Reproduce “Distillation of Synthetic Data for Time Series Foundation Models” on OpenResearch

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About this paper

Niloy Biswas, Noureddine El Karoui

SDD trains synthetic time-series foundation models by replacing a single sampled future with the expected loss under the generator’s conditional future distribution, reducing one source of gradient noise. In Gaussian Process experiments, a 1B-parameter Toto-2 model reached Status Quo’s held-out CRPS in 185,000 versus 300,000 steps, but this result is limited to the tested synthetic setting.

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