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Lost in the Non-convex Loss Landscape: How to Fine-tune the Large Time Series Model?

Xu Zhang, Peang Wang, Wei Wang

cs.LG
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#1659 of 5669 · cs.LG
Tournament Score
1447±44
10501750
67%
Win Rate
12
Wins
6
Losses
18
Matches
Rating
6.8/ 10
Significance6.5
Rigor6.5
Novelty5.5
Clarity7.5

Abstract

Recently, large time series models (LTSMs) have gained increasing attention due to their similarities to large language models, including flexible context length, scalability, and task generality, outperforming advanced task-specific models. However, prior studies indicate that pre-trained LTSMs may exhibit a poorly conditioned non-convex loss landscape, leading to limited trainability. As a result, direct fine-tuning tends to cause overfitting and suboptimal performance, sometimes even worse than training from scratch, substantially diminishing the benefits of pre-training. To overcome this limitation, we propose Smoothed Full Fine-tuning (SFF), a novel fine-tuning technology. Specifically, we construct an auxiliary LTSM via random initialization to obtain a smoother loss landscape, and then linearly interpolate its weights with those of the pre-trained model to smooth the original landscape. This process improves trainability while preserving pre-trained knowledge, thereby enabling more effective downstream fine-tuning. From an optimization perspective, SFF perturbs sharp minima without significantly harming flat regions, facilitating escape from poor local basins toward smoother and more generalizable solutions. Extensive experiments on benchmark datasets demonstrate consistent improvements across eight representative LTSMs, including Timer, TimesFM, MOMENT, UniTS, MOIRAI, Chronos, TTMs, and Sundial, on diverse downstream tasks. The code is available at the link: https://github.com/Meteor-Stars/SFF.

AI Impact Assessments

(1 models)

Scientific Impact Assessment: "Lost in the Non-convex Loss Landscape: How to Fine-tune the Large Time Series Model?"

1. Core Contribution

The paper identifies that pre-trained large time series models (LTSMs) often converge to sharp minima during pre-training, yielding poorly conditioned, non-convex loss landscapes that hinder downstream fine-tuning. The proposed solution, Smoothed Full Fine-tuning (SFF), is elegantly simple: linearly interpolate the weights of the pre-trained model with those of a randomly initialized copy (using standard Kaiming/Xavier initialization) before fine-tuning. The key insight is that randomly initialized models reside in flat regions of the loss landscape, and weight interpolation can smooth sharp regions of the pre-trained model without harming already-flat regions. This is a pre-processing step requiring only a few lines of code, no additional memory, and no computational overhead during training.

2. Methodological Rigor

Theoretical analysis: The paper provides a Hessian-based analysis showing that interpolation reduces the maximum eigenvalue of the Hessian at sharp minima (via convex combination of Hessians) while preserving flatness at already-flat minima. The argument relies on a local quadratic approximation and the assumption that the Hessian of the interpolated point can be approximated as a convex combination of endpoint Hessians (Eq. 5). This is a non-trivial assumption—it holds exactly only for quadratic losses, not for deep networks in general—and the paper acknowledges this implicitly by using "≈" and "≲" rather than strict equalities. The connection to Fort & Scherlis (2019) regarding initialization smoothness (Tr(H)/||H||_F >> 1) adds theoretical grounding, though the overall analysis remains more heuristic than rigorous.

Empirical evaluation: The experiments are comprehensive. SFF is tested across eight LTSMs spanning four architectural families (encoder-only, decoder-only, encoder-decoder, MLP-only) and scales from 3MB to 3.8GB. The evaluation covers forecasting (8 datasets, multiple data proportions from 1% to 100%), anomaly detection (250 datasets), and imputation tasks. Multiple random seeds are used throughout. The comparisons against FF, LP, LP-FF, SAM, SWA, Mixout, L2-SP, LoRA, and label smoothing are thorough. Loss landscape visualizations provide intuitive support.

Potential concerns: The Hessian convex combination approximation (Eq. 5) is the weakest theoretical link—it is generally inaccurate for highly non-linear functions over large parameter distances. The paper would benefit from empirical Hessian spectrum analysis before and after interpolation. Additionally, the hyperparameter α is selected from {0.3, 0.5, 0.7, 0.9}, requiring validation-based tuning, which somewhat undermines the "zero overhead" claim. The paper also does not explore whether the observed improvements diminish as LTSMs become better pre-trained on more diverse data.

3. Potential Impact

Practical impact: SFF's simplicity is its greatest strength—it can be implemented in ~3 lines of PyTorch and applied as a universal preprocessing step before any fine-tuning procedure. This makes adoption trivial for practitioners working with any pre-trained time series model. The consistent improvements across diverse architectures and scales suggest broad applicability.

Broader implications: The observation that pre-trained LTSMs may exhibit worse fine-tuning performance than training from scratch (due to loss landscape conditioning) is an important finding for the foundation model community. If this phenomenon generalizes beyond time series to other modalities (as the authors suggest), SFF or variants could become standard practice. The paper opens a new research direction: loss-landscape-aware fine-tuning strategies for foundation models.

Limitations in scope: The improvements, while consistent, are often modest (3-7% MSE reduction over FF for Timer). The method is most impactful in low-data regimes and for models that genuinely suffer from sharp minima. As pre-training practices improve, the problem SFF addresses may become less severe.

4. Timeliness & Relevance

This work is highly timely. Large time series models (Timer, TimesFM, MOMENT, Chronos, etc.) have emerged rapidly in 2023-2024, and the community is actively seeking effective fine-tuning strategies. The paper addresses a genuine bottleneck: many practitioners have observed that direct fine-tuning of these models yields disappointing results. The connection to loss landscape theory provides principled understanding rather than ad hoc solutions.

5. Strengths & Limitations

Key Strengths:

  • Simplicity and zero overhead: The method adds no parameters, memory, or training cost—only a one-time weight interpolation before fine-tuning.
  • Universality: Consistent improvements across 8 diverse LTSMs, 3 tasks, multiple data regimes, and various architectures demonstrate robustness.
  • Important empirical observation: The finding that pre-trained LTSMs can underperform training from scratch due to loss landscape conditioning is valuable to the community.
  • Thorough experimental coverage: 250 anomaly detection datasets, multiple data proportions, multiple seeds, and comparisons with 7+ baselines.
  • Published at ICLR 2026, indicating strong peer validation.
  • Notable Weaknesses:

  • Theoretical gaps: The Hessian convex combination approximation is not validated empirically and may not hold for large interpolation distances in deep networks.
  • Modest improvements in some settings: Gains diminish with more training data and for already well-conditioned models.
  • Limited novelty in the technique itself: Weight interpolation is well-studied; the novelty lies primarily in the application context and the observation about LTSM loss landscapes.
  • No analysis of when/why pre-training produces sharp minima: The paper observes the phenomenon but doesn't investigate root causes (batch size, learning rate, data distribution).
  • α selection: While robust across a range, still requires validation-based tuning per model/dataset.
  • 6. Additional Observations

    The paper's strongest contribution may be the empirical finding itself—that LTSMs suffer from sharp minima post-pretraining—rather than the specific solution. This observation could motivate better pre-training practices (e.g., using SAM during pre-training) that address the root cause. The connection to model soups and continual learning literature is appropriately discussed, with clear differentiation of goals and pipelines.

    Rating:6.8/ 10
    Significance 6.5Rigor 6.5Novelty 5.5Clarity 7.5

    Generated Jun 9, 2026

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