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Learning Interpretable Shapelets for Time Series Classification through Adversarial Regularization (1906.00917v2)

Published 3 Jun 2019 in cs.LG, cs.AI, and stat.ML

Abstract: Times series classification can be successfully tackled by jointly learning a shapelet-based representation of the series in the dataset and classifying the series according to this representation. However, although the learned shapelets are discriminative, they are not always similar to pieces of a real series in the dataset. This makes it difficult to interpret the decision, i.e. difficult to analyze if there are particular behaviors in a series that triggered the decision. In this paper, we make use of a simple convolutional network to tackle the time series classification task and we introduce an adversarial regularization to constrain the model to learn more interpretable shapelets. Our classification results on all the usual time series benchmarks are comparable with the results obtained by similar state-of-the-art algorithms but our adversarially regularized method learns shapelets that are, by design, interpretable.

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