arXiv:2510.20222v1 Announce Type: cross
Abstract: In real-world time series forecasting tasks, category information plays a pivotal role in capturing inherent data patterns. This paper introduces QKCV (Query-Key-Category-Value) attention, an extension of the traditional QKV framework that incorporates a static categorical embedding C to emphasize category-specific information. As a versatile plug-in module, QKCV enhances the forecasting accuracy of attention-based models (e.g., Vanilla Transformer, Informer, PatchTST, TFT) across diverse real-world datasets. Furthermore, QKCV demonstrates remarkable adaptability in fine-tuning univariate time series foundation model by solely updating the static embedding C while preserving pretrained weights, thereby reducing computational overhead and achieving superior fine-tuning performance.
Fast Approximation Algorithm for Non-Monotone DR-submodular Maximization under Size Constraint
arXiv:2511.02254v1 Announce Type: cross Abstract: This work studies the non-monotone DR-submodular Maximization over a ground set of $n$ subject to a size constraint $k$. We