arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.01667cs.LGeess.SPstat.ML
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基于线性模型和多分辨率多域符号表示的可解释时间序列分类

Interpretable Time Series Classification using Linear Models and Multi-resolution Multi-domain Symbolic Representations

Insight Centre for Data Analytics(洞察数据分析中心);University College Dublin(都柏林大学学院)

Thach Le Nguyen, Severin Gsponer, Iulia Ilie, Martin O'Reilly, Georgiana Ifrim

摘要:

时间序列分类文献在过去十年中迅速扩展,每年都有许多新的分类方法出版。以往的研究主要集中在提高分类器的准确性和效率上,而对分类器的可解释性则有所忽视。分类器的这一方面对于许多应用领域来说已经变得至关重要,2018年欧盟GDPR立法的引入可能会进一步强调可解释的学习算法的重要性。目前,最先进的分类精度是通过基于大型集成(COTE)或深度神经网络(FCN)的非常复杂的模型来实现的。这些方法在时间或空间方面效率不高,难以解释,并且不能应用于可变长度的时间序列,需要将原始序列预处理为固定长度。在本文中,我们提出了新的时间序列分类算法,以解决这些差距。我们的方法是基于时间序列的符号表示,有效的序列挖掘算法和线性分类模型。我们的线性模型与深度学习模型一样准确,但在运行时间和内存方面更有效,可以处理可变长度的时间序列,并且可以通过突出原始时间序列上的区别性符号特征来解释。我们表明,我们的多分辨率多域线性分类器(mtSS-SEQL+LR)实现了与最先进的COTE集成和最近的深度学习方法(FCN,ResNet)相似的准确性,但使用COTE或深度模型所需的时间和内存的一小部分。为了进一步分析我们的分类器的可解释性,我们提出了一个案例研究的作者收集的人体运动数据集。我们发布所有结果、源代码和数据,以鼓励可重复性。

英文摘要:

The time series classification literature has expanded rapidly over the last decade, with many new classification approaches published each year. Prior research has mostly focused on improving the accuracy and efficiency of classifiers, with interpretability being somewhat neglected. This aspect of classifiers has become critical for many application domains and the introduction of the EU GDPR legislation in 2018 is likely to further emphasize the importance of interpretable learning algorithms. Currently, state-of-the-art classification accuracy is achieved with very complex models based on large ensembles (COTE) or deep neural networks (FCN). These approaches are not efficient with regard to either time or space, are difficult to interpret and cannot be applied to variable-length time series, requiring pre-processing of the original series to a set fixed-length. In this paper we propose new time series classification algorithms to address these gaps. Our approach is based on symbolic representations of time series, efficient sequence mining algorithms and linear classification models. Our linear models are as accurate as deep learning models but are more efficient regarding running time and memory, can work with variable-length time series and can be interpreted by highlighting the discriminative symbolic features on the original time series. We show that our multi-resolution multi-domain linear classifier (mtSS-SEQL+LR) achieves a similar accuracy to the state-of-the-art COTE ensemble, and to recent deep learning methods (FCN, ResNet), but uses a fraction of the time and memory required by either COTE or deep models. To further analyse the interpretability of our classifier, we present a case study on a human motion dataset collected by the authors. We release all the results, source code and data to encourage reproducibility.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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