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FACTS: A Factored State-Space Framework for World Modelling

ICLR 2025 · Time series › Long-term forecasting · approach: Attention for time series forecasting · 0 citations (OpenAlex)

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Proposes FACTS, a recurrent factored state-space model with a permutable graph-structured memory and attention-based memory-input routing, evaluated on multivariate forecasting, object-centric video prediction, and graph traffic prediction.

Problem

Spatial-temporal world modelling with high-dimensional long sequences: Transformers and Mamba-style SSMs handle spatial structure and input permutations inefficiently, and rigid state structures struggle when input-to-factor relations change over time.

Approach

Treat the input features and state-space memory as sets of nodes, route inputs to latent factors via attention-based memory-input routing, and make the SSM parameters functions of the initial memory Z_0 and inputs so recurrence can be parallelised, yielding permutation-equivariant memory and permutation-invariant recurrence.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use FACTS instead of the strongest listed baselineLong-term MTS forecasting · ETTh2MSE: 0.381 -> 0.373Helped
Use FACTS instead of the strongest listed baselineLong-term MTS forecasting · ElectricityMSE: 0.170 -> 0.166Helped
Use FACTS instead of the strongest listed baselineLong-term MTS forecasting · TrafficMSE: 0.414 -> 0.472Hurt
Use FACTS instead of the strongest listed baselineLong-term MTS forecasting · ETTm2MSE: 0.281 -> 0.281No clear effect
Use FACTS for slot dynamics predictionCLEVRER · CLEVRERLPIPS: 0.11 -> 0.09Helped
Use FACTS for unsupervised object discoveryMOVi-A video reconstruction · MOVi-AFG-ARI: 0.68 -> 0.75Helped
Use FACTS instead of TESTAMMETR-LA node prediction · METR-LAMAPE: 9.67% -> 9.08%Helped
Use MS-Conv2d embedder instead of Conv2d embedder (ablation)FACTS · MTSF Electricity, prediction length 720MSE: 0.228 -> 0.198Helped
Use MS-Conv2d embedder instead of DFT embedder (ablation)FACTS · MTSF Electricity, prediction length 720MSE: 0.236 -> 0.198Helped
Use Conv2d embedder instead of MS-Conv2d embedder (ablation)FACTS · MTSF Electricity, prediction length 336MSE: 0.171 -> 0.170No clear effect
Use DFT embedder instead of MS-Conv2d embedder (ablation)FACTS · MTSF Electricity, prediction length 336MSE: 0.171 -> 0.171No clear effect
Shuffle input feature order at test timeFACTS · MTS forecasting tasksprediction performanceNo clear effect

Surprising findings

Limitations

Experimental setup

Datasets: ETTm1 ETTm2 ETTh1 ETTh2 Electricity Exchange Traffic Weather Solar-Energy CLEVRER OBJ3D MOVi-A

Benchmarks: ETTm1 ETTm2 ETTh1 ETTh2 Electricity Exchange Traffic Weather Solar-Energy CLEVRER OBJ3D MOVi-A

Metrics: MSE MAE LPIPS FG-ARI mIoU MAPE 12-step MAE

Baselines: Autoformer FEDformer TimesNet PatchTST DLinear Crossformer iTransformer S-Mamba PredRNN VQFormer G-SWM SlotFormer

Builds on: Mamba Slot Attention SlotFormer SAVi TSLib

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