ModernTCN; A Modern Pure Convolution Structure for General T

2022) redesign CNN to make it similar to Transformer RepLKNet (Ding et al., 2023 Twitter Facebook LinkedIn PreviousNext 。

2022) scales the kernel size to 51x51 by decomposing a large kernel into 2 rectangular parallel kernels dynamic sparsity This paper: modernize modify 1D CNN in TS 3. ModernTCN (1) Modernize 1D CNN Re-design the 1D CNN (1) DWConv ( DW = Depth-Wise ) (2) ConvFFN ( FFN = Feed-Forward NN ) a) DWConv ( = self-attention in Transformer ) learn the temporal info among tokens on a PER-FEATURE basis b) ConvFFN ( = FFN in Transformer ) consists of 2 PWConvs PWConvs ( PW = Point-Wise ) adopts an inverted bottle neck structure hidden channel of ConvFFN = \(r \times\) channel of input learn new feature representation of each token INDEPENDENTLY \(\rightarrow\) Above design leads to a separation of temporal and feature information mixing Traditional CNN vs. Modern TCN Traditional) jointly mix TEMPORAL FEATURE Modern) separate TEMPORAL FEATURE Compared to CV… TS also has VARIABLE dimension \(\rightarrow\) cross-variable info is also critical in MTS \(\rightarrow\) more modifications are needed for TS (2) TS related modificationa) Maintaining the Variable Dimension Embedding layer in CV Before the backbone, adopt large kernel to increase ERFs c) ConvFFN ( DWConv: feature variable independent ) \(\rightarrow\) ConvFFN should MIX the information across feature variable dimension naive way) jointly learn \(\rightarrow\) however, we conduct this patchify embedding in an equivalent fully-convolution way for a simpler implementation. Step 1) Unsqueezing the shape to \(\mathbf{X}_{i n} \in \mathbb{R}^{M \times 1 \times L}\) Step 2) Feed the padded \(\mathbf{X}_{i n}\) into a 1D CNN stem layer Stem layer = kernel size \(P\) stride \(S\). Maps 1 input channel into \(D\) output channels. Each of the \(M\) univariate TS is embedded independently \(\rightarrow\) able to keep the variable dimension Followings are modifications to make our structure able to capture information from the additional variable dimension. b) DWConv Originally designed for learning the temporal information Difficult to jointly learn both CROSS-TIME CROSS-VARIABLE dependency Thus,。

2023) (2) CNN in CV CNN used to be the dominant backbone ( before ViTs ) ConvNext (Liu et al., ModernTCN: A Modern Pure Convolution Structure for General TS Analysis Contents Abstract Introduction Related Works CNN in TS CNN in CV Modern TCN Modernize 1D CNN TS related modification Overall structure Experiments Abstract Time Series: convolution is losing steam ! \(\rightarrow\) This paper modernize the traditional TCN = ModernTCN SOTA in 5 TS tasks 1. IntroductionTS domain Previous CNN based models (Wang et al., 2023; Zhang \ Yan, Crossformer (2023) and FEDformer (2022) MLP-based models: MTS-Mixer (2023b), such variable-mixing embedding is not suitable for TS Reason 1) Diifference among variables in TS much greater than difference among RGB channels Reason 20 Leads to the discard of variable dimension making it unable to further study the cross-variable dependency \(\rightarrow\) Propose patchify variable-independent embedding Notation \(\mathbf{X}_{i n} \in \mathbb{R}^{M \times L}\) : TS of \(M\) variables of length \(L\) divide it into \(N\) patches of patch size \(P\) after proper padding stride = \(S\) = length of non overlapping region \(\mathbf{X}_{e m b}=\operatorname{Embedding}\left(\mathbf{X}_{i n}\right) \in \mathbb{R}^{M \times D \times N}\). \(\mathbf{X}_{e m b}=\operatorname{Embedding}\left(\mathbf{X}_{i n}\right)\) Different from previous studies (Nie et al., mainly focus on designing extra sophisticated structures \(\rightarrow\) ignoring the importance of updating the convolution! Inferior to Transformer/MLP ( reason: Figure 1 ) \(\rightarrow\) Increasing the ERF is the key!! Q) How to beetter use CNN in TS? Vision domain Different path to explore CNN Latest vision CNN Focus on optmizing the CNN itself prorpose modern convolution Modern convolution incorporate some architectural designs in Transformer ( FIgure 2-b ) adopt large kernel \(\rightarrow\) but still not discussed in TS domain Potential of CNN Efficient way to capture cross-variable dependency ( = among variables in MTS ) previous works have used to capture it…but not competitive…. \(\rightarrow\) Thus need some modification! ModernTCN Propose a modern pure convolution structure Efficiently utilize cross-time cross-variable dependency for TS task 5 TS tasks 2. Related Works(1) CNN in TS MICN (Wang et al., DLinear (2022), modify the original DWConv … from ) feature independent to ) feature and variable independent \(\rightarrow\) treat each UTS independently Also, we embed 3 channel RGB features at each pixel into a \(D\)-dim vector However, 2022) TimesNet (Wu et al., 2022a) Bring CNN back to TS However, 2023), 2022) scales the kernel size to 31x31 with the help of Structural Reparameter technique SLaK (Liu et al., 2023; Liu et al., LightTS (2022), RLinear and RMLP (2023a) Convolution-based Model: TimesNet (2023), 2023) SCINet (Liu et al., MICN (2023) and SCINet (2022a). Results Categories: Updated: November 11, lead to higher complexity worse performance solution) DECOUPLE it! (1) ConvFFN1: for feature representation per variable (2) ConvFFN2: for cross-variable dependency per feature (3) Overall Structure \(\mathbf{X}_{e m b}=\operatorname{Embedding}\left(\mathbf{X}_{i n}\right)\). \(\mathbf{Z}=\operatorname{Backbone}\left(\mathbf{X}_{e m b}\right)\). \(\mathbf{Z}_{i+1}=\operatorname{Block}\left(\mathbf{Z}_i\right)+\mathbf{Z}_i\). 4. ExperimentsBaselines Transformer-based models: PatchTST (2023)。

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