arXiv subjects

Yuriy Nevmyvaka

Publications and source records attributed to Yuriy Nevmyvaka.

At least 37 records · Page 2Linked to original sources

arXiv2025

Speculative Sampling for Parametric Temporal Point Processes

Temporal point processes are powerful generative models for event sequences that capture complex dependencies in time-series data. They are commonly specified using autoregressive models that learn the distribution of the next event from the previous events. This makes sampling inherently sequential, limiting efficiency. In this paper, we propose a novel algorithm based on rejection sampling that enables exact sampling of multiple future values from existing TPP models, in parallel, and without requiring any architectural changes or retraining. Besides theoretical guarantees, our method demonstrates empirical speedups on real-world datasets, bridging the gap between expressive modeling and efficient parallel generation for large-scale TPP applications.

cs.LG↗

arXiv2025

Towards Interpretable and Trustworthy Time Series Reasoning: A BlueSky Vision

Time series reasoning is emerging as the next frontier in temporal analysis, aiming to move beyond pattern recognition towards explicit, interpretable, and trustworthy inference. This paper presents a BlueSky vision built on two complementary directions. One builds robust foundations for time series reasoning, centered on comprehensive temporal understanding, structured multi-step reasoning, and faithful evaluation frameworks. The other advances system-level reasoning, moving beyond language-only explanations by incorporating multi-agent collaboration, multi-modal context, and retrieval-augmented approaches. Together, these directions outline a flexible and extensible framework for advancing time series reasoning, aiming to deliver interpretable and trustworthy temporal intelligence across diverse domains.

cs.LG↗

arXiv2025

Understanding the Mixture-of-Experts with Nadaraya-Watson Kernel

Mixture-of-Experts (MoE) has become a cornerstone in recent state-of-the-art large language models (LLMs). Traditionally, MoE relies on $\mathrm{Softmax}$ as the router score function to aggregate expert output, a designed choice that has persisted from the earliest MoE models to modern LLMs, and is now widely regarded as standard practice. However, the necessity of using $\mathrm{Softmax}$ to project router weights into a probability simplex remains an unchallenged assumption rather than a principled design choice. In this work, we first revisit the classical Nadaraya-Watson regression and observe that MoE shares the same mathematical formulation as Nadaraya-Watson regression. Furthermore, we show that both feed-forward neural network (FFN) and MoE can be interpreted as a special case of Nadaraya-Watson regression, where the kernel function corresponds to the input neurons of the output layer. Motivated by these insights, we propose the \textbf{zero-additional-cost} Kernel Inspired Router with Normalization (KERN), an FFN-style router function, as an alternative to $\mathrm{Softmax}$. We demonstrate that this router generalizes both $\mathrm{Sigmoid}$- and $\mathrm{Softmax}$-based routers. \textbf{Based on empirical observations and established practices in FFN implementation, we recommend the use of $\mathrm{ReLU}$ activation and $\ell_2$-normalization in $\mathrm{KERN}$ router function.} Comprehensive experiments in MoE and LLM validate the effectiveness of the proposed FFN-style router function \methodNorm.

cs.CL↗

arXiv2025

Chart-RVR: Reinforcement Learning with Verifiable Rewards for Explainable Chart Reasoning

The capabilities of Large Vision-Language Models (LVLMs) have reached state-of-the-art on many visual reasoning tasks, including chart reasoning, yet they still falter on out-of-distribution (OOD) data, and degrade further when asked to produce their chain-of-thought (CoT) rationales, limiting explainability. We present Chart-RVR, a general framework that fine-tunes LVLMs to be more robust and explainable for chart reasoning by coupling Group Relative Policy Optimization (GRPO) with automatically verifiable rewards. Our framework comprises of three rewards that maximize: (i) correct chart-type classification, (ii) faithful chart table reconstruction, and (iii) process conformity. Applied to 3-billion-parameter LVLMs, Chart-RVR consistently outperforms standard supervised fine-tuning (SFT) on both in-distribution and out-of-distribution datasets, closing the OOD performance gap while improving rationale fidelity. The resulting models, the Chart-RVR-3B series, achieve state-of-the-art results on six chart-reasoning benchmarks spanning in-domain and OOD settings, surpassing all existing models of comparable size. Beyond accuracy, Chart-RVR yields more interpretable CoT rationales, strengthening trust and reliability - showcasing the power of verifiable rewards with GRPO for training reliable, interpretable chart-reasoning models.

cs.CV↗

arXiv2025

Technical Report: Full-Stack Fine-Tuning for the Q Programming Language

Even though large language models are becoming increasingly capable, it is still unreasonable to expect them to excel at tasks that are under-represented on the Internet. Leveraging LLMs for specialized applications, particularly in niche programming languages and private domains, remains challenging and largely unsolved. In this work, we address this gap by presenting a comprehensive, open-source approach for adapting LLMs to the Q programming language, a popular tool in quantitative finance that is much less present on the Internet compared to Python, C, Java, and other ``mainstream" languages and is therefore not a strong suit of general-purpose AI models. We introduce a new Leetcode style evaluation dataset for Q, benchmark major frontier models on the dataset, then do pretraining, supervised fine tuning, and reinforcement learning to train a suite of reasoning and non-reasoning models based on the Qwen-2.5 series, spanning five parameter sizes (1.5B, 3B, 7B, 14B, 32B). Our best model achieves a pass@1 accuracy of 59 percent on our Q benchmark, surpassing the best-performing frontier model, Claude Opus-4 by 29.5 percent. Additionally, all models, even our 1.5B model, outperform GPT-4.1 on this task. In addition to releasing models, code, and data, we provide a detailed blueprint for dataset construction, model pretraining, supervised fine-tuning, and reinforcement learning. Our methodology is broadly applicable, and we discuss how these techniques can be extended to other tasks, including those where evaluation may rely on soft or subjective signals.

cs.LG↗

arXiv2025

Privacy Amplification by Structured Subsampling for Deep Differentially Private Time Series Forecasting

Many forms of sensitive data, such as web traffic, mobility data, or hospital occupancy, are inherently sequential. The standard method for training machine learning models while ensuring privacy for units of sensitive information, such as individual hospital visits, is differentially private stochastic gradient descent (DP-SGD). However, we observe in this work that the formal guarantees of DP-SGD are incompatible with time series specific tasks like forecasting, since they rely on the privacy amplification attained by training on small, unstructured batches sampled from an unstructured dataset. In contrast, batches for forecasting are generated by (1) sampling sequentially structured time series from a dataset, (2) sampling contiguous subsequences from these series, and (3) partitioning them into context and ground-truth forecast windows. We theoretically analyze the privacy amplification attained by this structured subsampling to enable the training of forecasting models with sound and tight event- and user-level privacy guarantees. Towards more private models, we additionally prove how data augmentation amplifies privacy in self-supervised training of sequence models. Our empirical evaluation demonstrates that amplification by structured subsampling enables the training of forecasting models with strong formal privacy guarantees.

cs.LG↗

arXiv2025

Breaking the $n^{1.5}$ Additive Error Barrier for Private and Efficient Graph Sparsification via Private Expander Decomposition

We study differentially private algorithms for graph cut sparsification, a fundamental problem in algorithms, privacy, and machine learning. While significant progress has been made, the best-known private and efficient cut sparsifiers on $n$-node graphs approximate each cut within $\widetilde{O}(n^{1.5})$ additive error and $1+γ$ multiplicative error for any $γ> 0$ [Gupta, Roth, Ullman TCC'12]. In contrast, "inefficient" algorithms, i.e., those requiring exponential time, can achieve an $\widetilde{O}(n)$ additive error and $1+γ$ multiplicative error [Eli{á}{š}, Kapralov, Kulkarni, Lee SODA'20]. In this work, we break the $n^{1.5}$ additive error barrier for private and efficient cut sparsification. We present an $(\varepsilon,δ)$-DP polynomial time algorithm that, given a non-negative weighted graph, outputs a private synthetic graph approximating all cuts with multiplicative error $1+γ$ and additive error $n^{1.25 + o(1)}$ (ignoring dependencies on $\varepsilon, δ, γ$). At the heart of our approach lies a private algorithm for expander decomposition, a popular and powerful technique in (non-private) graph algorithms.

cs.DS↗

arXiv2025

Spectra 1.1: Scaling Laws and Efficient Inference for Ternary Language Models

Large language models (LLMs) are increasingly used across research and industry applications, yet their inference efficiency remains a significant challenge. As the computational power of modern GPU architectures continuously improves, their memory bandwidth and capacity have not scaled proportionally, creating a critical bottleneck during inference. To address this, we investigate ternary language models (TriLMs) that employ quantization-aware training to significantly reduce memory requirements. We first analyze the scalability of TriLMs by conducting a scaling law analysis, revealing that TriLMs benefit more from increasing training data than from scaling model parameters. Based on this observation, we introduce Spectra-1.1, an open suite of TriLMs trained on up to 1.2 trillion tokens, demonstrating sustained performance gains at scale. Furthermore, to improve inference efficiency, we propose novel 2-bit and 1.6-bit packing schemes for ternary weights, which demonstrate accelerated inference across various CPU architectures. Also, building on the 2-bit packing, we develop a GPU kernel called TriRun that accelerates end-to-end model inference by up to 5 times compared to floating-point baselines. To encourage further exploration and development of TriLMs, we will release the Spectra-1.1 suite and TriRun inference kernels. Overall, our work lays the foundation for building and deploying efficient LLMs, providing a valuable resource for the research community.

cs.LG↗

arXiv2025

Random Initialization Can't Catch Up: The Advantage of Language Model Transfer for Time Series Forecasting

Recent works have demonstrated the effectiveness of adapting pre-trained language models (LMs) for forecasting time series in the low-data regime. We build upon these findings by analyzing the effective transfer from language models to time series forecasting under various design choices including upstream post-training, time series tokenizer and language backbone size. In the low-data regime, these design choices have a significant impact on the validation loss, with clear-cut choices that outperform others. Contrary to Hernandez et al. (2021), we observe that the validation loss of the LMs continues to smoothly decrease long after the validation loss of the randomly initialized models has converged, leading to a non-vanishing transfer gap that holds across design choices. These findings not only help shed light on the effective use of compute-efficient training for time series, but also open the way for the study of modality-agnostic properties of data distributions leveraged by these models.

cs.CL↗

arXiv2025

Variational Schrödinger Diffusion Models

Schrödinger bridge (SB) has emerged as the go-to method for optimizing transportation plans in diffusion models. However, SB requires estimating the intractable forward score functions, inevitably resulting in the costly implicit training loss based on simulated trajectories. To improve the scalability while preserving efficient transportation plans, we leverage variational inference to linearize the forward score functions (variational scores) of SB and restore simulation-free properties in training backward scores. We propose the variational Schrödinger diffusion model (VSDM), where the forward process is a multivariate diffusion and the variational scores are adaptively optimized for efficient transport. Theoretically, we use stochastic approximation to prove the convergence of the variational scores and show the convergence of the adaptively generated samples based on the optimal variational scores. Empirically, we test the algorithm in simulated examples and observe that VSDM is efficient in generations of anisotropic shapes and yields straighter sample trajectories compared to the single-variate diffusion. We also verify the scalability of the algorithm in real-world data and achieve competitive unconditional generation performance in CIFAR10 and conditional generation in time series modeling. Notably, VSDM no longer depends on warm-up initializations and has become tuning-friendly in training large-scale experiments.

cs.LG↗

arXiv2025

Multi-modal Time Series Analysis: A Tutorial and Survey

Multi-modal time series analysis has recently emerged as a prominent research area in data mining, driven by the increasing availability of diverse data modalities, such as text, images, and structured tabular data from real-world sources. However, effective analysis of multi-modal time series is hindered by data heterogeneity, modality gap, misalignment, and inherent noise. Recent advancements in multi-modal time series methods have exploited the multi-modal context via cross-modal interactions based on deep learning methods, significantly enhancing various downstream tasks. In this tutorial and survey, we present a systematic and up-to-date overview of multi-modal time series datasets and methods. We first state the existing challenges of multi-modal time series analysis and our motivations, with a brief introduction of preliminaries. Then, we summarize the general pipeline and categorize existing methods through a unified cross-modal interaction framework encompassing fusion, alignment, and transference at different levels (\textit{i.e.}, input, intermediate, output), where key concepts and ideas are highlighted. We also discuss the real-world applications of multi-modal analysis for both standard and spatial time series, tailored to general and specific domains. Finally, we discuss future research directions to help practitioners explore and exploit multi-modal time series. The up-to-date resources are provided in the GitHub repository: https://github.com/UConn-DSIS/Multi-modal-Time-Series-Analysis

cs.LG↗

arXiv2025

Variational Schrödinger Momentum Diffusion

The momentum Schrödinger Bridge (mSB) has emerged as a leading method for accelerating generative diffusion processes and reducing transport costs. However, the lack of simulation-free properties inevitably results in high training costs and affects scalability. To obtain a trade-off between transport properties and scalability, we introduce variational Schrödinger momentum diffusion (VSMD), which employs linearized forward score functions (variational scores) to eliminate the dependence on simulated forward trajectories. Our approach leverages a multivariate diffusion process with adaptively transport-optimized variational scores. Additionally, we apply a critical-damping transform to stabilize training by removing the need for score estimations for both velocity and samples. Theoretically, we prove the convergence of samples generated with optimal variational scores and momentum diffusion. Empirical results demonstrate that VSMD efficiently generates anisotropic shapes while maintaining transport efficacy, outperforming overdamped alternatives, and avoiding complex denoising processes. Our approach also scales effectively to real-world data, achieving competitive results in time series and image generation.

stat.ML↗

arXiv2025

Reweighting Improves Conditional Risk Bounds

In this work, we study the weighted empirical risk minimization (weighted ERM) schema, in which an additional data-dependent weight function is incorporated when the empirical risk function is being minimized. We show that under a general ``balanceable" Bernstein condition, one can design a weighted ERM estimator to achieve superior performance in certain sub-regions over the one obtained from standard ERM, and the superiority manifests itself through a data-dependent constant term in the error bound. These sub-regions correspond to large-margin ones in classification settings and low-variance ones in heteroscedastic regression settings, respectively. Our findings are supported by evidence from synthetic data experiments.

cs.LG↗

arXiv2024

Differentially Private Gomory-Hu Trees

Given an undirected, weighted $n$-vertex graph $G = (V, E, w)$, a Gomory-Hu tree $T$ is a weighted tree on $V$ such that for any pair of distinct vertices $s, t \in V$, the Min-$s$-$t$-Cut on $T$ is also a Min-$s$-$t$-Cut on $G$. Computing a Gomory-Hu tree is a well-studied problem in graph algorithms and has received considerable attention. In particular, a long line of work recently culminated in constructing a Gomory-Hu tree in almost linear time [Abboud, Li, Panigrahi and Saranurak, FOCS 2023]. We design a differentially private (DP) algorithm that computes an approximate Gomory-Hu tree. Our algorithm is $\varepsilon$-DP, runs in polynomial time, and can be used to compute $s$-$t$ cuts that are $\tilde{O}(n/\varepsilon)$-additive approximations of the Min-$s$-$t$-Cuts in $G$ for all distinct $s, t \in V$ with high probability. Our error bound is essentially optimal, as [Dalirrooyfard, Mitrović and Nevmyvaka, NeurIPS 2023] showed that privately outputting a single Min-$s$-$t$-Cut requires $Ω(n)$ additive error even with $(1, 0.1)$-DP and allowing for a multiplicative error term. Prior to our work, the best additive error bounds for approximate all-pairs Min-$s$-$t$-Cuts were $O(n^{3/2}/\varepsilon)$ for $\varepsilon$-DP [Gupta, Roth and Ullman, TCC 2012] and $O(\sqrt{mn} \cdot \text{polylog}(n/δ) / \varepsilon)$ for $(\varepsilon, δ)$-DP [Liu, Upadhyay and Zou, SODA 2024], both of which are implied by differential private algorithms that preserve all cuts in the graph. An important technical ingredient of our main result is an $\varepsilon$-DP algorithm for computing minimum Isolating Cuts with $\tilde{O}(n / \varepsilon)$ additive error, which may be of independent interest.

cs.DS↗

arXiv2024

$\textbf{S}^2$IP-LLM: Semantic Space Informed Prompt Learning with LLM for Time Series Forecasting

Recently, there has been a growing interest in leveraging pre-trained large language models (LLMs) for various time series applications. However, the semantic space of LLMs, established through the pre-training, is still underexplored and may help yield more distinctive and informative representations to facilitate time series forecasting. To this end, we propose Semantic Space Informed Prompt learning with LLM ($S^2$IP-LLM) to align the pre-trained semantic space with time series embeddings space and perform time series forecasting based on learned prompts from the joint space. We first design a tokenization module tailored for cross-modality alignment, which explicitly concatenates patches of decomposed time series components to create embeddings that effectively encode the temporal dynamics. Next, we leverage the pre-trained word token embeddings to derive semantic anchors and align selected anchors with time series embeddings by maximizing the cosine similarity in the joint space. This way, $S^2$IP-LLM can retrieve relevant semantic anchors as prompts to provide strong indicators (context) for time series that exhibit different temporal dynamics. With thorough empirical studies on multiple benchmark datasets, we demonstrate that the proposed $S^2$IP-LLM can achieve superior forecasting performance over state-of-the-art baselines. Furthermore, our ablation studies and visualizations verify the necessity of prompt learning informed by semantic space.

cs.LG↗

arXiv2024

Deep Generative Sampling in the Dual Divergence Space: A Data-efficient & Interpretative Approach for Generative AI

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images. However, the statistical challenge lies in the small sample size, sometimes consisting of a few hundred subjects. This issue is especially problematic for deep generative models that follow the conventional approach of generating samples from a canonical distribution and then decoding or denoising them to match the true data distribution. In contrast, our method is grounded in information theory and aims to implicitly characterize the distribution of images, particularly the (global and local) dependency structure between pixels. We achieve this by empirically estimating its KL-divergence in the dual form with respect to the respective marginal distribution. This enables us to perform generative sampling directly in the optimized 1-D dual divergence space. Specifically, in the dual space, training samples representing the data distribution are embedded in the form of various clusters between two end points. In theory, any sample embedded between those two end points is in-distribution w.r.t. the data distribution. Our key idea for generating novel samples of images is to interpolate between the clusters via a walk as per gradients of the dual function w.r.t. the data dimensions. In addition to the data efficiency gained from direct sampling, we propose an algorithm that offers a significant reduction in sample complexity for estimating the divergence of the data distribution with respect to the marginal distribution. We provide strong theoretical guarantees along with an extensive empirical evaluation using many real-world datasets from diverse domains, establishing the superiority of our approach w.r.t. state-of-the-art deep learning methods.

cs.LG↗

arXiv2024

Graph Partitioning With Limited Moves

In many real world networks, there already exists a (not necessarily optimal) $k$-partitioning of the network. Oftentimes, one aims to find a $k$-partitioning with a smaller cut value for such networks by moving only a few nodes across partitions. The number of nodes that can be moved across partitions is often a constraint forced by budgetary limitations. Motivated by such real-world applications, we introduce and study the $r$-move $k$-partitioning~problem, a natural variant of the Multiway cut problem. Given a graph, a set of $k$ terminals and an initial partitioning of the graph, the $r$-move $k$-partitioning~problem aims to find a $k$-partitioning with the minimum-weighted cut among all the $k$-partitionings that can be obtained by moving at most $r$ non-terminal nodes to partitions different from their initial ones. Our main result is a polynomial time $3(r+1)$ approximation algorithm for this problem. We further show that this problem is $W[1]$-hard, and give an FPTAS for when $r$ is a small constant.

cs.DS↗

arXiv2024

Structural Knowledge Informed Continual Multivariate Time Series Forecasting

Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling variable dependencies remains underexplored when MTS is continuously accumulated under different regimes (stages). Due to the potential distribution and dependency disparities, the underlying model may encounter the catastrophic forgetting problem, i.e., it is challenging to memorize and infer different types of variable dependencies across different regimes while maintaining forecasting performance. To address this issue, we propose a novel Structural Knowledge Informed Continual Learning (SKI-CL) framework to perform MTS forecasting within a continual learning paradigm, which leverages structural knowledge to steer the forecasting model toward identifying and adapting to different regimes, and selects representative MTS samples from each regime for memory replay. Specifically, we develop a forecasting model based on graph structure learning, where a consistency regularization scheme is imposed between the learned variable dependencies and the structural knowledge while optimizing the forecasting objective over the MTS data. As such, MTS representations learned in each regime are associated with distinct structural knowledge, which helps the model memorize a variety of conceivable scenarios and results in accurate forecasts in the continual learning context. Meanwhile, we develop a representation-matching memory replay scheme that maximizes the temporal coverage of MTS data to efficiently preserve the underlying temporal dynamics and dependency structures of each regime. Thorough empirical studies on synthetic and real-world benchmarks validate SKI-CL's efficacy and advantages over the state-of-the-art for continual MTS forecasting tasks.

cs.LG↗