XicorAttention uses a differentiable approximation of Chatterjee's rank correlation to compute attention weights, yielding mixed forecasting improvements that reach 9.1% in the best case and degrade sharply in others.
Advances in neural information processing systems32(2019)
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XicorAttention: Time Series Transformer Using Attention with Nonlinear Correlation
XicorAttention uses a differentiable approximation of Chatterjee's rank correlation to compute attention weights, yielding mixed forecasting improvements that reach 9.1% in the best case and degrade sharply in others.