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Hauptverfasser: Dakhmouche, Ramzi, Gorji, Hossein
Format: Preprint
Veröffentlicht: 2025
Schlagworte:
Online-Zugang:https://arxiv.org/abs/2510.04102
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author Dakhmouche, Ramzi
Gorji, Hossein
author_facet Dakhmouche, Ramzi
Gorji, Hossein
contents Motivated by the remarkable success of Foundation Models (FMs) in language modeling, there has been growing interest in developing FMs for time series prediction, given the transformative power such models hold for science and engineering. This culminated in significant success of FMs in short-range forecasting settings. However, extrapolation or long-range forecasting remains elusive for FMs, which struggle to outperform even simple baselines. This contrasts with physical laws which have strong extrapolation properties, and raises the question of the fundamental difference between the structure of neural networks and physical laws. In this work, we identify and formalize a fundamental property characterizing the ability of statistical learning models to predict more accurately outside of their training domain, hence explaining performance deterioration for deep learning models in extrapolation settings. In addition to a theoretical analysis, we present empirical results showcasing the implications of this property on current deep learning architectures. Our results not only clarify the root causes of the extrapolation gap but also suggest directions for designing next-generation forecasting models capable of mastering extrapolation.
format Preprint
id arxiv_https___arxiv_org_abs_2510_04102
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Why Cannot Neural Networks Master Extrapolation? Insights from Physical Laws
Dakhmouche, Ramzi
Gorji, Hossein
Machine Learning
Numerical Analysis
Probability
Motivated by the remarkable success of Foundation Models (FMs) in language modeling, there has been growing interest in developing FMs for time series prediction, given the transformative power such models hold for science and engineering. This culminated in significant success of FMs in short-range forecasting settings. However, extrapolation or long-range forecasting remains elusive for FMs, which struggle to outperform even simple baselines. This contrasts with physical laws which have strong extrapolation properties, and raises the question of the fundamental difference between the structure of neural networks and physical laws. In this work, we identify and formalize a fundamental property characterizing the ability of statistical learning models to predict more accurately outside of their training domain, hence explaining performance deterioration for deep learning models in extrapolation settings. In addition to a theoretical analysis, we present empirical results showcasing the implications of this property on current deep learning architectures. Our results not only clarify the root causes of the extrapolation gap but also suggest directions for designing next-generation forecasting models capable of mastering extrapolation.
title Why Cannot Neural Networks Master Extrapolation? Insights from Physical Laws
topic Machine Learning
Numerical Analysis
Probability
url https://arxiv.org/abs/2510.04102