Towards a universal neural network encoder for time series Machine Learning

We study the use of a time series encoder to learn representations that are useful on data set types with which it has not been trained on. The encoder is formed of a convolutional neural network whose temporal output is summarized by a convolutional attention mechanism. This way, we obtain a compact, fixed-length representation from longer, variable-length time series. We evaluate the performance of the proposed approach on a well-known time series classification benchmark, considering full adaptation, partial adaptation, and no adaptation of the encoder to the new data type. Results show that such strategies are competitive with the state-of-the-art, often outperforming conceptually-matching approaches. Besides accuracy scores, the facility of adaptation and the efficiency of pre-trained encoders make them an appealing option for the processing of scarcely- or non-labeled time series.

Improving Clinical Predictions through Unsupervised Time Series Representation Learning Machine Learning

In this work, we investigate unsupervised representation learning on medical time series, which bears the promise of leveraging copious amounts of existing unlabeled data in order to eventually assist clinical decision making. By evaluating on the prediction of clinically relevant outcomes, we show that in a practical setting, unsupervised representation learning can offer clear performance benefits over end-to-end supervised architectures. We experiment with using sequence-to-sequence (Seq2Seq) models in two different ways, as an autoencoder and as a forecaster, and show that the best performance is achieved by a forecasting Seq2Seq model with an integrated attention mechanism, proposed here for the first time in the setting of unsupervised learning for medical time series.

Deep Symbolic Representation Learning for Heterogeneous Time-series Classification Machine Learning

In this paper, we consider the problem of event classification with multi-variate time series data consisting of heterogeneous (continuous and categorical) variables. The complex temporal dependencies between the variables combined with sparsity of the data makes the event classification problem particularly challenging. Most state-of-art approaches address this either by designing hand-engineered features or breaking up the problem over homogeneous variates. In this work, we propose and compare three representation learning algorithms over symbolized sequences which enables classification of heterogeneous time-series data using a deep architecture. The proposed representations are trained jointly along with the rest of the network architecture in an end-to-end fashion that makes the learned features discriminative for the given task. Experiments on three real-world datasets demonstrate the effectiveness of the proposed approaches.

Using Simple Recurrent Networks to Learn Fixed-Length Representations of Variable-Length Strings

AAAI Conferences

Four connectionist models are reported that learn static representations of variable-length strings using a novel autosequencer architecture. These representations were learned as plans for a simple recurrent network to regenerate a given input sequence. Results showed that the autosequencer can be used to address the dispersion problem because the positions and identities of letters in a string were integrated over learning into the plan representations. Results also revealed a moderate degree of componentiality in the plan representations. Linguistic structures vary in length.

FAVAE: Sequence Disentanglement using Information Bottleneck Principle Machine Learning

We propose the factorized action variational autoencoder (FAVAE), a state-of-the-art generative model for learning disentangled and interpretable representations from sequential data via the information bottleneck without supervision. The purpose of disentangled representation learning is to obtain interpretable and transferable representations from data. We focused on the disentangled representation of sequential data since there is a wide range of potential applications if disentanglement representation is extended to sequential data such as video, speech, and stock market. Sequential data are characterized by dynamic and static factors: dynamic factors are time dependent, and static factors are independent of time. Previous models disentangle static and dynamic factors by explicitly modeling the priors of latent variables to distinguish between these factors. However, these models cannot disentangle representations between dynamic factors, such as disentangling "picking up" and "throwing" in robotic tasks. FAVAE can disentangle multiple dynamic factors. Since it does not require modeling priors, it can disentangle "between" dynamic factors. We conducted experiments to show that FAVAE can extract disentangled dynamic factors.