Quantifying Quality of Class-Conditional Generative Models in Time-Series Domain

Fuente: arXiv
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Main Authors: Koochali, Alireza, Walch, Maria, Thota, Sankrutyayan, Schichtel, Peter, Dengel, Andreas, Ahmed, Sheraz
Format: Preprint
Published: 2022
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author Koochali, Alireza
Walch, Maria
Thota, Sankrutyayan
Schichtel, Peter
Dengel, Andreas
Ahmed, Sheraz
author_facet Koochali, Alireza
Walch, Maria
Thota, Sankrutyayan
Schichtel, Peter
Dengel, Andreas
Ahmed, Sheraz
contents Generative models are designed to address the data scarcity problem. Even with the exploding amount of data, due to computational advancements, some applications (e.g., health care, weather forecast, fault detection) still suffer from data insufficiency, especially in the time-series domain. Thus generative models are essential and powerful tools, but they still lack a consensual approach for quality assessment. Such deficiency hinders the confident application of modern implicit generative models on time-series data. Inspired by assessment methods on the image domain, we introduce the InceptionTime Score (ITS) and the Frechet InceptionTime Distance (FITD) to gauge the qualitative performance of class conditional generative models on the time-series domain. We conduct extensive experiments on 80 different datasets to study the discriminative capabilities of proposed metrics alongside two existing evaluation metrics: Train on Synthetic Test on Real (TSTR) and Train on Real Test on Synthetic (TRTS). Extensive evaluation reveals that the proposed assessment method, i.e., ITS and FITD in combination with TSTR, can accurately assess class-conditional generative model performance.
format Preprint
id arxiv_https___arxiv_org_abs_2210_07617
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Quantifying Quality of Class-Conditional Generative Models in Time-Series Domain
Koochali, Alireza
Walch, Maria
Thota, Sankrutyayan
Schichtel, Peter
Dengel, Andreas
Ahmed, Sheraz
Machine Learning
Generative models are designed to address the data scarcity problem. Even with the exploding amount of data, due to computational advancements, some applications (e.g., health care, weather forecast, fault detection) still suffer from data insufficiency, especially in the time-series domain. Thus generative models are essential and powerful tools, but they still lack a consensual approach for quality assessment. Such deficiency hinders the confident application of modern implicit generative models on time-series data. Inspired by assessment methods on the image domain, we introduce the InceptionTime Score (ITS) and the Frechet InceptionTime Distance (FITD) to gauge the qualitative performance of class conditional generative models on the time-series domain. We conduct extensive experiments on 80 different datasets to study the discriminative capabilities of proposed metrics alongside two existing evaluation metrics: Train on Synthetic Test on Real (TSTR) and Train on Real Test on Synthetic (TRTS). Extensive evaluation reveals that the proposed assessment method, i.e., ITS and FITD in combination with TSTR, can accurately assess class-conditional generative model performance.
title Quantifying Quality of Class-Conditional Generative Models in Time-Series Domain
topic Machine Learning
url https://arxiv.org/abs/2210.07617