论文标题
Stop&Hop:不规则时间序列的早期分类
Stop&Hop: Early Classification of Irregular Time Series
论文作者
论文摘要
早期分类算法可帮助用户对机器学习模型的预测更快地做出反应。例如,医院的预警系统使临床医生通过准确预测感染来改善患者的结局。尽管早期分类系统正在迅速发展,但仍然存在一个主要差距:现有系统不考虑不规则的时间序列,这些时间序列之间的观察结果之间存在不平衡且经常长的差距。众所周知,这样的系列在医疗保健等有影响力的领域中普遍存在。我们弥合了这个差距,并研究了不规则时间序列的早期分类,这是早期分类器的新环境,它为更真实的问题打开了大门。我们的解决方案(停止&Hop)使用连续的时间重复网络实时建模正在进行的不规则时间序列,而不规则的停止策略接受了加固学习的训练,可以预测何时停止并对流媒体系列进行分类。通过采用实值的步进尺寸,停止政策可以灵活地决定何时实时停止持续的系列。这样,停止和Hop无缝地整合了观测时间内包含的信息,这是在这种情况下的早期分类的新的和至关重要的来源,时间序列值可为不规则时间序列提供早期分类。使用四个合成和三个现实世界数据集,我们证明,与适合此新问题的最新替代方案相比,停止和跳跃始终如一地做出更早,更准确的预测。我们的代码可在https://github.com/thartvigsen/stopandhop上公开获取。
Early classification algorithms help users react faster to their machine learning model's predictions. Early warning systems in hospitals, for example, let clinicians improve their patients' outcomes by accurately predicting infections. While early classification systems are advancing rapidly, a major gap remains: existing systems do not consider irregular time series, which have uneven and often-long gaps between their observations. Such series are notoriously pervasive in impactful domains like healthcare. We bridge this gap and study early classification of irregular time series, a new setting for early classifiers that opens doors to more real-world problems. Our solution, Stop&Hop, uses a continuous-time recurrent network to model ongoing irregular time series in real time, while an irregularity-aware halting policy, trained with reinforcement learning, predicts when to stop and classify the streaming series. By taking real-valued step sizes, the halting policy flexibly decides exactly when to stop ongoing series in real time. This way, Stop&Hop seamlessly integrates information contained in the timing of observations, a new and vital source for early classification in this setting, with the time series values to provide early classifications for irregular time series. Using four synthetic and three real-world datasets, we demonstrate that Stop&Hop consistently makes earlier and more-accurate predictions than state-of-the-art alternatives adapted to this new problem. Our code is publicly available at https://github.com/thartvigsen/StopAndHop.