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Main Authors: Kalisetti, Bhavesh, Wang, Vincent, Ghosal, Gaurav R., Bijanzadeh, Maryam, Abbasi-Asl, Reza
Format: Preprint
Published: 2021
Subjects:
Online Access:https://arxiv.org/abs/2106.09636
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author Kalisetti, Bhavesh
Wang, Vincent
Ghosal, Gaurav R.
Bijanzadeh, Maryam
Abbasi-Asl, Reza
author_facet Kalisetti, Bhavesh
Wang, Vincent
Ghosal, Gaurav R.
Bijanzadeh, Maryam
Abbasi-Asl, Reza
contents Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this paper, we propose a novel multi-stage prototype learning framework for multivariate time series classification. By design, our framework identifies predictive temporal patterns in individual variables as well as cross-variable patterns that are highly predictive of each class. We validate our model on one simulated and four real-world datasets and demonstrate comparable accuracy to state-of-the-art methods while providing substantially improved interpretability through explicit, hierarchical prototype-based explanations. These explanations reveal both single-variable temporal patterns as well as cross-variable interactions that are most predictive for each class, providing insights into underlying mechanisms of the predictive model.
format Preprint
id arxiv_https___arxiv_org_abs_2106_09636
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Multi-Stage Prototype Learning for Interpretable Time Series Classification
Kalisetti, Bhavesh
Wang, Vincent
Ghosal, Gaurav R.
Bijanzadeh, Maryam
Abbasi-Asl, Reza
Machine Learning
Deep learning methods are powerful tools in classifying multivariate time series data. Despite their high performance, these methods are hard to interpret, which diminishes their applications in high-risk domains such as healthcare. In this paper, we propose a novel multi-stage prototype learning framework for multivariate time series classification. By design, our framework identifies predictive temporal patterns in individual variables as well as cross-variable patterns that are highly predictive of each class. We validate our model on one simulated and four real-world datasets and demonstrate comparable accuracy to state-of-the-art methods while providing substantially improved interpretability through explicit, hierarchical prototype-based explanations. These explanations reveal both single-variable temporal patterns as well as cross-variable interactions that are most predictive for each class, providing insights into underlying mechanisms of the predictive model.
title Multi-Stage Prototype Learning for Interpretable Time Series Classification
topic Machine Learning
url https://arxiv.org/abs/2106.09636