Exploring Representations and Interventions in Time Series Foundation Models

Fuente: arXiv
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Auteurs principaux: Wiliński, Michał, Goswami, Mononito, Potosnak, Willa, Żukowska, Nina, Dubrawski, Artur
Format: Preprint
Publié: 2024
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author Wiliński, Michał
Goswami, Mononito
Potosnak, Willa
Żukowska, Nina
Dubrawski, Artur
author_facet Wiliński, Michał
Goswami, Mononito
Potosnak, Willa
Żukowska, Nina
Dubrawski, Artur
contents Time series foundation models (TSFMs) promise to be powerful tools for a wide range of applications. However, their internal representations and learned concepts are still not well understood. In this study, we investigate the structure and redundancy of representations across various TSFMs, examining the self-similarity of model layers within and across different model sizes. This analysis reveals block-like redundancy in the representations, which can be utilized for informed pruning to improve inference speed and efficiency. Additionally, we explore the concepts learned by these models - such as periodicity and trends - and how these can be manipulated through latent space steering to influence model behavior. Our experiments show that steering interventions can introduce new features, e.g., adding periodicity or trends to signals that initially lacked them. These findings underscore the value of representational analysis for optimizing models and demonstrate how conceptual steering offers new possibilities for more controlled and efficient time series analysis with TSFMs.
format Preprint
id arxiv_https___arxiv_org_abs_2409_12915
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Exploring Representations and Interventions in Time Series Foundation Models
Wiliński, Michał
Goswami, Mononito
Potosnak, Willa
Żukowska, Nina
Dubrawski, Artur
Machine Learning
Time series foundation models (TSFMs) promise to be powerful tools for a wide range of applications. However, their internal representations and learned concepts are still not well understood. In this study, we investigate the structure and redundancy of representations across various TSFMs, examining the self-similarity of model layers within and across different model sizes. This analysis reveals block-like redundancy in the representations, which can be utilized for informed pruning to improve inference speed and efficiency. Additionally, we explore the concepts learned by these models - such as periodicity and trends - and how these can be manipulated through latent space steering to influence model behavior. Our experiments show that steering interventions can introduce new features, e.g., adding periodicity or trends to signals that initially lacked them. These findings underscore the value of representational analysis for optimizing models and demonstrate how conceptual steering offers new possibilities for more controlled and efficient time series analysis with TSFMs.
title Exploring Representations and Interventions in Time Series Foundation Models
topic Machine Learning
url https://arxiv.org/abs/2409.12915