A convolutional sequence labeler's receptive field is routinely treated as the extent of the model's usable context: it sets dilation schedules, bounds streaming horizons, and underwrites locality claims. However, we show that this can be false: when a normalization layer computes statistics from the current input along the sequence at inference, those statistics open a sequence-spanning path that bypasses the convolutional receptive field to provide global context. We derive this from the layer's Jacobian (the criterion needs no experiment), and what the path carries has a closed form. On a synthetic labeling process with computable optima, the global summary that a sequence-spanning normalization encodes already supplies almost all of what a larger receptive field would buy where labels come in long runs: a network reaching 9 positions comes within 0.009 of the whole-sequence optimum, against a near-chance bound for its reach. Closing the path, by taking the same statistics per position, multiplies what enlarging the receptive field is worth by up to an order of magnitude on simulated genomes at every difficulty level tested and on real 1000 Genomes haplotypes. The same path also confounds attribution: ablating a trained network's receptive-field-enlarging blocks severs part of the path, overstating their contribution 8.3-16.1-fold relative to retraining from scratch. The substitution of normalization for receptive field fades as labels switch more often. Where labels run long, neither the receptive-field justification nor the ablation is wrong about its numbers, but both credit the wrong component.
Deep ensembles provide the most reliable uncertainty estimates in deep learning, but their cost grows linearly with the number of members. Implicit ensembles lower this cost by sharing a single backbone across members. Member diversity is a primary determinant of ensemble quality, yet no implicit ensemble can shape it during training; existing methods fix it at initialisation or build it into the architecture. We introduce $σ$N-Ens, a normalisation-based implicit ensemble that treats each member as a task in a multi-task architecture and modulates the shared backbone through sigmoid-bounded scalers. We also introduce a softmax-temperature regulariser, which shapes the equilibrium level of sharing between members and traces the accuracy-calibration frontier. Because only normalisation layers are replicated, the mechanism can wrap convolutional and transformer backbones alike, also allowing pretrained models to be adapted through a short fine-tune. We frame the epistemic uncertainty such an ensemble expresses as modulation uncertainty, and explain why its calibration holds under input corruption, and why its out-of-distribution detection is weaker. Our method is evaluated across ResNets and transformers on CIFAR-10/100, ImageNet and SST-2. $σ$N-Ens matches or outperforms deep ensembles at a fraction of their parameter cost, scales with ensemble size where partitioning methods collapse, and maintains calibration under distribution shift.
Houman Safaai, Varun Reddy, Bernardo L. Sabatinics.LG cs.NE q-bio.NC
Direct feedback alignment (DFA) trains hidden layers with fixed random projections of the output error, avoiding the transposed-weight backward pass of backpropagation (BP). We study a failure mode of DFA training that is distinct from feedback quality: the local weight update is calculated by an outer product, so anisotropy can enter through either its presynaptic-activity factor or its local-error factor. Our analyses with controlled synthetic regimes isolate the first failure mode and show an approximately 40-percentage-point activity-conditioning gain when high-variance directions contain task-irrelevant nuisance. Three clean confirmations isolate a different regime: error conditioning improves raw DFA by 1.77--7.53 percentage points, and combining independently selected activity and error factors adds 0.40--0.90 points over activity conditioning. The signs hold for tanh/one-vs-rest MNIST and preregistered Fashion-MNIST, and replicate on eight fresh seeds in a ReLU/softmax MNIST model. This factorization yields a symmetric block-local family of normalized DFA (nDFA): activity nDFA right-preconditions by an inverse activity second moment, error nDFA left-preconditions by an inverse local-error second moment, and K-nDFA applies both factors with separately tuned damping. A linearized post-alignment calculation gives an exact input-side spectral identity and a Kronecker-factor motivation for the two-sided rule, whereas norm matching rules out a scalar step-size explanation. The error factor is fragile when under-damped, BatchNorm is a strong activity-side alternative, and convnet gains remain partial. We therefore frame conditioned DFA as a factor-level study of when local outer-product rules fail, not as a general replacement for BP or a solution to all-layer convolutional credit assignment.
While Root Mean Square Normalization has become the de facto standard for accelerating modern sequence models, its reliance on the quadratic accumulation of independent scalars ($\sum x^2$) inherently triggers outlier-induced numerical instability, gradient starvation, and anisotropic phase distortion. We introduce Mean Root Square Normalization (MRSNorm). By structurally pairing channels into 2D phasors, MRSNorm mathematically inverts the traditional scaling paradigm: it computes the localized $L_2$ magnitudes (Root Square) before aggregating them via a global $L_1$ average (Mean). This operational inversion strictly constrains activations to a phasor manifold, preserving conformal invariance. By sharing a single affine weight across phasor components, MRSNorm halves the total number of learnable parameters, proving that unconstrained spatial scaling in standard norms is a harmful redundancy. We analytically demonstrate that this geometric constraint yields a built-in, trigonometric gradient clipper governed by the Pythagorean identity, unconditionally equalizing the local gradient norm to ensure Gradient Homogeneity. Empirical evaluations on a ResNet with CIFAR-100 show that despite halved parameters, MRSNorm provides critical structural stability under rigorous stress tests. Under extreme hyperparameter settings where standard normalizations suffer from gradient divergence, MRSNorm successfully prevents numerical explosion and secures stable optimization trajectories. Our findings propose a fundamental paradigm shift toward phasor-based deep representation learning. The implementation of MRSNorm is available at Appendix C.
The Forward-Forward (FF) algorithm trains each layer locally, so that a scalar goodness - the sum of squared activations - is high on real inputs and low on contrastive ones, with activations normalized between layers. Both choices are usually treated as heuristics. Under an explicit generative model they are not: the squared goodness is the sufficient statistic of a likelihood-ratio test between two zero-mean populations differing in scale, and the FF threshold is its boundary. It generalizes: anisotropic populations yield a Mahalanobis goodness, the plain square being its isotropic case; heavy-tailed populations yield a saturating statistic whose slope is a posterior precision - divisive normalization - with bounded evidence and an advantage only under aggregation. The same lens characterizes the inter-layer normalization: it must remove the length while preserving per-coordinate energy, explaining a depth collapse we observe under unit-norm normalization; and the pairwise objective admits a scale-inflation shortcut that a whitened goodness removes.
Long-term time series forecasting finds extensive applications in domains such as power demand, traffic flow, meteorological observation, and renewable energy dispatch. Forecasting dynamically varying long-term time series poses inherent challenges, including statistical nonstationarity, local high-frequency disturbances, and coupled cross-period dependencies, which make it difficult for lightweight models to balance parameter efficiency and forecasting performance. To address this issue, this study presents TA-SparseMG, a lightweight cross-period forecasting model built on SparseTSF's sparse cross-period modeling framework. It incorporates three key modules: a trend-aware reversible instance normalization module, a scale-adaptive gated denoising module, and a multiscale gated-attention MLP forecasting module. The trend-aware normalization module captures input-window statistics and calibrates forecast-window distributions, effectively mitigating distribution shift. The scale-adaptive gated denoising module performs feature smoothing and residual suppression before period rearrangement, thereby reducing interference from high-frequency perturbations. The multiscale gated attention prediction module strengthens the prediction head's adaptive representational capacity via conditional gating and feature modulation. Extensive experiments across multiple LTSF benchmarks demonstrate that the proposed TA-SparseMG consistently achieves superior, stable performance. Ablation studies confirm that each module independently improves distribution adaptation, input robustness, and cross-period feature mapping capability.
We introduce a Dirichlet--multinomial (DM) deviance residualization for sparse, jointly overdispersed count matrices, the regime that dominates sequencing-based biochemical assays. The DM null treats each sample's count vector as a fixed-total composition with a single scalar concentration $α_0$ governing overdispersion, and arises exactly by conditioning independent negative-binomial feature counts on the observed sample total -- making the DM the joint conditional analogue of standard feature-wise overdispersed count models. The resulting transform preserves exact sparsity, evaluates in constant time per nonzero entry, agrees with multinomial residuals on singleton counts, shrinks repeated-count residuals according to the overdispersion the null tolerates, and recovers the multinomial residual as $α_0\to\infty$. The same fixed-dispersion comparison principle extends to ordered and tree-structured features via the generalized DM and the Dirichlet-tree multinomial, giving a single residual family that subsumes joint and feature-wise count nulls under a common compositional logic and is computationally lightweight enough to drop into existing sparse pipelines.
Current time series forecasting (TSF) research predominantly focuses on scale-homogeneous data, where different time series share similar numerical magnitude ranges. However, in real-world industrial scenarios such as financial product sales, different time series often differ by orders of magnitude (scale heterogeneity). Since these series share similar temporal patterns, joint modeling is desirable for better data utilization, yet existing scaling methods either compress low-scale signals (global normalization) or destroy semantic discriminability and amplify inverse-scaling errors (window-based scaling). This paper proposes a self-Adaptive Scale-handling (AS) module that learns adaptive scale factors tailored to each input, preserving semantic discriminability while reducing inverse-scaling errors. AS consists of Scale Calibrating (SC), which calibrates prior mean scaling factors through neural networks, and Scaling Selection (SS), which decides whether to apply calibration or retain the original factor, avoiding over-calibration. Experiments on real-world fund sales datasets from Ant Fortune and Alipay show that AS seamlessly integrates into popular TSF models and consistently improves their performance. The code and dataset are available at the link https://github.com/Meteor-Stars/ASTSF.
Samy-Melwan Vilhes, Gilles Gasso, Mokhtar Z Alayacs.LG cs.AI
Large models for time-series forecasting have been emerged as a promising paradigm for training models on heterogeneous collections of signals. These models typically rely on causal autoregressive architectures, where each observation is sequentially predicted from past. In practice, real-world time-series exhibit non-stationarities, which significantly influence predictive performance. To mitigate this, normalization is commonly employed. However, in efficient causal settings it might induce information leakage from future observations during training. Recent alternatives, including causal normalization and statistics computed from initial observations, have been proposed to address this issue, but their practical implications remain insufficiently understood. In this work, we evaluate normalization strategies for transformer-based large time-series models trained with patching and efficient causal strategy. We showcase that normalization choice significantly influences both training convergence and forecasting performance.