Unified Transferability Metrics for Time Series Foundation Models
Weiyang Zhang, Xinyang Chen, Xiucheng Li, Kehai Chen, Weili Guan, Liqiang Nie
摘要
With the increasing number of time series pre-trained models, designing transferability evaluation metrics for time series has become an urgent problem to address. While transferability evaluation has been extensively studied in computer vision, we aim to address a critical gap by developing tailored metrics for time series analysis. In this paper, we introduce TEMPLATE, a transferability estimation framework specifically tailored for versatile time series analysis, comprising three complementary metrics: (1) Dependency Learning Score quantifies a model's capacity to capture temporal dependencies. (2) Pattern Learning Score evaluates the representation quality in extracting discriminative temporal patterns. (3) Task Adaptation Score assesses cross-task generalization capability, enabling versatile time series analysis. TEMPLATE presents a versatile framework compatible with both classification and regression paradigms. Through comprehensive benchmarking across 5 distinct downstream tasks, our method demonstrates superior capability in identifying optimal pre-trained models from heterogeneous model pools for transfer learning. Compared to the state-of-the-art method ETran, our approach improves the weighted Kendall's τ w across 5 downstream tasks by 35%. The code is available at https://github.com/TEMPLATE.
Recently, pre-trained models have drawn increasing attention in the time series domain due to their exceptional performance in computer vision and natural language processing [1]. These models have achieved significant success across various time series downstream tasks [2, 3] and are readily available on platforms like HuggingFace [4] and TensorFlow Hub [5]. However, no single model consistently outperforms others across all datasets. Therefore, selecting the most suitable pre-trained time series model for a given target task has become a pressing challenge. A time-consuming solution is to fine-tune all pre-trained models on the target dataset and then select the best-performing fine-tuned model. But compared to pre-trained models in computer vision such as ResNet [6] and MobileNet [7], time-series pre-trained models have much larger parameter scales [8, 9], making direct brute-force fine-tuning incur enormous time costs and high computational resource requirements [10], as shown in the left part of Figure 1. Recent studies propose fast transferability evaluation methods to efficiently rank models and select the optimal one. Existing methods can generally be categorized into static and dynamic approaches [11]. Static methods calculate scores directly based on the statistical information of the model, such as LEEP [12], NLEEP [13], H-score [14] and TMI [15]. In contrast, dynamic methods transform this statistical information using certain learning frameworks or representation space mapping algorithms before calculating scores, such as SFDA [16], LogME [17], and ETran [18]. These approaches are empirically validated as effective metrics for selecting computer vision models. 39th Conference on Neural Information Processing Systems (NeurIPS 2025).
0 20 40 60 80
Fine-tune (h) Metrics (Acc, MSE, F1-score etc.
问问这篇 Paper
智能体会读完全文。
Lune 把这篇 Paper 索引到了每一个公式,引用它的顶会 Paper 也一样。你提问,回答直接引用原文。
它引用的顶会 Paper23
- Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series ForecastingHaixu Wu, Jiehui Xu, Jianmin Wang, Mingsheng LongNeurIPS 2021 · 被引用 5,824 次
- MOMENT: A Family of Open Time-series Foundation ModelsMononito Goswami, Konrad Szafer, Arjun Choudhry, Yifu Cai 等ICML 2024 · 被引用 442 次
- TimesNet: Temporal 2D-Variation Modeling for General Time Series AnalysisHaixu Wu, Tengge Hu, Yong Liu, Hang Zhou 等ICLR 2023 · 被引用 423 次
- LEEP: A New Measure to Evaluate Transferability of Learned RepresentationsCuong V. Nguyen, Tal Hassner, Matthias W. Seeger, Cédric ArchambeauICML 2020 · 被引用 279 次
- TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series ForecastingDefu Cao, Furong Jia, Sercan Ö. Arik, Tomas Pfister 等ICLR 2024 · 被引用 262 次
相关 Paper
- SwiftTS: A Swift Selection Framework for Time Series Pre-trained Models via Multi-task Meta-LearningTengxue Zhang, Biao Ouyang, Yang Shu, Xinyang Chen 等ICLR 2026 · 被引用 2 次
- Fast and Accurate Transferability Measurement by Evaluating Intra-class Feature VarianceHuiwen Xu, U KangICCV 2023 · 被引用 12 次
- ETran: Energy-Based Transferability EstimationMohsen Gholami, Mohammad Akbari, Xinglu Wang, Behnam Kamranian 等ICCV 2023 · 被引用 21 次
- Foundation Model is Efficient Multimodal Multitask Model SelectorFanqing Meng, Wenqi Shao, Zhanglin Peng, Chonghe Jiang 等NeurIPS 2023 · 被引用 26 次
- Understanding the Transferability of Representations via Task-RelatednessAkshay Mehra, Yunbei Zhang, Jihun HammNeurIPS 2024 · 被引用 13 次
