Gaussian process prediction for time series of structured data

Paaßen B, Göpfert C, Hammer B. Gaussian process prediction for time series of structured data. In: Verleysen M, ed. Proceedings of the ESANN, 24th European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning. Louvain-la-Neuve: Ciaco - i6doc.com; 2016: 41--46.Time series prediction constitutes a classic topic in machine learning with wide-ranging applications, but mostly restricted to the domain of vectorial sequence entries. In recent years, time series of structured data (such as sequences, trees or graph structures) have become more and more important, for example in social network analysis or intelligent tutoring systems. In this contribution, we propose an extension of time series models to strucured data based on Gaussian processes and structure kernels. We also provide speedup techniques for predictions in linear time, and we evaluate our approach on real data from the domain of intelligent tutoring systems

DropIn: Making Reservoir Computing Neural Networks Robust to Missing Inputs by Dropout

The paper presents a novel, principled approach to train recurrent neural networks from the Reservoir Computing family that are robust to missing part of the input features at prediction time. By building on the ensembling properties of Dropout regularization, we propose a methodology, named DropIn, which efficiently trains a neural model as a committee machine of subnetworks, each capable of predicting with a subset of the original input features. We discuss the application of the DropIn methodology in the context of Reservoir Computing models and targeting applications characterized by input sources that are unreliable or prone to be disconnected, such as in pervasive wireless sensor networks and ambient intelligence. We provide an experimental assessment using real-world data from such application domains, showing how the Dropin methodology allows to maintain predictive performances comparable to those of a model without missing features, even when 20\%-50\% of the inputs are not available