No Arabic abstract
We consider the problem of modeling the dynamics of continuous spatial-temporal processes represented by irregular samples through both space and time. Such processes occur in sensor networks, citizen science, multi-robot systems, and many others. We propose a new deep model that is able to directly learn and predict over this irregularly sampled data, without voxelization, by leveraging a recent convolutional architecture for static point clouds. The model also easily incorporates the notion of multiple entities in the process. In particular, the model can flexibly answer prediction queries about arbitrary space-time points for different entities regardless of the distribution of the training or test-time data. We present experiments on real-world weather station data and battles between large armies in StarCraft II. The results demonstrate the models flexibility in answering a variety of query types and demonstrate improved performance and efficiency compared to state-of-the-art baselines.
The marriage of recurrent neural networks and neural ordinary differential networks (ODE-RNN) is effective in modeling irregularly-observed sequences. While ODE produces the smooth hidden states between observation intervals, the RNN will trigger a hidden state jump when a new observation arrives, thus cause the interpolation discontinuity problem. To address this issue, we propose the cubic spline smoothing compensation, which is a stand-alone module upon either the output or the hidden state of ODE-RNN and can be trained end-to-end. We derive its analytical solution and provide its theoretical interpolation error bound. Extensive experiments indicate its merits over both ODE-RNN and cubic spline interpolation.
Irregularly sampled time series (ISTS) data has irregular temporal intervals between observations and different sampling rates between sequences. ISTS commonly appears in healthcare, economics, and geoscience. Especially in the medical environment, the widely used Electronic Health Records (EHRs) have abundant typical irregularly sampled medical time series (ISMTS) data. Developing deep learning methods on EHRs data is critical for personalized treatment, precise diagnosis and medical management. However, it is challenging to directly use deep learning models for ISMTS data. On the one hand, ISMTS data has the intra-series and inter-series relations. Both the local and global structures should be considered. On the other hand, methods should consider the trade-off between task accuracy and model complexity and remain generality and interpretability. So far, many existing works have tried to solve the above problems and have achieved good results. In this paper, we review these deep learning methods from the perspectives of technology and task. Under the technology-driven perspective, we summarize them into two categories - missing data-based methods and raw data-based methods. Under the task-driven perspective, we also summarize them into two categories - data imputation-oriented and downstream task-oriented. For each of them, we point out their advantages and disadvantages. Moreover, we implement some representative methods and compare them on four medical datasets with two tasks. Finally, we discuss the challenges and opportunities in this area.
Electronic health record (EHR) data is sparse and irregular as it is recorded at irregular time intervals, and different clinical variables are measured at each observation point. In this work, we propose a multi-view features integration learning from irregular multivariate time series data by self-attention mechanism in an imputation-free manner. Specifically, we devise a novel multi-integration attention module (MIAM) to extract complex information inherent in irregular time series data. In particular, we explicitly learn the relationships among the observed values, missing indicators, and time interval between the consecutive observations, simultaneously. The rationale behind our approach is the use of human knowledge such as what to measure and when to measure in different situations, which are indirectly represented in the data. In addition, we build an attention-based decoder as a missing value imputer that helps empower the representation learning of the inter-relations among multi-view observations for the prediction task, which operates at the training phase only. We validated the effectiveness of our method over the public MIMIC-III and PhysioNet challenge 2012 datasets by comparing with and outperforming the state-of-the-art methods for in-hospital mortality prediction.
Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider unpredictable dynamics and highly variable lengths of these data but also important to address the irregularities in the sampling rates of MTS. Existing parametric approaches rely on manual hyperparameter tuning and may cost a huge amount of labor effort. Therefore, it is desirable to learn the representation automatically and efficiently. To this end, we propose an autonomous representation learning approach for multivariate time series (TimeAutoML) with irregular sampling rates and variable lengths. As opposed to previous works, we first present a representation learning pipeline in which the configuration and hyperparameter optimization are fully automatic and can be tailored for various tasks, e.g., anomaly detection, clustering, etc. Next, a negative sample generation approach and an auxiliary classification task are developed and integrated within TimeAutoML to enhance its representation capability. Extensive empirical studies on real-world datasets demonstrate that the proposed TimeAutoML outperforms competing approaches on various tasks by a large margin. In fact, it achieves the best anomaly detection performance among all comparison algorithms on 78 out of all 85 UCR datasets, acquiring up to 20% performance improvement in terms of AUC score.
Continuous, automated surveillance systems that incorporate machine learning models are becoming increasingly more common in healthcare environments. These models can capture temporally dependent changes across multiple patient variables and can enhance a clinicians situational awareness by providing an early warning alarm of an impending adverse event such as sepsis. However, most commonly used methods, e.g., XGBoost, fail to provide an interpretable mechanism for understanding why a model produced a sepsis alarm at a given time. The black-box nature of many models is a severe limitation as it prevents clinicians from independently corroborating those physiologic features that have contributed to the sepsis alarm. To overcome this limitation, we propose a generalized linear model (GLM) approach to fit a Granger causal graph based on the physiology of several major sepsis-associated derangements (SADs). We adopt a recently developed stochastic monotone variational inequality-based estimator coupled with forwarding feature selection to learn the graph structure from both continuous and discrete-valued as well as regularly and irregularly sampled time series. Most importantly, we develop a non-asymptotic upper bound on the estimation error for any monotone link function in the GLM. We conduct real-data experiments and demonstrate that our proposed method can achieve comparable performance to popular and powerful prediction methods such as XGBoost while simultaneously maintaining a high level of interpretability.