We introduce the Deep Convolutional Interpreter for Time Series (DCIts), a deep-learning architecture for nonlinear multivariate time series that provides sample-specific, locally interpretable descriptions of the underlying interaction structure. Unlike standard black-box forecasters, DCIts learns a time- and lag-dependent transition tensor explicitly factorized into two components: a Focuser, which selects relevant source series and time lags via a sparse masking mechanism, and a Modeler, which assigns signed coefficients to these selected interactions. This decomposition yields a local lag-adjacency structure and signed source-lag contributions for every forecast instance, enabling direct inspection of effective connectivity; when higher-order branches are activated, the same framework yields order-resolved elementwise polynomial contributions. Architecturally, DCIts uses a diverse bank of convolutional filters to capture temporal and cross-variable dependencies, which are mapped through a bottleneck network to the transition tensor. On controlled benchmark datasets with a known interaction structure, we demonstrate that DCIts achieves competitive forecasting error relative to a strong interpretable baseline while recovering stable, signed, lag-resolved interaction patterns. The framework thus prioritizes intrinsic interpretability, using forecasting accuracy as a faithfulness constraint rather than the sole objective.
Multivariate time series classification is a task with increasing importance due to the proliferation of new problems in various fields (economy, health, energy, transport, crops, etc.) where a large number of information sources are available. Direct extrapolation of methods that traditionally worked in univariate environments cannot frequently be applied to obtain the best results in multivariate problems. This is mainly due to the inability of these methods to capture the relationships between the different variables that conform a multivariate time series. The multivariate proposals publis…
Xsensor Technology Corp（Xsensor科技公司）；University of Alberta（阿尔伯塔大学）
Multivariate time series classification is a high value and well-known problem in machine learning community. Feature extraction is a main step in classification tasks. Traditional approaches employ hand-crafted features for classification while convolutional neural networks (CNN) are able to extract features automatically. In this paper, we use dilated convolutional neural network for multivariate time series classification. To deploy dilated CNN, a multivariate time series is transformed into an image-like style and stacks of dilated and strided convolutions are applied to extract in and bet…
Time Series forecasting (univariate and multivariate) is a problem of high complexity due the different patterns that have to be detected in the input, ranging from high to low frequencies ones. In this paper we propose a new model for timeseries prediction that utilizes convolutional layers for feature extraction, a recurrent encoder and a linear autoregressive component. We motivate the model and we test and compare it against a baseline of widely used existing architectures for univariate and multivariate timeseries. The proposed model appears to outperform the baselines in almost every cas…
North Carolina State University（北卡罗来纳州立大学）；Intuit Inc.（财捷公司）
Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and noisy. This paper presents a novel unsupervised deep learning architecture for multivariate time series anomaly detection, called Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN). It extends recent advancements in GANs with adoption of convolutional-LSTM layers and an attention mechanism to produce state-of-the-art performance. We condu…
Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN) and Attention LSTM-FCN (ALSTM-FCN), into a multivariate time series classification model by augmenting the fully convolutional block with a squeeze-and-excitation block to further improve accuracy. Our proposed models outperform most state-of-the-art models while requiring minimum preprocessing. The proposed models work efficiently on various complex multiv…
Multivariate Time Series (MTS) classification has gained importance over the past decade with the increase in the number of temporal datasets in multiple domains. The current state-of-the-art MTS classifier is a heavyweight deep learning approach, which outperforms the second-best MTS classifier only on large datasets. Moreover, this deep learning approach cannot provide faithful explanations as it relies on post hoc model-agnostic explainability methods, which could prevent its use in numerous applications. In this paper, we present XCM, an eXplainable Convolutional neural network for MTS cla…
University of Notre Dame（圣母大学）；NEC Laboratories America, Inc.（NEC美国实验室公司）；Columbia University（哥伦比亚大学）
Nowadays, multivariate time series data are increasingly collected in various real world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different level…
CRITS: Convolutional Rectifier for Interpretable Time Series Classification
Department of Computer and Systems Sciences, Stockholm University（斯德哥尔摩大学计算机与系统科学系）；Department of Computer Science and Engineering, University of Oviedo（奥维多大学计算机科学与工程系）
Time series anomaly detection plays a critical role in automated monitoring systems. Most previous deep learning efforts related to time series anomaly detection were based on recurrent neural networks (RNN). In this paper, we propose a time series segmentation approach based on convolutional neural networks (CNN) for anomaly detection. Moreover, we propose a transfer learning framework that pretrains a model on a large-scale synthetic univariate time series data set and then fine-tunes its weights on small-scale, univariate or multivariate data sets with previously unseen classes of anomalies…
While it is an important problem to identify the existence of causal associations between two components of a multivariate time series, a topic addressed in Runge et al. (2012), it is even more important to assess the strength of their association in a meaningful way. In the present article we focus on the problem of defining a meaningful coupling strength using information theoretic measures and demonstrate the short-comings of the well-known mutual information and transfer entropy. Instead, we propose a certain time-delayed conditional mutual information, the momentary information transfer (…
Ecole Normale Supérieure de Cachan（卡尚高等师范学院）；CNRS（法国国家科学研究中心）；Université Paris-Saclay（巴黎-萨克雷大学）；Université Paris 13（巴黎第十三大学）
This paper introduces a new multivariate convolutional sparse coding based on tensor algebra with a general model enforcing both element-wise sparsity and low-rankness of the activations tensors. By using the CP decomposition, this model achieves a significantly more efficient encoding of the multivariate signal-particularly in the high order/ dimension setting-resulting in better performance. We prove that our model is closely related to the Kruskal tensor regression problem, offering interesting theoretical guarantees to our setting. Furthermore, we provide an efficient optimization algorith…
Interpretable Feature Learning in Multivariate Big Data Analysis for Network Monitoring
Research Centre for Information and Communication Technologies (CITIC-UGR), University of Granada（格拉纳达大学）；Chemometrics Group, University of Copenhagen（哥本哈根大学）；Dartmouth College（达特茅斯学院）
Hybrid Bernstein Normalizing Flows for Flexible Multivariate Density Regression with Interpretable Marginals
Institute for Applied Research HTWG - University of Applied Sciences（应用研究研究所 HTWG - 高等专业学院）；Chair of Statistics and Campus Institute Data Science (CIDAS) University of Göttingen（统计学教授及校园数据科学研究所 (CIDAS) 雷姆森大学）；Department of Statistics LMU Munich（统计学系 慕尼黑大学）；Munich Center for Machine Learning (MCML)（慕尼黑机器学习中心）
On the one hand, artificial neural networks (ANNs) are commonly labelled as black-boxes, lacking interpretability; an issue that hinders human understanding of ANNs' behaviors. A need exists to generate a meaningful sequential logic of the ANN for interpreting a production process of a specific output. On the other hand, decision trees exhibit better interpretability and expressive power due to their representation language and the existence of efficient algorithms to transform the trees into rules. However, growing a decision tree based on the available data could produce larger than necessar…
In this work, we provide a new formulation for Graph Convolutional Neural Networks (GCNNs) for link prediction on graph data that addresses common challenges for biomedical knowledge graphs (KGs). We introduce a regularized attention mechanism to GCNNs that not only improves performance on clean datasets, but also favorably accommodates noise in KGs, a pervasive issue in real-world applications. Further, we explore new visualization methods for interpretable modelling and to illustrate how the learned representation can be exploited to automate dataset denoising. The results are demonstrated o…
LTCI, Télécom ParisTech, Université Paris-Saclay（LTCI，巴黎高等电信学院，巴黎萨克雷大学）；INRIA, Université Paris Saclay（法国国家信息与自动化研究所，巴黎萨克雷大学）
Frequency-specific patterns of neural activity are traditionally interpreted as sustained rhythmic oscillations, and related to cognitive mechanisms such as attention, high level visual processing or motor control. While alpha waves (8-12 Hz) are known to closely resemble short sinusoids, and thus are revealed by Fourier analysis or wavelet transforms, there is an evolving debate that electromagnetic neural signals are composed of more complex waveforms that cannot be analyzed by linear filters and traditional signal representations. In this paper, we propose to learn dedicated representations…
A lot of effort is currently made to provide methods to analyze and understand deep neural network impressive performances for tasks such as image or text classification. These methods are mainly based on visualizing the important input features taken into account by the network to build a decision. However these techniques, let us cite LIME, SHAP, Grad-CAM, or TDS, require extra effort to interpret the visualization with respect to expert knowledge. In this paper, we propose a novel approach to inspect the hidden layers of a fitted CNN in order to extract interpretable linguistic objects from…
Model interpretability is a requirement in many applications in which crucial decisions are made by users relying on a model's outputs. The recent movement for "algorithmic fairness" also stipulates explainability, and therefore interpretability of learning models. And yet the most successful contemporary Machine Learning approaches, the Deep Neural Networks, produce models that are highly non-interpretable. We attempt to address this challenge by proposing a technique called CNN-INTE to interpret deep Convolutional Neural Networks (CNN) via meta-learning. In this work, we interpret a specific…
Graph Convolutional Network (GCN) has achieved extraordinary success in learning effective task-specific representations of nodes in graphs. However, regarding Heterogeneous Information Network (HIN), existing HIN-oriented GCN methods still suffer from two deficiencies: (1) they cannot flexibly explore all possible meta-paths and extract the most useful ones for a target object, which hinders both effectiveness and interpretability; (2) they often need to generate intermediate meta-path based dense graphs, which leads to high computational complexity. To address the above issues, we propose an…
German Research Center for Artificial Intelligence（德国人工智能研究中心）；Saarland University（萨尔兰大学）
Learning meaningful representations of data is an important aspect of machine learning and has recently been successfully applied to many domains like language understanding or computer vision. Instead of training a model for one specific task, representation learning is about training a model to capture all useful information in the underlying data and make it accessible for a predictor. For predictive process analytics, it is essential to have all explanatory characteristics of a process instance available when making predictions about the future, as well as for clustering and anomaly detect…
Technical University of Denmark（丹麦技术大学）；Danish Research Centre for Magnetic Resonance（丹麦磁共振研究中心）
Sleep studies are important for diagnosing sleep disorders such as insomnia, narcolepsy or sleep apnea. They rely on manual scoring of sleep stages from raw polisomnography signals, which is a tedious visual task requiring the workload of highly trained professionals. Consequently, research efforts to purse for an automatic stage scoring based on machine learning techniques have been carried out over the last years. In this work, we resort to multitaper spectral analysis to create visually interpretable images of sleep patterns from EEG signals as inputs to a deep convolutional network trained…
Purpose: Manual feedback from senior surgeons observing less experienced trainees is a laborious task that is very expensive, time-consuming and prone to subjectivity. With the number of surgical procedures increasing annually, there is an unprecedented need to provide an accurate, objective and automatic evaluation of trainees' surgical skills in order to improve surgical practice. Methods: In this paper, we designed a convolutional neural network (CNN) to classify surgical skills by extracting latent patterns in the trainees' motions performed during robotic surgery. The method is validated …
Shanghai Jiao Tong University（上海交通大学）；University of California, Los Angeles（加州大学洛杉矶分校）
This paper proposes a generic method to learn interpretable convolutional filters in a deep convolutional neural network (CNN) for object classification, where each interpretable filter encodes features of a specific object part. Our method does not require additional annotations of object parts or textures for supervision. Instead, we use the same training data as traditional CNNs. Our method automatically assigns each interpretable filter in a high conv-layer with an object part of a certain category during the learning process. Such explicit knowledge representations in conv-layers of CNN h…
Groupe Renault（雷诺集团）；CREST（法国经济与统计研究中心）；Univ Rennes（雷恩大学）；CNRS（法国国家科学研究中心）；IRMAR（雷恩数学研究所）；Ensai（法国国立统计与信息分析学院）
We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations could be measured with error at discrete, and possibly random, points in the definition domain. The idea is to build a set of binary trees by recursive splitting of the observations. The number of groups are determined in a data-driven way. The new algorithm provides easily interpretable results and fast predictions for online data sets. Results on simulated datasets reveal good performance in various complex settings. …
Center for Data Science（数据科学中心）；New York University（纽约大学）；Center for Neural Science（神经科学中心）；Howard Hughes Medical Institute（霍华德·休斯医学研究所）；Courant Inst. of Mathematical Sciences（库朗数学科学研究所）
Deep convolutional networks often append additive constant ("bias") terms to their convolution operations, enabling a richer repertoire of functional mappings. Biases are also used to facilitate training, by subtracting mean response over batches of training images (a component of "batch normalization"). Recent state-of-the-art blind denoising methods (e.g., DnCNN) seem to require these terms for their success. Here, however, we show that these networks systematically overfit the noise levels for which they are trained: when deployed at noise levels outside the training range, performance degr…
Motivation: Drug discovery demands rapid quantification of compound-protein interaction (CPI). However, there is a lack of methods that can predict compound-protein affinity from sequences alone with high applicability, accuracy, and interpretability. Results: We present a seamless integration of domain knowledges and learning-based approaches. Under novel representations of structurally-annotated protein sequences, a semi-supervised deep learning model that unifies recurrent and convolutional neural networks has been proposed to exploit both unlabeled and labeled data, for jointly encoding mo…
Exploratory analysis of time series data can yield a better understanding of complex dynamical systems. Granger causality is a practical framework for analysing interactions in sequential data, applied in a wide range of domains. In this paper, we propose a novel framework for inferring multivariate Granger causality under nonlinear dynamics based on an extension of self-explaining neural networks. This framework is more interpretable than other neural-network-based techniques for inferring Granger causality, since in addition to relational inference, it also allows detecting signs of Granger-…
