Deep learning for time series classification: a review

Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed. Among these methods, only a few have considered Deep Neural Networks (DNNs) to perform this task. This is surprising as deep learning has seen very successful applications in the last years. DNNs have indeed revolutionized the field of computer vision especially with the advent of novel deeper architectures such as Residual and Convolutional Neural Networks. Apart from images, sequential data such as text and audio can also be processed with DNNs to reach state-of-the-art performance for document classification and speech recognition. In this article, we study the current state-of-the-art performance of deep learning algorithms for TSC by presenting an empirical study of the most recent DNN architectures for TSC. We give an overview of the most successful deep learning applications in various time series domains under a unified taxonomy of DNNs for TSC. We also provide an open source deep learning framework to the TSC community where we implemented each of the compared approaches and evaluated them on a univariate TSC benchmark (the UCR/UEA archive) and 12 multivariate time series datasets. By training 8,730 deep learning models on 97 time series datasets, we propose the most exhaustive study of DNNs for TSC to date.Comment: Accepted at Data Mining and Knowledge Discover

Generating Labels for Regression of Subjective Constructs using Triplet Embeddings

Human annotations serve an important role in computational models where the target constructs under study are hidden, such as dimensions of affect. This is especially relevant in machine learning, where subjective labels derived from related observable signals (e.g., audio, video, text) are needed to support model training and testing. Current research trends focus on correcting artifacts and biases introduced by annotators during the annotation process while fusing them into a single annotation. In this work, we propose a novel annotation approach using triplet embeddings. By lifting the absolute annotation process to relative annotations where the annotator compares individual target constructs in triplets, we leverage the accuracy of comparisons over absolute ratings by human annotators. We then build a 1-dimensional embedding in Euclidean space that is indexed in time and serves as a label for regression. In this setting, the annotation fusion occurs naturally as a union of sets of sampled triplet comparisons among different annotators. We show that by using our proposed sampling method to find an embedding, we are able to accurately represent synthetic hidden constructs in time under noisy sampling conditions. We further validate this approach using human annotations collected from Mechanical Turk and show that we can recover the underlying structure of the hidden construct up to bias and scaling factors.Comment: 9 pages, 5 figures, accepted journal pape

Improving Deep Reinforcement Learning Using Graph Convolution and Visual Domain Transfer

Recent developments in Deep Reinforcement Learning (DRL) have shown tremendous progress in robotics control, Atari games, board games such as Go, etc. However, model free DRL still has limited use cases due to its poor sampling efficiency and generalization on a variety of tasks. In this thesis, two particular drawbacks of DRL are investigated: 1) the poor generalization abilities of model free DRL. More specifically, how to generalize an agent\u27s policy to unseen environments and generalize to task performance on different data representations (e.g. image based or graph based) 2) The reality gap issue in DRL. That is, how to effectively transfer a policy learned in a simulator to the real world. This thesis makes several novel contributions to the field of DRL which are outlined sequentially in the following. Among these contributions is the generalized value iteration network (GVIN) algorithm, which is an end-to-end neural network planning module extending the work of Value Iteration Networks (VIN). GVIN emulates the value iteration algorithm by using a novel graph convolution operator, which enables GVIN to learn and plan on irregular spatial graphs. Additionally, this thesis proposes three novel, differentiable kernels as graph convolution operators and shows that the embedding-based kernel achieves the best performance. Furthermore, an improvement upon traditional $n$-step $Q$-learning that stabilizes training for VIN and GVIN is demonstrated. Additionally, the equivalence between GVIN and graph neural networks is outlined and shown that GVIN can be further extended to address both control and inference problems. The final subject which falls under the graph domain that is studied in this thesis is graph embeddings. Specifically, this work studies a general graph embedding framework GEM-F that unifies most of the previous graph embedding algorithms. Based on the contributions made during the analysis of GEM-F, a novel algorithm called WarpMap which outperforms DeepWalk and node2vec in the unsupervised learning settings is proposed. The aforementioned reality gap in DRL prohibits a significant portion of research from reaching the real world setting. The latter part of this work studies and analyzes domain transfer techniques in an effort to bridge this gap. Typically, domain transfer in RL consists of representation transfer and policy transfer. In this work, the focus is on representation transfer for vision based applications. More specifically, aligning the feature representation from source domain to target domain in an unsupervised fashion. In this approach, a linear mapping function is considered to fuse modules that are trained in different domains. Proposed are two improved adversarial learning methods to enhance the training quality of the mapping function. Finally, the thesis demonstrates the effectiveness of domain alignment among different weather conditions in the CARLA autonomous driving simulator

Hidden Markov models and neural networks for speech recognition

The Hidden Markov Model (HMMs) is one of the most successful modeling approaches for acoustic events in speech recognition, and more recently it has proven useful for several problems in biological sequence analysis. Although the HMM is good at capturing the temporal nature of processes such as speech, it has a very limited capacity for recognizing complex patterns involving more than first order dependencies in the observed data sequences. This is due to the first order state process and the assumption of state conditional independence between observations. Artificial Neural Networks (NNs) are almost the opposite: they cannot model dynamic, temporally extended phenomena very well, but are good at static classification and regression tasks. Combining the two frameworks in a sensible way can therefore lead to a more powerful model with better classification abilities. The overall aim of this work has been to develop a probabilistic hybrid of hidden Markov models and neural networks and ..

EM Training of Hidden Markov Models for Shape Recognition Using Cyclic Strings

Shape descriptions and the corresponding matching techniques must be robust to noise and invariant to transformations for their use in recognition tasks. Most transformations are relatively easy to handle when contours are represented by strings. However, starting point invariance is difficult to achieve. One interesting possibility is the use of cyclic strings, which are strings with no starting and final points. Here we present the use of Hidden Markov Models for modelling cyclic strings and their training using Expectation Maximization. Experimental results show that our proposal outperforms other methods in the literature