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This research introduces Q-DEQ, a method that reformulates Deep Equilibrium Model updates as discrete binary optimization problems to enable efficient edge deployment. By leveraging Quadratic Unconstrained Binary Optimization (QUBO) solvers like simulated annealing or coherent Ising machines, the approach significantly reduces parameter storage while maintaining competitive forecasting accuracy on time series data. The work effectively bridges deep learning inference with combinatorial optimization hardware, offering a practical pathway for resource-constrained AI applications.
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Q-DEQ: Discrete Solving and Quantization for Deep Equilibrium Models in Time Series Forecasting under Edge Deployment Coding Constraints

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arXiv:2609.24042v1 Announce Type: new Abstract: Edge deployment motivates forecasting models with compact parameter storage and low-bit representations. Deep equilibrium models (DEQs) obtain implicit depth by repeatedly applying a shared layer, reducing the parameter cost of explicit layer stacking. Their usual Anderson solver, however, searches for update coefficients in the continuous real domain. We propose Q-DEQ, which formulates local updates in DEQ forward solving as discrete optimization problems. Candidate directions are constructed from the current state and iteration history, and a local quadratic residual model is used to evaluate their combinations. Binary encoding of the direction coefficients yields a quadratic unconstrained binary optimization (QUBO) problem that can be solved by simulated annealing (SA) or a coherent Ising machine (CIM). After fixed-point solving, a re-forward pass applies W8A8 fake quantization to the shared layer's weights and activations. We evaluate Q-DEQ with an iTransformer backbone on five multivariate time series forecasting datasets. Relative MSE differences from the explicit multi-layer baseline range from $-1.16\%$ to $+2.90\%$, with lower MSE on two datasets. DEQ parameter sharing reduces parameter counts by factors of $1.80\times$--$3.82\times$; combined with W8A8, static weight storage is reduced by factors of $4.3\times$--$12.8\times$. Local QUBO problems solved using CPU-based SA and the Kaiwu CIM physical backend produce closely matching downstream forecasts. These results establish local discrete solving as a viable component of DEQ time series forecasting and provide a route for executing fixed-point updates through different combinatorial optimization backends.

Abstract:Edge deployment motivates forecasting models with compact parameter storage and low-bit representations. Deep equilibrium models (DEQs) obtain implicit depth by repeatedly applying a shared layer, reducing the parameter cost of explicit layer stacking. Their usual Anderson solver, however, searches for update coefficients in the continuous real domain. We propose Q-DEQ, which formulates local updates in DEQ forward solving as discrete optimization problems. Candidate directions are constructed from the current state and iteration history, and a local quadratic residual model is used to evaluate their combinations. Binary encoding of the direction coefficients yields a quadratic unconstrained binary optimization (QUBO) problem that can be solved by simulated annealing (SA) or a coherent Ising machine (CIM). After fixed-point solving, a re-forward pass applies W8A8 fake quantization to the shared layer's weights and activations. We evaluate Q-DEQ with an iTransformer backbone on five multivariate time series forecasting datasets. Relative MSE differences from the explicit multi-layer baseline range from $-1.16\%$ to $+2.90\%$, with lower MSE on two datasets. DEQ parameter sharing reduces parameter counts by factors of $1.80\times$--$3.82\times$; combined with W8A8, static weight storage is reduced by factors of $4.3\times$--$12.8\times$. Local QUBO problems solved using CPU-based SA and the Kaiwu CIM physical backend produce closely matching downstream forecasts. These results establish local discrete solving as a viable component of DEQ time series forecasting and provide a route for executing fixed-point updates through different combinatorial optimization backends.

Machine Learning (cs.LG)

arXiv:2609.24042 [cs.LG]

(or arXiv:2609.24042v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2609.24042 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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