Wang, Junpeng
Error-bounded Approximate Time Series Joins Using Compact Dictionary Representations of Time Series
Yeh, Chin-Chia Michael, Zheng, Yan, Wang, Junpeng, Chen, Huiyuan, Zhuang, Zhongfang, Zhang, Wei, Keogh, Eamonn
The matrix profile is an effective data mining tool that provides similarity join functionality for time series data. Users of the matrix profile can either join a time series with itself using intra-similarity join (i.e., self-join) or join a time series with another time series using inter-similarity join. By invoking either or both types of joins, the matrix profile can help users discover both conserved and anomalous structures in the data. Since the introduction of the matrix profile five years ago, multiple efforts have been made to speed up the computation with approximate joins; however, the majority of these efforts only focus on self-joins. In this work, we show that it is possible to efficiently perform approximate inter-time series similarity joins with error bounded guarantees by creating a compact "dictionary" representation of time series. Using the dictionary representation instead of the original time series, we are able to improve the throughput of an anomaly mining system by at least 20X, with essentially no decrease in accuracy. As a side effect, the dictionaries also summarize the time series in a semantically meaningful way and can provide intuitive and actionable insights. We demonstrate the utility of our dictionary-based inter-time series similarity joins on domains as diverse as medicine and transportation.
FATA-Trans: Field And Time-Aware Transformer for Sequential Tabular Data
Zhang, Dongyu, Wang, Liang, Dai, Xin, Jain, Shubham, Wang, Junpeng, Fan, Yujie, Yeh, Chin-Chia Michael, Zheng, Yan, Zhuang, Zhongfang, Zhang, Wei
Sequential tabular data is one of the most commonly used data types in real-world applications. Different from conventional tabular data, where rows in a table are independent, sequential tabular data contains rich contextual and sequential information, where some fields are dynamically changing over time and others are static. Existing transformer-based approaches analyzing sequential tabular data overlook the differences between dynamic and static fields by replicating and filling static fields into each transformer, and ignore temporal information between rows, which leads to three major disadvantages: (1) computational overhead, (2) artificially simplified data for masked language modeling pre-training task that may yield less meaningful representations, and (3) disregarding the temporal behavioral patterns implied by time intervals. In this work, we propose FATA-Trans, a model with two field transformers for modeling sequential tabular data, where each processes static and dynamic field information separately. FATA-Trans is field- and time-aware for sequential tabular data. The field-type embedding in the method enables FATA-Trans to capture differences between static and dynamic fields. The time-aware position embedding exploits both order and time interval information between rows, which helps the model detect underlying temporal behavior in a sequence. Our experiments on three benchmark datasets demonstrate that the learned representations from FATA-Trans consistently outperform state-of-the-art solutions in the downstream tasks. We also present visualization studies to highlight the insights captured by the learned representations, enhancing our understanding of the underlying data. Our codes are available at https://github.com/zdy93/FATA-Trans.
Multitask Learning for Time Series Data with 2D Convolution
Yeh, Chin-Chia Michael, Dai, Xin, Zheng, Yan, Wang, Junpeng, Chen, Huiyuan, Fan, Yujie, Der, Audrey, Zhuang, Zhongfang, Wang, Liang, Zhang, Wei
Multitask learning (MTL) aims to develop a unified model that can handle a set of closely related tasks simultaneously. By optimizing the model across multiple tasks, MTL generally surpasses its non-MTL counterparts in terms of generalizability. Although MTL has been extensively researched in various domains such as computer vision, natural language processing, and recommendation systems, its application to time series data has received limited attention. In this paper, we investigate the application of MTL to the time series classification (TSC) problem. However, when we integrate the state-of-the-art 1D convolution-based TSC model with MTL, the performance of the TSC model actually deteriorates. By comparing the 1D convolution-based models with the Dynamic Time Warping (DTW) distance function, it appears that the underwhelming results stem from the limited expressive power of the 1D convolutional layers. To overcome this challenge, we propose a novel design for a 2D convolution-based model that enhances the model's expressiveness. Leveraging this advantage, our proposed method outperforms competing approaches on both the UCR Archive and an industrial transaction TSC dataset.
An Efficient Content-based Time Series Retrieval System
Yeh, Chin-Chia Michael, Chen, Huiyuan, Dai, Xin, Zheng, Yan, Wang, Junpeng, Lai, Vivian, Fan, Yujie, Der, Audrey, Zhuang, Zhongfang, Wang, Liang, Zhang, Wei, Phillips, Jeff M.
A Content-based Time Series Retrieval (CTSR) system is an information retrieval system for users to interact with time series emerged from multiple domains, such as finance, healthcare, and manufacturing. For example, users seeking to learn more about the source of a time series can submit the time series as a query to the CTSR system and retrieve a list of relevant time series with associated metadata. By analyzing the retrieved metadata, users can gather more information about the source of the time series. Because the CTSR system is required to work with time series data from diverse domains, it needs a high-capacity model to effectively measure the similarity between different time series. On top of that, the model within the CTSR system has to compute the similarity scores in an efficient manner as the users interact with the system in real-time. In this paper, we propose an effective and efficient CTSR model that outperforms alternative models, while still providing reasonable inference runtimes. To demonstrate the capability of the proposed method in solving business problems, we compare it against alternative models using our in-house transaction data. Our findings reveal that the proposed model is the most suitable solution compared to others for our transaction data problem.
Toward a Foundation Model for Time Series Data
Yeh, Chin-Chia Michael, Dai, Xin, Chen, Huiyuan, Zheng, Yan, Fan, Yujie, Der, Audrey, Lai, Vivian, Zhuang, Zhongfang, Wang, Junpeng, Wang, Liang, Zhang, Wei
A foundation model is a machine learning model trained on a large and diverse set of data, typically using self-supervised learning-based pre-training techniques, that can be adapted to various downstream tasks. However, current research on time series pre-training has mostly focused on models pre-trained solely on data from a single domain, resulting in a lack of knowledge about other types of time series. However, current research on time series pre-training has predominantly focused on models trained exclusively on data from a single domain. As a result, these models possess domain-specific knowledge that may not be easily transferable to time series from other domains. In this paper, we aim to develop an effective time series foundation model by leveraging unlabeled samples from multiple domains. To achieve this, we repurposed the publicly available UCR Archive and evaluated four existing self-supervised learning-based pre-training methods, along with a novel method, on the datasets. We tested these methods using four popular neural network architectures for time series to understand how the pre-training methods interact with different network designs. Our experimental results show that pre-training improves downstream classification tasks by enhancing the convergence of the fine-tuning process. Furthermore, we found that the proposed pre-training method, when combined with the Transformer model, outperforms the alternatives.
PDT: Pretrained Dual Transformers for Time-aware Bipartite Graphs
Dai, Xin, Fan, Yujie, Zhuang, Zhongfang, Jain, Shubham, Yeh, Chin-Chia Michael, Wang, Junpeng, Wang, Liang, Zheng, Yan, Aboagye, Prince Osei, Zhang, Wei
Pre-training on large models is prevalent and emerging Fundamentally, a common goal of data mining applications with the ever-growing user-generated content in many using user-content interactions is to understand machine learning application categories. It has been user's behaviors [17] and content's properties. Researchers recognized that learning contextual knowledge from attempt multiple ways to model such behaviors: the datasets depicting user-content interaction plays The time-related nature of the interactions is a fit for a vital role in downstream tasks. Despite several sequential models, such as recurrent neural networks studies attempting to learn contextual knowledge via pretraining (RNN), and the interactions and relations can be modeled methods, finding an optimal training objective as graph neural networks (GNN). Conventionally, and strategy for this type of task remains a challenging the training objective is to minimize the loss of a specific problem. In this work, we contend that there are two task such that one model is tailored to a particular distinct aspects of contextual knowledge, namely the application (e.g., recommendation). This approach is user-side and the content-side, for datasets where usercontent simple and effective for every data mining application.
EmbeddingTree: Hierarchical Exploration of Entity Features in Embedding
Zheng, Yan, Wang, Junpeng, Yeh, Chin-Chia Michael, Fan, Yujie, Chen, Huiyuan, Wang, Liang, Zhang, Wei
Embedding learning transforms discrete data entities into continuous numerical representations, encoding features/properties of the entities. Despite the outstanding performance reported from different embedding learning algorithms, few efforts were devoted to structurally interpreting how features are encoded in the learned embedding space. This work proposes EmbeddingTree, a hierarchical embedding exploration algorithm that relates the semantics of entity features with the less-interpretable embedding vectors. An interactive visualization tool is also developed based on EmbeddingTree to explore high-dimensional embeddings. The tool helps users discover nuance features of data entities, perform feature denoising/injecting in embedding training, and generate embeddings for unseen entities. We demonstrate the efficacy of EmbeddingTree and our visualization tool through embeddings generated for industry-scale merchant data and the public 30Music listening/playlists dataset.
Sharpness-Aware Graph Collaborative Filtering
Chen, Huiyuan, Yeh, Chin-Chia Michael, Fan, Yujie, Zheng, Yan, Wang, Junpeng, Lai, Vivian, Das, Mahashweta, Yang, Hao
Graph Neural Networks (GNNs) have achieved impressive performance in collaborative filtering. However, GNNs tend to yield inferior performance when the distributions of training and test data are not aligned well. Also, training GNNs requires optimizing non-convex neural networks with an abundance of local and global minima, which may differ widely in their performance at test time. Thus, it is essential to choose the minima carefully. Here we propose an effective training schema, called {gSAM}, under the principle that the \textit{flatter} minima has a better generalization ability than the \textit{sharper} ones. To achieve this goal, gSAM regularizes the flatness of the weight loss landscape by forming a bi-level optimization: the outer problem conducts the standard model training while the inner problem helps the model jump out of the sharp minima. Experimental results show the superiority of our gSAM.
Visual Analytics For Machine Learning: A Data Perspective Survey
Wang, Junpeng, Liu, Shixia, Zhang, Wei
The past decade has witnessed a plethora of works that leverage the power of visualization (VIS) to interpret machine learning (ML) models. The corresponding research topic, VIS4ML, keeps growing at a fast pace. To better organize the enormous works and shed light on the developing trend of VIS4ML, we provide a systematic review of these works through this survey. Since data quality greatly impacts the performance of ML models, our survey focuses specifically on summarizing VIS4ML works from the data perspective. First, we categorize the common data handled by ML models into five types, explain the unique features of each type, and highlight the corresponding ML models that are good at learning from them. Second, from the large number of VIS4ML works, we tease out six tasks that operate on these types of data (i.e., data-centric tasks) at different stages of the ML pipeline to understand, diagnose, and refine ML models. Lastly, by studying the distribution of 143 surveyed papers across the five data types, six data-centric tasks, and their intersections, we analyze the prospective research directions and envision future research trends.
NicePIM: Design Space Exploration for Processing-In-Memory DNN Accelerators with 3D-Stacked-DRAM
Wang, Junpeng, Ge, Mengke, Ding, Bo, Xu, Qi, Chen, Song, Kang, Yi
With the widespread use of deep neural networks(DNNs) in intelligent systems, DNN accelerators with high performance and energy efficiency are greatly demanded. As one of the feasible processing-in-memory(PIM) architectures, 3D-stacked-DRAM-based PIM(DRAM-PIM) architecture enables large-capacity memory and low-cost memory access, which is a promising solution for DNN accelerators with better performance and energy efficiency. However, the low-cost characteristics of stacked DRAM and the distributed manner of memory access and data storing require us to rebalance the hardware design and DNN mapping. In this paper, we propose NicePIM to efficiently explore the design space of hardware architecture and DNN mapping of DRAM-PIM accelerators, which consists of three key components: PIM-Tuner, PIM-Mapper and Data-Scheduler. PIM-Tuner optimizes the hardware configurations leveraging a DNN model for classifying area-compliant architectures and a deep kernel learning model for identifying better hardware parameters. PIM-Mapper explores a variety of DNN mapping configurations, including parallelism between branches of DNN, DNN layer partitioning, DRAM capacity allocation and data layout pattern in DRAM to generate high-hardware-utilization DNN mapping schemes for various hardware configurations. The Data-Scheduler employs an integer-linear-programming-based data scheduling algorithm to alleviate the inter-PIM-node communication overhead of data-sharing brought by DNN layer partitioning. Experimental results demonstrate that NicePIM can optimize hardware configurations for DRAM-PIM systems effectively and can generate high-quality DNN mapping schemes with latency and energy cost reduced by 37% and 28% on average respectively compared to the baseline method.