Interpretable time series kernel analytics by pre-image estimation
Résumé
Kernel methods are known to be effective to analyse complex objects by implicitly embedding them into some feature space. To interpret and analyse the obtained results, it is often required to restore in the input space the results obtained in the feature space, by using pre-image estimation methods. This work proposes a new closed-form pre-image estimation method for time series kernel analytics that consists of two steps. In the first step, a time warp function, driven by distance constraints in the feature space, is defined to embed time series in a metric space where analytics can be performed conveniently. In the second step, the time series pre-image estimation is cast as learning a linear (or a nonlinear) transformation that ensures a local isometry between the time series embedding space and the feature space. The proposed method is compared to the state of the art through three major tasks that require pre-image estimation: 1) time series averaging, 2) time series reconstruction and denoising and 3) time series representation learning. The extensive experiments conducted on 33 publicly-available datasets show the benefits of the pre-image estimation for time series kernel analytics.
Domaines
Machine Learning [stat.ML] Traitement du signal et de l'image [eess.SP] Statistiques [math.ST] Traitement du signal et de l'image [eess.SP] Réseau de neurones [cs.NE] Apprentissage [cs.LG] Ordinateur et société [cs.CY] Vision par ordinateur et reconnaissance de formes [cs.CV] Intelligence artificielle [cs.AI]Origine | Fichiers produits par l'(les) auteur(s) |
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