Lévy Attention: Single-Pass Predictive Uncertainty for Continuous-Time Attention

Deep models for irregularly-sampled time series answer queries at arbitrary continuous timestamps, yet report nothing about how far each answer should be trusted.

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…