Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userOn the Post-hoc Explainability of Deep Echo State Networks for Time Series Forecasting, Image and Video Classification
130
0
0.0
(
0
)
Added by
Javier Del Ser Dr.
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Since their inception, learning techniques under the Reservoir Computing paradigm have shown a great modeling capability for recurrent systems without the computing overheads required for other approaches. Among them, different flavors of echo state networks have attracted many stares through time, mainly due to the simplicity and computational efficiency of their learning algorithm. However, these advantages do not compensate for the fact that echo state networks remain as black-box models whose decisions cannot be easily explained to the general audience. This work addresses this issue by conducting an explainability study of Echo State Networks when applied to learning tasks with time series, image and video data. Specifically, the study proposes three different techniques capable of eliciting understandable information about the knowledge grasped by these recurrent models, namely, potential memory, temporal patterns and pixel absence effect. Potential memory addresses questions related to the effect of the reservoir size in the capability of the model to store temporal information, whereas temporal patterns unveils the recurrent relationships captured by the model over time. Finally, pixel absence effect attempts at evaluating the effect of the absence of a given pixel when the echo state network model is used for image and video classification. We showcase the benefits of our proposed suite of techniques over three different domains of applicability: time series modeling, image and, for the first time in the related literature, video classification. Our results reveal that the proposed techniques not only allow for a informed understanding of the way these models work, but also serve as diagnostic tools capable of detecting issues inherited from data (e.g. presence of hidden bias).
rate research
Read More
Time series forecasting is essential for decision making in many domains. In this work, we address the challenge of predicting prices evolution among multiple potentially interacting financial assets. A solution to this problem has obvious importance for governments, banks, and investors. Statistical methods such as Auto Regressive Integrated Moving Average (ARIMA) are widely applied to these problems. In this paper, we propose to approach economic time series forecasting of multiple financial assets in a novel way via video prediction. Given past prices of multiple potentially interacting financial assets, we aim to predict the prices evolution in the future. Instead of treating the snapshot of prices at each time point as a vector, we spatially layout these prices in 2D as an image, such that we can harness the power of CNNs in learning a latent representation for these financial assets. Thus, the history of these prices becomes a sequence of images, and our goal becomes predicting future images. We build on a state-of-the-art video prediction method for forecasting future images. Our experiments involve the prediction task of the price evolution of nine financial assets traded in U.S. stock markets. The proposed method outperforms baselines including ARIMA, Prophet, and variations of the proposed method, demonstrating the benefits of harnessing the power of CNNs in the problem of economic time series forecasting.
Prediction based on Irregularly Sampled Time Series (ISTS) is of wide concern in the real-world applications. For more accurate prediction, the methods had better grasp more data characteristics. Different from ordinary time series, ISTS is characterised with irregular time intervals of intra-series and different sampling rates of inter-series. However, existing methods have suboptimal predictions due to artificially introducing new dependencies in a time series and biasedly learning relations among time series when modeling these two characteristics. In this work, we propose a novel Time Encoding (TE) mechanism. TE can embed the time information as time vectors in the complex domain. It has the the properties of absolute distance and relative distance under different sampling rates, which helps to represent both two irregularities of ISTS. Meanwhile, we create a new model structure named Time Encoding Echo State Network (TE-ESN). It is the first ESNs-based model that can process ISTS data. Besides, TE-ESN can incorporate long short-term memories and series fusion to grasp horizontal and vertical relations. Experiments on one chaos system and three real-world datasets show that TE-ESN performs better than all baselines and has better reservoir property.
As black box explanations are increasingly being employed to establish model credibility in high stakes settings, it is important to ensure that these explanations are accurate and reliable. However, prior work demonstrates that explanations generated by state-of-the-art techniques are inconsistent, unstable, and provide very little insight into their correctness and reliability. In addition, these methods are also computationally inefficient, and require significant hyper-parameter tuning. In this paper, we address the aforementioned challenges by developing a novel Bayesian framework for generating local explanations along with their associated uncertainty. We instantiate this framework to obtain Bayesi
Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time series forecasting whereby the non-linear emission model and transition model are parameterized by networks and the dependency is modeled by recurrent neural nets. We take the automatic relevance determination (ARD) view and devise a network to exploit the exogenous variables in addition to time series. In particular, our ARD network can incorporate the uncertainty of the exogenous variables and eventually helps identify useful exogenous variables and suppress those irrelevant for forecasting. The distribution of multi-step ahead forecasts are approximated by Monte Carlo simulation. We show in experiments that our model produces accurate and sharp probabilistic forecasts. The estimated uncertainty of our forecasting also realistically increases over time, in a spontaneous manner.
A challenging part of dynamic probabilistic risk assessment for nuclear power plants is the need for large amounts of temporal simulations given various initiating events and branching conditions from which representative feature extraction becomes complicated for subsequent applications. Artificial Intelligence techniques have been shown to be powerful tools in time-dependent sequential data processing to automatically extract and yield complex features from large data. An advanced temporal neural network referred to as the Transformer is used within a supervised learning fashion to model the time-dependent NPP simulation data and to infer whether a given sequence of events leads to core damage or not. The training and testing datasets for the Transformer are obtained by running 10,000 RELAP5-3D NPP blackout simulations with the list of variables obtained from the RAVEN software. Each simulation is classified as OK or CORE DAMAGE based on the consequence. The results show that the Transformer can learn the characteristics of the sequential data and yield promising performance with approximately 99% classification accuracy on the testing dataset.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
