| Popis: |
The attention-based models are widely used for time series data. However, due to the quadratic complexity of attention regarding input sequence length, the application of Transformers is limited by high resource demands. Moreover, their modifications for industrial time series need to be robust to missing or noisy values, which complicates the expansion of their application horizon. To cope with these issues, we introduce the class of efficient Transformers named Regularized Transformers (Reguformers). We implement the regularization technique inspired by the dropout ideas to improve robustness and reduce computational expenses without significantly modifying the pipeline. The focus in our experiments is on oil&gas data. For well-interval similarity task, our best Reguformer configuration reaches ROC AUC 0.97, which is comparable to Informer (0.978) and outperforms baselines: the previous LSTM model (0.934), the classical Transformer model (0.967), and three recent most promising modifications of the original Transformer, namely, Performer (0.949), LRformer (0.955), and DropDim (0.777). We also conduct the corresponding experiments on three additional datasets from different domains and obtain superior results. The increase in the quality of the best Reguformer relative to Transformer for different datasets varies from 3.7% to 9.6%, while the increase range relative to Informer is wider: from 1.7% to 18.4%. |
