards LM-Empowered Federated Foundation Model for Time Series Forecasting

Unlike natural language processing and computer vision, the development of Foundation Models (FMs) for time series forecasting is blocked due to data scarcity. While recent efforts are focused on building such FMs by unlocking the potential of language models (LMs) for time series analysis, dedicated parameters for various downstream forecasting tasks need training, which hinders the common knowledge sharing across domains. Moreover, data owners may hesitate to share the access to local data due to privacy concerns and copyright protection, which makes it impossible to simply construct a FM on cross-domain training instances. To address these issues, we propose Time-FFM, a Federated Foundation Model for Time series forecasting by leveraging pretrained LMs. Specifically, we begin by transforming time series into the modality of text tokens. To bootstrap LMs for time series reasoning, we propose a prompt adaption module to determine domain-customized prompts dynamically instead of artificially. Given the data heterogeneity across domains, we design a personalized federated training strategy by learning global encoders and local prediction heads. Our comprehensive experiments indicate that Time-FFM outperforms state-of-the-arts and promises effective few-shot and zero-shot forecaster.

cs.LG↗

arXiv2024

Calibration of Time-Series Forecasting: Detecting and Adapting Context-Driven Distribution Shift

Recent years have witnessed the success of introducing deep learning models to time series forecasting. From a data generation perspective, we illustrate that existing models are susceptible to distribution shifts driven by temporal contexts, whether observed or unobserved. Such context-driven distribution shift (CDS) introduces biases in predictions within specific contexts and poses challenges for conventional training paradigms. In this paper, we introduce a universal calibration methodology for the detection and adaptation of CDS with a trained model. To this end, we propose a novel CDS detector, termed the "residual-based CDS detector" or "Reconditionor", which quantifies the model's vulnerability to CDS by evaluating the mutual information between prediction residuals and their corresponding contexts. A high Reconditionor score indicates a severe susceptibility, thereby necessitating model adaptation. In this circumstance, we put forth a straightforward yet potent adapter framework for model calibration, termed the "sample-level contextualized adapter" or "SOLID". This framework involves the curation of a contextually similar dataset to the provided test sample and the subsequent fine-tuning of the model's prediction layer with a limited number of steps. Our theoretical analysis demonstrates that this adaptation strategy can achieve an optimal bias-variance trade-off. Notably, our proposed Reconditionor and SOLID are model-agnostic and readily adaptable to a wide range of models. Extensive experiments show that SOLID consistently enhances the performance of current forecasting models on real-world datasets, especially on cases with substantial CDS detected by the proposed Reconditionor, thus validating the effectiveness of the calibration approach.

cs.LG↗

arXiv2024

UniTST: Effectively Modeling Inter-Series and Intra-Series Dependencies for Multivariate Time Series Forecasting

Transformer-based models have emerged as powerful tools for multivariate time series forecasting (MTSF). However, existing Transformer models often fall short of capturing both intricate dependencies across variate and temporal dimensions in MTS data. Some recent models are proposed to separately capture variate and temporal dependencies through either two sequential or parallel attention mechanisms. However, these methods cannot directly and explicitly learn the intricate inter-series and intra-series dependencies. In this work, we first demonstrate that these dependencies are very important as they usually exist in real-world data. To directly model these dependencies, we propose a transformer-based model UniTST containing a unified attention mechanism on the flattened patch tokens. Additionally, we add a dispatcher module which reduces the complexity and makes the model feasible for a potentially large number of variates. Although our proposed model employs a simple architecture, it offers compelling performance as shown in our extensive experiments on several datasets for time series forecasting.

cs.LG↗

arXiv2024

PEMT: Multi-Task Correlation Guided Mixture-of-Experts Enables Parameter-Efficient Transfer Learning

Parameter-efficient fine-tuning (PEFT) has emerged as an effective method for adapting pre-trained language models to various tasks efficiently. Recently, there has been a growing interest in transferring knowledge from one or multiple tasks to the downstream target task to achieve performance improvements. However, current approaches typically either train adapters on individual tasks or distill shared knowledge from source tasks, failing to fully exploit task-specific knowledge and the correlation between source and target tasks. To overcome these limitations, we propose PEMT, a novel parameter-efficient fine-tuning framework based on multi-task transfer learning. PEMT extends the mixture-of-experts (MoE) framework to capture the transferable knowledge as a weighted combination of adapters trained on source tasks. These weights are determined by a gated unit, measuring the correlation between the target and each source task using task description prompt vectors. To fully exploit the task-specific knowledge, we also propose the Task Sparsity Loss to improve the sparsity of the gated unit. We conduct experiments on a broad range of tasks over 17 datasets. The experimental results demonstrate our PEMT yields stable improvements over full fine-tuning, and state-of-the-art PEFT and knowledge transferring methods on various tasks. The results highlight the effectiveness of our method which is capable of sufficiently exploiting the knowledge and correlation features across multiple tasks.

cs.CL↗

arXiv2024

Identifiability Matters: Revealing the Hidden Recoverable Condition in Unbiased Learning to Rank

Unbiased Learning to Rank (ULTR) aims to train unbiased ranking models from biased click logs, by explicitly modeling a generation process for user behavior and fitting click data based on examination hypothesis. Previous research found empirically that the true latent relevance is mostly recoverable through click fitting. However, we demonstrate that this is not always achievable, resulting in a significant reduction in ranking performance. This research investigates the conditions under which relevance can be recovered from click data in the first principle. We initially characterize a ranking model as identifiable if it can recover the true relevance up to a scaling transformation, a criterion sufficient for the pairwise ranking objective. Subsequently, we investigate an equivalent condition for identifiability, articulated as a graph connectivity test problem: the recovery of relevance is feasible if and only if the identifiability graph (IG), derived from the underlying structure of the dataset, is connected. The presence of a disconnected IG may lead to degenerate cases and suboptimal ranking performance. To tackle this challenge, we introduce two methods, namely node intervention and node merging, designed to modify the dataset and restore the connectivity of the IG. Empirical results derived from a simulated dataset and two real-world LTR benchmark datasets not only validate our proposed theory but also demonstrate the effectiveness of our methods in alleviating data bias when the relevance model is unidentifiable.

cs.IR↗

arXiv2024

Unified Training of Universal Time Series Forecasting Transformers

Deep learning for time series forecasting has traditionally operated within a one-model-per-dataset framework, limiting its potential to leverage the game-changing impact of large pre-trained models. The concept of universal forecasting, emerging from pre-training on a vast collection of time series datasets, envisions a single Large Time Series Model capable of addressing diverse downstream forecasting tasks. However, constructing such a model poses unique challenges specific to time series data: i) cross-frequency learning, ii) accommodating an arbitrary number of variates for multivariate time series, and iii) addressing the varying distributional properties inherent in large-scale data. To address these challenges, we present novel enhancements to the conventional time series Transformer architecture, resulting in our proposed Masked Encoder-based Universal Time Series Forecasting Transformer (Moirai). Trained on our newly introduced Large-scale Open Time Series Archive (LOTSA) featuring over 27B observations across nine domains, Moirai achieves competitive or superior performance as a zero-shot forecaster when compared to full-shot models. Code, data, and model weights can be found at https://github.com/SalesforceAIResearch/uni2ts.

cs.LG↗

arXiv2024

MTSA-SNN: A Multi-modal Time Series Analysis Model Based on Spiking Neural Network

Time series analysis and modelling constitute a crucial research area. Traditional artificial neural networks struggle with complex, non-stationary time series data due to high computational complexity, limited ability to capture temporal information, and difficulty in handling event-driven data. To address these challenges, we propose a Multi-modal Time Series Analysis Model Based on Spiking Neural Network (MTSA-SNN). The Pulse Encoder unifies the encoding of temporal images and sequential information in a common pulse-based representation. The Joint Learning Module employs a joint learning function and weight allocation mechanism to fuse information from multi-modal pulse signals complementary. Additionally, we incorporate wavelet transform operations to enhance the model's ability to analyze and evaluate temporal information. Experimental results demonstrate that our method achieved superior performance on three complex time-series tasks. This work provides an effective event-driven approach to overcome the challenges associated with analyzing intricate temporal information. Access to the source code is available at https://github.com/Chenngzz/MTSA-SNN}{https://github.com/Chenngzz/MTSA-SNN

cs.CV↗

arXiv2024

CompeteSMoE -- Effective Training of Sparse Mixture of Experts via Competition

Sparse mixture of experts (SMoE) offers an appealing solution to scale up the model complexity beyond the mean of increasing the network's depth or width. However, effective training of SMoE has proven to be challenging due to the representation collapse issue, which causes parameter redundancy and limited representation potentials. In this work, we propose a competition mechanism to address this fundamental challenge of representation collapse. By routing inputs only to experts with the highest neural response, we show that, under mild assumptions, competition enjoys the same convergence rate as the optimal estimator. We further propose CompeteSMoE, an effective and efficient algorithm to train large language models by deploying a simple router that predicts the competition outcomes. Consequently, CompeteSMoE enjoys strong performance gains from the competition routing policy while having low computation overheads. Our extensive empirical evaluations on two transformer architectures and a wide range of tasks demonstrate the efficacy, robustness, and scalability of CompeteSMoE compared to state-of-the-art SMoE strategies.

cs.LG↗

arXiv2024

Advancing Graph Representation Learning with Large Language Models: A Comprehensive Survey of Techniques

The integration of Large Language Models (LLMs) with Graph Representation Learning (GRL) marks a significant evolution in analyzing complex data structures. This collaboration harnesses the sophisticated linguistic capabilities of LLMs to improve the contextual understanding and adaptability of graph models, thereby broadening the scope and potential of GRL. Despite a growing body of research dedicated to integrating LLMs into the graph domain, a comprehensive review that deeply analyzes the core components and operations within these models is notably lacking. Our survey fills this gap by proposing a novel taxonomy that breaks down these models into primary components and operation techniques from a novel technical perspective. We further dissect recent literature into two primary components including knowledge extractors and organizers, and two operation techniques including integration and training stratigies, shedding light on effective model design and training strategies. Additionally, we identify and explore potential future research avenues in this nascent yet underexplored field, proposing paths for continued progress.

cs.LG↗

arXiv2023

ULTRA-DP: Unifying Graph Pre-training with Multi-task Graph Dual Prompt

Recent research has demonstrated the efficacy of pre-training graph neural networks (GNNs) to capture the transferable graph semantics and enhance the performance of various downstream tasks. However, the semantic knowledge learned from pretext tasks might be unrelated to the downstream task, leading to a semantic gap that limits the application of graph pre-training. To reduce this gap, traditional approaches propose hybrid pre-training to combine various pretext tasks together in a multi-task learning fashion and learn multi-grained knowledge, which, however, cannot distinguish tasks and results in some transferable task-specific knowledge distortion by each other. Moreover, most GNNs cannot distinguish nodes located in different parts of the graph, making them fail to learn position-specific knowledge and lead to suboptimal performance. In this work, inspired by the prompt-based tuning in natural language processing, we propose a unified framework for graph hybrid pre-training which injects the task identification and position identification into GNNs through a prompt mechanism, namely multi-task graph dual prompt (ULTRA-DP). Based on this framework, we propose a prompt-based transferability test to find the most relevant pretext task in order to reduce the semantic gap. To implement the hybrid pre-training tasks, beyond the classical edge prediction task (node-node level), we further propose a novel pre-training paradigm based on a group of $k$-nearest neighbors (node-group level). The combination of them across different scales is able to comprehensively express more structural semantics and derive richer multi-grained knowledge. Extensive experiments show that our proposed ULTRA-DP can significantly enhance the performance of hybrid pre-training methods and show the generalizability to other pre-training tasks and backbone architectures.

cs.LG↗