Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userExplaining Time Series Predictions with Dynamic Masks
358
0
0.0
(
0
)
Added by
Jonathan Crabb\\'e
Publication date
2021
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
How can we explain the predictions of a machine learning model? When the data is structured as a multivariate time series, this question induces additional difficulties such as the necessity for the explanation to embody the time dependency and the large number of inputs. To address these challenges, we propose dynamic masks (Dynamask). This method produces instance-wise importance scores for each feature at each time step by fitting a perturbation mask to the input sequence. In order to incorporate the time dependency of the data, Dynamask studies the effects of dynamic perturbation operators. In order to tackle the large number of inputs, we propose a scheme to make the feature selection parsimonious (to select no more feature than necessary) and legible (a notion that we detail by making a parallel with information theory). With synthetic and real-world data, we demonstrate that the dynamic underpinning of Dynamask, together with its parsimony, offer a neat improvement in the identification of feature importance over time. The modularity of Dynamask makes it ideal as a plug-in to increase the transparency of a wide range of machine learning models in areas such as medicine and finance, where time series are abundant.
rate research
Read More
Time series modeling has attracted extensive research efforts; however, achieving both reliable efficiency and interpretability from a unified model still remains a challenging problem. Among the literature, shapelets offer interpretable and explanatory insights in the classification tasks, while most existing works ignore the differing representative power at different time slices, as well as (more importantly) the evolution pattern of shapelets. In this paper, we propose to extract time-aware shapelets by designing a two-level timing factor. Moreover, we define and construct the shapelet evolution graph, which captures how shapelets evolve over time and can be incorporated into the time series embeddings by graph embedding algorithms. To validate whether the representations obtained in this way can be applied effectively in various scenarios, we conduct experiments based on three public time series datasets, and two real-world datasets from different domains. Experimental results clearly show the improvements achieved by our approach compared with 17 state-of-the-art baselines.
Explaining neural network models is important for increasing their trustworthiness in real-world applications. Most existing methods generate post-hoc explanations for neural network models by identifying individual feature attributions or detecting interactions between adjacent features. However, for models with text pairs as inputs (e.g., paraphrase identification), existing methods are not sufficient to capture feature interactions between two texts and their simple extension of computing all word-pair interactions between two texts is computationally inefficient. In this work, we propose the Group Mask (GMASK) method to implicitly detect word correlations by grouping correlated words from the input text pair together and measure their contribution to the corresponding NLP tasks as a whole. The proposed method is evaluated with two different model architectures (decomposable attention model and BERT) across four datasets, including natural language inference and paraphrase identification tasks. Experiments show the effectiveness of GMASK in providing faithful explanations to these models.
Explanation methods applied to sequential models for multivariate time series prediction are receiving more attention in machine learning literature. While current methods perform well at providing instance-wise explanations, they struggle to efficiently and accurately make attributions over long periods of time and with complex feature interactions. We propose WinIT, a framework for evaluating feature importance in time series prediction settings by quantifying the shift in predictive distribution over multiple instances in a windowed setting. Comprehensive empirical evidence shows our method improves on the previous state-of-the-art, FIT, by capturing temporal dependencies in feature importance. We also demonstrate how the solution improves the appropriate attribution of features within time steps, which existing interpretability methods often fail to do. We compare with baselines on simulated and real-world clinical data. WinIT achieves 2.47x better performance than FIT and other feature importance methods on real-world clinical MIMIC-mortality task. The code for this work is available at https://github.com/layer6ai-labs/WinIT.
Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTSs individually, and do not leverage the dynamic distributions underlying the MTSs, leading to sub-optimal results when the sparsity is high. To address this challenge, we propose a novel generative model, which tracks the transition of latent clusters, instead of isolated feature representations, to achieve robust modeling. It is characterized by a newly designed dynamic Gaussian mixture distribution, which captures the dynamics of clustering structures, and is used for emitting timeseries. The generative model is parameterized by neural networks. A structured inference network is also designed for enabling inductive analysis. A gating mechanism is further introduced to dynamically tune the Gaussian mixture distributions. Extensive experimental results on a variety of real-life datasets demonstrate the effectiveness of our method.
Over the past decade, multivariate time series classification (MTSC) has received great attention with the advance of sensing techniques. Current deep learning methods for MTSC are based on convolutional and recurrent neural network, with the assumption that time series variables have the same effect to each other. Thus they cannot model the pairwise dependencies among variables explicitly. Whats more, current spatial-temporal modeling methods based on GNNs are inherently flat and lack the capability of aggregating node information in a hierarchical manner. To address this limitation and attain expressive global representation of MTS, we propose a graph pooling based framework MTPool and view MTSC task as graph classification task. With graph structure learning and temporal convolution, MTS slices are converted to graphs and spatial-temporal features are extracted. Then, we propose a novel graph pooling method, which uses an ``encoder-decoder mechanism to generate adaptive centroids for cluster assignments. GNNs and graph pooling layers are used for joint graph representation learning and graph coarsening. With multiple graph pooling layers, the input graphs are hierachically coarsened to one node. Finally, differentiable classifier takes this coarsened one-node graph as input to get the final predicted class. Experiments on 10 benchmark datasets demonstrate MTPool outperforms state-of-the-art methods in MTSC tasks.
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
