arXiv:2510.03358cs.LGcs.AI2025-10被引 7

揭示时间序列Transformer的低秩特性,实现高效压缩而不损失精度。

Understanding Transformers for Time Series: Rank Structure, Flow-of-ranks, and Compressibility

  • 分析时间序列嵌入的奇异值谱,发现其具有快速衰减的低秩结构。
  • 提出秩流动概念,解释为何浅层更易压缩且深层秩递增。
  • 基于此压缩时序大模型Chronos,推理速度提升65%,内存减少81%。

Transformers在多种数据模态中广泛应用,但文本模型的经验常难以迁移至其他模态。本文从秩结构视角分析时间序列场景下的Transformer。不同于文本或视觉,时间序列嵌入表现出急剧衰减的奇异值谱:小块大小与平滑连续映射使数据集中于低秩子空间。由此证明,相应的Q/K/V投影可被准确低秩近似,注意力层的可压缩性与嵌入谱衰减速率成正比。我们引入‘秩流动’概念,揭示深度方向上的非线性混合会提升秩,解释为何浅层最适压缩且秩随深度增长。基于这些理论与实证结果,我们对大型时序基础模型Chronos进行压缩,实现推理时间减少65%、内存占用降低81%而无精度损失。研究为时序基础模型的宽度、深度和头数配置提供原则性指导,并揭示其内在可压缩性。

原文摘要 · Abstract (English)

Transformers are widely used across data modalities, and yet the principles distilled from text models often transfer imperfectly to models trained to other modalities. In this paper, we analyze Transformers through the lens of rank structure. Our focus is on the time series setting, where the structural properties of the data differ remarkably from those of text or vision. We show that time-series embeddings, unlike text or vision, exhibit sharply decaying singular value spectra: small patch sizes and smooth continuous mappings concentrate the data into low-rank subspaces. From this, we prove that the associated $Q/K/V$ projections admit accurate low-rank approximations, and that attention layers become compressible in proportion to the decay of the embedding spectrum. We introduce the concept of flow-of-ranks, a phenomenon by which nonlinear mixing across depth inflates the rank, explaining why early layers are most amenable to compression and why ranks grow with depth. Guided by these theoretical and empirical results, we use these insights to compress Chronos, a large time series foundation model, achieving a reduction of $65\%$ in inference time and $81\%$ in memory, without loss of accuracy. Our findings provide principled guidance for allocating width, depth, and heads in time series foundation models, and for exploiting their inherent compressibility.

时间序列Transformer低秩压缩模型优化

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