TimEE: End-to-end Time Series Classification via In-Context Learning

Time series classification (TSC) is dominated by a two-stage paradigm: train a feature encoder -- either from scratch on the target dataset or via pretraining on large corpora -- and then fit a task-specific classifier on top. While effective, this decoupling optimizes representation learning independently of the classification objective, requires per-dataset training, and prevents the model from exploiting label information during inference. We introduce TimEE, a 4.5M-parameter foundation model for end-to-end TSC via in-context learning. Given a labeled support set and a query time series, TimEE directly outputs a predicted class distribution in a single forward pass with no per-dataset training required. Following the prior-data fitted network (PFN) framework, TimEE is meta-trained exclusively on synthetic TSC tasks, where each task contains time series with distinct class identities arising from structured distributional shifts in the generative process. Despite seeing no real time series during pre-training, TimEE ranks first in ROC AUC (and third on accuracy) on the UCR benchmark among all compared methods, which include both foundation models and supervised deep learning baselines. To our knowledge, TimEE is the first purely synthetic-pretrained model to reach state-of-the-art performance on the UCR benchmark. These results establish end-to-end ICL with synthetic priors as a compelling, largely unexplored direction for TSC, with scaling, prior design, and richer generation mechanisms as natural avenues for improvement. Code is publicly available at http://github.com/automl/timee.

In-Context Multiple Instance Learning

Multiple Instance Learning (MIL) addresses problems where supervision is available at the level of bags of instances and has been successfully applied in fields ranging from computational pathology to satellite imagery. Nevertheless, existing algorithms struggle in the low-label regime that characterizes many real-world applications. Flexible models overfit and rigid ones fail to adapt to the task at hand. We show that pretraining an in-context learner with a Perceiver-style architecture on synthetic data yields a model that can solve new tasks from a handful of labeled bags. At inference time, classification happens in a single forward pass and requires no gradient updates. We propose and investigate different synthetic data generators for bag-structured data and find that they capture complementary inductive biases. A model pretrained on a mixture of these generators inherits their per-task strengths and achieves the best average performance across twelve MIL benchmarks, outperforming supervised baselines that require task-specific training.