LONG-TERM SERIES FORECASTING WITH QUERYSELECTOR – EFFICIENT MODEL OF SPARSEATTENTION

Overview

Query Selector

Here you can find code and data loaders for the paper https://arxiv.org/pdf/2107.08687v1.pdf . Query Selector is a novel approach to sparse attention Transformer algorithm that is especially suitable for long term time series forecasting

Depencency

Python            3.7.9
deepspeed         0.4.0
numpy             1.20.3
pandas            1.2.4
scipy             1.6.3
tensorboardX      1.8
torch             1.7.1
torchaudio        0.7.2
torchvision       0.8.2
tqdm              4.61.0

Results on ETT dataset

Univariate

Data Prediction len Informer MSE Informer MAE Trans former MSE Trans former MAE Query Selector MSE Query Selector MAE MSE ratio
ETTh1 24 0.0980 0.2470 0.0548 0.1830 0.0436 0.1616 0.445
ETTh1 48 0.1580 0.3190 0.0740 0.2144 0.0721 0.2118 0.456
ETTh1 168 0.1830 0.3460 0.1049 0.2539 0.0935 0.2371 0.511
ETTh1 336 0.2220 0.3870 0.1541 0.3201 0.1267 0.2844 0.571
ETTh1 720 0.2690 0.4350 0.2501 0.4213 0.2136 0.3730 0.794
ETTh2 24 0.0930 0.2400 0.0999 0.2479 0.0843 0.2239 0.906
ETTh2 48 0.1550 0.3140 0.1218 0.2763 0.1117 0.2622 0.721
ETTh2 168 0.2320 0.3890 0.1974 0.3547 0.1753 0.3322 0.756
ETTh2 336 0.2630 0.4170 0.2191 0.3805 0.2088 0.3710 0.794
ETTh2 720 0.2770 0.4310 0.2853 0.4340 0.2585 0.4130 0.933
ETTm1 24 0.0300 0.1370 0.0143 0.0894 0.0139 0.0870 0.463
ETTm1 48 0.0690 0.2030 0.0328 0.1388 0.0342 0.1408 0.475
ETTm1 96 0.1940 0.2030 0.0695 0.2085 0.0702 0.2100 0.358
ETTm1 288 0.4010 0.5540 0.1316 0.2948 0.1548 0.3240 0.328
ETTm1 672 0.5120 0.6440 0.1728 0.3437 0.1735 0.3427 0.338

Multivariate

Data Prediction len Informer MSE Informer MAE Trans former MSE Trans former MAE Query Selector MSE Query Selector MAE MSE ratio
ETTh1 24 0.5770 0.5490 0.4496 0.4788 0.4226 0.4627 0.732
ETTh1 48 0.6850 0.6250 0.4668 0.4968 0.4581 0.4878 0.669
ETTh1 168 0.9310 0.7520 0.7146 0.6325 0.6835 0.6088 0.734
ETTh1 336 1.1280 0.8730 0.8321 0.7041 0.8503 0.7039 0.738
ETTh1 720 1.2150 0.8960 1.1080 0.8399 1.1150 0.8428 0.912
ETTh2 24 0.7200 0.6650 0.4237 0.5013 0.4124 0.4864 0.573
ETTh2 48 1.4570 1.0010 1.5220 0.9488 1.4074 0.9317 0.966
ETTh2 168 3.4890 1.5150 1.6225 0.9726 1.7385 1.0125 0.465
ETTh2 336 2.7230 1.3400 2.6617 1.2189 2.3168 1.1859 0.851
ETTh2 720 3.4670 1.4730 3.1805 1.3668 3.0664 1.3084 0.884
ETTm1 24 0.3230 0.3690 0.3150 0.3886 0.3351 0.3875 0.975
ETTm1 48 0.4940 0.5030 0.4454 0.4620 0.4726 0.4702 0.902
ETTm1 96 0.6780 0.6140 0.4641 0.4823 0.4543 0.4831 0.670
ETTm1 288 1.0560 0.7860 0.6814 0.6312 0.6185 0.5991 0.586
ETTm1 672 1.1920 0.9260 1.1365 0.8572 1.1273 0.8412 0.946

State Of Art

PWC

PWC

PWC

PWC

PWC

PWC

PWC

PWC

PWC

PWC

Citation

@misc{klimek2021longterm,
      title={Long-term series forecasting with Query Selector -- efficient model of sparse attention}, 
      author={Jacek Klimek and Jakub Klimek and Witold Kraskiewicz and Mateusz Topolewski},
      year={2021},
      eprint={2107.08687},
      archivePrefix={arXiv},
      primaryClass={cs.LG}
}

Contact

If you have any questions please contact us by email - [email protected]

Owner
MORAI
MORAI
SegNet-Basic with Keras

SegNet-Basic: What is Segnet? Deep Convolutional Encoder-Decoder Architecture for Semantic Pixel-wise Image Segmentation Segnet = (Encoder + Decoder)

Yad Konrad 81 Jun 30, 2022
This is an implementation of Googles Yogi-Optimizer in Keras (tf.keras)

Yogi-Optimizer_Keras This is an implementation of Googles Yogi-Optimizer in Keras (tf.keras) The NeurIPS-Paper can be found here: http://papers.nips.c

14 Sep 13, 2022
YOLO5Face: Why Reinventing a Face Detector (https://arxiv.org/abs/2105.12931)

Introduction Yolov5-face is a real-time,high accuracy face detection. Performance Single Scale Inference on VGA resolution(max side is equal to 640 an

DeepCam Shenzhen 1.4k Jan 07, 2023
Deep Multi-Magnification Network for multi-class tissue segmentation of whole slide images

Deep Multi-Magnification Network This repository provides training and inference codes for Deep Multi-Magnification Network published here. Deep Multi

Computational Pathology 12 Aug 06, 2022
Generative Adversarial Networks for High Energy Physics extended to a multi-layer calorimeter simulation

CaloGAN Simulating 3D High Energy Particle Showers in Multi-Layer Electromagnetic Calorimeters with Generative Adversarial Networks. This repository c

Deep Learning for HEP 101 Nov 13, 2022
Simple, but essential Bayesian optimization package

BayesO: A Bayesian optimization framework in Python Simple, but essential Bayesian optimization package. http://bayeso.org Online documentation Instal

Jungtaek Kim 74 Dec 05, 2022
Husein pet projects in here!

project-suka-suka Husein pet projects in here! List of projects mysejahtera-density. Generate resolution points using meshgrid and request each points

HUSEIN ZOLKEPLI 47 Dec 09, 2022
This provides the R code and data to replicate results in "The USS Trustee’s risky strategy"

USSBriefs2021 This provides the R code and data to replicate results in "The USS Trustee’s risky strategy" by Neil M Davies, Jackie Grant and Chin Yan

1 Oct 30, 2021
Normal Learning in Videos with Attention Prototype Network

Codes_APN Official codes of CVPR21 paper: Normal Learning in Videos with Attention Prototype Network (https://arxiv.org/abs/2108.11055) Overview of ou

11 Dec 13, 2022
Fast sparse deep learning on CPUs

SPARSEDNN **If you want to use this repo, please send me an email: [email pro

Ziheng Wang 44 Nov 30, 2022
Code and Data for NeurIPS2021 Paper "A Dataset for Answering Time-Sensitive Questions"

Time-Sensitive-QA The repo contains the dataset and code for NeurIPS2021 (dataset track) paper Time-Sensitive Question Answering dataset. The dataset

wenhu chen 35 Nov 14, 2022
Modular Probabilistic Programming on MXNet

MXFusion | | | | Tutorials | Documentation | Contribution Guide MXFusion is a modular deep probabilistic programming library. With MXFusion Modules yo

Amazon 100 Dec 10, 2022
[IEEE Transactions on Computational Imaging] Self-Gated Memory Recurrent Network for Efficient Scalable HDR Deghosting

Few-shot Deep HDR Deghosting This repository contains code and pretrained models for our paper: Self-Gated Memory Recurrent Network for Efficient Scal

Susmit Agrawal 4 Dec 29, 2021
PyTorch implementation of ECCV 2020 paper "Foley Music: Learning to Generate Music from Videos "

Foley Music: Learning to Generate Music from Videos This repo holds the code for the framework presented on ECCV 2020. Foley Music: Learning to Genera

Chuang Gan 30 Nov 03, 2022
Blind Image Super-resolution with Elaborate Degradation Modeling on Noise and Kernel

Blind Image Super-resolution with Elaborate Degradation Modeling on Noise and Kernel This repository is the official PyTorch implementation of BSRDM w

Zongsheng Yue 69 Jan 05, 2023
FEDn is an open-source, modular and ML-framework agnostic framework for Federated Machine Learning

FEDn is an open-source, modular and ML-framework agnostic framework for Federated Machine Learning (FedML) developed and maintained by Scaleout Systems. FEDn enables highly scalable cross-silo and cr

Scaleout 75 Nov 09, 2022
PyTorch implementation of paper "IBRNet: Learning Multi-View Image-Based Rendering", CVPR 2021.

IBRNet: Learning Multi-View Image-Based Rendering PyTorch implementation of paper "IBRNet: Learning Multi-View Image-Based Rendering", CVPR 2021. IBRN

Google Interns 371 Jan 03, 2023
PyTorch code of my ICDAR 2021 paper Vision Transformer for Fast and Efficient Scene Text Recognition (ViTSTR)

Vision Transformer for Fast and Efficient Scene Text Recognition (ICDAR 2021) ViTSTR is a simple single-stage model that uses a pre-trained Vision Tra

Rowel Atienza 198 Dec 27, 2022
Continual World is a benchmark for continual reinforcement learning

Continual World Continual World is a benchmark for continual reinforcement learning. It contains realistic robotic tasks which come from MetaWorld. Th

41 Dec 24, 2022
Implementation of Segnet, FCN, UNet , PSPNet and other models in Keras.

Image Segmentation Keras : Implementation of Segnet, FCN, UNet, PSPNet and other models in Keras. Implementation of various Deep Image Segmentation mo

Divam Gupta 2.6k Jan 05, 2023