Haixu Wu

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24ranked-venue papers
8as first author
24since 2021 · last 2025
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Artificial intelligence and machine learning · 24 · 8 first-author · 24 since 2021Graphics, computer vision, multimedia, augmented reality and games · 1 · 1 first-author · 1 since 2021
YearPublicationVenuePosition
2025 Transolver++: An Accurate Neural Solver for PDEs on Million-Scale Geometries
abstract
Although deep models have been widely explored in solving partial differential equations (PDEs), previous works are primarily limited to data only with up to tens of thousands of mesh points, far from the million-point scale required by industrial simulations that involve complex geometries. In the spirit of advancing neural PDE solvers to real industrial applications, we present Transolver++, a highly parallel and efficient neural solver that can accurately solve PDEs on million-scale geometries. Building upon previous advancements in solving PDEs by learning physical states via Transolver, Transolver++ is further equipped with an extremely optimized parallelism framework and a local adaptive mechanism to efficiently capture eidetic physical states from massive mesh points, successfully tackling the thorny challenges in computation and physics learning when scaling up input mesh size. Transolver++ increases the single-GPU input capacity to million-scale points for the first time and is capable of continuously scaling input size in linear complexity by increasing GPUs. Experimentally, Transolver++ yields 13% relative promotion across six standard PDE benchmarks and achieves over 20% performance gain in million-scale high-fidelity industrial simulations, whose sizes are 100$\times$ larger than previous benchmarks, covering car and 3D aircraft designs.
Huakun Luo, Haixu Wu, Lanxiang Xing, Yichen Di, Jianmin Wang 0001, Mingsheng Long
ICML2
2025 Unisolver: PDE-Conditional Transformers Towards Universal Neural PDE Solvers
abstract
Deep models have recently emerged as promising tools to solve partial differential equations (PDEs), known as neural PDE solvers. While neural solvers trained from either simulation data or physics-informed loss can solve PDEs reasonably well, they are mainly restricted to a few instances of PDEs, e.g. a certain equation with a limited set of coefficients. This limits their generalization to diverse PDEs, preventing them from being practical surrogate models of numerical solvers. In this paper, we present Unisolver, a novel Transformer model trained on diverse data and conditioned on diverse PDEs, aiming towards a universal neural PDE solver capable of solving a wide scope of PDEs. Instead of purely scaling up data and parameters, Unisolver stems from the theoretical analysis of the PDE-solving process. Inspired by the mathematical structure of PDEs that a PDE solution is fundamentally governed by a series of PDE components such as equation symbols and boundary conditions, we define a complete set of PDE components and flexibly embed them as domain-wise and point-wise deep conditions for Transformer PDE solvers. Integrating physical insights with recent Transformer advances, Unisolver achieves consistent state-of-the-art on three challenging large-scale benchmarks, showing impressive performance and generalizability. Code is available at [https://github.com/thuml/Unisolver](https://github.com/thuml/Unisolver).
Yuezhou Ma, Haixu Wu, Mingsheng Long
ICML3
2025 PhySense: Sensor Placement Optimization for Accurate Physics Sensing
abstract
Physics sensing plays a central role in many scientific and engineering domains, which inherently involves two coupled tasks: reconstructing dense physical fields from sparse observations and optimizing scattered sensor placements to observe maximum information. While deep learning has made rapid advances in sparse-data reconstruction, existing methods generally omit optimization of sensor placements, leaving the mutual enhancement between reconstruction and placement on the shelf. To change this suboptimal practice, we propose PhySense, a synergistic two-stage framework that learns to jointly reconstruct physical fields and to optimize sensor placements, both aiming for accurate physics sensing. The first stage involves a flow-based generative model enhanced by cross-attention to adaptively fuse sparse observations. Leveraging the reconstruction feedback, the second stage performs sensor placement via projected gradient descent to satisfy spatial constraints. We further prove that the learning objectives of the two stages are consistent with classical variance-minimization principles, providing theoretical guarantees. Extensive experiments across three challenging benchmarks, especially a 3D geometry dataset, indicate PhySense achieves state-of-the-art physics sensing accuracy and discovers informative sensor placements previously unconsidered. Code is available at this repository: https://github.com/thuml/PhySense.
Yuezhou Ma, Haixu Wu, Huikun Weng, Jianmin Wang 0001, Mingsheng Long
NeurIPS2
2025 FlashBias: Fast Computation of Attention with Bias
abstract
Attention with bias, which extends standard attention by introducing prior knowledge as an additive bias matrix to the query-key scores, has been widely deployed in vision, language, protein-folding and other advanced scientific models, underscoring its status as a key evolution of this foundational module. However, introducing bias terms creates a severe efficiency bottleneck in attention computation. It disrupts the tightly fused memory-compute pipeline that underlies the speed of accelerators like FlashAttention, thereby stripping away most of their performance gains and leaving biased attention computationally expensive. Surprisingly, despite its common usage, targeted efficiency optimization for attention with bias remains absent, which seriously hinders its application in complex tasks. Diving into the computation of FlashAttention, we prove that its optimal efficiency is determined by the rank of the attention weight matrix. Inspired by this theoretical result, this paper presents FlashBias based on the low-rank compressed sensing theory, which can provide fast-exact computation for many widely used attention biases and a fast-accurate approximation for biases in general formalizations. FlashBias can fully take advantage of the extremely optimized matrix multiplication operation in modern GPUs, achieving 1.5$\times$ speedup for Pairformer in AlphaFold 3, and over 2$\times$ speedup for attention with bias in vision and language models without loss of accuracy. Code is available at this repository: https://github.com/thuml/FlashBias.
Haixu Wu, Yuezhou Ma, Yuanxu Sun, Jianmin Wang 0001, Wojciech Matusik, Mingsheng Long
NeurIPS1
2024 iTransformer: Inverted Transformers Are Effective for Time Series Forecasting
abstract
The recent boom of linear forecasting models questions the ongoing passion for architectural modifications of Transformer-based forecasters. These forecasters leverage Transformers to model the global dependencies over temporal tokens of time series, with each token formed by multiple variates of the same timestamp. However, Transformers are challenged in forecasting series with larger lookback windows due to performance degradation and computation explosion. Besides, the embedding for each temporal token fuses multiple variates that represent potential delayed events and distinct physical measurements, which may fail in learning variate-centric representations and result in meaningless attention maps. In this work, we reflect on the competent duties of Transformer components and repurpose the Transformer architecture without any modification to the basic components. We propose iTransformer that simply applies the attention and feed-forward network on the inverted dimensions. Specifically, the time points of individual series are embedded into variate tokens which are utilized by the attention mechanism to capture multivariate correlations; meanwhile, the feed-forward network is applied for each variate token to learn nonlinear representations. The iTransformer model achieves state-of-the-art on challenging real-world datasets, which further empowers the Transformer family with promoted performance, generalization ability across different variates, and better utilization of arbitrary lookback windows, making it a nice alternative as the fundamental backbone of time series forecasting. Code is available at this repository: https://github.com/thuml/iTransformer.
Yong Liu 0007, Tengge Hu, Haixu Wu, Shiyu Wang 0001, Lintao Ma, Mingsheng Long
ICLR4
2024 TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting
abstract
Time series forecasting is widely used in extensive applications, such as traffic planning and weather forecasting. However, real-world time series usually present intricate temporal variations, making forecasting extremely challenging. Going beyond the mainstream paradigms of plain decomposition and multiperiodicity analysis, we analyze temporal variations in a novel view of multiscale-mixing, where time series present distinct patterns in different sampling scales. Specifically, the microscopic and the macroscopic information are reflected in fine and coarse scales, respectively, and thereby complex variations are inherently disentangled. Based on this observation, we propose TimeMixer as a fully MLP-based architecture with Past-Decomposable-Mixing (PDM) and Future-Multipredictor-Mixing (FMM) blocks to take full advantage of disentangled multiscale series in both past extraction and future prediction phases. Concretely, PDM applies the decomposition to multiscale series and further mixes the decomposed seasonal and trend components in fine-to-coarse and coarse-to-fine directions separately, which successively aggregates the microscopic seasonal and macroscopic trend information. FMM further ensembles multiple predictors to utilize complementary forecasting capabilities in multiscale observations. Consequently, our proposed TimeMixer is able to achieve consistent state-of-the-art performances in both long-term and short-term forecasting tasks with favorable run-time efficiency.
Shiyu Wang 0001, Haixu Wu, Xiaoming Shi 0001, Tengge Hu, Huakun Luo, Lintao Ma, James Y. Zhang, Jun Zhou 0011
ICLR2
2024 TimeSiam: A Pre-Training Framework for Siamese Time-Series Modeling
abstract
Time series pre-training has recently garnered wide attention for its potential to reduce labeling expenses and benefit various downstream tasks. Prior methods are mainly based on pre-training techniques well-acknowledged in vision or language, such as masked modeling and contrastive learning. However, randomly masking time series or calculating series-wise similarity will distort or neglect inherent temporal correlations crucial in time series data. To emphasize temporal correlation modeling, this paper proposes TimeSiam as a simple but effective self-supervised pre-training framework for Time series based on Siamese networks. Concretely, TimeSiam pre-trains Siamese encoders to capture intrinsic temporal correlations between randomly sampled past and current subseries. With a simple data augmentation method (e.g. masking), TimeSiam can benefit from diverse augmented subseries and learn internal time-dependent representations through a past-to-current reconstruction. Moreover, learnable lineage embeddings are also introduced to distinguish temporal distance between sampled series and further foster the learning of diverse temporal correlations. TimeSiam consistently outperforms extensive advanced pre-training baselines, demonstrating superior forecasting and classification capabilities across 13 standard benchmarks in both intra- and cross-domain scenarios.
Jiaxiang Dong, Haixu Wu, Yuxuan Wang 0007, Yunzhong Qiu, Li Zhang 0065, Jianmin Wang 0001, Mingsheng Long
ICML2
2024 Transolver: A Fast Transformer Solver for PDEs on General Geometries
abstract
Transformers have empowered many milestones across various fields and have recently been applied to solve partial differential equations (PDEs). However, since PDEs are typically discretized into large-scale meshes with complex geometries, it is challenging for Transformers to capture intricate physical correlations directly from massive individual points. Going beyond superficial and unwieldy meshes, we present Transolver based on a more foundational idea, which is learning intrinsic physical states hidden behind discretized geometries. Specifically, we propose a new Physics-Attention to adaptively split the discretized domain into a series of learnable slices of flexible shapes, where mesh points under similar physical states will be ascribed to the same slice. By calculating attention to physics-aware tokens encoded from slices, Transovler can effectively capture intricate physical correlations under complex geometrics, which also empowers the solver with endogenetic geometry-general modeling capacity and can be efficiently computed in linear complexity. Transolver achieves consistent state-of-the-art with 22% relative gain across six standard benchmarks and also excels in large-scale industrial simulations, including car and airfoil designs. Code is available at https://github.com/thuml/Transolver.
Haixu Wu, Huakun Luo, Jianmin Wang 0001, Mingsheng Long
ICML1
2024 HelmFluid: Learning Helmholtz Dynamics for Interpretable Fluid Prediction
abstract
Fluid prediction is a long-standing challenge due to the intrinsic high-dimensional non-linear dynamics. Previous methods usually utilize the non-linear modeling capability of deep models to directly estimate velocity fields for future prediction. However, skipping over inherent physical properties but directly learning superficial velocity fields will overwhelm the model from generating precise or physics-reliable results. In this paper, we propose the HelmFluid toward an accurate and interpretable predictor for fluid. Inspired by the Helmholtz theorem, we design a HelmDynamics block to learn Helmholtz dynamics, which decomposes fluid dynamics into more solvable curl-free and divergence-free parts, physically corresponding to potential and stream functions of fluid. By embedding the HelmDynamics block into a Multiscale Multihead Integral Architecture, HelmFluid can integrate learned Helmholtz dynamics along temporal dimension in multiple spatial scales to yield future fluid. Compared with previous velocity estimating methods, HelmFluid is faithfully derived from Helmholtz theorem and ravels out complex fluid dynamics with physically interpretable evidence. Experimentally, HelmFluid achieves consistent state-of-the-art in both numerical simulated and real-world observed benchmarks, even for scenarios with complex boundaries.
Lanxiang Xing, Haixu Wu, Yuezhou Ma, Jianmin Wang 0001, Mingsheng Long
ICML2
2024 Mobile Attention: Mobile-Friendly Linear-Attention for Vision Transformers
abstract
Vision Transformers (ViTs) excel in computer vision tasks due to their ability to capture global context among tokens. However, their quadratic complexity $\mathcal{O}(N^2D)$ in terms of token number $N$ and feature dimension $D$ limits practical use on mobile devices, necessitating more mobile-friendly ViTs with reduced latency. Multi-head linear-attention is emerging as a promising alternative with linear complexity $\mathcal{O}(NDd)$, where $d$ is the per-head dimension. Still, more compute is needed as $d$ gets large for model accuracy. Reducing $d$ improves mobile friendliness at the expense of excessive small heads weak at learning valuable subspaces, ultimately impeding model capability. To overcome this efficiency-capability dilemma, we propose a novel Mobile-Attention design with a head-competition mechanism empowered by information flow, which prevents overemphasis on less important subspaces upon trivial heads while preserving essential subspaces to ensure Transformer's capability. It enables linear-time complexity on mobile devices by supporting a small per-head dimension $d$ for mobile efficiency. By replacing the standard attention of ViTs with Mobile-Attention, our optimized ViTs achieved enhanced model capacity and competitive performance in a range of computer vision tasks. Specifically, we have achieved remarkable reductions in latency on the iPhone 12. Code is available at https://github.com/thuml/MobileAttention.
Zhiyu Yao, Jian Wang 0066, Haixu Wu, Jingdong Wang 0001, Mingsheng Long
ICML3
2024 DeepLag: Discovering Deep Lagrangian Dynamics for Intuitive Fluid Prediction
abstract
Accurately predicting the future fluid is vital to extensive areas such as meteorology, oceanology, and aerodynamics. However, since the fluid is usually observed from the Eulerian perspective, its moving and intricate dynamics are seriously obscured and confounded in static grids, bringing thorny challenges to the prediction. This paper introduces a new Lagrangian-Eulerian combined paradigm to tackle the tanglesome fluid dynamics. Instead of solely predicting the future based on Eulerian observations, we propose DeepLag to discover hidden Lagrangian dynamics within the fluid by tracking the movements of adaptively sampled key particles. Further, DeepLag presents a new paradigm for fluid prediction, where the Lagrangian movement of the tracked particles is inferred from Eulerian observations, and their accumulated Lagrangian dynamics information is incorporated into global Eulerian evolving features to guide future prediction respectively. Tracking key particles not only provides a transparent and interpretable clue for fluid dynamics but also makes our model free from modeling complex correlations among massive grids for better efficiency. Experimentally, DeepLag excels in three challenging fluid prediction tasks covering 2D and 3D, simulated and real-world fluids. Code is available at this repository: https://github.com/thuml/DeepLag.
Qilong Ma, Haixu Wu, Lanxiang Xing, Shangchen Miao, Mingsheng Long
NeurIPS2
2024 TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables
abstract
Deep models have demonstrated remarkable performance in time series forecasting. However, due to the partially-observed nature of real-world applications, solely focusing on the target of interest, so-called endogenous variables, is usually insufficient to guarantee accurate forecasting. Notably, a system is often recorded into multiple variables, where the exogenous variables can provide valuable external information for endogenous variables. Thus, unlike well-established multivariate or univariate forecasting paradigms that either treat all the variables equally or ignore exogenous information, this paper focuses on a more practical setting: time series forecasting with exogenous variables. We propose a novel approach, TimeXer, to ingest external information to enhance the forecasting of endogenous variables. With deftly designed embedding layers, TimeXer empowers the canonical Transformer with the ability to reconcile endogenous and exogenous information, where patch-wise self-attention and variate-wise cross-attention are used simultaneously. Moreover, global endogenous tokens are learned to effectively bridge the causal information underlying exogenous series into endogenous temporal patches. Experimentally, TimeXer achieves consistent state-of-the-art performance on twelve real-world forecasting benchmarks and exhibits notable generality and scalability. Code is available at this repository: https://github.com/thuml/TimeXer.
Yuxuan Wang 0007, Haixu Wu, Jiaxiang Dong, Guo Qin, Yong Liu 0007, Yunzhong Qiu, Jianmin Wang 0001, Mingsheng Long
NeurIPS2
2024 RoPINN: Region Optimized Physics-Informed Neural Networks
abstract
Physics-informed neural networks (PINNs) have been widely applied to solve partial differential equations (PDEs) by enforcing outputs and gradients of deep models to satisfy target equations. Due to the limitation of numerical computation, PINNs are conventionally optimized on finite selected points. However, since PDEs are usually defined on continuous domains, solely optimizing models on scattered points may be insufficient to obtain an accurate solution for the whole domain. To mitigate this inherent deficiency of the default scatter-point optimization, this paper proposes and theoretically studies a new training paradigm as region optimization. Concretely, we propose to extend the optimization process of PINNs from isolated points to their continuous neighborhood regions, which can theoretically decrease the generalization error, especially for hidden high-order constraints of PDEs. A practical training algorithm, Region Optimized PINN (RoPINN), is seamlessly derived from this new paradigm, which is implemented by a straightforward but effective Monte Carlo sampling method. By calibrating the sampling process into trust regions, RoPINN finely balances optimization and generalization error. Experimentally, RoPINN consistently boosts the performance of diverse PINNs on a wide range of PDEs without extra backpropagation or gradient calculation. Code is available at this repository: https://github.com/thuml/RoPINN.
Haixu Wu, Huakun Luo, Yuezhou Ma, Jianmin Wang 0001, Mingsheng Long
NeurIPS1
2023 TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis
Haixu Wu, Tengge Hu, Yong Liu 0007, Jianmin Wang 0001, Mingsheng Long
ICLR1
2023 Solving High-Dimensional PDEs with Latent Spectral Models
abstract
Deep models have achieved impressive progress in solving partial differential equations (PDEs). A burgeoning paradigm is learning neural operators to approximate the input-output mappings of PDEs. While previous deep models have explored the multiscale architectures and various operator designs, they are limited to learning the operators as a whole in the coordinate space. In real physical science problems, PDEs are complex coupled equations with numerical solvers relying on discretization into high-dimensional coordinate space, which cannot be precisely approximated by a single operator nor efficiently learned due to the curse of dimensionality. We present Latent Spectral Models (LSM) toward an efficient and precise solver for high-dimensional PDEs. Going beyond the coordinate space, LSM enables an attention-based hierarchical projection network to reduce the high-dimensional data into a compact latent space in linear time. Inspired by classical spectral methods in numerical analysis, we design a neural spectral block to solve PDEs in the latent space that approximates complex input-output mappings via learning multiple basis operators, enjoying nice theoretical guarantees for convergence and approximation. Experimentally, LSM achieves consistent state-of-the-art and yields a relative gain of 11.5% averaged on seven benchmarks covering both solid and fluid physics. Code is available at https://github.com/thuml/Latent-Spectral-Models.
Haixu Wu, Tengge Hu, Huakun Luo, Jianmin Wang 0001, Mingsheng Long
ICML1
2023 SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling
abstract
Time series analysis is widely used in extensive areas. Recently, to reduce labeling expenses and benefit various tasks, self-supervised pre-training has attracted immense interest. One mainstream paradigm is masked modeling, which successfully pre-trains deep models by learning to reconstruct the masked content based on the unmasked part. However, since the semantic information of time series is mainly contained in temporal variations, the standard way of randomly masking a portion of time points will seriously ruin vital temporal variations of time series, making the reconstruction task too difficult to guide representation learning. We thus present SimMTM, a Simple pre-training framework for Masked Time-series Modeling. By relating masked modeling to manifold learning, SimMTM proposes to recover masked time points by the weighted aggregation of multiple neighbors outside the manifold, which eases the reconstruction task by assembling ruined but complementary temporal variations from multiple masked series. SimMTM further learns to uncover the local structure of the manifold, which is helpful for masked modeling. Experimentally, SimMTM achieves state-of-the-art fine-tuning performance compared to the most advanced time series pre-training methods in two canonical time series analysis tasks: forecasting and classification, covering both in- and cross-domain settings.
Jiaxiang Dong, Haixu Wu, Li Zhang 0065, Jianmin Wang 0001, Mingsheng Long
NeurIPS2
2023 PredRNN: A Recurrent Neural Network for Spatiotemporal Predictive Learning
abstract
The predictive learning of spatiotemporal sequences aims to generate future images by learning from the historical context, where the visual dynamics are believed to have modular structures that can be learned with compositional subsystems. This paper models these structures by presenting PredRNN, a new recurrent network, in which a pair of memory cells are explicitly decoupled, operate in nearly independent transition manners, and finally form unified representations of the complex environment. Concretely, besides the original memory cell of LSTM, this network is featured by a zigzag memory flow that propagates in both bottom-up and top-down directions across all layers, enabling the learned visual dynamics at different levels of RNNs to communicate. It also leverages a memory decoupling loss to keep the memory cells from learning redundant features. We further propose a new curriculum learning strategy to force PredRNN to learn long-term dynamics from context frames, which can be generalized to most sequence-to-sequence models. We provide detailed ablation studies to verify the effectiveness of each component. Our approach is shown to obtain highly competitive results on five datasets for both action-free and action-conditioned predictive learning scenarios.
Yunbo Wang, Haixu Wu, Jianjin Zhang, Zhifeng Gao, Jianmin Wang 0001, Philip S. Yu, Mingsheng Long
IEEE Trans. Pattern Anal. Mach. Intell.2
2023 ModeRNN: Harnessing Spatiotemporal Mode Collapse in Unsupervised Predictive Learning
abstract
Learning predictive models for unlabeled spatiotemporal data is challenging in part because visual dynamics can be highly entangled, especially in real scenes. In this paper, we refer to the multi-modal output distribution of predictive learning as spatiotemporal modes. We find an experimental phenomenon named spatiotemporal mode collapse (STMC) on most existing video prediction models, that is, features collapse into invalid representation subspaces due to the ambiguous understanding of mixed physical processes. We propose to quantify STMC and explore its solution for the first time in the context of unsupervised predictive learning. To this end, we present ModeRNN, a decoupling-aggregation framework that has a strong inductive bias of discovering the compositional structures of spatiotemporal modes between recurrent states. We first leverage a set of dynamic slots with independent parameters to extract individual building components of spatiotemporal modes. We then perform a weighted fusion of slot features to adaptively aggregate them into a unified hidden representation for recurrent updates. Through a series of experiments, we show high correlation between STMC and the fuzzy prediction results of future video frames. Besides, ModeRNN is shown to better mitigate STMC and achieve the state of the art on five video prediction datasets.
Zhiyu Yao, Yunbo Wang, Haixu Wu, Jianmin Wang 0001, Mingsheng Long
IEEE Trans. Pattern Anal. Mach. Intell.3
2022 Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy
Jiehui Xu, Haixu Wu, Jianmin Wang 0001, Mingsheng Long
ICLR2
2022 Flowformer: Linearizing Transformers with Conservation Flows
abstract
Transformers based on the attention mechanism have achieved impressive success in various areas. However, the attention mechanism has a quadratic complexity, significantly impeding Transformers from dealing with numerous tokens and scaling up to bigger models. Previous methods mainly utilize the similarity decomposition and the associativity of matrix multiplication to devise linear-time attention mechanisms. They avoid degeneration of attention to a trivial distribution by reintroducing inductive biases such as the locality, thereby at the expense of model generality and expressiveness. In this paper, we linearize Transformers free from specific inductive biases based on the flow network theory. We cast attention as the information flow aggregated from the sources (values) to the sinks (results) through the learned flow capacities (attentions). Within this framework, we apply the property of flow conservation into attention and propose the Flow-Attention mechanism of linear complexity. By respectively conserving the incoming flow of sinks for source competition and the outgoing flow of sources for sink allocation, Flow-Attention inherently generates informative attentions without using specific inductive biases. Empowered by the Flow-Attention, Flowformer yields strong performance in linear time for wide areas, including long sequence, time series, vision, natural language, and reinforcement learning. The code and settings are available at this repository: https://github.com/thuml/Flowformer.
Haixu Wu, Jialong Wu 0001, Jiehui Xu, Jianmin Wang 0001, Mingsheng Long
ICML1
2022 Supported Policy Optimization for Offline Reinforcement Learning
abstract
Policy constraint methods to offline reinforcement learning (RL) typically utilize parameterization or regularization that constrains the policy to perform actions within the support set of the behavior policy. The elaborative designs of parameterization methods usually intrude into the policy networks, which may bring extra inference cost and cannot take full advantage of well-established online methods. Regularization methods reduce the divergence between the learned policy and the behavior policy, which may mismatch the inherent density-based definition of support set thereby failing to avoid the out-of-distribution actions effectively. This paper presents Supported Policy OpTimization (SPOT), which is directly derived from the theoretical formalization of the density-based support constraint. SPOT adopts a VAE-based density estimator to explicitly model the support set of behavior policy and presents a simple but effective density-based regularization term, which can be plugged non-intrusively into off-the-shelf off-policy RL algorithms. SPOT achieves the state-of-the-art performance on standard benchmarks for offline RL. Benefiting from the pluggable design, offline pretrained models from SPOT can also be applied to perform online fine-tuning seamlessly.
Jialong Wu 0001, Haixu Wu, Zihan Qiu, Jianmin Wang 0001, Mingsheng Long
NeurIPS2
2022 Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting
abstract
Transformers have shown great power in time series forecasting due to their global-range modeling ability. However, their performance can degenerate terribly on non-stationary real-world data in which the joint distribution changes over time. Previous studies primarily adopt stationarization to attenuate the non-stationarity of original series for better predictability. But the stationarized series deprived of inherent non-stationarity can be less instructive for real-world bursty events forecasting. This problem, termed over-stationarization in this paper, leads Transformers to generate indistinguishable temporal attentions for different series and impedes the predictive capability of deep models. To tackle the dilemma between series predictability and model capability, we propose Non-stationary Transformers as a generic framework with two interdependent modules: Series Stationarization and De-stationary Attention. Concretely, Series Stationarization unifies the statistics of each input and converts the output with restored statistics for better predictability. To address the over-stationarization problem, De-stationary Attention is devised to recover the intrinsic non-stationary information into temporal dependencies by approximating distinguishable attentions learned from raw series. Our Non-stationary Transformers framework consistently boosts mainstream Transformers by a large margin, which reduces MSE by 49.43% on Transformer, 47.34% on Informer, and 46.89% on Reformer, making them the state-of-the-art in time series forecasting. Code is available at this repository: https://github.com/thuml/Nonstationary_Transformers.
Yong Liu 0007, Haixu Wu, Jianmin Wang 0001, Mingsheng Long
NeurIPS2
2021 MotionRNN: A Flexible Model for Video Prediction With Spacetime-Varying Motions
abstract
This paper tackles video prediction from a new dimension of predicting spacetime-varying motions that are incessantly changing across both space and time. Prior methods mainly capture the temporal state transitions but overlook the complex spatiotemporal variations of the motion itself, making them difficult to adapt to ever-changing motions. We observe that physical world motions can be decomposed into transient variation and motion trend, while the latter can be regarded as the accumulation of previous motions. Thus, simultaneously capturing the transient variation and the motion trend is the key to make spacetime-varying motions more predictable. Based on these observations, we propose the MotionRNN framework, which can capture the complex variations within motions and adapt to spacetime-varying scenarios. MotionRNN has two main contributions. The first is that we design the MotionGRU unit, which can model the transient variation and motion trend in a unified way. The second is that we apply the MotionGRU to RNN-based predictive models and indicate a new flexible video prediction architecture with a Motion Highway, which can significantly improve the ability to predict changeable motions and avoid motion vanishing for stacked multiple-layer predictive models. With high flexibility, this framework can adapt to a series of models for deterministic spatiotemporal prediction. Our MotionRNN can yield significant improvements on three challenging benchmarks for video prediction with spacetime-varying motions.
Haixu Wu, Zhiyu Yao, Jianmin Wang 0001, Mingsheng Long
CVPR1
2021 Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting
abstract
Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior Transformer-based models adopt various self-attention mechanisms to discover the long-range dependencies. However, intricate temporal patterns of the long-term future prohibit the model from finding reliable dependencies. Also, Transformers have to adopt the sparse versions of point-wise self-attentions for long series efficiency, resulting in the information utilization bottleneck. Going beyond Transformers, we design Autoformer as a novel decomposition architecture with an Auto-Correlation mechanism. We break with the pre-processing convention of series decomposition and renovate it as a basic inner block of deep models. This design empowers Autoformer with progressive decomposition capacities for complex time series. Further, inspired by the stochastic process theory, we design the Auto-Correlation mechanism based on the series periodicity, which conducts the dependencies discovery and representation aggregation at the sub-series level. Auto-Correlation outperforms self-attention in both efficiency and accuracy. In long-term forecasting, Autoformer yields state-of-the-art accuracy, with a 38% relative improvement on six benchmarks, covering five practical applications: energy, traffic, economics, weather and disease. Code is available at this repository: https://github.com/thuml/Autoformer.
Haixu Wu, Jiehui Xu, Jianmin Wang 0001, Mingsheng Long
NeurIPS1