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Main Authors: Zhang, Yizi, Shen, Jingyan, Xiong, Xiaoxue, Kwon, Yongchan
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2407.15247
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author Zhang, Yizi
Shen, Jingyan
Xiong, Xiaoxue
Kwon, Yongchan
author_facet Zhang, Yizi
Shen, Jingyan
Xiong, Xiaoxue
Kwon, Yongchan
contents Evaluating the contribution of individual data points to a model's prediction is critical for interpreting model predictions and improving model performance. Existing data contribution methods have been applied to various data types, including tabular data, images, and text; however, their primary focus has been on i.i.d. settings. Despite the pressing need for principled approaches tailored to time series datasets, the problem of estimating data contribution in such settings remains under-explored, possibly due to challenges associated with handling inherent temporal dependencies. This paper introduces TimeInf, a model-agnostic data contribution estimation method for time-series datasets. By leveraging influence scores, TimeInf attributes model predictions to individual time points while preserving temporal structures between the time points. Our empirical results show that TimeInf effectively detects time series anomalies and outperforms existing data attribution techniques as well as state-of-the-art anomaly detection methods. Moreover, TimeInf offers interpretable attributions of data values, allowing us to distinguish diverse anomalous patterns through visualizations. We also showcase a potential application of TimeInf in identifying mislabeled anomalies in the ground truth annotations.
format Preprint
id arxiv_https___arxiv_org_abs_2407_15247
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle TimeInf: Time Series Data Contribution via Influence Functions
Zhang, Yizi
Shen, Jingyan
Xiong, Xiaoxue
Kwon, Yongchan
Machine Learning
Evaluating the contribution of individual data points to a model's prediction is critical for interpreting model predictions and improving model performance. Existing data contribution methods have been applied to various data types, including tabular data, images, and text; however, their primary focus has been on i.i.d. settings. Despite the pressing need for principled approaches tailored to time series datasets, the problem of estimating data contribution in such settings remains under-explored, possibly due to challenges associated with handling inherent temporal dependencies. This paper introduces TimeInf, a model-agnostic data contribution estimation method for time-series datasets. By leveraging influence scores, TimeInf attributes model predictions to individual time points while preserving temporal structures between the time points. Our empirical results show that TimeInf effectively detects time series anomalies and outperforms existing data attribution techniques as well as state-of-the-art anomaly detection methods. Moreover, TimeInf offers interpretable attributions of data values, allowing us to distinguish diverse anomalous patterns through visualizations. We also showcase a potential application of TimeInf in identifying mislabeled anomalies in the ground truth annotations.
title TimeInf: Time Series Data Contribution via Influence Functions
topic Machine Learning
url https://arxiv.org/abs/2407.15247