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E2USD: Efficient-yet-effective Unsupervised State Detection for Multivariate Time Series

Lai, Zhichen, Li, Huan, Zhang, Dalin, Zhao, Yan, Qian, Weizhu, Jensen, Christian S.

arXiv.org Artificial Intelligence

Cyber-physical system sensors emit multivariate time series (MTS) that monitor physical system processes. Such time series generally capture unknown numbers of states, each with a different duration, that correspond to specific conditions, e.g., "walking" or "running" in human-activity monitoring. Unsupervised identification of such states facilitates storage and processing in subsequent data analyses, as well as enhances result interpretability. Existing state-detection proposals face three challenges. First, they introduce substantial computational overhead, rendering them impractical in resourceconstrained or streaming settings. Second, although state-of-the-art (SOTA) proposals employ contrastive learning for representation, insufficient attention to false negatives hampers model convergence and accuracy. Third, SOTA proposals predominantly only emphasize offline non-streaming deployment, we highlight an urgent need to optimize online streaming scenarios. We propose E2Usd that enables efficient-yet-accurate unsupervised MTS state detection. E2Usd exploits a Fast Fourier Transform-based Time Series Compressor (fftCompress) and a Decomposed Dual-view Embedding Module (ddEM) that together encode input MTSs at low computational overhead. Additionally, we propose a False Negative Cancellation Contrastive Learning method (fnccLearning) to counteract the effects of false negatives and to achieve more cluster-friendly embedding spaces. To reduce computational overhead further in streaming settings, we introduce Adaptive Threshold Detection (adaTD). Comprehensive experiments with six baselines and six datasets offer evidence that E2Usd is capable of SOTA accuracy at significantly reduced computational overhead.


Adaptive Temporal Difference Learning with Linear Function Approximation

Sun, Tao, Shen, Han, Chen, Tianyi, Li, Dongsheng

arXiv.org Machine Learning

This paper revisits the celebrated temporal difference (TD) learning algorithm for the policy evaluation in reinforcement learning. Typically, the performance of the plain-vanilla TD algorithm is sensitive to the choice of stepsizes. Oftentimes, TD suffers from slow convergence. Motivated by the tight connection between the TD learning algorithm and the stochastic gradient methods, we develop the first adaptive variant of the TD learning algorithm with linear function approximation that we term AdaTD. In contrast to the original TD, AdaTD is robust or less sensitive to the choice of stepsizes. Analytically, we establish that to reach an $\epsilon$ accuracy, the number of iterations needed is $\tilde{O}(\epsilon^2\ln^4\frac{1}{\epsilon}/\ln^4\frac{1}{\rho})$, where $\rho$ represents the speed of the underlying Markov chain converges to the stationary distribution. This implies that the iteration complexity of AdaTD is no worse than that of TD in the worst case. Going beyond TD, we further develop an adaptive variant of TD($\lambda$), which is referred to as AdaTD($\lambda$). We evaluate the empirical performance of AdaTD and AdaTD($\lambda$) on several standard reinforcement learning tasks in OpenAI Gym on both linear and nonlinear function approximation, which demonstrate the effectiveness of our new approaches over existing ones.