arXiv subjects

Wenpeng Wei

Publications and source records attributed to Wenpeng Wei.

5 recordsLinked to original sources

arXiv2026

CITRAS-FM: Tiny Time Series Foundation Model for Covariate-Informed Zero-Shot Forecasting

Pretrained time series foundation models (TSFMs) have enabled zero-shot forecasting on unseen target series. However, existing TSFMs often incur high computational cost and provide limited support for diverse variable types, often failing to account for covariates that exogenously influence target variability. To address these challenges, we propose CITRAS-FM, a tiny 7M-parameter TSFM that supports univariate, multivariate, and covariate-informed zero-shot forecasting with real-time CPU inference. Built on a patch-based, decoder-only Transformer, CITRAS-FM introduces Shifted Attention into the cross-variate module to effectively exploit known covariates accessible throughout the forecast horizon. Moreover, to enable covariate-aware pretraining despite the scarcity of covariate-rich corpora, we propose CovSynth, which synthesizes realistic covariates from decomposed components of target series. Experiments on fev-bench, spanning 100 tasks across various settings, demonstrate that CITRAS-FM achieves state-of-the-art zero-shot accuracy among sub-10M TSFMs while delivering sub-0.1-second CPU inference, offering a strong balance between forecasting accuracy and real-time deployability.

cs.LG↗

arXiv2026

CITRAS: Covariate-Informed Transformer for Time Series Forecasting

In time series forecasting, covariates represent external factors that influence target variables. Some covariates are observable only in the past (observed covariates, such as recorded weather data), while others are known in advance (known covariates, such as calendar events or discount schedules). Although covariates have the potential to enhance forecasting performance, most deep learning-based forecasting models struggle to address the length discrepancy between variables caused by the future portion of known covariates and fail to leverage them flexibly. Moreover, capturing dependencies between target variables and covariates is non-trivial, as models must accurately reflect the local impact of covariates while simultaneously modeling global cross-variate dependencies. To address these challenges, we propose CITRAS, a decoder-only Transformer that flexibly integrates multiple target variables, observed covariates, and known covariates. While preserving strong autoregressive modeling capabilities, CITRAS introduces two novel mechanisms within patch-wise cross-variate attention: Key-Value (KV) Shift and Attention Score Smoothing. KV Shift seamlessly incorporates the future portion of known covariates into the forecasting process by aligning them with target variables based on their concurrent dependencies. Attention Score Smoothing refines locally accurate patch-wise cross-variate dependencies into global variate-level dependencies by smoothing the historical attention scores. Experimentally, CITRAS demonstrates strong performance across a wide range of real-world datasets in both covariate-informed and multivariate settings, showcasing its versatile ability to leverage cross-variate and cross-time dependencies for improved forecasting accuracy.

cs.LG↗

arXiv2022

Sample-efficient Model Predictive Control Design of Soft Robotics by Bayesian Optimization

This paper presents a sample-efficient data-driven method to design model predictive control (MPC) for cable-actuated soft robotics using Bayesian optimization. Instead of modeling the complex dynamics of the soft robots, the proposed approach uses Bayesian optimization to search the best-guessed low-dimensional prediction model and its associated controller to minimize the objective function of closed-loop responses. The prediction model is updated by Bayesian optimization from the closed-loop input-output data in each iteration. A linear MPC is then designed based on the updated prediction model, and evaluated based on the closed-loop responses. Different from directly searching controller parameters, the closed-loop system stability, and inputs/outputs constraints can be easily handled in the MPC design. After a few iterations, a convergent solution of a (sub-)optimal controller can be obtained, which minimizes the user-defined closed-loop performance index. The proposed method is simulated and validated by a high-fidelity simulation of a cable-actuated soft robot. The simulation results demonstrate that the proposed approach can achieve desired tracking controller for the soft robot without a prior-known model.

cs.RO↗

arXiv2020

Cycle-Contrast for Self-Supervised Video Representation Learning

We present Cycle-Contrastive Learning (CCL), a novel self-supervised method for learning video representation. Following a nature that there is a belong and inclusion relation of video and its frames, CCL is designed to find correspondences across frames and videos considering the contrastive representation in their domains respectively. It is different from recent approaches that merely learn correspondences across frames or clips. In our method, the frame and video representations are learned from a single network based on an R3D architecture, with a shared non-linear transformation for embedding both frame and video features before the cycle-contrastive loss. We demonstrate that the video representation learned by CCL can be transferred well to downstream tasks of video understanding, outperforming previous methods in nearest neighbour retrieval and action recognition tasks on UCF101, HMDB51 and MMAct.

cs.CV↗

arXiv2020

DeepCO: Offline Combinatorial Optimization Framework Utilizing Deep Learning

Combinatorial optimization serves as an essential part in many modern industrial applications. A great number of the problems are offline setting due to safety and/or cost issues. While simulation-based approaches appear difficult to realise for complicated systems, in this research, we propose DeepCO, an offline combinatorial optimization framework utilizing deep learning. We also design an offline variation of Travelling Salesman Problem (TSP) to model warehouse operation sequence optimization problem for evaluation. With only limited historical data, novel proposed distribution regularized optimization method outperforms existing baseline method in offline TSP experiment reducing route length by 5.7% averagely and shows great potential in real world problems.

cs.LG↗