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arXiv 2302.06375cs.LGcs.AI
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一个Transformer处理所有时间序列:表示与训练时间相关的异构表格数据

One Transformer for All Time Series: Representing and Training with Time-Dependent Heterogeneous Tabular Data

Prometeia Spa(Prometeia公司);Prometeia Associazione(Prometeia协会);University of Modena and Reggio Emilia(摩德纳和雷焦艾米利亚大学);University of Padova(帕多瓦大学);Istituto di Informatica e Telematica CNR(意大利国家研究委员会信息与远程信息处理研究所)

Simone Luetto, Fabrizio Garuti, Enver Sangineto, Lorenzo Forni, Rita Cucchiara

AI总结:

本文提出一种Transformer架构,用频率函数表示数值特征,并以统一损失函数训练异构时间相关表格数据,解决类别与数值混合带来的建模难题。

摘要:

近年来,将深度学习技术应用于表格数据以复制其他人工智能领域在该结构化领域所取得的成功,引起了越来越多的关注。特别值得关注的是表格数据具有时间依赖性的情况,例如金融交易。然而,表格值的异构性,即类别元素与数值项混合在一起,使得这种适配变得困难。在本文中,我们提出了一种Transformer架构来表示异构的时间相关表格数据,其中数值特征使用一组频率函数来表示,并且整个网络使用唯一的损失函数进行统一训练。

英文摘要:

There is a recent growing interest in applying Deep Learning techniques to tabular data, in order to replicate the success of other Artificial Intelligence areas in this structured domain. Specifically interesting is the case in which tabular data have a time dependence, such as, for instance financial transactions. However, the heterogeneity of the tabular values, in which categorical elements are mixed with numerical items, makes this adaptation difficult. In this paper we propose a Transformer architecture to represent heterogeneous time-dependent tabular data, in which numerical features are represented using a set of frequency functions and the whole network is uniformly trained with a unique loss function.

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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