Discrete Tokenization Unlocks Transformers for Calibrated Tabular Forecasting
Abstract
Gradient boosting still dominates Transformers on tabular benchmarks. Our tokenizer uses a deliberately simplistic discretized vocabulary so we can highlight how even basic tokenization unlocks the power of attention on tabular features, yet it already outperforms tuned gradient boosting when combined with Gaussian smoothing. Our solution discretizes environmental context while smoothing labels with adaptive Gaussians, yielding calibrated PDFs. On 600K entities (5M training examples) we outperform tuned XGBoost by 10.8% (35.94s vs 40.31s median MAE) and achieve KS=0.0045 with the adaptive-sigma checkpoint selected to minimize KS rather than median MAE. Ablations confirm architecture matters: losing sequential ordering costs about 2.0%, dropping the time-delta tokens costs about 1.8%, and a stratified calibration analysis reveals where miscalibration persists.
Figures & tables
| Model | Mean MAE | Median MAE | Mode MAE | Median RMSE |
|---|---|---|---|---|
| Full model ( ) | 36.54 | 35.94 | 38.50 | 71.83 |
| XGBoost (tuned) | 40.31 | 40.31 | 40.31 | 73.15 |
| Naive mean | 52.72 | 52.72 | 52.72 | 88.16 |
| Riegel formula | 49.74 | 49.74 | 49.74 | 94.71 |
| Parameter | Value |
| Transformer width | 512 |
| Inner feed forward size | 2,048 |
| Dropout after attention/FFN | 0.12 |
| Max races to consider | 30 |
| Attention heads | 8 |
| Decoder-only Transformer layers | 6 |
| Configuration | Mean MAE | Median MAE | Mode MAE | Wall clock (h) |
|---|---|---|---|---|
| Time token ablation | 37.24 | 36.58 | 39.28 | 107 |
| Time token ablation, shuffled sequence | 37.23 | 36.65 | 39.73 | 145 |
| Full model ( ) | 36.54 | 35.94 | 38.50 | 60 |
| KS | MAE | RMSE | |||||
|---|---|---|---|---|---|---|---|
| Model | Statistic | Mean | Median | Mode | Mean | Median | Mode |
| Adaptive | 0.0264 | 36.74 | 36.22 | 38.34 | 70.89 | 72.12 | 77.82 |
| Adaptive , best KS | 0.0045 | 37.34 | 36.36 | 38.88 | 71.05 | 71.99 | 76.50 |
| Cross-entropy | 0.0293 | 37.00 | 36.32 | 38.74 | 71.02 | 72.14 | 77.65 |
| Cross-entropy , best KS | 0.0107 | 37.44 | 36.43 | 39.04 | 71.15 | 72.06 | 77.62 |
| 0.0263 | 36.83 | 36.22 | 38.98 | 70.89 | 72.01 | 82.29 | |
Appendix figures & tables4 assets
Supplementary material from the paper’s appendix.
Appendix
Transformer
Transformers are neural architectures that use attention to model relationships among sequence elements in language, vision, and scientific data.
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