TimeMIL: Advancing Multivariate Time Series Classification via a Time-aware Multiple Instance Learning

Fuente: arXiv
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Autori principali: Chen, Xiwen, Qiu, Peijie, Zhu, Wenhui, Li, Huayu, Wang, Hao, Sotiras, Aristeidis, Wang, Yalin, Razi, Abolfazl
Natura: Preprint
Pubblicazione: 2024
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author Chen, Xiwen
Qiu, Peijie
Zhu, Wenhui
Li, Huayu
Wang, Hao
Sotiras, Aristeidis
Wang, Yalin
Razi, Abolfazl
author_facet Chen, Xiwen
Qiu, Peijie
Zhu, Wenhui
Li, Huayu
Wang, Hao
Sotiras, Aristeidis
Wang, Yalin
Razi, Abolfazl
contents Deep neural networks, including transformers and convolutional neural networks, have significantly improved multivariate time series classification (MTSC). However, these methods often rely on supervised learning, which does not fully account for the sparsity and locality of patterns in time series data (e.g., diseases-related anomalous points in ECG). To address this challenge, we formally reformulate MTSC as a weakly supervised problem, introducing a novel multiple-instance learning (MIL) framework for better localization of patterns of interest and modeling time dependencies within time series. Our novel approach, TimeMIL, formulates the temporal correlation and ordering within a time-aware MIL pooling, leveraging a tokenized transformer with a specialized learnable wavelet positional token. The proposed method surpassed 26 recent state-of-the-art methods, underscoring the effectiveness of the weakly supervised TimeMIL in MTSC. The code will be available at https://github.com/xiwenc1/TimeMIL.
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id arxiv_https___arxiv_org_abs_2405_03140
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle TimeMIL: Advancing Multivariate Time Series Classification via a Time-aware Multiple Instance Learning
Chen, Xiwen
Qiu, Peijie
Zhu, Wenhui
Li, Huayu
Wang, Hao
Sotiras, Aristeidis
Wang, Yalin
Razi, Abolfazl
Machine Learning
Deep neural networks, including transformers and convolutional neural networks, have significantly improved multivariate time series classification (MTSC). However, these methods often rely on supervised learning, which does not fully account for the sparsity and locality of patterns in time series data (e.g., diseases-related anomalous points in ECG). To address this challenge, we formally reformulate MTSC as a weakly supervised problem, introducing a novel multiple-instance learning (MIL) framework for better localization of patterns of interest and modeling time dependencies within time series. Our novel approach, TimeMIL, formulates the temporal correlation and ordering within a time-aware MIL pooling, leveraging a tokenized transformer with a specialized learnable wavelet positional token. The proposed method surpassed 26 recent state-of-the-art methods, underscoring the effectiveness of the weakly supervised TimeMIL in MTSC. The code will be available at https://github.com/xiwenc1/TimeMIL.
title TimeMIL: Advancing Multivariate Time Series Classification via a Time-aware Multiple Instance Learning
topic Machine Learning
url https://arxiv.org/abs/2405.03140