arXiv:2509.19471cs.LG2025-09被引 2

通过代理令牌实现变量间高效建模,提升多变量时间序列的性能与可扩展性。

Transformer Modeling for Both Scalability and Performance in Multivariate Time Series

  • 引入代理令牌限制变量间混合,仅保留关键信息传播。
  • 变量数线性增长下仍超越标准Transformer,性能达新高。
  • 适合处理噪声多、信号稀疏的多变量时间序列场景。

变量数量是多变量时间序列(MTS)中Transformer模型可扩展性的主要瓶颈。当前领域共识认为,变量间无差别混合会引入噪声累积并导致性能下降,尤其在信息信号稀疏且变量异质性高的系统中,这种表征错位更显著。尽管可扩展性与性能常被视为相互制约,我们提出一种方法,通过有策略地约束变量间建模的表示能力,实现二者同时优化。所提模型DELTAformer采用代理令牌机制,限制变量间交互,而保留完整的时序建模能力。代理令牌作为隐式正则化项,迫使模型对跨变量信息传播保持高度选择性。实验表明,DELTAformer在变量数增加时呈线性扩展,同时在多个基准上优于标准Transformer,达到当前最佳性能;在噪声环境下也展现出更强的聚焦能力和抗噪性。结果验证了:通过将模型设计与MTS领域的特定挑战对齐,可在保持线性扩展的同时提升性能。

原文摘要 · Abstract (English)

Variable count is among the main scalability bottlenecks for transformer modeling in multivariate time series (MTS) data. On top of this, a growing consensus in the field points to indiscriminate inter-variable mixing as a potential source of noise-accumulation and performance degradation. This is likely exacerbated by sparsity of informative signals characteristic of many MTS systems coupled with representational misalignment stemming from indiscriminate information mixing between (heterogeneous) variables. While scalability and performance are often seen as competing interests in transformer design, we show that both can be improved simultaneously in MTS by strategically constraining the representational capacity of inter-variable mixing. Our proposed method, transformer with Delegate Token Attention (DELTAformer), constrains inter-variable modeling through what we call delegate tokens which are then used to perform full, unconstrained, inter-temporal modeling. Delegate tokens act as an implicit regularizer that forces the model to be highly selective about what inter-variable information is allowed to propagate through the network. Our results show that DELTAformer scales linearly with variable-count while actually outperforming standard transformers, achieving state-of-the-art performance across benchmarks and baselines. In addition, DELTAformer can focus on relevant signals better than standard transformers in noisy MTS environments and overall exhibit superior noise-resilience. Overall, results across various experiments confirm that by aligning our model design to leverage domain-specific challenges in MTS to our advantage, DELTAformer can simultaneously achieve linear scaling while actually improving its performance against standard, quadratic transformers.

时间序列Transformer可扩展性降噪

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