Detecting abrupt changes in data distribution is one of the most significant tasks in streaming data analysis. Although many unsupervised Change-Point Detection (CPD) methods have been proposed recently to identify those changes, they still suffer from missing subtle changes, poor scalability, or/and sensitive to noise points. To meet these challenges, we are the first to generalise the CPD problem as a special case of the Change-Interval Detection (CID) problem. Then we propose a CID method, named iCID, based on a recent Isolation Distributional Kernel (IDK). iCID identifies the change interval if there is a high dissimilarity score between two non-homogeneous temporal adjacent intervals. The data-dependent property and finite feature map of IDK enabled iCID to efficiently identify various types of change points in data streams with the tolerance of noise points. Moreover, the proposed online and offline versions of iCID have the ability to optimise key parameter settings. The effectiveness and efficiency of iCID have been systematically verified on both synthetic and real-world datasets.
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Ordinary Differential Equations (ODE)-based models have become popular foundation models to solve many time-series problems. Combining neural ODEs with traditional RNN models has provided the best representation for irregular time series. However, ODE-based models require the trajectory of hidden states to be defined based on the initial observed value or the last available observation. This fact raises questions about how long the generated hidden state is sufficient and whether it is effective when long sequences are used instead of the typically used shorter sequences. In this article, we introduce CrossPyramid, a novel ODE-based model that aims to enhance the generalizability of sequences representation. CrossPyramid does not rely only on the hidden state from the last observed value; it also considers ODE latent representations learned from other samples. The main idea of our proposed model is to define the hidden state for the unobserved values based on the non-linear correlation between samples. Accordingly, CrossPyramid is built with three distinctive parts: (1) ODE Auto-Encoder to learn the best data representation. (2) Pyramidal attention method to categorize the learned representations (hidden state) based on the relationship characteristics between samples. (3) Cross-level ODE-RNN to integrate the previously learned information and provide the final latent state for each sample. Through extensive experiments on partially-observed synthetic and real-world datasets, we show that the proposed architecture can effectively model the long gaps in intermittent series and outperforms state-of-the-art approaches. The results show an average improvement of 10\% on univariate and multivariate datasets for both forecasting and classification tasks.
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Predicting the health risks of patients using Electronic Health Records (EHR) has attracted considerable attention in recent years, especially with the development of deep learning techniques. Health risk refers to the probability of the occurrence of a specific health outcome for a specific patient. The predicted risks can be used to support decision-making by healthcare professionals. EHRs are structured patient journey data. Each patient journey contains a chronological set of clinical events, and within each clinical event, there is a set of clinical/medical activities. Due to variations of patient conditions and treatment needs, EHR patient journey data has an inherently high degree of missingness that contains important information affecting relationships among variables, including time. Existing deep learning-based models generate imputed values for missing values when learning the relationships. However, imputed data in EHR patient journey data may distort the clinical meaning of the original EHR patient journey data, resulting in classification bias. This paper proposes a novel end-to-end approach to modeling EHR patient journey data with Integrated Convolutional and Recurrent Neural Networks. Our model can capture both long- and short-term temporal patterns within each patient journey and effectively handle the high degree of missingness in EHR data without any imputation data generation. Extensive experimental results using the proposed model on two real-world datasets demonstrate robust performance as well as superior prediction accuracy compared to existing state-of-the-art imputation-based prediction methods.
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在本文中,我们提出了一条新型的管道,该管道利用语言基础模型进行时间顺序模式挖掘,例如人类的移动性预测任务。例如,在预测利益(POI)客户流量的任务中,通常从历史日志中提取访问次数,并且仅使用数值数据来预测访客流。在这项研究中,我们直接对包含各种信息的自然语言输入执行预测任务,例如数值和上下文的语义信息。引入特定的提示以将数值时间序列转换为句子,以便可以直接应用现有的语言模型。我们设计了一个Auxmoblcast管道,用于预测每个POI中的访问者数量,将辅助POI类别分类任务与编码器架构结构集成在一起。这项研究提供了所提出的Auxmoblcast管道有效性以发现移动性预测任务中的顺序模式的经验证据。在三个现实世界数据集上评估的结果表明,预训练的语言基础模型在预测时间序列中也具有良好的性能。这项研究可以提供有远见的见解,并为预测人类流动性提供新的研究方向。
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自我监督学习(SSL)是一个新的范式,用于学习判别性表示没有标记的数据,并且与受监督的对手相比,已经达到了可比甚至最新的结果。对比度学习(CL)是SSL中最著名的方法之一,试图学习一般性的信息表示数据。 CL方法主要是针对仅使用单个传感器模态的计算机视觉和自然语言处理应用程序开发的。但是,大多数普遍的计算应用程序都从各种不同的传感器模式中利用数据。虽然现有的CL方法仅限于从一个或两个数据源学习,但我们提出了可可(Crockoa)(交叉模态对比度学习),这是一种自我监督的模型,该模型采用新颖的目标函数来通过计算多功能器数据来学习质量表示形式不同的数据方式,并最大程度地减少了无关实例之间的相似性。我们评估可可对八个最近引入最先进的自我监督模型的有效性,以及五个公共数据集中的两个受监督的基线。我们表明,可可与所有其他方法相比,可可的分类表现出色。同样,可可比其他可用标记数据的十分之一的基线(包括完全监督的模型)的标签高得多。
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基于电子健康记录(EHR)的健康预测建筑模型已成为一个活跃的研究领域。 EHR患者旅程数据由患者定期的临床事件/患者访问组成。大多数现有研究的重点是建模访问之间的长期依赖性,而无需明确考虑连续访问之间的短期相关性,在这种情况下,将不规则的时间间隔(并入为辅助信息)被送入健康预测模型中以捕获患者期间的潜在渐进模式。 。我们提出了一个具有四个模块的新型深神经网络,以考虑各种变量对健康预测的贡献:i)堆叠的注意力模块在每个患者旅程中加强了临床事件中的深层语义,并产生访问嵌入,ii)短 - 术语时间关注模块模型在连续访问嵌入之间的短期相关性,同时捕获这些访问嵌入中时间间隔的影响,iii)长期时间关注模块模型的长期依赖模型,同时捕获时间间隔内的时间间隔的影响这些访问嵌入,iv),最后,耦合的注意模块适应了短期时间关注和长期时间注意模块的输出,以做出健康预测。对模拟III的实验结果表明,与现有的最新方法相比,我们的模型的预测准确性以及该方法的可解释性和鲁棒性。此外,我们发现建模短期相关性有助于局部先验的产生,从而改善了患者旅行的预测性建模。
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随着在高风险决策中引入机器学习,确保算法公平已成为越来越重要的问题。为此,已经提出了许多关于公平性的数学定义,并且已经开发了多种优化技术,所有这些都旨在最大化明确的公平概念。但是,公平解决方案取决于训练数据的质量,并且对噪声高度敏感。最近的研究表明,鲁棒性(模型在看不见的数据上表现良好的能力)在解决新问题时应使用的策略类型起着重要作用,因此,测量这些策略的鲁棒性已成为一种基本问题。因此,在这项工作中,我们提出了一个新标准,以衡量各种公平优化策略的鲁棒性 - \ textit {稳健性比率}。我们使用三种最受欢迎​​的公平策略在五个最受欢迎的公平定义方面,在五个基准标记公平数据集上进行了多次广泛的实验。我们的实验从经验上表明,依赖阈值优化的公平方法对所有评估的数据集中的噪声非常敏感,尽管大多数表现优于其他方法。这与其他两种方法相反,这对于低噪声方案而言不太公平,但对于高噪声方案而言更公平。据我们所知,我们是第一个定量评估公平优化策略的鲁棒性的人。这可以作为选择各种数据集的最合适的公平策略的指南。
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最近,自我监督的表示学习(SSRL)在计算机视觉,语音,自然语言处理(NLP)以及最近的其他类型的模式(包括传感器的时间序列)中引起了很多关注。自我监督学习的普及是由传统模型通常需要大量通知数据进行培训的事实所驱动的。获取带注释的数据可能是一个困难且昂贵的过程。已经引入了自我监督的方法,以通过使用从原始数据自由获得的监督信号对模型进行判别预训练来提高训练数据的效率。与现有的对SSRL的评论不同,该评论旨在以单一模式为重点介绍CV或NLP领域的方法,我们旨在为时间数据提供对多模式自我监督学习方法的首次全面审查。为此,我们1)提供现有SSRL方法的全面分类,2)通过定义SSRL框架的关键组件来引入通用管道,3)根据其目标功能,网络架构和潜在应用程序,潜在的应用程序,潜在的应用程序,比较现有模型, 4)查看每个类别和各种方式中的现有多模式技术。最后,我们提出了现有的弱点和未来的机会。我们认为,我们的工作对使用多模式和/或时间数据的域中SSRL的要求有了一个观点
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许多现实世界中普遍存在的应用程序,例如停车建议和空气污染监测,都能从准确的长期时空预测(LSTF)中受益匪浅。 LSTF利用了空间和时间域,上下文信息和数据中固有模式之间的长期依赖性。最近的研究揭示了多画望神经网络(MGNN)提高预测性能的潜力。但是,由于几个问题,现有的MGNN方法不能直接应用于LSTF:一般性低,不充分使用上下文信息以及不平衡的图形融合方法。为了解决这些问题,我们构建了新的图形模型,以表示每个节点的上下文信息和长期时空数据依赖性结构。为了融合跨多个图形的信息,我们提出了一个新的动态多绘图融合模块,以通过空间注意力和图形注意机制来表征图中节点和跨图的节点的相关性。此外,我们引入了可训练的重量张量,以指示不同图中每个节点的重要性。在两个大规模数据集上进行的广泛实验表明,我们提出的方法显着改善了LSTF预测任务中现有图形神经网络模型的性能。
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While data-driven predictive models are a strictly technological construct, they may operate within a social context in which benign engineering choices entail implicit, indirect and unexpected real-life consequences. Fairness of such systems -- pertaining both to individuals and groups -- is one relevant consideration in this space; it surfaces when data capture protected characteristics upon which people may be discriminated. To date, this notion has predominantly been studied for a fixed predictive model, often under different classification thresholds, striving to identify and eradicate undesirable, and possibly unlawful, aspects of its operation. Here, we backtrack on this assumption to propose and explore a novel definition of fairness where individuals can be harmed when one predictor is chosen ad hoc from a group of equally-well performing models, i.e., in view of utility-based model multiplicity. Since a person may be classified differently across models that are otherwise considered equivalent, this individual could argue for a predictor with the most favourable outcome, employing which may have adverse effects on others. We introduce this scenario with a two-dimensional example based on linear classification; then, we investigate its analytical properties in a broader context; and, finally, we present experimental results on data sets that are popular in fairness studies. Our findings suggest that such unfairness can be found in real-life situations and may be difficult to mitigate by technical means alone, as doing so degrades certain metrics of predictive performance.
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