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How to apply to time series? #48

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thinkingparticle opened this issue Oct 17, 2020 · 1 comment
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How to apply to time series? #48

thinkingparticle opened this issue Oct 17, 2020 · 1 comment

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@thinkingparticle
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I replaced the nn.Embedding layer (token embeddings) with a simple linear layer.
But the model fails to model the data.
Also trained with many different configurations. But It fails to even overfit a really small time series data (100 steps). Since it cannot overfit to a small data, I think that there is something missing or wrong.

Any idea how to properly apply this model to time series?
Maybe there is a problem with pos embeddings? or LayerNorms?

@thinkingparticle
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found some ideas. below paper applies convolution across time and then uses the outputs as Q,K,V for multi-head attention mechanism. (didn't dig much but probably applies some transformation to conv outputs as in the normal case).
https://arxiv.org/abs/1907.00235

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