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Adversarial Sparse Transformer for Time Series Forecasting

NeurIPS 2020 · Time series › Long-term forecasting · approach: Attention for time series forecasting · 116 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add adversarial sequence-level training (ablation)Sparse Transformer · traffic1dQ50 loss: 0.109 -> 0.093Helped
add adversarial sequence-level training (ablation)Sparse Transformer · elect1dQ50 loss: 0.055 -> 0.042Helped
use alpha-entmax sparse attention instead of softmax (ablation)vanilla Transformer · elect1dQ50 loss: 0.064 -> 0.055Helped
use alpha-entmax sparse attention instead of softmax (ablation)vanilla Transformer · elect7dQ90 loss: 0.039 -> 0.041Hurt
use 1.5-entmax instead of softmax (ablation)AST · traffic1dQ50 loss: 0.120 -> 0.093Helped
use 1.5-entmax instead of softmax (ablation)AST · elect1dQ50 loss: 0.040 -> 0.042Hurt
use 1.5-entmax instead of sparsemax (ablation)AST · traffic1dQ50 loss: 0.123 -> 0.093Helped
add adversarial trainingDeepAR · traffic1dQ50 loss: 0.161 -> 0.155Helped
encoder-decoder instead of decoder-only autoregressive (ablation)AST · traffic1dQ50 loss: 0.096 -> 0.093Helped
encoder-decoder instead of decoder-only autoregressive (ablation)AST · elect1dQ50 loss: 0.048 -> 0.042Helped
AST vs ConvTranstime series forecasting · electricity and trafficQ50 loss: 26.4% on averageHelped

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