Latent Space Semi-Supervised Time Series Data Clustering

Andrew Hill, Katerina Kechris, Russell Bowler, Farnoush Kashani

Keywords: Semi-supervised clustering, clustering, deep learning, autoencoder

Abstract: Time series data is abundantly available in the real world, but there is a distinct lack of large, labeled datasets available for many types of learning tasks. Semi-supervised models, which can leverage small amounts of expert-labeled data along with a larger unlabeled dataset, have been shown to improve performance over unsupervised learning models. Existing semi-supervised time series clustering algorithms suffer from lack of scalability as they are limited to perform learning operations within the original data space. We propose an autoencoder-based semi-supervised learning model along with multiple semi-supervised objective functions which can be used to improve the quality of the autoencoder’s learned latent space via the addition of a small number of labeled examples. Experiments on a variety of datasets show that our methods can usually improve k-Means clustering performance. Our methods achieve a maximum average ARI of 0.897, a 140% increase over an unsupervised CAE model. Our methods also achieve a maximum improvement of 44% over a semi-supervised model.

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