Share your thoughts, 1 month free Claude Pro on usSee more
WorkDL logo mark

Spectral Convolutional Conditional Neural Processes

About

Neural Processes (NPs) are meta-learning models that learn to map sets of observations to approximations of the corresponding posterior predictive distributions. By accommodating variable-sized, unstructured collections of observations and enabling probabilistic predictions at arbitrary query points, NPs provide a flexible framework for modeling functions over continuous domains. Since their introduction, numerous variants have emerged; however, early formulations shared a fundamental limitation: they compressed the observed data into finite-dimensional global representations via aggregation operations such as mean pooling. This strategy induces an intrinsic mismatch with the infinite-dimensional nature of the stochastic processes that NPs intend to model. Convolutional conditional neural processes (ConvCNPs) address this limitation by constructing infinite-dimensional functional embeddings processed through convolutional neural networks (CNNs) to enforce translation equivariance. Yet CNNs with local spatial kernels struggle to capture long-range dependencies without resorting to large kernels, which impose significant computational costs. To overcome this limitation, we propose spectral ConvCNPs (SConvCNPs), which perform global convolution in the frequency domain. Inspired by Fourier neural operators (FNOs) for learning solution operators of partial differential equations (PDEs), our approach directly parameterizes convolution kernels in the frequency domain, leveraging the relatively compact yet global Fourier representation of many natural signals. We validate the effectiveness of SConvCNPs on both synthetic and real-world datasets, demonstrating how ideas from operator learning can advance the capabilities of NPs.

Peiman Mohseni, Nick Duffield• 2024

Related benchmarks

TaskDatasetResultRank
Time Series ForecastingILI
MAE1.281
141
Time Series ForecastingWeather
MAE0.257
81
Time Series ForecastingETTh1
MSE0.723
63
Time Series ForecastingTraffic
MAE0.328
58
Time Series ForecastingExchange Rate
MSE0.898
49
Time Series ForecastingElectricity
MAE0.364
49
1D Synthetic RegressionMatérn synthetic regression
Log-likelihood1.04
11
1D Synthetic RegressionSawtooth
Log-likelihood2.7
11
1D Synthetic RegressionPeriodic synthetic regression
Log-likelihood0.44
11
Long-horizon block forecastingTraffic (7:1:2)
MAE0.328
11
Showing 10 of 29 rows

Other info

Follow for update