Fast Training of Mixture-of-Experts for Time Series Forecasting via Expert Loss Integration

arXiv:2605.10330v2 Announce Type: replace-cross Abstract: We propose a novel adaptive Mixture-of-Experts (MoE) framework for time series forecasting that addresses the optimization problem arising from small gating weights by incorporating expert-specific losses, which provide each expert with a direct learning signal independent of the gate-assigned weight. Specifically, the overall objective comprises the base forecasting loss and expert-specific losses, allowing individual expert prediction errors to directly influence parameter updates alongside the aggregate forecasting error. The framework also encourages different experts to learn from different temporal segments of the data. The proposed framework is further combined with a partial online learning strategy that enables efficient incremental updates of model parameters. By integrating expert-level loss information with partial online optimization, the proposed method improves forecasting performance while retaining computational efficiency. Empirical results across economic, tourism, and energy datasets with different sampling frequencies show that the proposed approach generally outperforms state-of-the-art supervised neural forecasting models, including Transformer-based architectures such as PatchTST, as well as zero-shot time-series foundation models such as TimeMoE. Furthermore, ablation studies confirm the effectiveness of the expert-specific loss integration strategy, highlighting its contribution to enhancing predictive performance.

Abstract:We propose a novel adaptive Mixture-of-Experts (MoE) framework for time series forecasting that addresses the optimization problem arising from small gating weights by incorporating expert-specific losses, which provide each expert with a direct learning signal independent of the gate-assigned weight. Specifically, the overall objective comprises the base forecasting loss and expert-specific losses, allowing individual expert prediction errors to directly influence parameter updates alongside the aggregate forecasting error. The framework also encourages different experts to learn from different temporal segments of the data. The proposed framework is further combined with a partial online learning strategy that enables efficient incremental updates of model parameters. By integrating expert-level loss information with partial online optimization, the proposed method improves forecasting performance while retaining computational efficiency. Empirical results across economic, tourism, and energy datasets with different sampling frequencies show that the proposed approach generally outperforms state-of-the-art supervised neural forecasting models, including Transformer-based architectures such as PatchTST, as well as zero-shot time-series foundation models such as TimeMoE. Furthermore, ablation studies confirm the effectiveness of the expert-specific loss integration strategy, highlighting its contribution to enhancing predictive performance.

Machine Learning (stat.ML); Machine Learning (cs.LG); Methodology (stat.ME)

arXiv:2605.10330 [stat.ML]

(or arXiv:2605.10330v2 [stat.ML] for this version)

https://doi.org/10.48550/arXiv.2605.10330 Focus to learn more arXiv-issued DOI via DataCite

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Fast Training of Mixture-of-Experts for Time Series Forecasting via Expert Loss Integration

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