arXiv Machine Learning

Fast Gradient-Based Approximation of Continuous Dynamic Time Warping

The paper introduces FastCDTW, an efficient approximation for Continuous Dynamic Time Warping (CDTW). It offers two computational strategies: an exact closed‑form solution for piecewise‑linear warping functions and an unbiased Monte Carlo estimator for smooth warping functions such as those implemented by implicit neural networks. Both approaches provide gradients with respect to the warping function and the input time series, making the algorithm GPU‑friendly and suitable for integration into complex learning tasks like time‑series averaging, classification, and deep domain adaptation.

arXiv Machine Learning
Sep 16

Time-warping estimation via stationarity-based learning of the de-warped signal

The paper presents TWET, a Time‑Warping Estimation Trainable model that estimates time‑warping functions from a single observation. It frames the problem as a stationarization task in the wavelet domain and uses a hierarchical dilated convolutional architecture with a differentiable stationarity criterion for end‑to‑end training. Experiments demonstrate that TWET achieves higher deformation reconstruction accuracy and faster computation than existing methods, enabling low‑latency applications.

By Corentin Presv\^ots (Phys-ENS), Adrien Meynard (Phys-ENS)
arXiv AI
Sep 16

Continuous-Time Machine Learning: A Unified Mathematical Perspective

The paper surveys continuous‑time (CT) machine learning, a framework for modeling temporal dynamics as continuous processes, especially useful when data are sampled irregularly or over long horizons. It introduces a unified taxonomy that groups major CT methods by their underlying mathematical formulations and shows how different architectural choices—such as vector‑field parameterization, stochasticity, memory mechanisms, and discretization—relate these families. The survey compares training algorithms, optimization strategies, failure modes, computational complexity, and benchmarks, reviews supporting software ecosystems, and outlines open challenges and future research directions.

By Waleed Razzaq, Yun-Sheng Zhao, Yun-Bo Zhao
arXiv Machine Learning
Oct 28

GateTS: Versatile and Efficient Forecasting via Attention-Inspired routed Mixture-of-Experts

GateTS introduces a streamlined univariate forecasting model that merges sparse Mixture-of-Experts computation with an attention-inspired gating mechanism, eliminating the need for auxiliary load‑balancing losses. The architecture achieves superior predictive accuracy across both short‑ and long‑term horizons, including intermittent signals, while using far fewer parameters than leading transformer models such as PatchTST. Empirical tests on diverse datasets show GateTS is computationally more efficient than LSTM, enabling cost‑effective inference for real‑world time‑series applications.

By Kyrylo Yemets, Mykola Lukashchuk, Ivan Izonin
arXiv AI
Sep 30

Accelerated surrogate dynamics for dynamical, stochastic system evolution

The paper introduces a surrogate modeling framework that combines a Variational Autoencoder with a convolutional or graph basis to reduce dimensionality, and propagates the resulting latent vector over time using a Temporal Fusion Transformer. This approach captures both long‑range and short‑range dynamics while supporting static covariates, and it has been validated on three distinct systems, matching full simulation results at a fraction of the computational cost. The method also offers built‑in uncertainty quantification, enabling targeted experimental design and adaptability to new systems.

By Marco Jochum, Ioannis Kouroudis, Gohar Ali Siddiqui, Taher Amine Hamzaoui, Manuel G\"o{\ss}wein, Alessio Gagliardi