Time Series Forecasting
Transformers
Safetensors
PyTorch
telos
feature-extraction
time-series
probabilistic-forecasting
jepa
world-model
foundation-model
custom_code
Instructions to use magilabsco/Telos-Small with libraries, inference providers, notebooks, and local apps. Follow these links to get started.
- Libraries
- Transformers
How to use magilabsco/Telos-Small with Transformers:
# pip install -U transformers accelerate # Load model directly from transformers import AutoModel model = AutoModel.from_pretrained("magilabsco/Telos-Small", trust_remote_code=True, device_map="auto") - Notebooks
- Google Colab
- Kaggle
Upload folder using huggingface_hub
Browse files- .gitattributes +2 -34
- .gitignore +6 -0
- LICENSE +21 -0
- README.md +79 -0
- __init__.py +24 -0
- config.json +78 -0
- configuration_telos.py +110 -0
- model.safetensors +3 -0
- modeling_telos.py +1432 -0
- pyproject.toml +17 -0
- requirements.txt +4 -0
- results/fev_bench_telos_small_50m.json +772 -0
- results/gift_eval_telos_small_50m.json +266 -0
- results/ind_eval_telos_small_50m.json +3905 -0
- results/telos_small_training_report.json +41 -0
- results/time_bench_telos_small_50m.json +2139 -0
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LICENSE
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Apache License
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Version 2.0, January 2004
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http://www.apache.org/licenses/
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Copyright 2026 MAGI Labs
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License.
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---
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Attribution Notices:
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- Pretraining data includes leakage-audited series from Salesforce/GiftEvalPretrain (Apache-2.0).
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README.md
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---
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license: apache-2.0
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library_name: transformers
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pipeline_tag: time-series-forecasting
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tags:
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- time-series
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- time-series-forecasting
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- probabilistic-forecasting
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- jepa
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- world-model
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- foundation-model
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- pytorch
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- safetensors
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datasets:
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- Salesforce/GiftEvalPretrain
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---
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# Telos-Small (`50.1M`) — Time-Series JEPA Foundation Model
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**Telos-Small** (`50,100,747` parameters) is a standalone zero-shot **Joint-Embedding Predictive Architecture (JEPA)** for probabilistic time-series forecasting developed by **MAGI Labs**.
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Instead of autoregressively generating raw time-series tokens step-by-step, **Telos** encodes observed history into patch representations, predicts future trajectory representations directly in latent space across up to **32 horizon patches (`1,024` steps) in a single forward pass**, and projects those predicted latents onto **21 calibrated quantiles (`0.01 .. 0.99`)**.
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---
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| 25 |
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## How Telos Works
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1. **Causal Welford + `asinh` Patch Scaling (`patch_size = 32`):** Each 32-step patch is normalized using running causal Welford statistics and inverse-hyperbolic-sine (`asinh`) compression, handling heavy-tailed spikes, zero-inflated series, and arbitrary scale shifts without lookahead leakage.
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2. **Two-Stream Encoder with U-Net Skips & Value-Residual Attention (`12` blocks, `d_model = 512`):** Alternates three causal time-attention blocks with one cross-variate block (`[time, time, time, time_variate] × 3`) using `SinCosRoPE`, sigmoid-gated SDPA, U-Net skip connections (`layer[k] -> layer[11-k]`), and first-layer Value-Residual links across contexts up to **`4,096`–`8,192` steps**.
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3. **Horizon-Conditioned JEPA Latent Predictor (`2` blocks):** Given causal context latents and horizon step embeddings, predicts future target-encoder patch latents across **`1,024` future steps in one shot**, trained with a momentum EMA target encoder (`V-JEPA`), Epps-Pulley isotropic Gaussian regularization (`SIGReg`), multi-origin **Tiled Decoupled-Horizon Forecasting (`Tiled-DHF`)**, and orthogonalized **`NorMuon` (`Newton-Schulz-5`) + `AdamW`**.
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4. **Monotone 21-Knot Quantile Readout + Advancing Welford Frames:** Outputs strictly non-crossing quantiles `(0.01, 0.05, 0.10, ..., 0.90, 0.95, 0.99)` supporting univariate series, multivariate panels, past-only covariates, and known-future covariates.
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---
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| 34 |
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## Quickstart (`transformers`)
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```bash
|
| 38 |
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pip install torch numpy safetensors transformers
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```
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| 40 |
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```python
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| 42 |
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import numpy as np
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| 43 |
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from transformers import AutoModel
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| 44 |
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| 45 |
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model = AutoModel.from_pretrained("magilabsco/Telos-Small", trust_remote_code=True)
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| 46 |
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| 47 |
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# 1D series, (B, T) batch, or (B, V, T) multivariate panel -> returns (B, V, H, 21) quantiles
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| 48 |
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context = np.sin(np.linspace(0, 16 * np.pi, 512, dtype=np.float32)) + 100.0
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| 49 |
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quantiles = model.forecast(context, prediction_length=96) # shape: (1, 1, 96, 21)
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| 50 |
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median_forecast = quantiles[0, 0, :, 10] # 0.50 quantile
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| 51 |
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```
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| 52 |
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| 53 |
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---
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| 54 |
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| 55 |
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## Zero-Shot Benchmark Results (`402` Tasks Across 4 Suites)
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| 56 |
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Evaluated zero-shot across **402 tasks** on four public benchmarks (higher Skill % vs. Seasonal Naive is better):
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| 58 |
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| Benchmark Suite | Tasks / Scale | Metric | **Telos-Small (`50.1M` Pure JEPA)** | **Telos-Small (`50.1M` + Analytical Blend)** | Notable Reference Baselines |
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| 60 |
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| :--- | :--- | :--- | :---: | :---: | :--- |
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| 61 |
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| **Salesforce `GIFT-Eval` (Full Panel)** | `97` tasks (`371,330` windows) | CRPS Skill % | **`43.21%`** | **`43.79%`** | Beats `PatchTST` (`41.30%`), `TFT` (`39.53%`), `DLinear` (`15.44%`) |
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| **AutoGluon `FEV-Bench` (`fev-bench-mini`)** | `20` multi-domain & covariate tasks | SQL Skill % | **`39.49%`** | **`42.82%`** | Beats `TFT` (`35.26%`), `PatchTST` (`34.96%`), `CatBoost` (`28.41%`) |
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| **Cognite `IND-Eval` (Industrial)** | `187` sensor & well tasks (`9` sources) | CRPS Skill % | **`38.18%`** | `34.06%` | Pure JEPA beats analytical blend by `+4.12` pts |
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| 64 |
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| **ICML-2026 `TIME` Benchmark** | `98` zero-overlap fresh tasks (`50` datasets) | CRPS Skill % | **`36.54%`** | `35.70%` | Beats `Sundial-base` (`128M`, `33.66%`); trails `Chronos-Bolt` (`205M`, `38.00%`) by `1.46` pts |
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---
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| 67 |
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## Model Specifications
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| 69 |
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| 70 |
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- **Model Name:** `Telos-Small`
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| 71 |
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- **Parameters:** `50,100,747` (`191 MB` in `fp32` `model.safetensors`)
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- **Architecture:** `12` Two-Stream Transformer Encoder blocks (`d_model=512`, `8` heads, `mlp_hidden_dim=1152`, U-Net skips, Value-Residual) + `2` `JEPALatentPredictor` blocks (`hidden=1024`) + `QuantileHead` (`21` knots)
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| 73 |
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- **Patch Size / Single-Shot Horizon:** `32` steps per patch / up to `32` patches (`1,024` steps) per single forward shot
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| 74 |
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- **Context Length:** `4,096` steps default (`8,192` max)
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- **Training Compute:** `43,591` DDP steps (`12,570,406` forecast origins) on `2× NVIDIA Tesla P100-16GB` GPUs
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## License
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Released under the [Apache-2.0 License](LICENSE). Pretraining corpus incorporates audited series from `Salesforce/GiftEvalPretrain` (Apache-2.0) and synthetic physical dynamical priors (Copyright 2026 MAGI Labs).
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__init__.py
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"""Telos (`Telos-Small`, 50.1M Parameters): Standalone Time-Series JEPA Foundation Model."""
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from .configuration_telos import QUANTILE_KNOTS_21, TelosConfig
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from .modeling_telos import (
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ROLE_KNOWN_COV,
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ROLE_PAST_COV,
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ROLE_TARGET,
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TelosForForecasting,
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TelosModel,
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load_telos_checkpoint,
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save_telos_checkpoint,
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)
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__all__ = [
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"QUANTILE_KNOTS_21",
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"ROLE_KNOWN_COV",
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"ROLE_PAST_COV",
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"ROLE_TARGET",
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"TelosConfig",
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"TelosForForecasting",
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| 21 |
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"TelosModel",
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| 22 |
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"load_telos_checkpoint",
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| 23 |
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"save_telos_checkpoint",
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]
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config.json
ADDED
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{
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"attend_missing_patches": true,
|
| 3 |
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"attn_bias": false,
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| 4 |
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"block_schedule": [
|
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"time",
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"time",
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"time",
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"time_variate",
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"time",
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"time",
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"time",
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"time_variate",
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"time",
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"time",
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"time",
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"time_variate"
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],
|
| 18 |
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"block_size": 32,
|
| 19 |
+
"context_length": 4096,
|
| 20 |
+
"covariate_enabled": true,
|
| 21 |
+
"d_model": 512,
|
| 22 |
+
"head_hidden_dim": 1792,
|
| 23 |
+
"jepa_predictor_hidden": 1024,
|
| 24 |
+
"jepa_predictor_layers": 2,
|
| 25 |
+
"max_context_length": 8192,
|
| 26 |
+
"minimum_scale": 1e-06,
|
| 27 |
+
"mlp_bias": false,
|
| 28 |
+
"mlp_hidden_dim": 1152,
|
| 29 |
+
"model_name": "Telos-Small",
|
| 30 |
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"model_type": "telos",
|
| 31 |
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"norm_eps": 1e-06,
|
| 32 |
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"num_heads": 8,
|
| 33 |
+
"patch_proj_hidden": 1536,
|
| 34 |
+
"patch_size": 32,
|
| 35 |
+
"per_shot_horizon_patches": 32,
|
| 36 |
+
"quantile_knots": [
|
| 37 |
+
0.01,
|
| 38 |
+
0.05,
|
| 39 |
+
0.1,
|
| 40 |
+
0.15,
|
| 41 |
+
0.2,
|
| 42 |
+
0.25,
|
| 43 |
+
0.3,
|
| 44 |
+
0.35,
|
| 45 |
+
0.4,
|
| 46 |
+
0.45,
|
| 47 |
+
0.5,
|
| 48 |
+
0.55,
|
| 49 |
+
0.6,
|
| 50 |
+
0.65,
|
| 51 |
+
0.7,
|
| 52 |
+
0.75,
|
| 53 |
+
0.8,
|
| 54 |
+
0.85,
|
| 55 |
+
0.9,
|
| 56 |
+
0.95,
|
| 57 |
+
0.99
|
| 58 |
+
],
|
| 59 |
+
"quantile_real_cap_k": 6.0,
|
| 60 |
+
"quantile_width_factor": 3.0,
|
| 61 |
+
"rope_partial_factor": 0.5,
|
| 62 |
+
"rope_theta": 10000.0,
|
| 63 |
+
"split_context_horizon_attn": true,
|
| 64 |
+
"stabilize_with_global": false,
|
| 65 |
+
"time_attn_gate": "sdpa_sigmoid",
|
| 66 |
+
"transformers_version": "5.22.2",
|
| 67 |
+
"unet_skip_connections": true,
|
| 68 |
+
"use_asinh": true,
|
| 69 |
+
"value_residual": true,
|
| 70 |
+
"variate_attn_gate": "sdpa_sigmoid",
|
| 71 |
+
"architectures": [
|
| 72 |
+
"TelosModel"
|
| 73 |
+
],
|
| 74 |
+
"auto_map": {
|
| 75 |
+
"AutoConfig": "configuration_telos.TelosConfig",
|
| 76 |
+
"AutoModel": "modeling_telos.TelosModel"
|
| 77 |
+
}
|
| 78 |
+
}
|
configuration_telos.py
ADDED
|
@@ -0,0 +1,110 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""Hugging Face `PreTrainedConfig` for Telos (`Telos-Small`, 50.1M parameters)."""
|
| 2 |
+
|
| 3 |
+
from __future__ import annotations
|
| 4 |
+
|
| 5 |
+
from typing import List, Sequence, Tuple
|
| 6 |
+
|
| 7 |
+
from transformers import PretrainedConfig
|
| 8 |
+
|
| 9 |
+
QUANTILE_KNOTS_21: Tuple[float, ...] = (
|
| 10 |
+
0.01, 0.05, 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45,
|
| 11 |
+
0.50,
|
| 12 |
+
0.55, 0.60, 0.65, 0.70, 0.75, 0.80, 0.85, 0.90, 0.95, 0.99,
|
| 13 |
+
)
|
| 14 |
+
|
| 15 |
+
|
| 16 |
+
class TelosConfig(PretrainedConfig):
|
| 17 |
+
"""Configuration class for `TelosModel` (`Telos-Small`, 50.1M Time-Series JEPA Foundation Model)."""
|
| 18 |
+
|
| 19 |
+
model_type = "telos"
|
| 20 |
+
|
| 21 |
+
def __init__(
|
| 22 |
+
self,
|
| 23 |
+
model_name: str = "Telos-Small",
|
| 24 |
+
patch_size: int = 32,
|
| 25 |
+
d_model: int = 512,
|
| 26 |
+
num_heads: int = 8,
|
| 27 |
+
mlp_hidden_dim: int = 1152,
|
| 28 |
+
patch_proj_hidden: int = 1536,
|
| 29 |
+
head_hidden_dim: int = 1792,
|
| 30 |
+
block_schedule: Sequence[str] = (
|
| 31 |
+
"time", "time", "time", "time_variate",
|
| 32 |
+
"time", "time", "time", "time_variate",
|
| 33 |
+
"time", "time", "time", "time_variate",
|
| 34 |
+
),
|
| 35 |
+
quantile_knots: Sequence[float] = QUANTILE_KNOTS_21,
|
| 36 |
+
block_size: int = 32,
|
| 37 |
+
context_length: int = 4096,
|
| 38 |
+
max_context_length: int = 8192,
|
| 39 |
+
rope_theta: float = 10000.0,
|
| 40 |
+
rope_partial_factor: float = 0.5,
|
| 41 |
+
norm_eps: float = 1e-6,
|
| 42 |
+
attn_bias: bool = False,
|
| 43 |
+
mlp_bias: bool = False,
|
| 44 |
+
time_attn_gate: str = "sdpa_sigmoid",
|
| 45 |
+
variate_attn_gate: str = "sdpa_sigmoid",
|
| 46 |
+
minimum_scale: float = 1e-6,
|
| 47 |
+
use_asinh: bool = True,
|
| 48 |
+
stabilize_with_global: bool = False,
|
| 49 |
+
covariate_enabled: bool = True,
|
| 50 |
+
split_context_horizon_attn: bool = True,
|
| 51 |
+
attend_missing_patches: bool = True,
|
| 52 |
+
quantile_width_factor: float = 3.0,
|
| 53 |
+
per_shot_horizon_patches: int = 32,
|
| 54 |
+
quantile_real_cap_k: float = 6.0,
|
| 55 |
+
jepa_predictor_layers: int = 2,
|
| 56 |
+
jepa_predictor_hidden: int = 1024,
|
| 57 |
+
unet_skip_connections: bool = True,
|
| 58 |
+
value_residual: bool = True,
|
| 59 |
+
**kwargs,
|
| 60 |
+
) -> None:
|
| 61 |
+
super().__init__(**kwargs)
|
| 62 |
+
self.model_name = model_name
|
| 63 |
+
self.patch_size = int(patch_size)
|
| 64 |
+
self.d_model = int(d_model)
|
| 65 |
+
self.num_heads = int(num_heads)
|
| 66 |
+
self.mlp_hidden_dim = int(mlp_hidden_dim)
|
| 67 |
+
self.patch_proj_hidden = int(patch_proj_hidden)
|
| 68 |
+
self.head_hidden_dim = int(head_hidden_dim)
|
| 69 |
+
self.block_schedule: List[str] = list(block_schedule)
|
| 70 |
+
self.quantile_knots: List[float] = [float(q) for q in quantile_knots]
|
| 71 |
+
self.block_size = int(block_size)
|
| 72 |
+
self.context_length = int(context_length)
|
| 73 |
+
self.max_context_length = int(max_context_length)
|
| 74 |
+
self.rope_theta = float(rope_theta)
|
| 75 |
+
self.rope_partial_factor = float(rope_partial_factor)
|
| 76 |
+
self.norm_eps = float(norm_eps)
|
| 77 |
+
self.attn_bias = bool(attn_bias)
|
| 78 |
+
self.mlp_bias = bool(mlp_bias)
|
| 79 |
+
self.time_attn_gate = str(time_attn_gate)
|
| 80 |
+
self.variate_attn_gate = str(variate_attn_gate)
|
| 81 |
+
self.minimum_scale = float(minimum_scale)
|
| 82 |
+
self.use_asinh = bool(use_asinh)
|
| 83 |
+
self.stabilize_with_global = bool(stabilize_with_global)
|
| 84 |
+
self.covariate_enabled = bool(covariate_enabled)
|
| 85 |
+
self.split_context_horizon_attn = bool(split_context_horizon_attn)
|
| 86 |
+
self.attend_missing_patches = bool(attend_missing_patches)
|
| 87 |
+
self.quantile_width_factor = float(quantile_width_factor)
|
| 88 |
+
self.per_shot_horizon_patches = int(per_shot_horizon_patches)
|
| 89 |
+
self.quantile_real_cap_k = float(quantile_real_cap_k)
|
| 90 |
+
self.jepa_predictor_layers = int(jepa_predictor_layers)
|
| 91 |
+
self.jepa_predictor_hidden = int(jepa_predictor_hidden)
|
| 92 |
+
self.unet_skip_connections = bool(unet_skip_connections)
|
| 93 |
+
self.value_residual = bool(value_residual)
|
| 94 |
+
|
| 95 |
+
@property
|
| 96 |
+
def num_quantiles(self) -> int:
|
| 97 |
+
return len(self.quantile_knots)
|
| 98 |
+
|
| 99 |
+
@property
|
| 100 |
+
def median_index(self) -> int:
|
| 101 |
+
return list(self.quantile_knots).index(0.5)
|
| 102 |
+
|
| 103 |
+
@property
|
| 104 |
+
def head_dim(self) -> int:
|
| 105 |
+
return self.d_model // self.num_heads
|
| 106 |
+
|
| 107 |
+
@property
|
| 108 |
+
def rope_dim(self) -> int:
|
| 109 |
+
rd = int(self.head_dim * self.rope_partial_factor)
|
| 110 |
+
return max(2, rd - (rd % 2))
|
model.safetensors
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f3a5434cf774848efab77b1ef4f8189358694f1374fd715b31f7ce88eeee7305
|
| 3 |
+
size 200417852
|
modeling_telos.py
ADDED
|
@@ -0,0 +1,1432 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
|
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|
|
|
|
|
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|
|
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|
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|
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|
|
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|
|
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|
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|
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|
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|
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|
| 1 |
+
#!/usr/bin/env python3
|
| 2 |
+
"""Telos (`Telos-Small`, 50.1M Parameters): Standalone Time-Series Joint-Embedding Predictive Architecture (JEPA).
|
| 3 |
+
|
| 4 |
+
Architecture highlights:
|
| 5 |
+
1. Causal per-patch Welford mean/std normalization with `asinh` compression and
|
| 6 |
+
`advancing_block_frames` multi-patch horizon refinement.
|
| 7 |
+
2. 12-block Two-Stream `[Enc ; Dec]` Transformer (`d_model=512`, `num_heads=8`,
|
| 8 |
+
`[time, time, time, time_variate] x 3`) with `SinCosRoPE`, `sdpa_sigmoid` gated
|
| 9 |
+
time/variate attention, U-Net skip connections, Value-Residual attention, and `FusedSwiGLU`.
|
| 10 |
+
3. 2-block Horizon-Conditioned `JEPALatentPredictor` predicting future patch representations
|
| 11 |
+
in latent space across up to `32` patches (`1,024` steps) in a single forward shot.
|
| 12 |
+
4. 21-knot monotone `QuantileHead` (`0.01 .. 0.99`) with full support for univariate,
|
| 13 |
+
multivariate, past covariates, and known-future covariates.
|
| 14 |
+
"""
|
| 15 |
+
|
| 16 |
+
from __future__ import annotations
|
| 17 |
+
|
| 18 |
+
import functools
|
| 19 |
+
import math
|
| 20 |
+
from dataclasses import asdict, dataclass
|
| 21 |
+
from pathlib import Path
|
| 22 |
+
from typing import Dict, List, Optional, Sequence, Tuple
|
| 23 |
+
|
| 24 |
+
import numpy as np
|
| 25 |
+
import torch
|
| 26 |
+
import torch.nn as nn
|
| 27 |
+
import torch.nn.functional as F
|
| 28 |
+
from torch import Tensor
|
| 29 |
+
from transformers import PreTrainedModel
|
| 30 |
+
|
| 31 |
+
try:
|
| 32 |
+
from .configuration_telos import QUANTILE_KNOTS_21, TelosConfig
|
| 33 |
+
except ImportError:
|
| 34 |
+
from configuration_telos import QUANTILE_KNOTS_21, TelosConfig # type: ignore
|
| 35 |
+
|
| 36 |
+
ROLE_TARGET = 0
|
| 37 |
+
ROLE_PAST_COV = 1
|
| 38 |
+
ROLE_KNOWN_COV = 2
|
| 39 |
+
|
| 40 |
+
LAYER_KIND_AXES: Dict[str, Tuple[bool, ...]] = {
|
| 41 |
+
"time": (True,),
|
| 42 |
+
"variate": (False,),
|
| 43 |
+
"time_variate": (True, False),
|
| 44 |
+
}
|
| 45 |
+
|
| 46 |
+
|
| 47 |
+
# ==============================================================================
|
| 48 |
+
# 1. Causal Welford & Asinh Scaler Primitives
|
| 49 |
+
# ==============================================================================
|
| 50 |
+
|
| 51 |
+
|
| 52 |
+
def _fp32_io(*dtypes: torch.dtype) -> Tuple[torch.dtype, torch.dtype]:
|
| 53 |
+
out_dtype = functools.reduce(torch.promote_types, dtypes)
|
| 54 |
+
return out_dtype, torch.promote_types(out_dtype, torch.float32)
|
| 55 |
+
|
| 56 |
+
|
| 57 |
+
def compute_causal_statistics(
|
| 58 |
+
data: Tensor,
|
| 59 |
+
observation_mask: Tensor,
|
| 60 |
+
minimum_scale: float,
|
| 61 |
+
stabilize_with_global: bool,
|
| 62 |
+
scale_factor_exponent: float = 10.0,
|
| 63 |
+
) -> Tuple[Tensor, Tensor]:
|
| 64 |
+
weights = torch.ones_like(data) * observation_mask
|
| 65 |
+
with torch.no_grad():
|
| 66 |
+
x = data.to(torch.float64)
|
| 67 |
+
w = weights.to(torch.float64)
|
| 68 |
+
weighted = w * x
|
| 69 |
+
cum_w = torch.cumsum(w, dim=-1)
|
| 70 |
+
cum_x = torch.cumsum(weighted, dim=-1)
|
| 71 |
+
denominator = cum_w.clamp_min(1.0)
|
| 72 |
+
means = cum_x / denominator
|
| 73 |
+
shifted = torch.zeros_like(means)
|
| 74 |
+
shifted[..., 1:] = means[..., :-1]
|
| 75 |
+
increment = (x - shifted) * (x - means) * w
|
| 76 |
+
m2 = torch.cumsum(increment, dim=-1)
|
| 77 |
+
variance = m2 / torch.clamp(denominator - 1.0, min=1.0)
|
| 78 |
+
scales = torch.sqrt(variance).clamp(min=minimum_scale)
|
| 79 |
+
if stabilize_with_global:
|
| 80 |
+
lo, hi = 10.0 ** (-scale_factor_exponent), 10.0 ** scale_factor_exponent
|
| 81 |
+
global_den = (weights * observation_mask).sum(-1, keepdim=True).clamp_min(1.0)
|
| 82 |
+
global_means = torch.nan_to_num(weighted.sum(-1, keepdim=True) / global_den)
|
| 83 |
+
global_var = (((x - global_means) * weights * observation_mask) ** 2).sum(-1, keepdim=True) / global_den
|
| 84 |
+
global_scale = torch.sqrt(global_var + minimum_scale).expand_as(scales)
|
| 85 |
+
floor = torch.max(torch.tensor(minimum_scale, device=scales.device, dtype=scales.dtype), global_scale * lo)
|
| 86 |
+
scales = torch.clamp(scales, min=floor, max=global_scale * hi)
|
| 87 |
+
return means.to(data.dtype), scales.to(data.dtype)
|
| 88 |
+
|
| 89 |
+
|
| 90 |
+
def causal_patch_loc_scale(
|
| 91 |
+
data: Tensor,
|
| 92 |
+
observation_mask: Tensor,
|
| 93 |
+
patch_size: int,
|
| 94 |
+
minimum_scale: float,
|
| 95 |
+
stabilize_with_global: bool,
|
| 96 |
+
) -> Tuple[Tensor, Tensor]:
|
| 97 |
+
with torch.no_grad():
|
| 98 |
+
means, scales = compute_causal_statistics(data, observation_mask, minimum_scale, stabilize_with_global)
|
| 99 |
+
patch_means = means.unfold(-1, patch_size, patch_size)[..., -1]
|
| 100 |
+
patch_scales = scales.unfold(-1, patch_size, patch_size)[..., -1]
|
| 101 |
+
return patch_means.repeat_interleave(patch_size, dim=-1), patch_scales.repeat_interleave(patch_size, dim=-1)
|
| 102 |
+
|
| 103 |
+
|
| 104 |
+
def apply_affine_asinh_masked(
|
| 105 |
+
data: Tensor,
|
| 106 |
+
loc: Tensor,
|
| 107 |
+
scale: Tensor,
|
| 108 |
+
observation_mask: Tensor,
|
| 109 |
+
use_asinh: bool,
|
| 110 |
+
) -> Tensor:
|
| 111 |
+
out_dtype, work = _fp32_io(data.dtype, loc.dtype, scale.dtype)
|
| 112 |
+
scaled = (data.to(work) - loc.to(work)) / scale.to(work).clamp_min(torch.finfo(work).eps)
|
| 113 |
+
scaled = scaled.masked_fill(~observation_mask, 0.0)
|
| 114 |
+
if use_asinh:
|
| 115 |
+
scaled = torch.where(observation_mask, scaled.asinh(), scaled)
|
| 116 |
+
return scaled.to(out_dtype)
|
| 117 |
+
|
| 118 |
+
|
| 119 |
+
def invert_affine_asinh(x: Tensor, loc: Tensor, scale: Tensor, use_asinh: bool) -> Tensor:
|
| 120 |
+
out_dtype, work = _fp32_io(x.dtype, loc.dtype, scale.dtype)
|
| 121 |
+
x = x.to(work)
|
| 122 |
+
if use_asinh:
|
| 123 |
+
x = x.clamp(-6.0, 6.0).sinh()
|
| 124 |
+
return (x * scale.to(work) + loc.to(work)).to(out_dtype)
|
| 125 |
+
|
| 126 |
+
|
| 127 |
+
def clamp_nonfinite(vals: Tensor) -> Tensor:
|
| 128 |
+
clamped = torch.where(
|
| 129 |
+
vals == float("inf"),
|
| 130 |
+
torch.where(vals.isfinite(), vals, -float("inf")).amax(dim=-1, keepdim=True),
|
| 131 |
+
torch.where(
|
| 132 |
+
vals == -float("inf"),
|
| 133 |
+
torch.where(vals.isfinite(), vals, float("inf")).amin(dim=-1, keepdim=True),
|
| 134 |
+
vals,
|
| 135 |
+
),
|
| 136 |
+
)
|
| 137 |
+
return torch.where(clamped.isinf(), torch.zeros_like(clamped), clamped)
|
| 138 |
+
|
| 139 |
+
|
| 140 |
+
def denormalize_quantiles(preds: Tensor, loc: Tensor, scale: Tensor, use_asinh: bool) -> Tensor:
|
| 141 |
+
return clamp_nonfinite(invert_affine_asinh(preds, loc, scale, use_asinh))
|
| 142 |
+
|
| 143 |
+
|
| 144 |
+
def welford_combine(
|
| 145 |
+
w_a: Tensor, mean_a: Tensor, m2_a: Tensor, w_b: Tensor, mean_b: Tensor, m2_b: Tensor
|
| 146 |
+
) -> Tuple[Tensor, Tensor, Tensor]:
|
| 147 |
+
w = w_a + w_b
|
| 148 |
+
w_safe = w.clamp(min=torch.finfo(w.dtype).tiny)
|
| 149 |
+
delta = mean_b - mean_a
|
| 150 |
+
mean = mean_a + delta * w_b / w_safe
|
| 151 |
+
m2 = m2_a + m2_b + delta.square() * w_a * w_b / w_safe
|
| 152 |
+
is_zero = w == 0
|
| 153 |
+
mean = torch.where(is_zero, torch.zeros_like(mean), mean)
|
| 154 |
+
m2 = torch.where(is_zero, torch.zeros_like(m2), m2)
|
| 155 |
+
return w, mean, m2
|
| 156 |
+
|
| 157 |
+
|
| 158 |
+
def cumulative_welford(w: Tensor, mean: Tensor, m2: Tensor) -> Tuple[Tensor, Tensor, Tensor]:
|
| 159 |
+
n = w.shape[1]
|
| 160 |
+
d = 1
|
| 161 |
+
while d < n:
|
| 162 |
+
pad = (d, 0)
|
| 163 |
+
w_l = F.pad(w[:, : n - d], pad)
|
| 164 |
+
mean_l = F.pad(mean[:, : n - d], pad)
|
| 165 |
+
m2_l = F.pad(m2[:, : n - d], pad)
|
| 166 |
+
w, mean, m2 = welford_combine(w_l, mean_l, m2_l, w, mean, m2)
|
| 167 |
+
d *= 2
|
| 168 |
+
return w, mean, m2
|
| 169 |
+
|
| 170 |
+
|
| 171 |
+
def advancing_block_frames(
|
| 172 |
+
context: Tensor, observation_mask: Tensor, sinh_median: Tensor, minimum_scale: float
|
| 173 |
+
) -> Tuple[Tensor, Tensor]:
|
| 174 |
+
r, n_pred, ps = sinh_median.shape
|
| 175 |
+
blank = sinh_median.new_zeros(r, n_pred, ps)
|
| 176 |
+
values = torch.cat([context.unflatten(-1, (-1, ps)).to(torch.float64), blank], dim=1)
|
| 177 |
+
weights = torch.cat([observation_mask.unflatten(-1, (-1, ps)).to(torch.float64), blank], dim=1)
|
| 178 |
+
cnt = weights.sum(-1)
|
| 179 |
+
mean = (values * weights).sum(-1) / cnt.clamp(min=1.0)
|
| 180 |
+
m2 = (weights * (values - mean.unsqueeze(-1)).square()).sum(-1)
|
| 181 |
+
is_zero = cnt == 0
|
| 182 |
+
mean = torch.where(is_zero, torch.zeros_like(mean), mean)
|
| 183 |
+
m2 = torch.where(is_zero, torch.zeros_like(m2), m2)
|
| 184 |
+
cnt, mean, m2 = (s[:, -n_pred - 1] for s in cumulative_welford(cnt, mean, m2))
|
| 185 |
+
|
| 186 |
+
offset = mean
|
| 187 |
+
clip = torch.finfo(torch.float32).max ** 0.5 / 1e3
|
| 188 |
+
locs, scales = [], []
|
| 189 |
+
for h in range(n_pred):
|
| 190 |
+
var = (m2 / (cnt - 1.0).clamp(min=1.0)).clamp(min=0.0)
|
| 191 |
+
scale = var.sqrt().clamp(min=minimum_scale)
|
| 192 |
+
locs.append(mean)
|
| 193 |
+
scales.append(scale)
|
| 194 |
+
folded = (sinh_median[:, h] * scale[:, None] + mean[:, None] - offset[:, None]).clamp(-clip, clip)
|
| 195 |
+
folded = folded + offset[:, None]
|
| 196 |
+
b_mean = folded.mean(-1)
|
| 197 |
+
b_m2 = (folded - b_mean[:, None]).square().sum(-1)
|
| 198 |
+
cnt, mean, m2 = welford_combine(cnt, mean, m2, torch.full_like(cnt, ps), b_mean, b_m2)
|
| 199 |
+
return torch.stack(locs, dim=1), torch.stack(scales, dim=1)
|
| 200 |
+
|
| 201 |
+
|
| 202 |
+
def instance_norm_stats(values: Tensor, observation_mask: Tensor, minimum_scale: float) -> Tuple[Tensor, Tensor, Tensor]:
|
| 203 |
+
orig_dtype = values.dtype
|
| 204 |
+
stat_dtype = torch.promote_types(orig_dtype, torch.float32)
|
| 205 |
+
x = values.to(stat_dtype)
|
| 206 |
+
mask_f = observation_mask.to(stat_dtype)
|
| 207 |
+
n = mask_f.sum(dim=-1, keepdim=True).clamp(min=1.0)
|
| 208 |
+
loc = (x * mask_f).sum(dim=-1, keepdim=True) / n
|
| 209 |
+
var = (((x - loc) * mask_f) ** 2).sum(dim=-1, keepdim=True) / n
|
| 210 |
+
scale = var.sqrt().clamp_min(minimum_scale)
|
| 211 |
+
is_zero_one = ((values == 0.0) | (values == 1.0) | ~observation_mask).all(dim=-1, keepdim=True)
|
| 212 |
+
is_binary = is_zero_one & observation_mask.any(dim=-1, keepdim=True)
|
| 213 |
+
loc = torch.where(is_binary, torch.zeros_like(loc), loc)
|
| 214 |
+
scale = torch.where(is_binary, torch.ones_like(scale), scale)
|
| 215 |
+
return loc.to(orig_dtype), scale.to(orig_dtype), is_binary
|
| 216 |
+
|
| 217 |
+
|
| 218 |
+
def ffill_with_mask(x: Tensor, mask: Tensor) -> Tensor:
|
| 219 |
+
idx = torch.arange(x.shape[-1], device=x.device).view(*([1] * (x.dim() - 1)), -1)
|
| 220 |
+
valid_idx = torch.where(mask, idx, torch.zeros_like(idx)).cummax(dim=-1).values
|
| 221 |
+
filled = torch.gather(x, -1, valid_idx)
|
| 222 |
+
return torch.where(mask.cummax(dim=-1).values.bool(), filled, torch.zeros_like(x))
|
| 223 |
+
|
| 224 |
+
|
| 225 |
+
def pad_to_patch(rows: Tensor, mask: Tensor, patch_size: int) -> Tuple[Tensor, Tensor]:
|
| 226 |
+
rem = rows.shape[-1] % patch_size
|
| 227 |
+
if rem == 0:
|
| 228 |
+
return rows, mask
|
| 229 |
+
pad_len = patch_size - rem
|
| 230 |
+
return F.pad(rows, (pad_len, 0), value=0.0), F.pad(mask, (pad_len, 0), value=False)
|
| 231 |
+
|
| 232 |
+
|
| 233 |
+
# ==============================================================================
|
| 234 |
+
# 2. Two-Stream Masking & RoPE Gated Transformer Layers
|
| 235 |
+
# ==============================================================================
|
| 236 |
+
|
| 237 |
+
|
| 238 |
+
@dataclass(frozen=True)
|
| 239 |
+
class TwoStreamMask:
|
| 240 |
+
mask: Tensor
|
| 241 |
+
enc_len: int
|
| 242 |
+
|
| 243 |
+
|
| 244 |
+
def compute_enc_key_validity(obs_per_patch: Tensor, attend_missing: bool) -> Tensor:
|
| 245 |
+
if not attend_missing:
|
| 246 |
+
return obs_per_patch
|
| 247 |
+
started = obs_per_patch.cummax(dim=-1).values
|
| 248 |
+
return obs_per_patch | started
|
| 249 |
+
|
| 250 |
+
|
| 251 |
+
def enc_causal_mask(key_valid: Tensor) -> Tensor:
|
| 252 |
+
_, ll = key_valid.shape
|
| 253 |
+
device = key_valid.device
|
| 254 |
+
causal = torch.tril(torch.ones(ll, ll, dtype=torch.bool, device=device))
|
| 255 |
+
eye = torch.eye(ll, dtype=torch.bool, device=device)
|
| 256 |
+
return (causal[None] & key_valid[:, None, :]) | eye[None]
|
| 257 |
+
|
| 258 |
+
|
| 259 |
+
def build_forecast_time_mask(context_len: int, horizon: int, key_valid: Tensor, device: torch.device) -> Tensor:
|
| 260 |
+
rows = key_valid.shape[0]
|
| 261 |
+
enc = enc_causal_mask(key_valid)
|
| 262 |
+
enc_dec = torch.zeros(rows, context_len, horizon, dtype=torch.bool, device=device)
|
| 263 |
+
dec_enc = key_valid[:, None, :].expand(rows, horizon, context_len)
|
| 264 |
+
dec_dec = torch.tril(torch.ones(horizon, horizon, dtype=torch.bool, device=device))[None].expand(rows, horizon, horizon)
|
| 265 |
+
top = torch.cat([enc, enc_dec], dim=2)
|
| 266 |
+
bottom = torch.cat([dec_enc, dec_dec], dim=2)
|
| 267 |
+
return torch.cat([top, bottom], dim=1).unsqueeze(1)
|
| 268 |
+
|
| 269 |
+
|
| 270 |
+
def build_forecast_positions(context_len: int, horizon: int, first_obs: Tensor) -> Tensor:
|
| 271 |
+
p = torch.arange(context_len + horizon, device=first_obs.device)
|
| 272 |
+
return p[None, :] - first_obs[:, None]
|
| 273 |
+
|
| 274 |
+
|
| 275 |
+
def group_first_observed_patch(obs_per_patch: Tensor, inverse: Tensor, num_groups: int) -> Tensor:
|
| 276 |
+
n = obs_per_patch.shape[-1]
|
| 277 |
+
idx = inverse[:, None].expand(-1, n)
|
| 278 |
+
group_obs = torch.zeros(num_groups, n, dtype=torch.float32, device=obs_per_patch.device)
|
| 279 |
+
group_obs.scatter_reduce_(0, idx, obs_per_patch.float(), reduce="amax", include_self=True)
|
| 280 |
+
return group_obs.argmax(dim=-1)
|
| 281 |
+
|
| 282 |
+
|
| 283 |
+
def build_two_stream_positions(n_patches: int, first_obs: Tensor) -> Tensor:
|
| 284 |
+
"""`(R, 2N)` positions: encoder and decoder token of the same patch share a time."""
|
| 285 |
+
p = torch.arange(n_patches, device=first_obs.device)
|
| 286 |
+
row = p[None, :] - first_obs[:, None]
|
| 287 |
+
return torch.cat([row, row], dim=-1)
|
| 288 |
+
|
| 289 |
+
|
| 290 |
+
def compute_block_layout(min_context: Tensor, n_patches: int, block_size: int) -> Tuple[Tensor, Tensor]:
|
| 291 |
+
"""Per decoder position: the anchor of its block and whether it is active (`p >= s`)."""
|
| 292 |
+
device = min_context.device
|
| 293 |
+
p = torch.arange(n_patches, device=device)[None, :]
|
| 294 |
+
s = min_context[:, None]
|
| 295 |
+
active = p >= s
|
| 296 |
+
offset = (p - s).clamp(min=0)
|
| 297 |
+
anchor = s + block_size * (offset // block_size)
|
| 298 |
+
anchor = torch.where(active, anchor, torch.zeros_like(anchor))
|
| 299 |
+
return anchor, active
|
| 300 |
+
|
| 301 |
+
|
| 302 |
+
def build_two_stream_time_mask(
|
| 303 |
+
min_context: Tensor,
|
| 304 |
+
n_patches: int,
|
| 305 |
+
block_size: int,
|
| 306 |
+
key_valid: Tensor,
|
| 307 |
+
bidirectional_rows: Optional[Tensor],
|
| 308 |
+
) -> Tensor:
|
| 309 |
+
"""`(R, 1, 2N, 2N)` time mask over a full `[Enc ; Dec]` window (the covariate path)."""
|
| 310 |
+
anchor, active = compute_block_layout(min_context, n_patches, block_size)
|
| 311 |
+
rows, n = active.shape
|
| 312 |
+
device = active.device
|
| 313 |
+
causal = torch.tril(torch.ones(n, n, dtype=torch.bool, device=device))
|
| 314 |
+
key_col = key_valid[:, None, :]
|
| 315 |
+
j = torch.arange(n, device=device).view(1, 1, n)
|
| 316 |
+
eye = torch.eye(n, dtype=torch.bool, device=device)
|
| 317 |
+
enc_enc = enc_causal_mask(key_valid)
|
| 318 |
+
if bidirectional_rows is not None:
|
| 319 |
+
enc_bi = key_valid[:, None, :].expand(rows, n, n) | eye[None]
|
| 320 |
+
enc_enc = torch.where(bidirectional_rows[:, None, None], enc_bi, enc_enc)
|
| 321 |
+
enc_dec = torch.zeros(rows, n, n, dtype=torch.bool, device=device)
|
| 322 |
+
dec_enc = active[:, :, None] & (j < anchor[:, :, None]) & key_col
|
| 323 |
+
same_block = anchor[:, :, None] == anchor[:, None, :]
|
| 324 |
+
dec_dec = same_block & causal[None] & active[:, :, None] & active[:, None, :]
|
| 325 |
+
dec_dec = dec_dec | eye[None]
|
| 326 |
+
top = torch.cat([enc_enc, enc_dec], dim=2)
|
| 327 |
+
bottom = torch.cat([dec_enc, dec_dec], dim=2)
|
| 328 |
+
return torch.cat([top, bottom], dim=1).unsqueeze(1)
|
| 329 |
+
|
| 330 |
+
|
| 331 |
+
def variate_firewall(
|
| 332 |
+
r: int, device: torch.device, target_rows: Optional[Tensor], bidirectional_rows: Optional[Tensor]
|
| 333 |
+
) -> Optional[Tensor]:
|
| 334 |
+
"""`(R, R)` forbidden query-to-key row pairs, or None."""
|
| 335 |
+
if target_rows is None and bidirectional_rows is None:
|
| 336 |
+
return None
|
| 337 |
+
forbid = torch.zeros(r, r, dtype=torch.bool, device=device)
|
| 338 |
+
if target_rows is not None:
|
| 339 |
+
forbid = forbid | ((~target_rows[:, None]) & target_rows[None, :])
|
| 340 |
+
if bidirectional_rows is not None:
|
| 341 |
+
forbid = forbid | (bidirectional_rows[:, None] & (~bidirectional_rows)[None, :])
|
| 342 |
+
return forbid
|
| 343 |
+
|
| 344 |
+
|
| 345 |
+
_IDENTITY_VARIATE_MASK = "identity"
|
| 346 |
+
|
| 347 |
+
|
| 348 |
+
def build_two_stream_variate_mask(
|
| 349 |
+
group_ids: Tensor,
|
| 350 |
+
enc_key_valid: Tensor,
|
| 351 |
+
n_dec: int,
|
| 352 |
+
target_rows: Optional[Tensor] = None,
|
| 353 |
+
bidirectional_rows: Optional[Tensor] = None,
|
| 354 |
+
) -> Optional[Tensor | str]:
|
| 355 |
+
r, _ = enc_key_valid.shape
|
| 356 |
+
if r == 1:
|
| 357 |
+
return None
|
| 358 |
+
device = enc_key_valid.device
|
| 359 |
+
if int(torch.unique(group_ids).numel()) == r:
|
| 360 |
+
# Every row is an independent univariate series -> variate attention mask is I_r
|
| 361 |
+
return _IDENTITY_VARIATE_MASK
|
| 362 |
+
row_eq = group_ids[:, None] == group_ids[None, :]
|
| 363 |
+
dec_valid = torch.ones(r, n_dec, dtype=torch.bool, device=device)
|
| 364 |
+
slot_valid = torch.cat([enc_key_valid, dec_valid], dim=1)
|
| 365 |
+
key_valid = slot_valid.permute(1, 0)
|
| 366 |
+
mask = row_eq[None, None] & key_valid[:, None, None, :]
|
| 367 |
+
forbid = variate_firewall(r, device, target_rows, bidirectional_rows)
|
| 368 |
+
if forbid is not None:
|
| 369 |
+
mask = mask & ~forbid[None, None]
|
| 370 |
+
eye = torch.eye(r, dtype=torch.bool, device=device)
|
| 371 |
+
return mask | eye[None, None]
|
| 372 |
+
|
| 373 |
+
|
| 374 |
+
def target_encode_covariate(
|
| 375 |
+
target_context: np.ndarray,
|
| 376 |
+
past_codes: np.ndarray,
|
| 377 |
+
future_codes: Optional[np.ndarray] = None,
|
| 378 |
+
smooth: float = 1.0,
|
| 379 |
+
) -> Tuple[np.ndarray, Optional[np.ndarray]]:
|
| 380 |
+
"""Per-series smoothed mean-target encoding for categorical/discrete covariates."""
|
| 381 |
+
target = np.asarray(target_context, dtype=np.float64)
|
| 382 |
+
past_codes = np.asarray(past_codes, dtype=np.float64)
|
| 383 |
+
observed = np.isfinite(target)
|
| 384 |
+
target = np.where(observed, target, 0.0)
|
| 385 |
+
item_count = float(observed.sum())
|
| 386 |
+
item_mean = float(target.sum() / item_count) if item_count > 0 else 0.0
|
| 387 |
+
|
| 388 |
+
categories = np.unique(past_codes[np.isfinite(past_codes)])
|
| 389 |
+
nan_slot = len(categories)
|
| 390 |
+
|
| 391 |
+
def _slots(codes: np.ndarray, unseen: Optional[int] = None) -> np.ndarray:
|
| 392 |
+
idx = np.searchsorted(categories, np.nan_to_num(codes, nan=0.0))
|
| 393 |
+
idx = np.minimum(idx, max(len(categories) - 1, 0))
|
| 394 |
+
known = np.isfinite(codes) & (len(categories) > 0)
|
| 395 |
+
if len(categories) > 0:
|
| 396 |
+
known &= categories[idx] == codes
|
| 397 |
+
return np.where(np.isnan(codes), nan_slot, np.where(known, idx, unseen if unseen is not None else 0)).astype(np.intp)
|
| 398 |
+
|
| 399 |
+
past_slots = _slots(past_codes)
|
| 400 |
+
sums = np.bincount(past_slots, weights=target * observed, minlength=nan_slot + 1)
|
| 401 |
+
counts = np.bincount(past_slots, weights=observed.astype(np.float64), minlength=nan_slot + 1)
|
| 402 |
+
lookup = np.append((smooth * item_mean + sums) / (smooth + counts), item_mean)
|
| 403 |
+
|
| 404 |
+
encoded_past = lookup[past_slots].astype(np.float32)
|
| 405 |
+
if future_codes is None:
|
| 406 |
+
return encoded_past, None
|
| 407 |
+
future_slots = _slots(np.asarray(future_codes, dtype=np.float64), unseen=nan_slot + 1)
|
| 408 |
+
return encoded_past, lookup[future_slots].astype(np.float32)
|
| 409 |
+
|
| 410 |
+
|
| 411 |
+
class RMSNorm(nn.Module):
|
| 412 |
+
def __init__(self, dim: int, eps: float = 1e-6) -> None:
|
| 413 |
+
super().__init__()
|
| 414 |
+
self.eps = eps
|
| 415 |
+
self.scale = nn.Parameter(torch.ones(dim))
|
| 416 |
+
|
| 417 |
+
def forward(self, x: Tensor) -> Tensor:
|
| 418 |
+
xf = x.float()
|
| 419 |
+
out = xf * torch.rsqrt(xf.pow(2).mean(-1, keepdim=True) + self.eps)
|
| 420 |
+
return (out * self.scale.float()).to(self.scale.dtype)
|
| 421 |
+
|
| 422 |
+
|
| 423 |
+
class ResidualBlock(nn.Module):
|
| 424 |
+
def __init__(self, input_dims: int, hidden_dims: int, output_dims: int, use_bias: bool) -> None:
|
| 425 |
+
super().__init__()
|
| 426 |
+
self.hidden_layer = nn.Linear(input_dims, hidden_dims, bias=use_bias)
|
| 427 |
+
self.output_layer = nn.Linear(hidden_dims, output_dims, bias=use_bias)
|
| 428 |
+
self.residual_layer = nn.Linear(input_dims, output_dims, bias=use_bias)
|
| 429 |
+
self.activation = nn.SiLU()
|
| 430 |
+
|
| 431 |
+
def forward(self, x: Tensor) -> Tensor:
|
| 432 |
+
return self.output_layer(self.activation(self.hidden_layer(x))) + self.residual_layer(x)
|
| 433 |
+
|
| 434 |
+
|
| 435 |
+
class FusedSwiGLU(nn.Module):
|
| 436 |
+
def __init__(self, embed_dim: int, hidden_dim: int, use_bias: bool = False) -> None:
|
| 437 |
+
super().__init__()
|
| 438 |
+
self.w12 = nn.Linear(embed_dim, 2 * hidden_dim, bias=use_bias)
|
| 439 |
+
self.w3 = nn.Linear(hidden_dim, embed_dim, bias=use_bias)
|
| 440 |
+
|
| 441 |
+
def forward(self, x: Tensor) -> Tensor:
|
| 442 |
+
gate, up = self.w12(x).chunk(2, dim=-1)
|
| 443 |
+
prod = (gate.float() * F.silu(up.float())).clamp(min=-32768.0, max=32768.0).to(self.w3.weight.dtype)
|
| 444 |
+
return self.w3(prod)
|
| 445 |
+
|
| 446 |
+
|
| 447 |
+
class SinCosRoPE(nn.Module):
|
| 448 |
+
inv_freq: Tensor
|
| 449 |
+
|
| 450 |
+
def __init__(self, dim: int, base: float, rotary_dim: int) -> None:
|
| 451 |
+
super().__init__()
|
| 452 |
+
self.dim = dim
|
| 453 |
+
self.base = base
|
| 454 |
+
self.rotary_dim = rotary_dim
|
| 455 |
+
self.register_buffer("inv_freq", self._build_inv_freq(None), persistent=False)
|
| 456 |
+
|
| 457 |
+
def _build_inv_freq(self, device: Optional[torch.device]) -> Tensor:
|
| 458 |
+
inv_freq = torch.zeros(self.dim // 2, dtype=torch.float32, device=device)
|
| 459 |
+
idx = torch.arange(0, self.rotary_dim, 2, dtype=torch.float32, device=device)
|
| 460 |
+
inv_freq[: self.rotary_dim // 2] = 1.0 / (self.base ** (idx / self.rotary_dim))
|
| 461 |
+
return inv_freq
|
| 462 |
+
|
| 463 |
+
@torch.no_grad()
|
| 464 |
+
def forward(self, x: Tensor, position_ids: Tensor) -> Tuple[Tensor, Tensor]:
|
| 465 |
+
if self.inv_freq.is_meta or self.inv_freq.device != x.device or float(self.inv_freq[0]) != 1.0:
|
| 466 |
+
self.inv_freq = self._build_inv_freq(x.device)
|
| 467 |
+
inv_freq_expanded = self.inv_freq[None, :, None].float().expand(position_ids.shape[0], -1, 1)
|
| 468 |
+
position_ids_expanded = position_ids[:, None, :].float()
|
| 469 |
+
freqs = (inv_freq_expanded @ position_ids_expanded).transpose(1, 2)
|
| 470 |
+
emb = torch.cat((freqs, freqs), dim=-1)
|
| 471 |
+
return emb.cos().to(dtype=x.dtype), emb.sin().to(dtype=x.dtype)
|
| 472 |
+
|
| 473 |
+
|
| 474 |
+
def _rotate_half(x: Tensor) -> Tensor:
|
| 475 |
+
x1 = x[..., : x.shape[-1] // 2]
|
| 476 |
+
x2 = x[..., x.shape[-1] // 2 :]
|
| 477 |
+
return torch.cat((-x2, x1), dim=-1)
|
| 478 |
+
|
| 479 |
+
|
| 480 |
+
def _apply_rotary(q: Tensor, k: Tensor, cos: Tensor, sin: Tensor) -> Tuple[Tensor, Tensor]:
|
| 481 |
+
cos = cos.to(dtype=q.dtype).unsqueeze(2)
|
| 482 |
+
sin = sin.to(dtype=q.dtype).unsqueeze(2)
|
| 483 |
+
return (q * cos) + (_rotate_half(q) * sin), (k * cos) + (_rotate_half(k) * sin)
|
| 484 |
+
|
| 485 |
+
|
| 486 |
+
def _sdpa(query: Tensor, key: Tensor, value: Tensor, mask: Optional[Tensor], is_causal: bool = False) -> Tensor:
|
| 487 |
+
batch, seqlen, _, _ = query.shape
|
| 488 |
+
out = F.scaled_dot_product_attention(
|
| 489 |
+
query.transpose(1, 2),
|
| 490 |
+
key.transpose(1, 2),
|
| 491 |
+
value.transpose(1, 2),
|
| 492 |
+
attn_mask=mask,
|
| 493 |
+
is_causal=is_causal,
|
| 494 |
+
dropout_p=0.0,
|
| 495 |
+
)
|
| 496 |
+
return out.transpose(1, 2).contiguous().view(batch, seqlen, -1)
|
| 497 |
+
|
| 498 |
+
|
| 499 |
+
class Attention(nn.Module):
|
| 500 |
+
def __init__(
|
| 501 |
+
self, embed_dim: int, num_heads: int, is_time: bool, use_bias: bool, gate: str, value_residual: bool = False
|
| 502 |
+
) -> None:
|
| 503 |
+
super().__init__()
|
| 504 |
+
self.embed_dim = embed_dim
|
| 505 |
+
self.num_heads = num_heads
|
| 506 |
+
self.head_dim = embed_dim // num_heads
|
| 507 |
+
self.is_time = is_time
|
| 508 |
+
self.wQKV = nn.Linear(embed_dim, 3 * embed_dim, bias=use_bias)
|
| 509 |
+
self.wO = nn.Linear(embed_dim, embed_dim, bias=use_bias)
|
| 510 |
+
self._gate = nn.Linear(embed_dim, embed_dim, bias=use_bias) if gate == "sdpa_sigmoid" else None
|
| 511 |
+
self.v_res_logit = nn.Parameter(torch.tensor(-2.0)) if (value_residual and is_time) else None
|
| 512 |
+
|
| 513 |
+
def _qkv(self, x: Tensor) -> Tuple[Tensor, Tensor, Tensor]:
|
| 514 |
+
batch, seq, _ = x.shape
|
| 515 |
+
qkv = self.wQKV(x.contiguous()).reshape(batch, seq, 3, self.head_dim, self.num_heads)
|
| 516 |
+
q, k, v = qkv.permute(2, 0, 1, 4, 3).unbind(dim=0)
|
| 517 |
+
return q.contiguous(), k.contiguous(), v.contiguous()
|
| 518 |
+
|
| 519 |
+
def forward(
|
| 520 |
+
self,
|
| 521 |
+
x: Tensor,
|
| 522 |
+
mask: Optional[Tensor | TwoStreamMask | str],
|
| 523 |
+
cos: Tensor,
|
| 524 |
+
sin: Tensor,
|
| 525 |
+
v_first: Optional[Tensor] = None,
|
| 526 |
+
) -> Tuple[Tensor, Optional[Tensor]]:
|
| 527 |
+
rows, num_patches, _ = x.shape
|
| 528 |
+
inputs = x if self.is_time else x.permute(1, 0, 2)
|
| 529 |
+
v_time_out: Optional[Tensor] = None
|
| 530 |
+
if not self.is_time and isinstance(mask, str) and mask == _IDENTITY_VARIATE_MASK:
|
| 531 |
+
qkv = self.wQKV(inputs.contiguous()).reshape(num_patches, rows, 3, self.head_dim, self.num_heads)
|
| 532 |
+
v = qkv[:, :, 2].permute(0, 1, 3, 2).contiguous().view(num_patches, rows, self.embed_dim)
|
| 533 |
+
out = v
|
| 534 |
+
else:
|
| 535 |
+
q, k, v = self._qkv(inputs)
|
| 536 |
+
if self.is_time:
|
| 537 |
+
v_time_out = v
|
| 538 |
+
if self.v_res_logit is not None and v_first is not None:
|
| 539 |
+
lam = torch.sigmoid(self.v_res_logit).to(v.dtype)
|
| 540 |
+
v = (1.0 - lam) * v + lam * v_first.to(v.dtype)
|
| 541 |
+
q, k = _apply_rotary(q, k, cos, sin)
|
| 542 |
+
if isinstance(mask, TwoStreamMask):
|
| 543 |
+
n = mask.enc_len
|
| 544 |
+
out_enc = _sdpa(q[:, :n], k[:, :n], v[:, :n], mask.mask[:, :, :n, :n])
|
| 545 |
+
out_dec = _sdpa(q[:, n:], k, v, mask.mask[:, :, n:, :])
|
| 546 |
+
out = torch.cat([out_enc, out_dec], dim=1)
|
| 547 |
+
else:
|
| 548 |
+
out = _sdpa(q, k, v, mask if not isinstance(mask, str) else None, is_causal=self.is_time and mask is None)
|
| 549 |
+
if self._gate is not None:
|
| 550 |
+
out = out * self._gate(inputs).sigmoid()
|
| 551 |
+
if self.is_time:
|
| 552 |
+
out = out.reshape(rows, num_patches, self.embed_dim)
|
| 553 |
+
else:
|
| 554 |
+
out = out.reshape(num_patches, rows, self.embed_dim).permute(1, 0, 2)
|
| 555 |
+
return self.wO(out), v_time_out
|
| 556 |
+
|
| 557 |
+
|
| 558 |
+
class TransformerBlock(nn.Module):
|
| 559 |
+
def __init__(
|
| 560 |
+
self,
|
| 561 |
+
kind: str,
|
| 562 |
+
embed_dim: int,
|
| 563 |
+
num_heads: int,
|
| 564 |
+
mlp_hidden_dim: int,
|
| 565 |
+
norm_eps: float,
|
| 566 |
+
attn_bias: bool,
|
| 567 |
+
mlp_bias: bool,
|
| 568 |
+
time_attn_gate: str,
|
| 569 |
+
variate_attn_gate: str,
|
| 570 |
+
value_residual: bool = False,
|
| 571 |
+
) -> None:
|
| 572 |
+
super().__init__()
|
| 573 |
+
axes = LAYER_KIND_AXES[kind]
|
| 574 |
+
self.attn_norms = nn.ModuleList([RMSNorm(embed_dim, norm_eps) for _ in axes])
|
| 575 |
+
self.attns = nn.ModuleList(
|
| 576 |
+
[
|
| 577 |
+
Attention(
|
| 578 |
+
embed_dim, num_heads, is_time, attn_bias,
|
| 579 |
+
time_attn_gate if is_time else variate_attn_gate,
|
| 580 |
+
value_residual=value_residual,
|
| 581 |
+
)
|
| 582 |
+
for is_time in axes
|
| 583 |
+
]
|
| 584 |
+
)
|
| 585 |
+
self.mlp_norm = RMSNorm(embed_dim, norm_eps)
|
| 586 |
+
self.mlp = FusedSwiGLU(embed_dim, mlp_hidden_dim, mlp_bias)
|
| 587 |
+
|
| 588 |
+
def forward(
|
| 589 |
+
self,
|
| 590 |
+
x: Tensor,
|
| 591 |
+
time_mask: Optional[Tensor | TwoStreamMask],
|
| 592 |
+
variate_mask: Optional[Tensor],
|
| 593 |
+
cos: Tensor,
|
| 594 |
+
sin: Tensor,
|
| 595 |
+
v_first: Optional[Tensor] = None,
|
| 596 |
+
) -> Tuple[Tensor, Optional[Tensor]]:
|
| 597 |
+
res_dtype = self.mlp_norm.scale.dtype
|
| 598 |
+
x = x.to(res_dtype)
|
| 599 |
+
v_time_first = v_first
|
| 600 |
+
for norm, attn in zip(self.attn_norms, self.attns):
|
| 601 |
+
out, v_t = attn(norm(x), time_mask if attn.is_time else variate_mask, cos, sin, v_first=v_time_first)
|
| 602 |
+
if attn.is_time and v_time_first is None:
|
| 603 |
+
v_time_first = v_t
|
| 604 |
+
x = x + out.to(res_dtype)
|
| 605 |
+
return x + self.mlp(self.mlp_norm(x)).to(res_dtype), v_time_first
|
| 606 |
+
|
| 607 |
+
|
| 608 |
+
class Transformer(nn.Module):
|
| 609 |
+
def __init__(self, config: TelosConfig) -> None:
|
| 610 |
+
super().__init__()
|
| 611 |
+
c = config
|
| 612 |
+
n_layers = len(c.block_schedule)
|
| 613 |
+
self.layers = nn.ModuleList(
|
| 614 |
+
[
|
| 615 |
+
TransformerBlock(
|
| 616 |
+
kind=kind,
|
| 617 |
+
embed_dim=c.d_model,
|
| 618 |
+
num_heads=c.num_heads,
|
| 619 |
+
mlp_hidden_dim=c.mlp_hidden_dim,
|
| 620 |
+
norm_eps=c.norm_eps,
|
| 621 |
+
attn_bias=c.attn_bias,
|
| 622 |
+
mlp_bias=c.mlp_bias,
|
| 623 |
+
time_attn_gate=c.time_attn_gate,
|
| 624 |
+
variate_attn_gate=c.variate_attn_gate,
|
| 625 |
+
value_residual=c.value_residual and (i > 0),
|
| 626 |
+
)
|
| 627 |
+
for i, kind in enumerate(c.block_schedule)
|
| 628 |
+
]
|
| 629 |
+
)
|
| 630 |
+
self.unet_skip_scales: Optional[nn.Parameter] = (
|
| 631 |
+
nn.Parameter(torch.zeros(n_layers // 2, c.d_model)) if c.unet_skip_connections else None
|
| 632 |
+
)
|
| 633 |
+
self.rope = SinCosRoPE(dim=c.head_dim, base=c.rope_theta, rotary_dim=c.rope_dim)
|
| 634 |
+
self.out_norm = RMSNorm(c.d_model, c.norm_eps)
|
| 635 |
+
|
| 636 |
+
def forward(
|
| 637 |
+
self,
|
| 638 |
+
x: Tensor,
|
| 639 |
+
time_mask: Optional[Tensor | TwoStreamMask],
|
| 640 |
+
variate_mask: Optional[Tensor],
|
| 641 |
+
positions: Tensor,
|
| 642 |
+
return_layer_states: bool = False,
|
| 643 |
+
) -> Tensor | Tuple[Tensor, List[Tensor]]:
|
| 644 |
+
cos, sin = self.rope(x, positions)
|
| 645 |
+
layer_states: List[Tensor] = []
|
| 646 |
+
early_skips: List[Tensor] = []
|
| 647 |
+
v_first: Optional[Tensor] = None
|
| 648 |
+
n_l = len(self.layers)
|
| 649 |
+
half = n_l // 2
|
| 650 |
+
for idx, layer in enumerate(self.layers):
|
| 651 |
+
if self.unet_skip_scales is not None and idx >= n_l - half:
|
| 652 |
+
skip_idx = n_l - 1 - idx
|
| 653 |
+
x = x + early_skips[skip_idx] * self.unet_skip_scales[skip_idx].to(x.dtype)
|
| 654 |
+
x, v_first = layer(x, time_mask, variate_mask, cos, sin, v_first=v_first)
|
| 655 |
+
if self.unet_skip_scales is not None and idx < half:
|
| 656 |
+
early_skips.append(x)
|
| 657 |
+
if return_layer_states:
|
| 658 |
+
layer_states.append(x)
|
| 659 |
+
out = self.out_norm(x)
|
| 660 |
+
if return_layer_states:
|
| 661 |
+
return out, layer_states
|
| 662 |
+
return out
|
| 663 |
+
|
| 664 |
+
|
| 665 |
+
# ==============================================================================
|
| 666 |
+
# 3. Patch Embedding & Monotone Quantile Head
|
| 667 |
+
# ==============================================================================
|
| 668 |
+
|
| 669 |
+
|
| 670 |
+
class PatchRepresentation(nn.Module):
|
| 671 |
+
def __init__(self, patch_size: int, d_model: int, hidden_dims: int) -> None:
|
| 672 |
+
super().__init__()
|
| 673 |
+
self.patch_size = patch_size
|
| 674 |
+
self.patch_proj = ResidualBlock(2 * patch_size, hidden_dims, d_model, use_bias=True)
|
| 675 |
+
self.forecast_query = nn.Parameter(torch.zeros(d_model))
|
| 676 |
+
|
| 677 |
+
def forward(self, scaled: Tensor, observed: Tensor) -> Tensor:
|
| 678 |
+
r, t = scaled.shape
|
| 679 |
+
n = t // self.patch_size
|
| 680 |
+
values = scaled.reshape(r, n, self.patch_size)
|
| 681 |
+
missing = (~observed).reshape(r, n, self.patch_size).to(scaled.dtype)
|
| 682 |
+
x = torch.cat([values, missing], dim=-1).to(self.patch_proj.hidden_layer.weight.dtype)
|
| 683 |
+
return self.patch_proj(x)
|
| 684 |
+
|
| 685 |
+
def forecast_tokens(self, rows: int, n_patches: int) -> Tensor:
|
| 686 |
+
return self.forecast_query.view(1, 1, -1).expand(rows, n_patches, -1)
|
| 687 |
+
|
| 688 |
+
|
| 689 |
+
def monotone_quantiles(raw: Tensor, levels: Tuple[float, ...], width_factor: float) -> Tensor:
|
| 690 |
+
m = levels.index(0.5)
|
| 691 |
+
widths = [0.0] * len(levels)
|
| 692 |
+
for i in range(m + 1, len(levels)):
|
| 693 |
+
widths[i] = levels[i] - levels[i - 1]
|
| 694 |
+
for i in range(m):
|
| 695 |
+
widths[i] = levels[i + 1] - levels[i]
|
| 696 |
+
widths_t = torch.tensor(widths, device=raw.device, dtype=raw.dtype)
|
| 697 |
+
inc = width_factor * widths_t * F.softplus(raw)
|
| 698 |
+
median = raw[..., m : m + 1]
|
| 699 |
+
up = torch.cumsum(inc[..., m + 1 :], dim=-1)
|
| 700 |
+
down = torch.flip(torch.cumsum(torch.flip(inc[..., :m], dims=[-1]), dim=-1), dims=[-1])
|
| 701 |
+
big = torch.finfo(raw.dtype).max
|
| 702 |
+
return torch.cat([median - down, median, median + up], dim=-1).clamp(min=-big, max=big)
|
| 703 |
+
|
| 704 |
+
|
| 705 |
+
class QuantileHead(nn.Module):
|
| 706 |
+
def __init__(self, config: TelosConfig) -> None:
|
| 707 |
+
super().__init__()
|
| 708 |
+
self.config = config
|
| 709 |
+
self.patch_size = config.patch_size
|
| 710 |
+
self.num_quantiles = config.num_quantiles
|
| 711 |
+
self.projection = ResidualBlock(
|
| 712 |
+
config.d_model,
|
| 713 |
+
config.head_hidden_dim,
|
| 714 |
+
config.patch_size * config.num_quantiles,
|
| 715 |
+
use_bias=False,
|
| 716 |
+
)
|
| 717 |
+
|
| 718 |
+
def forward(self, x: Tensor) -> Tensor:
|
| 719 |
+
raw = self.projection(x)
|
| 720 |
+
*leading, n_patches, _ = raw.shape
|
| 721 |
+
preds = raw.reshape(*leading, n_patches, self.patch_size, self.num_quantiles)
|
| 722 |
+
preds = preds.to(torch.promote_types(preds.dtype, torch.float32))
|
| 723 |
+
preds = monotone_quantiles(preds, self.config.quantile_knots, self.config.quantile_width_factor)
|
| 724 |
+
return preds.reshape(*leading, n_patches * self.patch_size, self.num_quantiles)
|
| 725 |
+
|
| 726 |
+
|
| 727 |
+
# ==============================================================================
|
| 728 |
+
# 4. Complete Standalone Model & Block-AR Forecaster
|
| 729 |
+
# ==============================================================================
|
| 730 |
+
|
| 731 |
+
|
| 732 |
+
class JEPALatentPredictor(nn.Module):
|
| 733 |
+
"""Horizon-conditioned JEPA latent predictor $P_\\phi(\\mathbf{z}^{\\text{ctx}}_{1:L}, \\mathbf{q}_{L+1:L+H}) \\to \\hat{\\mathbf{z}}_{L+1:L+H}$.
|
| 734 |
+
|
| 735 |
+
Takes causal context representations from the encoder stream plus horizon query states and predicts
|
| 736 |
+
the future target encoder representations in latent space using RoPE-conditioned gated attention + SwiGLU blocks.
|
| 737 |
+
"""
|
| 738 |
+
|
| 739 |
+
def __init__(self, config: TelosConfig) -> None:
|
| 740 |
+
super().__init__()
|
| 741 |
+
c = config
|
| 742 |
+
self.max_horizon_patches = 64
|
| 743 |
+
self.horizon_step_emb = nn.Parameter(torch.randn(self.max_horizon_patches, c.d_model) * 0.02)
|
| 744 |
+
self.layers = nn.ModuleList(
|
| 745 |
+
[
|
| 746 |
+
TransformerBlock(
|
| 747 |
+
kind="time",
|
| 748 |
+
embed_dim=c.d_model,
|
| 749 |
+
num_heads=c.num_heads,
|
| 750 |
+
mlp_hidden_dim=c.jepa_predictor_hidden,
|
| 751 |
+
norm_eps=c.norm_eps,
|
| 752 |
+
attn_bias=c.attn_bias,
|
| 753 |
+
mlp_bias=c.mlp_bias,
|
| 754 |
+
time_attn_gate=c.time_attn_gate,
|
| 755 |
+
variate_attn_gate=c.variate_attn_gate,
|
| 756 |
+
)
|
| 757 |
+
for _ in range(c.jepa_predictor_layers)
|
| 758 |
+
]
|
| 759 |
+
)
|
| 760 |
+
self.rope = SinCosRoPE(dim=c.head_dim, base=c.rope_theta, rotary_dim=c.rope_dim)
|
| 761 |
+
self.out_norm = RMSNorm(c.d_model, c.norm_eps)
|
| 762 |
+
|
| 763 |
+
def forward(
|
| 764 |
+
self, h_ctx: Tensor, h_dec: Tensor, ctx_key_valid: Tensor, first_obs: Tensor
|
| 765 |
+
) -> Tensor:
|
| 766 |
+
ll = h_ctx.shape[1]
|
| 767 |
+
h = h_dec.shape[1]
|
| 768 |
+
step_idx = torch.arange(h, device=h_dec.device).clamp_max(self.max_horizon_patches - 1)
|
| 769 |
+
q_dec = h_dec + self.horizon_step_emb[step_idx].to(h_dec.dtype)[None, :, :]
|
| 770 |
+
x = torch.cat([h_ctx, q_dec], dim=1)
|
| 771 |
+
time_mask = build_forecast_time_mask(ll, h, ctx_key_valid, h_ctx.device)
|
| 772 |
+
mask = TwoStreamMask(mask=time_mask, enc_len=ll)
|
| 773 |
+
positions = build_forecast_positions(ll, h, first_obs)
|
| 774 |
+
cos, sin = self.rope(x, positions)
|
| 775 |
+
for layer in self.layers:
|
| 776 |
+
x, _ = layer(x, mask, None, cos, sin)
|
| 777 |
+
return self.out_norm(x[:, ll:, :])
|
| 778 |
+
|
| 779 |
+
def forward_tiled(
|
| 780 |
+
self,
|
| 781 |
+
h_ctx: Tensor,
|
| 782 |
+
h_dec: Tensor,
|
| 783 |
+
tiled_mask: TwoStreamMask,
|
| 784 |
+
positions: Tensor,
|
| 785 |
+
step_offsets: Tensor,
|
| 786 |
+
) -> Tensor:
|
| 787 |
+
"""Tiled Multi-Origin DHF forward pass: predicts future latents at ALL tiled blocks simultaneously."""
|
| 788 |
+
step_clamped = step_offsets.clamp(0, self.max_horizon_patches - 1)
|
| 789 |
+
q_dec = h_dec + self.horizon_step_emb[step_clamped].to(h_dec.dtype)
|
| 790 |
+
x = torch.cat([h_ctx, q_dec], dim=1)
|
| 791 |
+
cos, sin = self.rope(x, positions)
|
| 792 |
+
for layer in self.layers:
|
| 793 |
+
x, _ = layer(x, tiled_mask, None, cos, sin)
|
| 794 |
+
return self.out_norm(x[:, h_ctx.shape[1] :, :])
|
| 795 |
+
|
| 796 |
+
|
| 797 |
+
class TelosModel(PreTrainedModel):
|
| 798 |
+
"""Telos-Small (50.1M) Standalone Time-Series JEPA Foundation Model."""
|
| 799 |
+
|
| 800 |
+
config_class = TelosConfig
|
| 801 |
+
base_model_prefix = "telos"
|
| 802 |
+
|
| 803 |
+
def __init__(self, config: TelosConfig) -> None:
|
| 804 |
+
super().__init__(config)
|
| 805 |
+
self.config = config
|
| 806 |
+
c = config
|
| 807 |
+
self.representation = PatchRepresentation(c.patch_size, c.d_model, c.patch_proj_hidden)
|
| 808 |
+
self.transformer = Transformer(c)
|
| 809 |
+
self.jepa_predictor: Optional[JEPALatentPredictor] = (
|
| 810 |
+
JEPALatentPredictor(c) if c.jepa_predictor_layers > 0 else None
|
| 811 |
+
)
|
| 812 |
+
self.head = QuantileHead(c)
|
| 813 |
+
self.post_init()
|
| 814 |
+
|
| 815 |
+
def _init_weights(self, module: nn.Module) -> None:
|
| 816 |
+
if isinstance(module, SinCosRoPE) and module.inv_freq.is_meta:
|
| 817 |
+
module.inv_freq = module._build_inv_freq(None)
|
| 818 |
+
|
| 819 |
+
def count_parameters(self) -> int:
|
| 820 |
+
return sum(p.numel() for p in self.parameters())
|
| 821 |
+
|
| 822 |
+
def scale(self, inputs: Tensor, observed: Tensor) -> Tuple[Tensor, Tensor, Tensor]:
|
| 823 |
+
c = self.config
|
| 824 |
+
loc, scale = causal_patch_loc_scale(
|
| 825 |
+
inputs.unsqueeze(1), observed.unsqueeze(1), c.patch_size, c.minimum_scale, c.stabilize_with_global
|
| 826 |
+
)
|
| 827 |
+
loc, scale = loc.squeeze(1), scale.squeeze(1)
|
| 828 |
+
scaled = apply_affine_asinh_masked(inputs, loc, scale, observed, use_asinh=c.use_asinh)
|
| 829 |
+
return scaled, loc, scale
|
| 830 |
+
|
| 831 |
+
def _known_cov_scaling(
|
| 832 |
+
self, inputs: Tensor, observed: Tensor, scaled: Tensor, loc: Tensor, scale: Tensor, known_rows: Tensor
|
| 833 |
+
) -> Tuple[Tensor, Tensor, Tensor]:
|
| 834 |
+
"""Normalize known-future covariate rows with non-causal whole-row statistics."""
|
| 835 |
+
if not bool(known_rows.any()):
|
| 836 |
+
return scaled, loc, scale
|
| 837 |
+
loc_c, scale_c, is_binary = instance_norm_stats(inputs, observed, minimum_scale=self.config.minimum_scale)
|
| 838 |
+
known_scaled = apply_affine_asinh_masked(inputs, loc_c, scale_c, observed, use_asinh=False)
|
| 839 |
+
if self.config.use_asinh:
|
| 840 |
+
work = torch.promote_types(known_scaled.dtype, torch.float32)
|
| 841 |
+
squashed = known_scaled.to(work).asinh().to(known_scaled.dtype)
|
| 842 |
+
known_scaled = torch.where(observed & ~is_binary, squashed, known_scaled)
|
| 843 |
+
sel = known_rows[:, None]
|
| 844 |
+
return torch.where(sel, known_scaled, scaled), torch.where(sel, loc_c, loc), torch.where(sel, scale_c, scale)
|
| 845 |
+
|
| 846 |
+
def encode_context_only(
|
| 847 |
+
self,
|
| 848 |
+
inputs: Tensor,
|
| 849 |
+
observed: Tensor,
|
| 850 |
+
group_ids: Optional[Tensor] = None,
|
| 851 |
+
return_layer_states: bool = False,
|
| 852 |
+
) -> Tensor | Tuple[Tensor, List[Tensor]]:
|
| 853 |
+
"""Pure causal Context / Target Encoder $E_\\theta(\\mathbf{x}_{1:N})$ with zero horizon query tokens.
|
| 854 |
+
|
| 855 |
+
Used by the Momentum EMA Target Encoder during V-JEPA training to compute causal target patch
|
| 856 |
+
representations $\\mathbf{z}^{\\text{tgt}}_{L+1:L+H} = E_{\\bar\\theta}([\\mathbf{x}_{1:L}, \\mathbf{y}_{L+1:L+H}])[:, L:]$.
|
| 857 |
+
"""
|
| 858 |
+
c = self.config
|
| 859 |
+
ps = c.patch_size
|
| 860 |
+
rows, t = inputs.shape
|
| 861 |
+
if group_ids is None:
|
| 862 |
+
group_ids = torch.arange(rows, device=inputs.device)
|
| 863 |
+
n = t // ps
|
| 864 |
+
scaled, _, _ = self.scale(inputs, observed)
|
| 865 |
+
x_enc = self.representation(scaled, observed)
|
| 866 |
+
obs_per_patch = observed.unflatten(-1, (n, ps)).any(dim=-1)
|
| 867 |
+
key_valid = compute_enc_key_validity(obs_per_patch, c.attend_missing_patches)
|
| 868 |
+
time_mask = enc_causal_mask(key_valid).unsqueeze(1)
|
| 869 |
+
variate_mask = build_two_stream_variate_mask(group_ids, key_valid, 0)
|
| 870 |
+
unique_ids, inverse = torch.unique(group_ids, return_inverse=True)
|
| 871 |
+
first_obs = group_first_observed_patch(obs_per_patch, inverse, unique_ids.numel())[inverse]
|
| 872 |
+
positions = torch.arange(n, device=inputs.device)[None, :] - first_obs[:, None]
|
| 873 |
+
return self.transformer(x_enc, time_mask, variate_mask, positions, return_layer_states=return_layer_states)
|
| 874 |
+
|
| 875 |
+
def encode_tiled_dhf(
|
| 876 |
+
self,
|
| 877 |
+
full_inputs: Tensor,
|
| 878 |
+
full_observed: Tensor,
|
| 879 |
+
min_context: Tensor,
|
| 880 |
+
block_size: int,
|
| 881 |
+
group_ids: Optional[Tensor] = None,
|
| 882 |
+
role_ids: Optional[Tensor] = None,
|
| 883 |
+
return_layer_states: bool = False,
|
| 884 |
+
) -> Tuple[Tensor, Tensor, Tensor, Tensor, List[Tensor]]:
|
| 885 |
+
"""Multi-Origin Tiled Decoupled-Horizon JEPA (`Tiled-DHF JEPA`):
|
| 886 |
+
|
| 887 |
+
Encodes causal context tokens `v_0 .. v_{N-1}` once while simultaneously predicting future latents
|
| 888 |
+
across consecutive tiled blocks of length `block_size` starting at `min_context` (`s_rows`), so a
|
| 889 |
+
single forward pass supervises `N - min_context` forecast patches across `(N - s) / block_size` origins!
|
| 890 |
+
|
| 891 |
+
Returns `(h_pred_dec (R, N, D), anchor (R, N), active (R, N), loc_patch (R, N), dec_layer_states)`.
|
| 892 |
+
"""
|
| 893 |
+
c = self.config
|
| 894 |
+
ps = c.patch_size
|
| 895 |
+
rows, w = full_inputs.shape
|
| 896 |
+
n = w // ps
|
| 897 |
+
if group_ids is None:
|
| 898 |
+
group_ids = torch.arange(rows, device=full_inputs.device)
|
| 899 |
+
|
| 900 |
+
has_cov = role_ids is not None and c.covariate_enabled and not bool((role_ids == ROLE_TARGET).all())
|
| 901 |
+
target_rows = (role_ids == ROLE_TARGET) if has_cov else None
|
| 902 |
+
known_rows = (role_ids == ROLE_KNOWN_COV) if has_cov else None
|
| 903 |
+
|
| 904 |
+
scaled, loc, scale = self.scale(full_inputs, full_observed)
|
| 905 |
+
if known_rows is not None:
|
| 906 |
+
scaled, loc, scale = self._known_cov_scaling(full_inputs, full_observed, scaled, loc, scale, known_rows)
|
| 907 |
+
|
| 908 |
+
x_enc = self.representation(scaled, full_observed)
|
| 909 |
+
x_dec = self.representation.forecast_tokens(rows, n)
|
| 910 |
+
|
| 911 |
+
obs_per_patch = full_observed.unflatten(-1, (n, ps)).any(dim=-1)
|
| 912 |
+
key_valid = compute_enc_key_validity(obs_per_patch, c.attend_missing_patches)
|
| 913 |
+
anchor, active = compute_block_layout(min_context, n, block_size)
|
| 914 |
+
time_mask = build_two_stream_time_mask(min_context, n, block_size, key_valid, bidirectional_rows=known_rows)
|
| 915 |
+
variate_mask = build_two_stream_variate_mask(
|
| 916 |
+
group_ids, key_valid, n, target_rows=target_rows, bidirectional_rows=known_rows
|
| 917 |
+
)
|
| 918 |
+
unique_ids, inverse = torch.unique(group_ids, return_inverse=True)
|
| 919 |
+
first_obs = group_first_observed_patch(obs_per_patch, inverse, unique_ids.numel())[inverse]
|
| 920 |
+
positions = build_two_stream_positions(n, first_obs)
|
| 921 |
+
ts_mask = TwoStreamMask(mask=time_mask, enc_len=n)
|
| 922 |
+
|
| 923 |
+
x = torch.cat([x_enc, x_dec], dim=1)
|
| 924 |
+
if return_layer_states:
|
| 925 |
+
h_all, l_states = self.transformer(x, ts_mask, variate_mask, positions, return_layer_states=True)
|
| 926 |
+
dec_layers = [ls[:, n:, :] for ls in l_states]
|
| 927 |
+
else:
|
| 928 |
+
h_all = self.transformer(x, ts_mask, variate_mask, positions)
|
| 929 |
+
dec_layers = []
|
| 930 |
+
|
| 931 |
+
h_ctx, h_dec = h_all[:, :n, :], h_all[:, n:, :]
|
| 932 |
+
if self.jepa_predictor is not None:
|
| 933 |
+
p_idx = torch.arange(n, device=full_inputs.device)[None, :]
|
| 934 |
+
step_offsets = (p_idx - anchor).clamp(min=0)
|
| 935 |
+
pred_time_mask = build_two_stream_time_mask(min_context, n, block_size, key_valid, bidirectional_rows=None)
|
| 936 |
+
h_dec = self.jepa_predictor.forward_tiled(
|
| 937 |
+
h_ctx, h_dec, TwoStreamMask(mask=pred_time_mask, enc_len=n), positions, step_offsets
|
| 938 |
+
)
|
| 939 |
+
|
| 940 |
+
loc_p = loc.unflatten(-1, (n, ps))[..., 0]
|
| 941 |
+
scale_p = scale.unflatten(-1, (n, ps))[..., 0]
|
| 942 |
+
return h_dec, anchor, active, torch.stack([loc_p, scale_p], dim=-1), dec_layers
|
| 943 |
+
|
| 944 |
+
def encode_penultimate(
|
| 945 |
+
self,
|
| 946 |
+
inputs: Tensor,
|
| 947 |
+
observed: Tensor,
|
| 948 |
+
horizon_patches: int,
|
| 949 |
+
group_ids: Optional[Tensor] = None,
|
| 950 |
+
role_ids: Optional[Tensor] = None,
|
| 951 |
+
known_future: Optional[Tensor] = None,
|
| 952 |
+
known_future_mask: Optional[Tensor] = None,
|
| 953 |
+
return_layer_states: bool = False,
|
| 954 |
+
) -> Tuple[Tensor, Tensor, Tensor, Tensor, Tensor] | Tuple[Tensor, Tensor, Tensor, Tensor, Tensor, List[Tensor]]:
|
| 955 |
+
"""Run Causal Patch Scaling + Two-Stream Transformer + Horizon-Conditioned JEPA Latent Predictor.
|
| 956 |
+
|
| 957 |
+
Supports both context-only (`role_ids=None`) and covariate cross-attention (`ROLE_TARGET`,
|
| 958 |
+
`ROLE_PAST_COV`, `ROLE_KNOWN_COV` with `known_future` values in horizon patches).
|
| 959 |
+
"""
|
| 960 |
+
c = self.config
|
| 961 |
+
ps = c.patch_size
|
| 962 |
+
rows, t = inputs.shape
|
| 963 |
+
if group_ids is None:
|
| 964 |
+
group_ids = torch.arange(rows, device=inputs.device)
|
| 965 |
+
ll, h = t // ps, horizon_patches
|
| 966 |
+
|
| 967 |
+
has_cov = (
|
| 968 |
+
role_ids is not None
|
| 969 |
+
and c.covariate_enabled
|
| 970 |
+
and not bool((role_ids == ROLE_TARGET).all())
|
| 971 |
+
)
|
| 972 |
+
|
| 973 |
+
if not has_cov:
|
| 974 |
+
scaled, loc, scale = self.scale(inputs, observed)
|
| 975 |
+
x_enc = self.representation(scaled, observed)
|
| 976 |
+
x_dec = self.representation.forecast_tokens(rows, h)
|
| 977 |
+
|
| 978 |
+
obs_per_patch = observed.unflatten(-1, (ll, ps)).any(dim=-1)
|
| 979 |
+
key_valid = compute_enc_key_validity(obs_per_patch, c.attend_missing_patches)
|
| 980 |
+
time_mask = build_forecast_time_mask(ll, h, key_valid, inputs.device)
|
| 981 |
+
variate_mask = build_two_stream_variate_mask(group_ids, key_valid, h)
|
| 982 |
+
unique_ids, inverse = torch.unique(group_ids, return_inverse=True)
|
| 983 |
+
first_obs = group_first_observed_patch(obs_per_patch, inverse, unique_ids.numel())[inverse]
|
| 984 |
+
positions = build_forecast_positions(ll, h, first_obs)
|
| 985 |
+
|
| 986 |
+
x = torch.cat([x_enc, x_dec], dim=1)
|
| 987 |
+
mask: Tensor | TwoStreamMask = TwoStreamMask(mask=time_mask, enc_len=ll) if c.split_context_horizon_attn else time_mask
|
| 988 |
+
if return_layer_states:
|
| 989 |
+
h_all, l_states = self.transformer(x, mask, variate_mask, positions, return_layer_states=True)
|
| 990 |
+
dec_layer_states = [ls[:, ll:, :] for ls in l_states]
|
| 991 |
+
else:
|
| 992 |
+
h_all = self.transformer(x, mask, variate_mask, positions)
|
| 993 |
+
dec_layer_states = []
|
| 994 |
+
h_raw_dec = h_all[:, ll:, :] # (R, H_patches, d_model)
|
| 995 |
+
if self.jepa_predictor is not None:
|
| 996 |
+
h_raw_dec = self.jepa_predictor(h_all[:, :ll, :], h_raw_dec, key_valid, first_obs)
|
| 997 |
+
h_aligned, z_rot = h_raw_dec, h_raw_dec
|
| 998 |
+
|
| 999 |
+
anchor_loc = loc.unflatten(-1, (ll, ps))[..., 0][:, ll - 1 : ll]
|
| 1000 |
+
anchor_scale = scale.unflatten(-1, (ll, ps))[..., 0][:, ll - 1 : ll]
|
| 1001 |
+
if return_layer_states:
|
| 1002 |
+
return h_aligned, z_rot, h_raw_dec, anchor_loc, anchor_scale, dec_layer_states
|
| 1003 |
+
return h_aligned, z_rot, h_raw_dec, anchor_loc, anchor_scale
|
| 1004 |
+
|
| 1005 |
+
# Two-stream covariate window path (Enc over context + horizon, Dec over context + horizon)
|
| 1006 |
+
assert role_ids is not None
|
| 1007 |
+
horizon_len = h * ps
|
| 1008 |
+
if known_future is None:
|
| 1009 |
+
known_future = torch.zeros(rows, horizon_len, device=inputs.device, dtype=inputs.dtype)
|
| 1010 |
+
known_future_mask = torch.zeros(rows, horizon_len, device=inputs.device, dtype=torch.bool)
|
| 1011 |
+
assert known_future_mask is not None
|
| 1012 |
+
full_inputs = torch.cat([inputs, known_future], dim=-1)
|
| 1013 |
+
full_observed = torch.cat([observed, known_future_mask], dim=-1)
|
| 1014 |
+
n = ll + h
|
| 1015 |
+
target_rows = role_ids == ROLE_TARGET
|
| 1016 |
+
known_rows = role_ids == ROLE_KNOWN_COV
|
| 1017 |
+
|
| 1018 |
+
scaled, loc, scale = self.scale(full_inputs, full_observed)
|
| 1019 |
+
scaled, loc, scale = self._known_cov_scaling(full_inputs, full_observed, scaled, loc, scale, known_rows)
|
| 1020 |
+
x_enc = self.representation(scaled, full_observed)
|
| 1021 |
+
x_dec = self.representation.forecast_tokens(rows, n)
|
| 1022 |
+
|
| 1023 |
+
obs_per_patch = full_observed.unflatten(-1, (n, ps)).any(dim=-1)
|
| 1024 |
+
key_valid = compute_enc_key_validity(obs_per_patch, c.attend_missing_patches)
|
| 1025 |
+
s_rows = torch.full((rows,), ll, device=full_inputs.device, dtype=torch.long)
|
| 1026 |
+
time_mask = build_two_stream_time_mask(s_rows, n, c.block_size, key_valid, bidirectional_rows=known_rows)
|
| 1027 |
+
variate_mask = build_two_stream_variate_mask(
|
| 1028 |
+
group_ids, key_valid, n, target_rows=target_rows, bidirectional_rows=known_rows
|
| 1029 |
+
)
|
| 1030 |
+
unique_ids, inverse = torch.unique(group_ids, return_inverse=True)
|
| 1031 |
+
first_obs = group_first_observed_patch(obs_per_patch, inverse, unique_ids.numel())[inverse]
|
| 1032 |
+
positions = build_two_stream_positions(n, first_obs)
|
| 1033 |
+
|
| 1034 |
+
x = torch.cat([x_enc, x_dec], dim=1)
|
| 1035 |
+
mask = TwoStreamMask(mask=time_mask, enc_len=n) if c.split_context_horizon_attn else time_mask
|
| 1036 |
+
if return_layer_states:
|
| 1037 |
+
h_all, l_states = self.transformer(x, mask, variate_mask, positions, return_layer_states=True)
|
| 1038 |
+
dec_layer_states = [ls[:, n + ll : 2 * n, :] for ls in l_states]
|
| 1039 |
+
else:
|
| 1040 |
+
h_all = self.transformer(x, mask, variate_mask, positions)
|
| 1041 |
+
dec_layer_states = []
|
| 1042 |
+
h_raw_dec = h_all[:, n + ll : 2 * n, :] # (R, H_patches, d_model)
|
| 1043 |
+
if self.jepa_predictor is not None:
|
| 1044 |
+
h_raw_dec = self.jepa_predictor(h_all[:, :ll, :], h_raw_dec, key_valid[:, :ll], first_obs)
|
| 1045 |
+
h_aligned, z_rot = h_raw_dec, h_raw_dec
|
| 1046 |
+
|
| 1047 |
+
anchor_loc = loc.unflatten(-1, (n, ps))[..., 0][:, ll - 1 : ll]
|
| 1048 |
+
anchor_scale = scale.unflatten(-1, (n, ps))[..., 0][:, ll - 1 : ll]
|
| 1049 |
+
if return_layer_states:
|
| 1050 |
+
return h_aligned, z_rot, h_raw_dec, anchor_loc, anchor_scale, dec_layer_states
|
| 1051 |
+
return h_aligned, z_rot, h_raw_dec, anchor_loc, anchor_scale
|
| 1052 |
+
|
| 1053 |
+
def predict_block(
|
| 1054 |
+
self,
|
| 1055 |
+
inputs: Tensor,
|
| 1056 |
+
observed: Tensor,
|
| 1057 |
+
group_ids: Tensor,
|
| 1058 |
+
horizon_patches: int,
|
| 1059 |
+
role_ids: Optional[Tensor] = None,
|
| 1060 |
+
known_future: Optional[Tensor] = None,
|
| 1061 |
+
known_future_mask: Optional[Tensor] = None,
|
| 1062 |
+
) -> Tensor:
|
| 1063 |
+
h_aligned, _, _, anchor_loc, anchor_scale = self.encode_penultimate(
|
| 1064 |
+
inputs, observed, horizon_patches, group_ids, role_ids, known_future, known_future_mask
|
| 1065 |
+
)
|
| 1066 |
+
preds_norm = self.head(h_aligned)
|
| 1067 |
+
delta = getattr(self, "readout_delta", None)
|
| 1068 |
+
if delta is not None and delta.shape[0] == preds_norm.shape[0]:
|
| 1069 |
+
corr = torch.einsum("rhd,rdp->rhp", h_aligned, delta.to(h_aligned.dtype)).reshape(preds_norm.shape[0], -1)
|
| 1070 |
+
preds_norm = preds_norm + corr[..., None].to(preds_norm.dtype)
|
| 1071 |
+
return denormalize_quantiles(preds_norm, anchor_loc.unsqueeze(-1), anchor_scale.unsqueeze(-1), self.config.use_asinh)
|
| 1072 |
+
|
| 1073 |
+
def _refine_block(
|
| 1074 |
+
self, quantiles: Tensor, context: Tensor, mask: Tensor, target_rows: Optional[Tensor] = None
|
| 1075 |
+
) -> Tensor:
|
| 1076 |
+
ps = self.config.patch_size
|
| 1077 |
+
n_pred = quantiles.shape[1] // ps
|
| 1078 |
+
if n_pred <= 1:
|
| 1079 |
+
return quantiles
|
| 1080 |
+
_, loc, scale = self.scale(context, mask)
|
| 1081 |
+
loc0, scale0 = loc[:, -1], scale[:, -1]
|
| 1082 |
+
med_idx = self.config.median_index
|
| 1083 |
+
median = quantiles[..., med_idx].unflatten(-1, (n_pred, ps)).to(torch.float64)
|
| 1084 |
+
sinh_median = (median - loc0[:, None, None]) / scale0[:, None, None]
|
| 1085 |
+
loc_j, scale_j = advancing_block_frames(context, mask, sinh_median, self.config.minimum_scale)
|
| 1086 |
+
first = torch.zeros(loc_j.shape, dtype=torch.bool, device=loc_j.device)
|
| 1087 |
+
first[:, 0] = True
|
| 1088 |
+
loc_j = torch.where(first, loc0[:, None], loc_j.to(quantiles.dtype)).repeat_interleave(ps, dim=-1)
|
| 1089 |
+
scale_j = torch.where(first, scale0[:, None], scale_j.to(quantiles.dtype)).repeat_interleave(ps, dim=-1)
|
| 1090 |
+
sinh_norm = (quantiles - loc0[:, None, None]) / scale0[:, None, None]
|
| 1091 |
+
refined = clamp_nonfinite(sinh_norm * scale_j[..., None] + loc_j[..., None])
|
| 1092 |
+
if target_rows is not None:
|
| 1093 |
+
refined = torch.where(target_rows[:, None, None], refined, quantiles)
|
| 1094 |
+
return refined
|
| 1095 |
+
|
| 1096 |
+
def _assemble_rows(
|
| 1097 |
+
self,
|
| 1098 |
+
inputs: Tensor,
|
| 1099 |
+
observation_mask: Tensor,
|
| 1100 |
+
prediction_length: int,
|
| 1101 |
+
past_covariates: Optional[Tensor],
|
| 1102 |
+
known_covariates: Optional[Tensor],
|
| 1103 |
+
) -> Tuple[Tensor, Tensor, Optional[Tensor], Optional[Tensor], Optional[Tensor], int]:
|
| 1104 |
+
ps = self.config.patch_size
|
| 1105 |
+
device = inputs.device
|
| 1106 |
+
b, n_tgt, ctx0 = inputs.shape
|
| 1107 |
+
horizon = math.ceil(prediction_length / ps) * ps
|
| 1108 |
+
|
| 1109 |
+
ctx_rows = [ffill_with_mask(inputs, observation_mask)]
|
| 1110 |
+
ctx_masks = [observation_mask]
|
| 1111 |
+
roles = [ROLE_TARGET] * n_tgt
|
| 1112 |
+
|
| 1113 |
+
n_past = 0
|
| 1114 |
+
if past_covariates is not None and past_covariates.shape[1] > 0:
|
| 1115 |
+
n_past = past_covariates.shape[1]
|
| 1116 |
+
ctx_masks.append(torch.isfinite(past_covariates))
|
| 1117 |
+
ctx_rows.append(torch.nan_to_num(past_covariates, nan=0.0))
|
| 1118 |
+
roles += [ROLE_PAST_COV] * n_past
|
| 1119 |
+
|
| 1120 |
+
n_known = 0
|
| 1121 |
+
known_future_vals: Optional[Tensor] = None
|
| 1122 |
+
known_future_obs: Optional[Tensor] = None
|
| 1123 |
+
if known_covariates is not None and known_covariates.shape[1] > 0:
|
| 1124 |
+
n_known = known_covariates.shape[1]
|
| 1125 |
+
kc_ctx, kc_fut = known_covariates[..., :-prediction_length], known_covariates[..., -prediction_length:]
|
| 1126 |
+
ctx_masks.append(torch.isfinite(kc_ctx))
|
| 1127 |
+
ctx_rows.append(torch.nan_to_num(kc_ctx, nan=0.0))
|
| 1128 |
+
roles += [ROLE_KNOWN_COV] * n_known
|
| 1129 |
+
known_future_obs = torch.isfinite(kc_fut)
|
| 1130 |
+
known_future_vals = torch.nan_to_num(kc_fut, nan=0.0)
|
| 1131 |
+
|
| 1132 |
+
rows = torch.cat(ctx_rows, dim=1)
|
| 1133 |
+
mask = torch.cat(ctx_masks, dim=1)
|
| 1134 |
+
if rows.shape[-1] > self.config.context_length:
|
| 1135 |
+
rows = rows[:, :, -self.config.context_length :]
|
| 1136 |
+
mask = mask[:, :, -self.config.context_length :]
|
| 1137 |
+
rows, mask = pad_to_patch(rows, mask, ps)
|
| 1138 |
+
v_all = rows.shape[1]
|
| 1139 |
+
if n_past == 0 and n_known == 0:
|
| 1140 |
+
return rows, mask, None, None, None, n_tgt
|
| 1141 |
+
|
| 1142 |
+
role_ids = torch.tensor(roles, dtype=torch.long, device=device).repeat(b)
|
| 1143 |
+
known_future: Optional[Tensor] = None
|
| 1144 |
+
known_future_mask: Optional[Tensor] = None
|
| 1145 |
+
if n_known > 0 and known_future_vals is not None and known_future_obs is not None:
|
| 1146 |
+
k0 = n_tgt + n_past
|
| 1147 |
+
plen = known_future_vals.shape[-1]
|
| 1148 |
+
kf = torch.zeros(b, v_all, horizon, device=device, dtype=rows.dtype)
|
| 1149 |
+
kfm = torch.zeros(b, v_all, horizon, device=device, dtype=torch.bool)
|
| 1150 |
+
kf[:, k0 : k0 + n_known, :plen] = known_future_vals
|
| 1151 |
+
kfm[:, k0 : k0 + n_known, :plen] = known_future_obs
|
| 1152 |
+
known_future = kf.reshape(b * v_all, horizon)
|
| 1153 |
+
known_future_mask = kfm.reshape(b * v_all, horizon)
|
| 1154 |
+
return rows, mask, role_ids, known_future, known_future_mask, n_tgt
|
| 1155 |
+
|
| 1156 |
+
def _forecast_raw(
|
| 1157 |
+
self,
|
| 1158 |
+
inputs: Tensor,
|
| 1159 |
+
mask: Tensor,
|
| 1160 |
+
prediction_length: int,
|
| 1161 |
+
past_covariates: Optional[Tensor] = None,
|
| 1162 |
+
known_covariates: Optional[Tensor] = None,
|
| 1163 |
+
) -> Tensor:
|
| 1164 |
+
"""`(B, V, T)` -> `(B, V, H, Q_21)` with block-AR decoding, covariates, and Welford frame refinement."""
|
| 1165 |
+
self.eval()
|
| 1166 |
+
ps = self.config.patch_size
|
| 1167 |
+
has_variate_op = any(kind != "time" for kind in self.config.block_schedule)
|
| 1168 |
+
if not has_variate_op:
|
| 1169 |
+
past_covariates = None
|
| 1170 |
+
known_covariates = None
|
| 1171 |
+
|
| 1172 |
+
rows, obs_mask, role_ids, known_future, known_future_mask, n_tgt = self._assemble_rows(
|
| 1173 |
+
inputs, mask, prediction_length, past_covariates, known_covariates
|
| 1174 |
+
)
|
| 1175 |
+
b, v, ctx_len = rows.shape
|
| 1176 |
+
context = rows.reshape(b * v, ctx_len)
|
| 1177 |
+
obs = obs_mask.reshape(b * v, ctx_len)
|
| 1178 |
+
group_ids = torch.arange(b, device=inputs.device).repeat_interleave(v)
|
| 1179 |
+
|
| 1180 |
+
known_rows = past_rows = target_rows = None
|
| 1181 |
+
if role_ids is not None:
|
| 1182 |
+
known_rows = role_ids == ROLE_KNOWN_COV
|
| 1183 |
+
past_rows = (role_ids != ROLE_TARGET) & ~known_rows
|
| 1184 |
+
target_rows = role_ids == ROLE_TARGET
|
| 1185 |
+
|
| 1186 |
+
# Compute context min/max and last-patch scale for `quantile_real_cap_k` clamping on target rows
|
| 1187 |
+
tgt_rows_3d = rows[:, :n_tgt]
|
| 1188 |
+
tgt_mask_3d = obs_mask[:, :n_tgt]
|
| 1189 |
+
not_obs = ~tgt_mask_3d
|
| 1190 |
+
ctx_max = torch.nan_to_num(tgt_rows_3d.masked_fill(not_obs, float("-inf")).amax(-1, keepdim=True), neginf=0.0)
|
| 1191 |
+
ctx_min = torch.nan_to_num(tgt_rows_3d.masked_fill(not_obs, float("inf")).amin(-1, keepdim=True), posinf=0.0)
|
| 1192 |
+
_, scale0 = causal_patch_loc_scale(
|
| 1193 |
+
tgt_rows_3d, tgt_mask_3d, ps, self.config.minimum_scale, self.config.stabilize_with_global
|
| 1194 |
+
)
|
| 1195 |
+
anchor_scale = scale0[..., -1:] * float(self.config.quantile_real_cap_k)
|
| 1196 |
+
|
| 1197 |
+
blocks: List[Tensor] = []
|
| 1198 |
+
remaining = math.ceil(prediction_length / ps)
|
| 1199 |
+
max_block = min(self.config.block_size, max(1, int(self.config.per_shot_horizon_patches)))
|
| 1200 |
+
med_idx = self.config.median_index
|
| 1201 |
+
offset = 0
|
| 1202 |
+
|
| 1203 |
+
while remaining > 0:
|
| 1204 |
+
blk = min(max_block, remaining)
|
| 1205 |
+
blen = blk * ps
|
| 1206 |
+
kf_blk = known_future[:, offset : offset + blen] if known_future is not None else None
|
| 1207 |
+
kfm_blk = known_future_mask[:, offset : offset + blen] if known_future_mask is not None else None
|
| 1208 |
+
q_blk = self.predict_block(context, obs, group_ids, blk, role_ids, kf_blk, kfm_blk)
|
| 1209 |
+
q_blk = self._refine_block(q_blk, context, obs, target_rows)
|
| 1210 |
+
blocks.append(q_blk)
|
| 1211 |
+
remaining -= blk
|
| 1212 |
+
offset += blen
|
| 1213 |
+
if remaining <= 0:
|
| 1214 |
+
break
|
| 1215 |
+
feedback = torch.nan_to_num(q_blk[..., med_idx], nan=0.0, posinf=0.0, neginf=0.0)
|
| 1216 |
+
fb_mask = torch.ones_like(feedback, dtype=torch.bool)
|
| 1217 |
+
if role_ids is not None and known_rows is not None and past_rows is not None:
|
| 1218 |
+
if kf_blk is not None and kfm_blk is not None:
|
| 1219 |
+
feedback = torch.where(known_rows[:, None], kf_blk, feedback)
|
| 1220 |
+
fb_mask = torch.where(known_rows[:, None], kfm_blk, fb_mask)
|
| 1221 |
+
feedback = torch.where(past_rows[:, None], torch.zeros_like(feedback), feedback)
|
| 1222 |
+
fb_mask = fb_mask & ~past_rows[:, None]
|
| 1223 |
+
context = torch.cat([context, feedback], dim=-1)
|
| 1224 |
+
obs = torch.cat([obs, fb_mask], dim=-1)
|
| 1225 |
+
if context.shape[-1] > self.config.context_length:
|
| 1226 |
+
keep = max(ps, (self.config.context_length // ps) * ps)
|
| 1227 |
+
context = context[..., -keep:]
|
| 1228 |
+
obs = obs[..., -keep:]
|
| 1229 |
+
|
| 1230 |
+
packed = torch.cat(blocks, dim=-2)[..., :prediction_length, :]
|
| 1231 |
+
quantiles = packed.reshape(b, v, prediction_length, -1)[:, :n_tgt]
|
| 1232 |
+
return quantiles.clamp((ctx_min - anchor_scale).unsqueeze(-1), (ctx_max + anchor_scale).unsqueeze(-1))
|
| 1233 |
+
|
| 1234 |
+
@torch.inference_mode()
|
| 1235 |
+
def forecast(
|
| 1236 |
+
self,
|
| 1237 |
+
context: np.ndarray | Tensor,
|
| 1238 |
+
prediction_length: int,
|
| 1239 |
+
past_covariates: Optional[np.ndarray | Tensor] = None,
|
| 1240 |
+
known_covariates: Optional[np.ndarray | Tensor] = None,
|
| 1241 |
+
symmetric_averaging: bool = True,
|
| 1242 |
+
clip_nonnegative: bool = True,
|
| 1243 |
+
) -> Tensor:
|
| 1244 |
+
"""Full zero-shot probabilistic forecast `(B, V, H, 21)` with covariates & reflection averaging."""
|
| 1245 |
+
device = next(self.parameters()).device
|
| 1246 |
+
x = torch.as_tensor(context, dtype=torch.float32, device=device)
|
| 1247 |
+
if x.dim() == 1:
|
| 1248 |
+
x = x[None, None]
|
| 1249 |
+
elif x.dim() == 2:
|
| 1250 |
+
x = x[:, None]
|
| 1251 |
+
mask = torch.isfinite(x)
|
| 1252 |
+
inputs = torch.where(mask, x, torch.zeros_like(x))
|
| 1253 |
+
|
| 1254 |
+
pc_t: Optional[Tensor] = None
|
| 1255 |
+
if past_covariates is not None:
|
| 1256 |
+
pc_t = torch.as_tensor(past_covariates, dtype=torch.float32, device=device)
|
| 1257 |
+
if pc_t.dim() == 2:
|
| 1258 |
+
pc_t = pc_t[:, None]
|
| 1259 |
+
|
| 1260 |
+
kc_t: Optional[Tensor] = None
|
| 1261 |
+
if known_covariates is not None:
|
| 1262 |
+
kc_t = torch.as_tensor(known_covariates, dtype=torch.float32, device=device)
|
| 1263 |
+
if kc_t.dim() == 2:
|
| 1264 |
+
kc_t = kc_t[:, None]
|
| 1265 |
+
|
| 1266 |
+
def _single_view(inp: Tensor, msk: Tensor, pc: Optional[Tensor], kc: Optional[Tensor]) -> Tensor:
|
| 1267 |
+
q = self._forecast_raw(inp, msk, prediction_length, pc, kc)
|
| 1268 |
+
if symmetric_averaging:
|
| 1269 |
+
mir = self._forecast_raw(
|
| 1270 |
+
-inp,
|
| 1271 |
+
msk,
|
| 1272 |
+
prediction_length,
|
| 1273 |
+
-pc if pc is not None else None,
|
| 1274 |
+
-kc if kc is not None else None,
|
| 1275 |
+
)
|
| 1276 |
+
q = 0.5 * (q + (-mir).flip(-1))
|
| 1277 |
+
return q
|
| 1278 |
+
|
| 1279 |
+
quantiles = _single_view(inputs, mask, pc_t, kc_t)
|
| 1280 |
+
if clip_nonnegative:
|
| 1281 |
+
has_obs = mask.any(dim=-1)
|
| 1282 |
+
min_obs = torch.where(mask, inputs, torch.full_like(inputs, float("inf"))).amin(dim=-1)
|
| 1283 |
+
eligible = has_obs & (min_obs >= 0.0)
|
| 1284 |
+
quantiles = torch.where(eligible[..., None, None], quantiles.clamp_min(0.0), quantiles)
|
| 1285 |
+
return quantiles
|
| 1286 |
+
|
| 1287 |
+
@torch.inference_mode()
|
| 1288 |
+
def predict_series_batch(
|
| 1289 |
+
self,
|
| 1290 |
+
series_list: List[np.ndarray],
|
| 1291 |
+
horizon: int,
|
| 1292 |
+
quantile_levels: List[float],
|
| 1293 |
+
batch_size: int = 128,
|
| 1294 |
+
past_covariates_list: Optional[List[Optional[np.ndarray]]] = None,
|
| 1295 |
+
known_covariates_list: Optional[List[Optional[np.ndarray]]] = None,
|
| 1296 |
+
max_covariates: int = 4,
|
| 1297 |
+
) -> np.ndarray:
|
| 1298 |
+
"""Standalone batch inference for arbitrary-length 1D numpy series + optional covariates.
|
| 1299 |
+
|
| 1300 |
+
Returns `(N, horizon, 1 + len(quantile_levels))` where col 0 is median (0.5) and
|
| 1301 |
+
cols `1..` correspond to `quantile_levels`.
|
| 1302 |
+
"""
|
| 1303 |
+
self.eval()
|
| 1304 |
+
N = len(series_list)
|
| 1305 |
+
out = np.zeros((N, horizon, 1 + len(quantile_levels)), dtype=np.float64)
|
| 1306 |
+
knots = np.asarray(self.config.quantile_knots, dtype=np.float64)
|
| 1307 |
+
med_idx = self.config.median_index
|
| 1308 |
+
|
| 1309 |
+
has_variate_op = any(kind != "time" for kind in self.config.block_schedule)
|
| 1310 |
+
use_cov = has_variate_op and (past_covariates_list is not None or known_covariates_list is not None)
|
| 1311 |
+
|
| 1312 |
+
# Group by similar lengths (and covariate channel counts when present) for efficient padding
|
| 1313 |
+
def _sort_key(i: int) -> Tuple[int, int, int]:
|
| 1314 |
+
c_p = 0
|
| 1315 |
+
if use_cov and past_covariates_list is not None and past_covariates_list[i] is not None:
|
| 1316 |
+
c_p = min(past_covariates_list[i].shape[1], max_covariates)
|
| 1317 |
+
c_k = 0
|
| 1318 |
+
if use_cov and known_covariates_list is not None and known_covariates_list[i] is not None:
|
| 1319 |
+
c_k = min(known_covariates_list[i].shape[1], max_covariates)
|
| 1320 |
+
return (c_p, c_k, len(series_list[i]))
|
| 1321 |
+
|
| 1322 |
+
order = sorted(range(N), key=_sort_key)
|
| 1323 |
+
# Covariate rows share dense variate attention across the batch, so cap rows per forward pass.
|
| 1324 |
+
step = max(8, batch_size // 8) if use_cov else batch_size
|
| 1325 |
+
for start in range(0, N, step):
|
| 1326 |
+
idx = order[start : start + step]
|
| 1327 |
+
max_t = min(self.config.context_length, max(len(series_list[i]) for i in idx))
|
| 1328 |
+
B_cur = len(idx)
|
| 1329 |
+
batch_arr = np.full((B_cur, 1, max_t), np.nan, dtype=np.float32)
|
| 1330 |
+
|
| 1331 |
+
c_p_max = 0
|
| 1332 |
+
c_k_max = 0
|
| 1333 |
+
if use_cov:
|
| 1334 |
+
if past_covariates_list is not None:
|
| 1335 |
+
c_p_max = min(max_covariates, max((past_covariates_list[i].shape[1] if past_covariates_list[i] is not None else 0) for i in idx))
|
| 1336 |
+
if known_covariates_list is not None:
|
| 1337 |
+
c_k_max = min(max_covariates, max((known_covariates_list[i].shape[1] if known_covariates_list[i] is not None else 0) for i in idx))
|
| 1338 |
+
|
| 1339 |
+
pc_arr = np.full((B_cur, c_p_max, max_t), np.nan, dtype=np.float32) if c_p_max > 0 else None
|
| 1340 |
+
kc_arr = np.full((B_cur, c_k_max, max_t + horizon), np.nan, dtype=np.float32) if c_k_max > 0 else None
|
| 1341 |
+
|
| 1342 |
+
for b_i, orig_i in enumerate(idx):
|
| 1343 |
+
y = np.asarray(series_list[orig_i], dtype=np.float32)
|
| 1344 |
+
if len(y) > max_t:
|
| 1345 |
+
y = y[-max_t:]
|
| 1346 |
+
L_i = len(y)
|
| 1347 |
+
batch_arr[b_i, 0, max_t - L_i :] = y
|
| 1348 |
+
|
| 1349 |
+
if pc_arr is not None and past_covariates_list is not None and past_covariates_list[orig_i] is not None:
|
| 1350 |
+
xp = np.asarray(past_covariates_list[orig_i], dtype=np.float32)
|
| 1351 |
+
if xp.shape[0] > L_i:
|
| 1352 |
+
xp = xp[-L_i:]
|
| 1353 |
+
nc = min(xp.shape[1], c_p_max)
|
| 1354 |
+
pc_arr[b_i, :nc, max_t - xp.shape[0] :] = xp[:, :nc].T
|
| 1355 |
+
|
| 1356 |
+
if kc_arr is not None and known_covariates_list is not None and known_covariates_list[orig_i] is not None:
|
| 1357 |
+
xk = np.asarray(known_covariates_list[orig_i], dtype=np.float32)
|
| 1358 |
+
# xk has shape (T_orig + horizon, C_k)
|
| 1359 |
+
xk_past = xk[:-horizon]
|
| 1360 |
+
xk_fut = xk[-horizon:]
|
| 1361 |
+
if xk_past.shape[0] > L_i:
|
| 1362 |
+
xk_past = xk_past[-L_i:]
|
| 1363 |
+
nc = min(xk.shape[1], c_k_max)
|
| 1364 |
+
for c_j in range(nc):
|
| 1365 |
+
col_p = xk_past[:, c_j]
|
| 1366 |
+
col_f = xk_fut[:, c_j]
|
| 1367 |
+
# Target-encode low-cardinality discrete/categorical covariates (>2 distinct values, <=12)
|
| 1368 |
+
uniq = np.unique(col_p[np.isfinite(col_p)])
|
| 1369 |
+
if 2 < len(uniq) <= 12 and np.all(np.floor(uniq) == uniq):
|
| 1370 |
+
col_p, col_f_enc = target_encode_covariate(y[-len(col_p):], col_p, col_f)
|
| 1371 |
+
if col_f_enc is not None:
|
| 1372 |
+
col_f = col_f_enc
|
| 1373 |
+
kc_arr[b_i, c_j, max_t - len(col_p) : max_t] = col_p
|
| 1374 |
+
kc_arr[b_i, c_j, max_t : max_t + horizon] = col_f
|
| 1375 |
+
|
| 1376 |
+
q21 = self.forecast(batch_arr, horizon, past_covariates=pc_arr, known_covariates=kc_arr).double().cpu().numpy()[:, 0, :, :]
|
| 1377 |
+
for b_i, orig_i in enumerate(idx):
|
| 1378 |
+
out[orig_i, :, 0] = q21[b_i, :, med_idx]
|
| 1379 |
+
for k_l, lv in enumerate(quantile_levels):
|
| 1380 |
+
match = [k for k, m in enumerate(knots) if abs(m - lv) < 1e-9]
|
| 1381 |
+
if match:
|
| 1382 |
+
out[orig_i, :, 1 + k_l] = q21[b_i, :, match[0]]
|
| 1383 |
+
else:
|
| 1384 |
+
for h_i in range(horizon):
|
| 1385 |
+
out[orig_i, h_i, 1 + k_l] = np.interp(lv, knots, q21[b_i, h_i])
|
| 1386 |
+
return out
|
| 1387 |
+
|
| 1388 |
+
|
| 1389 |
+
|
| 1390 |
+
def forward(
|
| 1391 |
+
self,
|
| 1392 |
+
context: Tensor,
|
| 1393 |
+
prediction_length: int = 96,
|
| 1394 |
+
past_covariates: Optional[Tensor] = None,
|
| 1395 |
+
known_covariates: Optional[Tensor] = None,
|
| 1396 |
+
symmetric_averaging: bool = True,
|
| 1397 |
+
clip_nonnegative: bool = True,
|
| 1398 |
+
) -> Tensor:
|
| 1399 |
+
"""Forward alias for `forecast(...)` returning `(B, V, prediction_length, 21)` quantiles."""
|
| 1400 |
+
return self.forecast(
|
| 1401 |
+
context=context,
|
| 1402 |
+
prediction_length=prediction_length,
|
| 1403 |
+
past_covariates=past_covariates,
|
| 1404 |
+
known_covariates=known_covariates,
|
| 1405 |
+
symmetric_averaging=symmetric_averaging,
|
| 1406 |
+
clip_nonnegative=clip_nonnegative,
|
| 1407 |
+
)
|
| 1408 |
+
|
| 1409 |
+
|
| 1410 |
+
TelosForForecasting = TelosModel
|
| 1411 |
+
|
| 1412 |
+
|
| 1413 |
+
def save_telos_checkpoint(model: TelosModel, path: Path | str) -> None:
|
| 1414 |
+
p = Path(path)
|
| 1415 |
+
p.parent.mkdir(parents=True, exist_ok=True)
|
| 1416 |
+
payload = {
|
| 1417 |
+
"config": model.config.to_dict(),
|
| 1418 |
+
"num_parameters": model.count_parameters(),
|
| 1419 |
+
"state_dict": model.state_dict(),
|
| 1420 |
+
}
|
| 1421 |
+
torch.save(payload, p)
|
| 1422 |
+
|
| 1423 |
+
|
| 1424 |
+
def load_telos_checkpoint(path: Path | str, device: str = "cpu") -> TelosModel:
|
| 1425 |
+
payload = torch.load(Path(path), map_location=device, weights_only=False)
|
| 1426 |
+
cfg_dict = dict(payload["config"])
|
| 1427 |
+
cfg_dict["model_name"] = "Telos-Small"
|
| 1428 |
+
cfg = TelosConfig(**cfg_dict)
|
| 1429 |
+
model = TelosModel(cfg).to(device)
|
| 1430 |
+
model.load_state_dict(payload["state_dict"])
|
| 1431 |
+
model.eval()
|
| 1432 |
+
return model
|
pyproject.toml
ADDED
|
@@ -0,0 +1,17 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
[build-system]
|
| 2 |
+
requires = ["setuptools>=64", "wheel"]
|
| 3 |
+
build-backend = "setuptools.build_meta"
|
| 4 |
+
|
| 5 |
+
[project]
|
| 6 |
+
name = "telos-ts"
|
| 7 |
+
version = "0.1.0"
|
| 8 |
+
description = "Telos-Small (50.1M): Standalone Time-Series JEPA Foundation Model"
|
| 9 |
+
readme = "README.md"
|
| 10 |
+
license = { file = "LICENSE" }
|
| 11 |
+
requires-python = ">=3.10"
|
| 12 |
+
dependencies = [
|
| 13 |
+
"torch>=2.2.0",
|
| 14 |
+
"numpy>=1.24.0",
|
| 15 |
+
"safetensors>=0.4.0",
|
| 16 |
+
"transformers>=4.40.0",
|
| 17 |
+
]
|
requirements.txt
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
torch>=2.2.0
|
| 2 |
+
numpy>=1.24.0
|
| 3 |
+
safetensors>=0.4.0
|
| 4 |
+
transformers>=4.40.0
|
results/fev_bench_telos_small_50m.json
ADDED
|
@@ -0,0 +1,772 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| 1 |
+
{
|
| 2 |
+
"benchmark": "AutoGluon FEV-Bench (`fev-bench-mini`: 20 Multi-Domain & Covariate Forecasting Tasks \u2014 100% Standalone)",
|
| 3 |
+
"tasks_evaluated": 20,
|
| 4 |
+
"checkpoint_sha256": {
|
| 5 |
+
"telos_small": "ac7b7d2ff259aabdc7d94afccafae9790d2f9d3bb86097d16235ca10f7f2f7a7"
|
| 6 |
+
},
|
| 7 |
+
"nn_context_length": 4096,
|
| 8 |
+
"method": "Blended rows: quantile average of the analytical seasonal-trend solver, a multi-cycle empirical candidate, and the network (with past/known covariates as extra rows; plus a covariate-free network + analytical covariate effect candidate on covariate tasks). Convex weights per (window, target column) are fitted on historical backtests inside past_data only. NN-only rows are the raw network output with covariates and no blend.",
|
| 9 |
+
"elapsed_s": 657.3,
|
| 10 |
+
"leaderboard": [
|
| 11 |
+
{
|
| 12 |
+
"model_name": "Timestral-209M",
|
| 13 |
+
"mase_skill_pct": 46.25,
|
| 14 |
+
"sql_skill_pct": 56.19,
|
| 15 |
+
"median_inference_s": 3.177,
|
| 16 |
+
"mase_win_rate_pct": 88.08
|
| 17 |
+
},
|
| 18 |
+
{
|
| 19 |
+
"model_name": "timesfm-3",
|
| 20 |
+
"mase_skill_pct": 45.17,
|
| 21 |
+
"sql_skill_pct": 54.96,
|
| 22 |
+
"median_inference_s": 21.208,
|
| 23 |
+
"mase_win_rate_pct": 80.77
|
| 24 |
+
},
|
| 25 |
+
{
|
| 26 |
+
"model_name": "Timestral-28M",
|
| 27 |
+
"mase_skill_pct": 43.74,
|
| 28 |
+
"sql_skill_pct": 53.94,
|
| 29 |
+
"median_inference_s": 0.581,
|
| 30 |
+
"mase_win_rate_pct": 79.23
|
| 31 |
+
},
|
| 32 |
+
{
|
| 33 |
+
"model_name": "Chronos-2",
|
| 34 |
+
"mase_skill_pct": 40.36,
|
| 35 |
+
"sql_skill_pct": 51.12,
|
| 36 |
+
"median_inference_s": 1.936,
|
| 37 |
+
"mase_win_rate_pct": 66.15
|
| 38 |
+
},
|
| 39 |
+
{
|
| 40 |
+
"model_name": "TabPFN-TS-3",
|
| 41 |
+
"mase_skill_pct": 38.73,
|
| 42 |
+
"sql_skill_pct": 49.23,
|
| 43 |
+
"median_inference_s": 947.49,
|
| 44 |
+
"mase_win_rate_pct": 56.92
|
| 45 |
+
},
|
| 46 |
+
{
|
| 47 |
+
"model_name": "TimesFM-2.5",
|
| 48 |
+
"mase_skill_pct": 37.87,
|
| 49 |
+
"sql_skill_pct": 48.54,
|
| 50 |
+
"median_inference_s": 36.18,
|
| 51 |
+
"mase_win_rate_pct": 52.69
|
| 52 |
+
},
|
| 53 |
+
{
|
| 54 |
+
"model_name": "Toto-2.0-2.5B",
|
| 55 |
+
"mase_skill_pct": 33.83,
|
| 56 |
+
"sql_skill_pct": 46.07,
|
| 57 |
+
"median_inference_s": 15.762,
|
| 58 |
+
"mase_win_rate_pct": 59.23
|
| 59 |
+
},
|
| 60 |
+
{
|
| 61 |
+
"model_name": "Telos-Small (50.1M Wts)",
|
| 62 |
+
"mase_skill_pct": 31.62,
|
| 63 |
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| 499 |
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| 502 |
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| 512 |
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| 529 |
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| 530 |
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| 556 |
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| 634 |
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|
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| 637 |
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|
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|
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| 651 |
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| 652 |
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| 653 |
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| 672 |
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|
| 673 |
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|
| 674 |
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| 675 |
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| 676 |
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| 678 |
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| 679 |
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|
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| 681 |
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| 682 |
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| 685 |
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| 686 |
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| 687 |
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| 688 |
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| 689 |
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| 690 |
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| 691 |
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|
| 692 |
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|
| 693 |
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| 694 |
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|
| 695 |
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|
| 696 |
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|
| 697 |
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|
| 698 |
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|
| 699 |
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|
| 700 |
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|
| 701 |
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|
| 702 |
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| 703 |
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|
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| 705 |
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| 706 |
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| 707 |
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| 708 |
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| 709 |
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|
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| 711 |
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{
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| 712 |
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|
| 713 |
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|
| 714 |
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| 715 |
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|
| 716 |
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|
| 717 |
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|
| 718 |
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|
| 719 |
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|
| 720 |
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|
| 721 |
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|
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| 723 |
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|
| 724 |
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|
| 725 |
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|
| 726 |
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|
| 727 |
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|
| 728 |
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|
| 729 |
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{
|
| 730 |
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|
| 731 |
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|
| 732 |
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|
| 733 |
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|
| 734 |
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|
| 735 |
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{
|
| 736 |
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|
| 737 |
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|
| 738 |
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|
| 739 |
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|
| 740 |
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|
| 741 |
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{
|
| 742 |
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|
| 743 |
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|
| 744 |
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|
| 745 |
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|
| 746 |
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|
| 747 |
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{
|
| 748 |
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|
| 749 |
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|
| 750 |
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|
| 751 |
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|
| 752 |
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|
| 753 |
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{
|
| 754 |
+
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|
| 755 |
+
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|
| 756 |
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|
| 757 |
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|
| 758 |
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|
| 759 |
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{
|
| 760 |
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|
| 761 |
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|
| 762 |
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|
| 763 |
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|
| 764 |
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|
| 765 |
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{
|
| 766 |
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|
| 767 |
+
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|
| 768 |
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|
| 769 |
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|
| 770 |
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}
|
| 771 |
+
]
|
| 772 |
+
}
|
results/gift_eval_telos_small_50m.json
ADDED
|
@@ -0,0 +1,266 @@
|
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|
|
|
| 1 |
+
{
|
| 2 |
+
"benchmark": "Salesforce GIFT-Eval (General Time-Series Forecasting Benchmark \u2014 97 Tasks across 7 Domains \u2014 100% Standalone)",
|
| 3 |
+
"tasks_evaluated": 97,
|
| 4 |
+
"checkpoint_sha256": {
|
| 5 |
+
"telos_small": "ac7b7d2ff259aabdc7d94afccafae9790d2f9d3bb86097d16235ca10f7f2f7a7"
|
| 6 |
+
},
|
| 7 |
+
"nn_context_length": 4096,
|
| 8 |
+
"full_panel": true,
|
| 9 |
+
"subsample": "none: every series, every variate and every official rolling window (Seasonal-Naive recomputed on the same panel)",
|
| 10 |
+
"method": "Blended rows: quantile average of the analytical seasonal-trend solver, a multi-cycle empirical candidate, and the network, with convex weights fitted per task on up to 16 historical backtests inside each `past` (t <= T). NN-only rows are the raw network output with no blend.",
|
| 11 |
+
"seasonal_naive_recomputed_vs_published_crps": {
|
| 12 |
+
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|
| 13 |
+
"within_1pct": 73,
|
| 14 |
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"tasks": 97,
|
| 15 |
+
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|
| 16 |
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|
| 17 |
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"solar/H/short": 1.0,
|
| 18 |
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|
| 19 |
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|
| 20 |
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|
| 21 |
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|
| 22 |
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|
| 23 |
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|
| 24 |
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|
| 25 |
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|
| 26 |
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|
| 27 |
+
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|
| 28 |
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|
| 29 |
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|
| 30 |
+
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|
| 31 |
+
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|
| 32 |
+
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|
| 33 |
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"bizitobs_application/10S/short": 1.0,
|
| 34 |
+
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|
| 35 |
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|
| 36 |
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|
| 37 |
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|
| 38 |
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|
| 39 |
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|
| 40 |
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|
| 41 |
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|
| 42 |
+
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|
| 43 |
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|
| 44 |
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|
| 45 |
+
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|
| 46 |
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|
| 47 |
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|
| 48 |
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|
| 49 |
+
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|
| 50 |
+
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|
| 51 |
+
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|
| 52 |
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|
| 53 |
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|
| 54 |
+
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|
| 55 |
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"temperature_rain/D/short": 0.7636,
|
| 56 |
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"saugeen/W/short": 0.9005,
|
| 57 |
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"covid_deaths/D/short": 1.1169,
|
| 58 |
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"us_births/D/short": 0.2782,
|
| 59 |
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"m4_weekly/W/short": 1.83,
|
| 60 |
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"car_parts/M/short": 1.0,
|
| 61 |
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"sz_taxi/H/short": 1.0,
|
| 62 |
+
"ett1/15T/short": 1.0,
|
| 63 |
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|
| 64 |
+
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|
| 65 |
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|
| 66 |
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|
| 67 |
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|
| 68 |
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|
| 69 |
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|
| 70 |
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|
| 71 |
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|
| 72 |
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|
| 73 |
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"ett1/D/short": 0.8688,
|
| 74 |
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"bizitobs_l2c/H/short": 1.0,
|
| 75 |
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|
| 76 |
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"bizitobs_l2c/H/long": 1.0,
|
| 77 |
+
"hospital/M/short": 1.0,
|
| 78 |
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"m4_daily/D/short": 1.2157,
|
| 79 |
+
"bitbrains_fast_storage/5T/short": 1.0,
|
| 80 |
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"bitbrains_fast_storage/5T/medium": 1.0,
|
| 81 |
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"bitbrains_fast_storage/5T/long": 0.9998,
|
| 82 |
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"ett2/15T/short": 1.0,
|
| 83 |
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"ett2/15T/medium": 1.0,
|
| 84 |
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"ett2/15T/long": 1.0,
|
| 85 |
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"jena_weather/10T/short": 0.9999,
|
| 86 |
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"jena_weather/10T/medium": 0.9999,
|
| 87 |
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"jena_weather/10T/long": 0.9999,
|
| 88 |
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|
| 89 |
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"us_births/W/short": 0.8873,
|
| 90 |
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"m_dense/H/short": 1.0,
|
| 91 |
+
"m_dense/H/medium": 1.0,
|
| 92 |
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"m_dense/H/long": 1.0,
|
| 93 |
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"kdd_cup_2018/D/short": 0.7431,
|
| 94 |
+
"electricity/D/short": 0.8337,
|
| 95 |
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"restaurant/D/short": 0.5938,
|
| 96 |
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"jena_weather/H/short": 0.9999,
|
| 97 |
+
"jena_weather/H/medium": 0.9999,
|
| 98 |
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"jena_weather/H/long": 0.9999,
|
| 99 |
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"m4_monthly/M/short": 1.0,
|
| 100 |
+
"hierarchical_sales/D/short": 0.6344,
|
| 101 |
+
"m4_hourly/H/short": 1.0,
|
| 102 |
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"m4_yearly/A/short": 1.0,
|
| 103 |
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"hierarchical_sales/W/short": 0.7673,
|
| 104 |
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"kdd_cup_2018/H/short": 0.9927,
|
| 105 |
+
"kdd_cup_2018/H/medium": 0.9807,
|
| 106 |
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"kdd_cup_2018/H/long": 0.9778,
|
| 107 |
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"sz_taxi/15T/short": 1.0,
|
| 108 |
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"sz_taxi/15T/medium": 1.0,
|
| 109 |
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"sz_taxi/15T/long": 1.0,
|
| 110 |
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"solar/10T/short": 1.0,
|
| 111 |
+
"solar/10T/medium": 1.0,
|
| 112 |
+
"solar/10T/long": 1.0
|
| 113 |
+
}
|
| 114 |
+
},
|
| 115 |
+
"mean_blend_weights": {
|
| 116 |
+
"telos_small": [
|
| 117 |
+
0.145,
|
| 118 |
+
0.251,
|
| 119 |
+
0.605
|
| 120 |
+
]
|
| 121 |
+
},
|
| 122 |
+
"elapsed_s": 5505.5,
|
| 123 |
+
"leaderboard": [
|
| 124 |
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{
|
| 125 |
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"model_name": "Timestral-209M",
|
| 126 |
+
"provider": "Mistral AI",
|
| 127 |
+
"weights": "209M weights",
|
| 128 |
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|
| 129 |
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"crps_skill_pct": 55.4,
|
| 130 |
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"rel_mase": 0.6575,
|
| 131 |
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"mase_skill_pct": 34.25
|
| 132 |
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},
|
| 133 |
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{
|
| 134 |
+
"model_name": "Timestral-123M",
|
| 135 |
+
"provider": "Mistral AI",
|
| 136 |
+
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|
| 137 |
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|
| 138 |
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|
| 139 |
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"rel_mase": 0.6589,
|
| 140 |
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"mase_skill_pct": 34.11
|
| 141 |
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},
|
| 142 |
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{
|
| 143 |
+
"model_name": "TimesFM-3",
|
| 144 |
+
"provider": "Google",
|
| 145 |
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"weights": "331M weights",
|
| 146 |
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|
| 147 |
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|
| 148 |
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|
| 149 |
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"mase_skill_pct": 33.32
|
| 150 |
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},
|
| 151 |
+
{
|
| 152 |
+
"model_name": "Timestral-28M",
|
| 153 |
+
"provider": "Mistral AI",
|
| 154 |
+
"weights": "28M weights",
|
| 155 |
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"rel_crps": 0.461,
|
| 156 |
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|
| 157 |
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"rel_mase": 0.678,
|
| 158 |
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"mase_skill_pct": 32.2
|
| 159 |
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},
|
| 160 |
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{
|
| 161 |
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|
| 162 |
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|
| 163 |
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|
| 164 |
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|
| 165 |
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|
| 166 |
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|
| 167 |
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"mase_skill_pct": 30.44
|
| 168 |
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},
|
| 169 |
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{
|
| 170 |
+
"model_name": "Chronos-2",
|
| 171 |
+
"provider": "AWS",
|
| 172 |
+
"weights": "120M weights",
|
| 173 |
+
"rel_crps": 0.4854,
|
| 174 |
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"crps_skill_pct": 51.46,
|
| 175 |
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"rel_mase": 0.6978,
|
| 176 |
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"mase_skill_pct": 30.22
|
| 177 |
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},
|
| 178 |
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{
|
| 179 |
+
"model_name": "TimesFM-2.5",
|
| 180 |
+
"provider": "Google",
|
| 181 |
+
"weights": "200M weights",
|
| 182 |
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"rel_crps": 0.4903,
|
| 183 |
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"crps_skill_pct": 50.97,
|
| 184 |
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|
| 185 |
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"mase_skill_pct": 29.5
|
| 186 |
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},
|
| 187 |
+
{
|
| 188 |
+
"model_name": "Moirai-2.0",
|
| 189 |
+
"provider": "Salesforce",
|
| 190 |
+
"weights": "311M weights",
|
| 191 |
+
"rel_crps": 0.5164,
|
| 192 |
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"crps_skill_pct": 48.36,
|
| 193 |
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|
| 194 |
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"mase_skill_pct": 27.19
|
| 195 |
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},
|
| 196 |
+
{
|
| 197 |
+
"model_name": "TabPFN-TS",
|
| 198 |
+
"provider": "Prior Labs",
|
| 199 |
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"weights": "88M weights",
|
| 200 |
+
"rel_crps": 0.5441,
|
| 201 |
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|
| 202 |
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|
| 203 |
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"mase_skill_pct": 22.91
|
| 204 |
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},
|
| 205 |
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{
|
| 206 |
+
"model_name": "Telos-Small (50.1M Wts)",
|
| 207 |
+
"provider": "MAGI Labs",
|
| 208 |
+
"weights": "50.1M weights (Standalone JEPA)",
|
| 209 |
+
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|
| 210 |
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|
| 211 |
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|
| 212 |
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"mase_skill_pct": 24.09
|
| 213 |
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},
|
| 214 |
+
{
|
| 215 |
+
"model_name": "PatchTST",
|
| 216 |
+
"provider": "Transformer",
|
| 217 |
+
"weights": "1.8M weights",
|
| 218 |
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"rel_crps": 0.587,
|
| 219 |
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|
| 220 |
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"rel_mase": 0.8486,
|
| 221 |
+
"mase_skill_pct": 15.14
|
| 222 |
+
},
|
| 223 |
+
{
|
| 224 |
+
"model_name": "TFT",
|
| 225 |
+
"provider": "Deep Learning",
|
| 226 |
+
"weights": "2.4M weights",
|
| 227 |
+
"rel_crps": 0.6047,
|
| 228 |
+
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|
| 229 |
+
"rel_mase": 0.9153,
|
| 230 |
+
"mase_skill_pct": 8.47
|
| 231 |
+
},
|
| 232 |
+
{
|
| 233 |
+
"model_name": "DLinear",
|
| 234 |
+
"provider": "Linear Baseline",
|
| 235 |
+
"weights": "14K weights",
|
| 236 |
+
"rel_crps": 0.8456,
|
| 237 |
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"crps_skill_pct": 15.44,
|
| 238 |
+
"rel_mase": 1.0608,
|
| 239 |
+
"mase_skill_pct": -6.08
|
| 240 |
+
},
|
| 241 |
+
{
|
| 242 |
+
"model_name": "Seasonal Naive",
|
| 243 |
+
"provider": "Baseline",
|
| 244 |
+
"weights": "0 weights",
|
| 245 |
+
"rel_crps": 1.0,
|
| 246 |
+
"crps_skill_pct": 0.0,
|
| 247 |
+
"rel_mase": 1.0,
|
| 248 |
+
"mase_skill_pct": 0.0
|
| 249 |
+
}
|
| 250 |
+
],
|
| 251 |
+
"pure_nn_leaderboard": [
|
| 252 |
+
{
|
| 253 |
+
"model_name": "Telos-Small (Pure JEPA)",
|
| 254 |
+
"provider": "MAGI Labs",
|
| 255 |
+
"weights": "50.1M weights",
|
| 256 |
+
"rel_crps": 0.5679,
|
| 257 |
+
"crps_skill_pct": 43.21,
|
| 258 |
+
"rel_mase": 0.8053,
|
| 259 |
+
"mase_skill_pct": 19.47
|
| 260 |
+
}
|
| 261 |
+
],
|
| 262 |
+
"model_family": "Telos",
|
| 263 |
+
"model_name": "Telos-Small",
|
| 264 |
+
"parameters": 50100747,
|
| 265 |
+
"telos_small_parameters": 50100747
|
| 266 |
+
}
|
results/ind_eval_telos_small_50m.json
ADDED
|
@@ -0,0 +1,3905 @@
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|
| 1 |
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{
|
| 2 |
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"benchmark": "Cognite `IND-Eval` Industrial Benchmark (187 Tasks across 9 Physical/Industrial Sources \u2014 100% Standalone)",
|
| 3 |
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|
| 4 |
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|
| 5 |
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| 6 |
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|
| 7 |
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| 8 |
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| 9 |
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| 10 |
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|
| 11 |
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|
| 12 |
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|
| 13 |
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|
| 14 |
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| 15 |
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| 16 |
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| 17 |
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| 18 |
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| 19 |
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| 20 |
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| 21 |
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| 22 |
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| 23 |
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| 24 |
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| 25 |
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| 26 |
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| 27 |
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| 28 |
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| 29 |
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| 30 |
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|
| 31 |
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|
| 32 |
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|
| 33 |
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|
| 34 |
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|
| 35 |
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|
| 36 |
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| 37 |
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| 38 |
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| 39 |
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| 40 |
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| 41 |
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| 42 |
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| 43 |
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| 44 |
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| 45 |
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| 46 |
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| 47 |
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| 48 |
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| 49 |
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| 50 |
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| 51 |
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| 52 |
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| 53 |
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| 54 |
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|
| 55 |
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|
| 56 |
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|
| 57 |
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|
| 58 |
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|
| 59 |
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| 60 |
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| 61 |
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| 62 |
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| 63 |
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| 64 |
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| 65 |
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| 66 |
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| 67 |
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| 68 |
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| 69 |
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| 70 |
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| 71 |
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| 74 |
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| 75 |
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| 76 |
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| 77 |
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| 78 |
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|
| 79 |
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|
| 80 |
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|
| 81 |
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| 82 |
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| 83 |
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| 84 |
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| 85 |
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| 86 |
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| 87 |
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| 88 |
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| 89 |
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| 90 |
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| 91 |
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| 92 |
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| 99 |
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| 100 |
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| 101 |
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|
| 102 |
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|
| 103 |
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|
| 104 |
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| 105 |
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| 106 |
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| 107 |
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| 108 |
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| 109 |
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| 110 |
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| 111 |
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| 112 |
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| 113 |
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| 123 |
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| 124 |
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| 125 |
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|
| 126 |
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| 127 |
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| 128 |
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| 129 |
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| 130 |
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| 131 |
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| 134 |
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| 147 |
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| 148 |
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|
| 149 |
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| 150 |
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| 151 |
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| 152 |
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| 170 |
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| 171 |
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|
| 172 |
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| 173 |
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| 174 |
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| 175 |
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| 193 |
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| 194 |
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| 195 |
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| 196 |
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| 197 |
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| 198 |
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| 216 |
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| 217 |
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|
| 218 |
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| 219 |
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| 220 |
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| 221 |
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| 238 |
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| 239 |
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| 240 |
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|
| 241 |
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| 242 |
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| 243 |
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| 244 |
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| 245 |
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| 246 |
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| 261 |
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| 262 |
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| 263 |
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|
| 264 |
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| 265 |
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| 266 |
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| 267 |
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| 268 |
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| 269 |
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| 284 |
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| 285 |
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| 286 |
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|
| 287 |
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| 288 |
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| 289 |
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| 290 |
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| 291 |
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| 308 |
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},
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| 309 |
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{
|
| 310 |
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"model_name": "Seasonal Naive",
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| 311 |
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| 312 |
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| 313 |
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| 314 |
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| 320 |
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| 321 |
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}
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| 322 |
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| 323 |
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| 324 |
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{
|
| 325 |
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"model_name": "Telos-Small (Pure JEPA)",
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| 326 |
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| 327 |
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| 328 |
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| 329 |
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| 346 |
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| 1830 |
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| 1833 |
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| 1849 |
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| 1850 |
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| 1851 |
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| 1867 |
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| 1868 |
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| 1870 |
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| 1871 |
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| 1887 |
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| 1888 |
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| 1889 |
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| 1890 |
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| 1924 |
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| 1925 |
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| 1926 |
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| 1927 |
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| 1928 |
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| 1929 |
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| 1930 |
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| 1939 |
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| 1943 |
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| 1944 |
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| 1945 |
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| 1946 |
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| 1947 |
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| 1948 |
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| 1949 |
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| 1963 |
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| 1970 |
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| 1971 |
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|
| 1972 |
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|
| 1973 |
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| 1974 |
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|
| 1975 |
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|
| 1976 |
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|
| 1977 |
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|
| 1978 |
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|
| 1979 |
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|
| 1980 |
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|
| 1981 |
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|
| 1982 |
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|
| 1983 |
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{
|
| 1984 |
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|
| 1985 |
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|
| 1986 |
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|
| 1987 |
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|
| 1988 |
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|
| 1989 |
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| 1990 |
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|
| 1991 |
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|
| 1992 |
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| 1993 |
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| 1994 |
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|
| 1995 |
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|
| 1996 |
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| 1997 |
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| 1998 |
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|
| 1999 |
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|
| 2000 |
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| 2001 |
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|
| 2002 |
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{
|
| 2003 |
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|
| 2004 |
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|
| 2005 |
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| 2006 |
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| 2007 |
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| 2008 |
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| 2009 |
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| 2010 |
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| 2011 |
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| 2012 |
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| 2013 |
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| 2014 |
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| 2015 |
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| 2016 |
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| 2017 |
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| 2018 |
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| 2019 |
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| 2020 |
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| 2021 |
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| 2022 |
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| 2023 |
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| 2024 |
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| 2025 |
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| 2026 |
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| 2029 |
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| 2030 |
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| 2031 |
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| 2032 |
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| 2039 |
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| 2040 |
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| 2041 |
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| 2042 |
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| 2058 |
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| 2059 |
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| 2060 |
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| 2061 |
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| 2077 |
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| 2078 |
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| 2079 |
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| 2080 |
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| 2098 |
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| 3180 |
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| 3583 |
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|
| 3584 |
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|
| 3585 |
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|
| 3586 |
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|
| 3587 |
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|
| 3588 |
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|
| 3589 |
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|
| 3590 |
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|
| 3591 |
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|
| 3592 |
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|
| 3593 |
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|
| 3594 |
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|
| 3595 |
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|
| 3596 |
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|
| 3597 |
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|
| 3598 |
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{
|
| 3599 |
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|
| 3600 |
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|
| 3601 |
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|
| 3602 |
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|
| 3603 |
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|
| 3604 |
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|
| 3605 |
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|
| 3606 |
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|
| 3607 |
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|
| 3608 |
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|
| 3609 |
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|
| 3610 |
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|
| 3611 |
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| 3612 |
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|
| 3613 |
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|
| 3614 |
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|
| 3615 |
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|
| 3616 |
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|
| 3617 |
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|
| 3618 |
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|
| 3619 |
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|
| 3620 |
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|
| 3621 |
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|
| 3622 |
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|
| 3623 |
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|
| 3624 |
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|
| 3625 |
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|
| 3626 |
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| 3627 |
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| 3628 |
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| 3629 |
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| 3630 |
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| 3631 |
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|
| 3632 |
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|
| 3633 |
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|
| 3634 |
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|
| 3635 |
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|
| 3636 |
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{
|
| 3637 |
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|
| 3638 |
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|
| 3639 |
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|
| 3640 |
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|
| 3641 |
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|
| 3642 |
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|
| 3643 |
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|
| 3644 |
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|
| 3645 |
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|
| 3646 |
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|
| 3647 |
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| 3648 |
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| 3649 |
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| 3650 |
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|
| 3651 |
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|
| 3652 |
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| 3653 |
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| 3654 |
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| 3655 |
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|
| 3656 |
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|
| 3657 |
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|
| 3658 |
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|
| 3659 |
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|
| 3660 |
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|
| 3661 |
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| 3662 |
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|
| 3663 |
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|
| 3664 |
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| 3665 |
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| 3666 |
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| 3667 |
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|
| 3668 |
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| 3669 |
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|
| 3670 |
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|
| 3671 |
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|
| 3672 |
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|
| 3673 |
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|
| 3674 |
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{
|
| 3675 |
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|
| 3676 |
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|
| 3677 |
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|
| 3678 |
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|
| 3679 |
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|
| 3680 |
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|
| 3681 |
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|
| 3682 |
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|
| 3683 |
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|
| 3684 |
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|
| 3685 |
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|
| 3686 |
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|
| 3687 |
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|
| 3688 |
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|
| 3689 |
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|
| 3690 |
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|
| 3691 |
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|
| 3692 |
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|
| 3693 |
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{
|
| 3694 |
+
"source": "tablet_compression",
|
| 3695 |
+
"dataset": "code_22",
|
| 3696 |
+
"term": "medium",
|
| 3697 |
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"H": 60,
|
| 3698 |
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"items": 195,
|
| 3699 |
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"telos_small": {
|
| 3700 |
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|
| 3701 |
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|
| 3702 |
+
},
|
| 3703 |
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"telos_small_pure_jepa": {
|
| 3704 |
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|
| 3705 |
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|
| 3706 |
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|
| 3707 |
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|
| 3708 |
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|
| 3709 |
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|
| 3710 |
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|
| 3711 |
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|
| 3712 |
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{
|
| 3713 |
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"source": "tablet_compression",
|
| 3714 |
+
"dataset": "code_22",
|
| 3715 |
+
"term": "short",
|
| 3716 |
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"H": 30,
|
| 3717 |
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|
| 3718 |
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|
| 3719 |
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|
| 3720 |
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|
| 3721 |
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|
| 3722 |
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|
| 3723 |
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"nCRPS": 0.5701,
|
| 3724 |
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|
| 3725 |
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|
| 3726 |
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|
| 3727 |
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|
| 3728 |
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|
| 3729 |
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|
| 3730 |
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|
| 3731 |
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{
|
| 3732 |
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"source": "tablet_compression",
|
| 3733 |
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|
| 3734 |
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|
| 3735 |
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|
| 3736 |
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|
| 3737 |
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|
| 3738 |
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|
| 3739 |
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|
| 3740 |
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|
| 3741 |
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|
| 3742 |
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|
| 3743 |
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|
| 3744 |
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|
| 3745 |
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|
| 3746 |
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|
| 3747 |
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|
| 3748 |
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|
| 3749 |
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|
| 3750 |
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{
|
| 3751 |
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"source": "tablet_compression",
|
| 3752 |
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|
| 3753 |
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"term": "medium",
|
| 3754 |
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|
| 3755 |
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|
| 3756 |
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|
| 3757 |
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|
| 3758 |
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|
| 3759 |
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|
| 3760 |
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|
| 3761 |
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|
| 3762 |
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|
| 3763 |
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|
| 3764 |
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|
| 3765 |
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|
| 3766 |
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|
| 3767 |
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|
| 3768 |
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|
| 3769 |
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{
|
| 3770 |
+
"source": "tablet_compression",
|
| 3771 |
+
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|
| 3772 |
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"term": "short",
|
| 3773 |
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"H": 30,
|
| 3774 |
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|
| 3775 |
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|
| 3776 |
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|
| 3777 |
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|
| 3778 |
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},
|
| 3779 |
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|
| 3780 |
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|
| 3781 |
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|
| 3782 |
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|
| 3783 |
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|
| 3784 |
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|
| 3785 |
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|
| 3786 |
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}
|
| 3787 |
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},
|
| 3788 |
+
{
|
| 3789 |
+
"source": "tablet_compression",
|
| 3790 |
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|
| 3791 |
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|
| 3792 |
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|
| 3793 |
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|
| 3794 |
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|
| 3795 |
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|
| 3796 |
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|
| 3797 |
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|
| 3798 |
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|
| 3799 |
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|
| 3800 |
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|
| 3801 |
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|
| 3802 |
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|
| 3803 |
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|
| 3804 |
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"nMASE": 0.8651
|
| 3805 |
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}
|
| 3806 |
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},
|
| 3807 |
+
{
|
| 3808 |
+
"source": "tablet_compression",
|
| 3809 |
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|
| 3810 |
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|
| 3811 |
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"H": 60,
|
| 3812 |
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|
| 3813 |
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|
| 3814 |
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"nCRPS": 0.2729,
|
| 3815 |
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"nMASE": 1.0356
|
| 3816 |
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},
|
| 3817 |
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"telos_small_pure_jepa": {
|
| 3818 |
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|
| 3819 |
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"nMASE": 0.7599
|
| 3820 |
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},
|
| 3821 |
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|
| 3822 |
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|
| 3823 |
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|
| 3824 |
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}
|
| 3825 |
+
},
|
| 3826 |
+
{
|
| 3827 |
+
"source": "tablet_compression",
|
| 3828 |
+
"dataset": "code_24",
|
| 3829 |
+
"term": "short",
|
| 3830 |
+
"H": 30,
|
| 3831 |
+
"items": 30,
|
| 3832 |
+
"telos_small": {
|
| 3833 |
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"nCRPS": 0.3416,
|
| 3834 |
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"nMASE": 0.7422
|
| 3835 |
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},
|
| 3836 |
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|
| 3837 |
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"nCRPS": 0.3412,
|
| 3838 |
+
"nMASE": 0.7421
|
| 3839 |
+
},
|
| 3840 |
+
"analytical_baseline": {
|
| 3841 |
+
"nCRPS": 0.7082,
|
| 3842 |
+
"nMASE": 0.863
|
| 3843 |
+
}
|
| 3844 |
+
},
|
| 3845 |
+
{
|
| 3846 |
+
"source": "tablet_compression",
|
| 3847 |
+
"dataset": "code_25",
|
| 3848 |
+
"term": "long",
|
| 3849 |
+
"H": 180,
|
| 3850 |
+
"items": 140,
|
| 3851 |
+
"telos_small": {
|
| 3852 |
+
"nCRPS": 0.2767,
|
| 3853 |
+
"nMASE": 0.8978
|
| 3854 |
+
},
|
| 3855 |
+
"telos_small_pure_jepa": {
|
| 3856 |
+
"nCRPS": 0.2763,
|
| 3857 |
+
"nMASE": 0.7634
|
| 3858 |
+
},
|
| 3859 |
+
"analytical_baseline": {
|
| 3860 |
+
"nCRPS": 0.7048,
|
| 3861 |
+
"nMASE": 0.9026
|
| 3862 |
+
}
|
| 3863 |
+
},
|
| 3864 |
+
{
|
| 3865 |
+
"source": "tablet_compression",
|
| 3866 |
+
"dataset": "code_25",
|
| 3867 |
+
"term": "medium",
|
| 3868 |
+
"H": 60,
|
| 3869 |
+
"items": 140,
|
| 3870 |
+
"telos_small": {
|
| 3871 |
+
"nCRPS": 0.3989,
|
| 3872 |
+
"nMASE": 0.7795
|
| 3873 |
+
},
|
| 3874 |
+
"telos_small_pure_jepa": {
|
| 3875 |
+
"nCRPS": 0.3988,
|
| 3876 |
+
"nMASE": 0.7129
|
| 3877 |
+
},
|
| 3878 |
+
"analytical_baseline": {
|
| 3879 |
+
"nCRPS": 0.7689,
|
| 3880 |
+
"nMASE": 0.876
|
| 3881 |
+
}
|
| 3882 |
+
},
|
| 3883 |
+
{
|
| 3884 |
+
"source": "tablet_compression",
|
| 3885 |
+
"dataset": "code_25",
|
| 3886 |
+
"term": "short",
|
| 3887 |
+
"H": 30,
|
| 3888 |
+
"items": 140,
|
| 3889 |
+
"telos_small": {
|
| 3890 |
+
"nCRPS": 0.4922,
|
| 3891 |
+
"nMASE": 0.7184
|
| 3892 |
+
},
|
| 3893 |
+
"telos_small_pure_jepa": {
|
| 3894 |
+
"nCRPS": 0.4928,
|
| 3895 |
+
"nMASE": 0.7013
|
| 3896 |
+
},
|
| 3897 |
+
"analytical_baseline": {
|
| 3898 |
+
"nCRPS": 0.8093,
|
| 3899 |
+
"nMASE": 0.8634
|
| 3900 |
+
}
|
| 3901 |
+
}
|
| 3902 |
+
],
|
| 3903 |
+
"model_family": "Telos",
|
| 3904 |
+
"model_name": "Telos-Small"
|
| 3905 |
+
}
|
results/telos_small_training_report.json
ADDED
|
@@ -0,0 +1,41 @@
|
|
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|
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|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"model_name": "Telos-Small",
|
| 3 |
+
"model_tier": "Small",
|
| 4 |
+
"parameters": 50100747,
|
| 5 |
+
"architecture": {
|
| 6 |
+
"d_model": 512,
|
| 7 |
+
"num_heads": 8,
|
| 8 |
+
"encoder_blocks": 12,
|
| 9 |
+
"block_schedule": [
|
| 10 |
+
"time",
|
| 11 |
+
"time",
|
| 12 |
+
"time",
|
| 13 |
+
"time_variate",
|
| 14 |
+
"time",
|
| 15 |
+
"time",
|
| 16 |
+
"time",
|
| 17 |
+
"time_variate",
|
| 18 |
+
"time",
|
| 19 |
+
"time",
|
| 20 |
+
"time",
|
| 21 |
+
"time_variate"
|
| 22 |
+
],
|
| 23 |
+
"jepa_predictor_blocks": 2,
|
| 24 |
+
"unet_skip_connections": true,
|
| 25 |
+
"value_residual_attention": true,
|
| 26 |
+
"single_shot_horizon_steps": 1024,
|
| 27 |
+
"eval_context_length": 4096,
|
| 28 |
+
"max_context_length": 8192,
|
| 29 |
+
"quantiles": 21
|
| 30 |
+
},
|
| 31 |
+
"training": {
|
| 32 |
+
"optimizer": "NorMuon (Newton-Schulz-5) + AdamW",
|
| 33 |
+
"steps": 43591,
|
| 34 |
+
"forecast_origins_seen": 12570406,
|
| 35 |
+
"skipped_steps": 0,
|
| 36 |
+
"elapsed_seconds": 29057.7,
|
| 37 |
+
"val_pinball_online": 0.13599,
|
| 38 |
+
"val_pinball_polyak": 0.13388,
|
| 39 |
+
"selected": "polyak"
|
| 40 |
+
}
|
| 41 |
+
}
|
results/time_bench_telos_small_50m.json
ADDED
|
@@ -0,0 +1,2139 @@
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| 1 |
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{
|
| 2 |
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| 3 |
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| 7 |
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| 8 |
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| 11 |
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| 12 |
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| 13 |
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| 15 |
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| 18 |
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| 19 |
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| 20 |
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| 21 |
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| 22 |
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| 23 |
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| 24 |
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| 25 |
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| 26 |
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| 27 |
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| 28 |
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| 29 |
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| 30 |
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| 31 |
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| 32 |
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| 36 |
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| 37 |
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| 39 |
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| 40 |
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| 41 |
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| 42 |
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| 44 |
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| 45 |
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| 46 |
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| 47 |
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| 48 |
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| 49 |
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| 50 |
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| 54 |
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| 55 |
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| 56 |
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| 57 |
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| 58 |
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| 59 |
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| 67 |
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| 76 |
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| 83 |
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| 85 |
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| 94 |
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| 103 |
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| 112 |
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| 113 |
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| 118 |
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| 121 |
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| 122 |
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| 126 |
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| 127 |
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| 128 |
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| 129 |
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| 130 |
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| 131 |
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| 132 |
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| 135 |
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| 136 |
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| 137 |
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| 138 |
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| 139 |
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| 144 |
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| 148 |
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| 153 |
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| 154 |
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| 155 |
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| 156 |
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| 157 |
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