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Continuous Temporal Domain Generalization

NeurIPS 2024 · Probabilistic and scientific modeling › Dynamical systems · approach: Latent dynamics models · 1 citations (OpenAlex)

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Introduces continuous temporal domain generalization (CTDG) and the Koodos framework, which models model-parameter dynamics with a Koopman operator inside a neural ODE-style system to generalize to arbitrary future times.

Problem

Temporal domain generalization assumes domains at fixed discrete time steps, but real data arrive at irregular continuous times; the task is to predict model parameters at arbitrary unseen times under gradual concept drift.

Approach

Treat predictive-model parameters as evolving under a continuous dynamical system, map them into a learned latent space via an autoencoder where dynamics are linear (Koopman operator), and jointly optimize prediction, reconstruction, dynamic fidelity and consistency losses; spectral constraints on the Koopman operator enable stability analysis and prior-knowledge control (e.g., skew-symmetric K fo

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
remove L_integ (ablation)Koodos · 2-Moonserror rate (%): 2.8 $\pm$ 0.7 -> 27.4 $\pm$ 20.3Hurt
remove L_integ (ablation)Koodos · Rot-MNISTerror rate (%): 4.6 $\pm$ 0.1 -> 42.7 $\pm$ 1.0Hurt
remove L_integ (ablation)Koodos · CycloneMAE: 16.4 $\pm$ 0.3 -> 55.0 $\pm$ 1.0Hurt
remove L_recon (ablation)Koodos · 2-Moonserror rate (%): 2.8 $\pm$ 0.7 -> 3.2 $\pm$ 0.1Hurt
remove L_recon (ablation)Koodos · Rot-MNISTerror rate (%): 4.6 $\pm$ 0.1 -> 6.3 $\pm$ 0.3Hurt
remove L_recon (ablation)Koodos · CycloneMAE: 16.4 $\pm$ 0.3 -> 17.2 $\pm$ 0.4Hurt
remove L_dyna (ablation)Koodos · 2-Moonserror rate (%): 2.8 $\pm$ 0.7 -> 5.9 $\pm$ 5.1Hurt
remove L_dyna (ablation)Koodos · Rot-MNISTerror rate (%): 4.6 $\pm$ 0.1 -> 31.7 $\pm$ 28.9Hurt
remove L_dyna (ablation)Koodos · CycloneMAE: 16.4 $\pm$ 0.3 -> 23.3 $\pm$ 4.9Hurt
remove L_consis (ablation)Koodos · 2-Moonserror rate (%): 2.8 $\pm$ 0.7 -> 30.5 $\pm$ 18.4Hurt
remove L_consis (ablation)Koodos · Rot-MNISTerror rate (%): 4.6 $\pm$ 0.1 -> 5.1 $\pm$ 0.4Hurt
remove L_consis (ablation)Koodos · CycloneMAE: 16.4 $\pm$ 0.3 -> 17.4 $\pm$ 0.5Hurt

Surprising findings

Limitations

Experimental setup

Datasets: Rotated 2-Moons Rotated MNIST Twitter Influenza Risk Yearbook Tropical Cyclone Intensity House Prices Online News Popularity Shuttle Appliances energy

Benchmarks: Rotated 2-Moons Rotated MNIST Twitter Yearbook Cyclone House ONP Shuttle Appliance

Metrics: error rate (%) AUC MAE

Baselines: Offline LastDomain IncFinetune IRM V-REx CIDA TKNets DRAIN DRAIN-Δt DeepODE CDOT GI

Builds on: Neural ODE Koopman theory DRAIN DeepODE TKNets

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