Set Functions for Time SeriesDownload PDF

25 Sep 2019 (modified: 24 Dec 2019)ICLR 2020 Conference Blind SubmissionReaders: Everyone
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  • TL;DR: We propose a novel method for the scalable and interpretable classification of irregularly sampled time series.
  • Abstract: Despite the eminent successes of deep neural networks, many architectures are often hard to transfer to irregularly-sampled and asynchronous time series that occur in many real-world datasets, such as healthcare applications. This paper proposes a novel framework for classifying irregularly sampled time series with unaligned measurements, focusing on high scalability and data efficiency. Our method SeFT (Set Functions for Time Series) is based on recent advances in differentiable set function learning, extremely parallelizable, and scales well to very large datasets and online monitoring scenarios. We extensively compare our method to competitors on multiple healthcare time series datasets and show that it performs competitively whilst significantly reducing runtime.
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  • Keywords: Time Series, Set functions, Irregularly sampling, Medical Time series, Dynamical Systems, Time series classification
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