Exploring Interpretable LSTM Neural Networks over Multi-Variable Data

For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of LSTM recurrent neural networks to learn variable-wise hidden states, with the aim to capture different dynamics in multi-variable time series and distinguish the contribution of variables to the prediction. With these variable-wise hidden states, a mixture attention mechanism is proposed to model the generative process of the target. Then we develop associated training methods to jointly learn network parameters, variable and temporal importance w.r.t the prediction of the target variable. Extensive experiments on real datasets demonstrate enhanced prediction performance by capturing the dynamics of different variables. Meanwhile, we evaluate the interpretation results both qualitatively and quantitatively. It exhibits the prospect as an end-to-end framework for both forecasting and knowledge extraction over multi-variable data.Comment: Accepted to International Conference on Machine Learning (ICML), 201

Explainable and Advisable Learning for Self-driving Vehicles

Deep neural perception and control networks are likely to be a key component of self-driving vehicles. These models need to be explainable - they should provide easy-to-interpret rationales for their behavior - so that passengers, insurance companies, law enforcement, developers, etc., can understand what triggered a particular behavior. Explanations may be triggered by the neural controller, namely introspective explanations, or informed by the neural controller's output, namely rationalizations. Our work has focused on the challenge of generating introspective explanations of deep models for self-driving vehicles. In Chapter 3, we begin by exploring the use of visual explanations. These explanations take the form of real-time highlighted regions of an image that causally influence the network's output (steering control). In the first stage, we use a visual attention model to train a convolution network end-to-end from images to steering angle. The attention model highlights image regions that potentially influence the network's output. Some of these are true influences, but some are spurious. We then apply a causal filtering step to determine which input regions actually influence the output. This produces more succinct visual explanations and more accurately exposes the network's behavior. In Chapter 4, we add an attention-based video-to-text model to produce textual explanations of model actions, e.g. "the car slows down because the road is wet". The attention maps of controller and explanation model are aligned so that explanations are grounded in the parts of the scene that mattered to the controller. We explore two approaches to attention alignment, strong- and weak-alignment. These explainable systems represent an externalization of tacit knowledge. The network's opaque reasoning is simplified to a situation-specific dependence on a visible object in the image. This makes them brittle and potentially unsafe in situations that do not match training data. In Chapter 5, we propose to address this issue by augmenting training data with natural language advice from a human. Advice includes guidance about what to do and where to attend. We present the first step toward advice-giving, where we train an end-to-end vehicle controller that accepts advice. The controller adapts the way it attends to the scene (visual attention) and the control (steering and speed). Further, in Chapter 6, we propose a new approach that learns vehicle control with the help of long-term (global) human advice. Specifically, our system learns to summarize its visual observations in natural language, predict an appropriate action response (e.g. "I see a pedestrian crossing, so I stop"), and predict the controls, accordingly

Making Good on LSTMs' Unfulfilled Promise

LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations, i.e. which memory did what and when. This work has implications for many financial applications including credit, time-varying fairness in decision making and more. We make three important new observations. Firstly, as well as being more explainable, time-series CL approaches outperform LSTMs as well as a simple sliding window learner using feed-forward neural networks (FFNN). Secondly, we show that CL based on a sliding window learner (FFNN) is more effective than CL based on a sequential learner (LSTM). Thirdly, we examine how real-world, time-series noise impacts several similarity approaches used in CL memory addressing. We provide these insights using an approach called Continual Learning Augmentation (CLA) tested on a complex real-world problem, emerging market equities investment decision making. CLA provides a test-bed as it can be based on different types of time-series learners, allowing testing of LSTM and FFNN learners side by side. CLA is also used to test several distance approaches used in a memory recall-gate: Euclidean distance (ED), dynamic time warping (DTW), auto-encoders (AE) and a novel hybrid approach, warp-AE. We find that ED under-performs DTW and AE but warp-AE shows the best overall performance in a real-world financial task

Recurrent Attention Models for Depth-Based Person Identification

We present an attention-based model that reasons on human body shape and motion dynamics to identify individuals in the absence of RGB information, hence in the dark. Our approach leverages unique 4D spatio-temporal signatures to address the identification problem across days. Formulated as a reinforcement learning task, our model is based on a combination of convolutional and recurrent neural networks with the goal of identifying small, discriminative regions indicative of human identity. We demonstrate that our model produces state-of-the-art results on several published datasets given only depth images. We further study the robustness of our model towards viewpoint, appearance, and volumetric changes. Finally, we share insights gleaned from interpretable 2D, 3D, and 4D visualizations of our model's spatio-temporal attention.Comment: Computer Vision and Pattern Recognition (CVPR) 201

Understanding Hidden Memories of Recurrent Neural Networks

Recurrent neural networks (RNNs) have been successfully applied to various natural language processing (NLP) tasks and achieved better results than conventional methods. However, the lack of understanding of the mechanisms behind their effectiveness limits further improvements on their architectures. In this paper, we present a visual analytics method for understanding and comparing RNN models for NLP tasks. We propose a technique to explain the function of individual hidden state units based on their expected response to input texts. We then co-cluster hidden state units and words based on the expected response and visualize co-clustering results as memory chips and word clouds to provide more structured knowledge on RNNs' hidden states. We also propose a glyph-based sequence visualization based on aggregate information to analyze the behavior of an RNN's hidden state at the sentence-level. The usability and effectiveness of our method are demonstrated through case studies and reviews from domain experts.Comment: Published at IEEE Conference on Visual Analytics Science and Technology (IEEE VAST 2017