Low-Rank Adaptation of Time Series Foundational Models for Out-of-Domain Modality Forecasting

Fuente: arXiv
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Auteurs principaux: Gupta, Divij, Bhatti, Anubhav, Parmar, Suraj, Dan, Chen, Liu, Yuwei, Shen, Bingjie, Lee, San
Format: Preprint
Publié: 2024
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author Gupta, Divij
Bhatti, Anubhav
Parmar, Suraj
Dan, Chen
Liu, Yuwei
Shen, Bingjie
Lee, San
author_facet Gupta, Divij
Bhatti, Anubhav
Parmar, Suraj
Dan, Chen
Liu, Yuwei
Shen, Bingjie
Lee, San
contents Low-Rank Adaptation (LoRA) is a widely used technique for fine-tuning large pre-trained or foundational models across different modalities and tasks. However, its application to time series data, particularly within foundational models, remains underexplored. This paper examines the impact of LoRA on contemporary time series foundational models: Lag-Llama, MOIRAI, and Chronos. We demonstrate LoRA's fine-tuning potential for forecasting the vital signs of sepsis patients in intensive care units (ICUs), emphasizing the models' adaptability to previously unseen, out-of-domain modalities. Integrating LoRA aims to enhance forecasting performance while reducing inefficiencies associated with fine-tuning large models on limited domain-specific data. Our experiments show that LoRA fine-tuning of time series foundational models significantly improves forecasting, achieving results comparable to state-of-the-art models trained from scratch on similar modalities. We conduct comprehensive ablation studies to demonstrate the trade-offs between the number of tunable parameters and forecasting performance and assess the impact of varying LoRA matrix ranks on model performance.
format Preprint
id arxiv_https___arxiv_org_abs_2405_10216
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Low-Rank Adaptation of Time Series Foundational Models for Out-of-Domain Modality Forecasting
Gupta, Divij
Bhatti, Anubhav
Parmar, Suraj
Dan, Chen
Liu, Yuwei
Shen, Bingjie
Lee, San
Machine Learning
Artificial Intelligence
Signal Processing
Low-Rank Adaptation (LoRA) is a widely used technique for fine-tuning large pre-trained or foundational models across different modalities and tasks. However, its application to time series data, particularly within foundational models, remains underexplored. This paper examines the impact of LoRA on contemporary time series foundational models: Lag-Llama, MOIRAI, and Chronos. We demonstrate LoRA's fine-tuning potential for forecasting the vital signs of sepsis patients in intensive care units (ICUs), emphasizing the models' adaptability to previously unseen, out-of-domain modalities. Integrating LoRA aims to enhance forecasting performance while reducing inefficiencies associated with fine-tuning large models on limited domain-specific data. Our experiments show that LoRA fine-tuning of time series foundational models significantly improves forecasting, achieving results comparable to state-of-the-art models trained from scratch on similar modalities. We conduct comprehensive ablation studies to demonstrate the trade-offs between the number of tunable parameters and forecasting performance and assess the impact of varying LoRA matrix ranks on model performance.
title Low-Rank Adaptation of Time Series Foundational Models for Out-of-Domain Modality Forecasting
topic Machine Learning
Artificial Intelligence
Signal Processing
url https://arxiv.org/abs/2405.10216