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r/MachineLearning· /u/tatjr13·· 3 小时前AI 评分31

小规模时间序列预测器的合成训练数据:增益卡在约 0.2%,缺了什么?

Synthetic training data for a small time-series forecaster: stuck at ~0.2% gains. What are we missing? [D]

AI 导读

一个小型 Transformer 预测器在固定预训练 checkpoint 和固定短训练预算下,仅靠合成数据生成器调优,最佳手段是在约 6% 的记录上增加一个复用现有内容的堆叠通道,6 个种子平均仅带来约 0.2% 提升,而目标需要约 1%。

正文

Setup (the data is our only lever)

A small transformer forecaster starts from a fixed pretrained checkpoint and gets a short, fixed training budget on series produced by our synthetic data generator. We can't change the architecture, optimizer or step count. Only the generator is ours.

It's scored on fresh real-world multivariate sensor series, and the eval set rolls over every few days. The score is the geometric mean of normalized error across short, medium and long horizons, relative to a reference generator. We run paired seeds; seed-to-seed noise is about the size of our best effect.

What we've seen

  1. The best lever so far: on ~6% of records, add one extra stacked channel that re-uses existing content. That gives about +0.2% over 6 seeds. We need ~1%.
  2. Adding more such records hurts. What goes in the channel barely matters; the structure does.
  3. The gain doesn't carry over to a different starting checkpoint.
  4. The reference generator's edge is concentrated at the longest horizon, and it fades as the eval data rolls forward.

Questions

  • With a warm-started small forecaster and a tiny budget, which data-side changes have moved error by more than ~1% for you? For example: ordering/curriculum, mixture weights, targeting by horizon or frequency, augmentations.
  • Are there synthetic priors for TS foundation models, beyond KernelSynth / ForecastPFN-style generators, where the gains survive distribution shift?
  • How would you quickly find which slices of a rolling eval set a reference model is weak on?
  • Is a data-only lever with a short fixed budget fundamentally capped near where we are?

submitted by /u/tatjr13
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