Artificial Intelligence · 20.08.2026, 05:01 UTC
L\'evy Attention: Single-Pass Predictive Uncertainty for Continuous-Time Attention
| Schweregrad | info |
|---|---|
| Kategorie | Artificial Intelligence |
| Quelle | arXiv cs.LG ↗ |
| Veröffentlicht | 20.08.2026 UTC |
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arXiv:2608.19171v1 Announce Type: new Abstract: Deep models for irregularly-sampled time series answer queries at arbitrary continuous timestamps, yet report nothing about how far each answer should be trusted. We show the attention layer itself can close that gap: with the right stochastic formulation, the pass that makes each prediction also reports, in closed form and at no extra cost, how far it should be trusted. We introduce L\'evy Attention, a cross-attention operator whose output is a stochastic integral against an inhomogeneous Poisson random measure: query-key compatibilities assemble an intensity over a continuous (time x channel) index space, the measure scatters atoms under it, and the output averages an interpolated value field at those atoms. In expectation it reduces to a mollified cosine-kernel attention, so it replaces a softmax layer and trains with exact gradients. What softmax discards, the Poisson construction preserves in closed form: the evidence $\Lambda_q$ (total compatibility mass) and the disagreement $\mathrm{tr}\,\Sigma_V(q)$ (value spread). An exact variance identity makes their combination $\hat\sigma(q)=\sqrt{\mathrm{tr}\,\Sigma_V(q)\,\varphi(\Lambda_q)}$ the root-mean-square deviation of the sampled operator, emitted by the deterministic pass with no trained head. Empirically, disagreement carries the signal, while the evidence factor swings from uninformative on dense data to strongly informative on sparse. On t-PatchGNN the operator swap costs at most 5.6% accuracy against a matched control and nothing on the sparsest dataset. The …