arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2401.08552cs.LGcs.AI
收藏

通过对比与局部稀疏扰动解释时间序列

Explaining Time Series via Contrastive and Locally Sparse Perturbations

Nanjing University(南京大学);Ailibaba Group(阿里巴巴集团);Pennsylvania State University(宾夕法尼亚州立大学);Tsinghua University(清华大学);Florida International University(佛罗里达国际大学);New Jersey Institute of Technology(新泽西理工学院);A*STAR(新加坡科技研究局);The University of Hong Kong(香港大学)

Zichuan Liu, Yingying Zhang, Tianchun Wang, Zefan Wang, Dongsheng Luo, Mengnan Du, Min Wu, Yi Wang, Chunlin Chen, Lunting Fan, Qingsong Wen

AI总结:

针对多变量时间序列解释的分布偏移等挑战,提出结合对比学习与样本特定稀疏门控的局部稀疏模型ContraLSP,生成更优解释掩码,在合成与真实数据集上表现超越现有最优模型。

摘要:

解释多变量时间序列是一项复合挑战,因为它需要识别时间序列中的重要位置并匹配复杂的时间模式。尽管以往基于显著性的方法已应对这些挑战,但其扰动可能无法缓解分布偏移问题,这在异质样本中尤其不可避免。我们提出ContraLSP,这是一种局部稀疏模型,通过引入反事实样本构建无信息扰动,同时利用对比学习维持分布。此外,我们加入了样本特定的稀疏门控,以生成更偏二元且平滑的掩码,这类掩码能轻松整合时间趋势并简约地选择显著特征。在合成数据集与真实数据集上的实证研究表明,ContraLSP优于当前最优模型,在时间序列数据的解释质量上实现了大幅提升。源代码可在https://github.com/zichuan-liu/ContraLSP获取。

英文摘要:

Explaining multivariate time series is a compound challenge, as it requires identifying important locations in the time series and matching complex temporal patterns. Although previous saliency-based methods addressed the challenges, their perturbation may not alleviate the distribution shift issue, which is inevitable especially in heterogeneous samples. We present ContraLSP, a locally sparse model that introduces counterfactual samples to build uninformative perturbations but keeps distribution using contrastive learning. Furthermore, we incorporate sample-specific sparse gates to generate more binary-skewed and smooth masks, which easily integrate temporal trends and select the salient features parsimoniously. Empirical studies on both synthetic and real-world datasets show that ContraLSP outperforms state-of-the-art models, demonstrating a substantial improvement in explanation quality for time series data. The source code is available at \url{https://github.com/zichuan-liu/ContraLSP}.

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。

↑