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Abstracted Shapes as Tokens -- A Generalizable and Interpretable Model for Time-series Classification

Published 1 Nov 2024 in cs.LG and stat.ML | (2411.01006v3)

Abstract: In time-series analysis, many recent works seek to provide a unified view and representation for time-series across multiple domains, leading to the development of foundation models for time-series data. Despite diverse modeling techniques, existing models are black boxes and fail to provide insights and explanations about their representations. In this paper, we present VQShape, a pre-trained, generalizable, and interpretable model for time-series representation learning and classification. By introducing a novel representation for time-series data, we forge a connection between the latent space of VQShape and shape-level features. Using vector quantization, we show that time-series from different domains can be described using a unified set of low-dimensional codes, where each code can be represented as an abstracted shape in the time domain. On classification tasks, we show that the representations of VQShape can be utilized to build interpretable classifiers, achieving comparable performance to specialist models. Additionally, in zero-shot learning, VQShape and its codebook can generalize to previously unseen datasets and domains that are not included in the pre-training process. The code and pre-trained weights are available at https://github.com/YunshiWen/VQShape.

Summary

  • The paper introduces VQShape, which abstracts time-series data into discrete shape tokens to enhance interpretability while maintaining robust classification accuracy.
  • It employs a unified shape-level representation that encodes key attributes like offset, scale, and duration, offering clear, human-understandable insights.
  • VQShape achieves competitive, zero-shot performance across 29 benchmark datasets, demonstrating its generalizability and practical relevance.

VQShape: A Model for Interpretable and Generalizable Time-Series Classification

In recent developments within the field of time-series (TS) analysis, the paper "Abstracted Shapes as Tokens - A Generalizable and Interpretable Model for Time-series Classification" introduces VQShape, a novel approach to addressing the challenges of interpretability and domain generalizability in TS representation learning. This paper delineates the limitations prevalent in existing models and proposes a framework that leverages the strengths of abstracted shape representations to achieve superior performance in TS classification tasks.

The authors address a persistent issue in TS models: the lack of interpretability due to their black-box nature. While conventional deep learning models offer powerful predictions, their inability to explain the underlying patterns hinders practical applications, particularly in domains requiring decision transparency such as healthcare and finance. VQShape not only matches the classification capabilities of existing models but also offers human-understandable representations by incorporating shapelets as abstracted shapes within a vector quantization framework. This approach transforms TS data into low-dimensional codes representing abstract time-domain shapes, thereby making the representations more interpretable.

Key Contributions

  1. Unified Shape-Level Representation: VQShape abstracts TS data into shape-level features, allowing for an interpretable representation comprising abstracted shapes and their corresponding attributes such as offset, scale, start time, and duration. This represents a shift from black-box representations to more explainable ones.
  2. Generalization Across Datasets: Pre-trained across diverse datasets, the model has demonstrated competence in transferring learned shape-level features to unseen TS datasets. This is critically advantageous, as it extends the application range beyond the datasets originally used for model training.
  3. Competitive Performance with Interpretability: Without the need for fine-tuning, VQShape achieves results on par with state-of-the-art pre-trained models across standard benchmarks. Its ability to provide discrete, interpretable representations while maintaining high classification accuracy makes it a compelling choice for tasks requiring both predictive power and model transparency.

Results and Evaluation

VQShape's evaluation on 29 datasets from the UEA multivariate TS classification archive shows a remarkable balance between interpretability and accuracy. The model's competitive performance is particularly noticeable in zero-shot classification tasks, where it generalizes effectively to domains not included in the pre-training process. The paper does not assert superiority over all existing methods but rather emphasizes comparability, even while providing clear interpretability – a key advantage in many application areas.

The authors utilize a structurally simple yet powerful token-based representation for TS data, where code histograms serve as summaries of the shape-level features present in the data. This enables rule-based decision systems that are easily interpretable, maintaining accuracy while offering insight into each classification decision.

Implications and Future Directions

VQShape represents a forward step in developing TS models that are both effective and interpretable, addressing a significant barrier in the deployment of machine learning models in sensitive or regulated environments. The success of VQShape reinforces the potential of coupling shapelets with modern deep learning architectures to bring forth not only accuracy but also human explainability.

In future research, the community may benefit from extending VQShape's methodology to other TS tasks beyond classification, such as forecasting or anomaly detection, where interpretability also holds great importance. Additionally, exploring the scalability of VQShape within larger datasets and more diverse TS contexts could further affirm its utility as a foundational approach for interpretable TS modeling. The potential to enhance TS data interpretability while maintaining generalization across multiple domains marks VQShape as an important development in the ongoing evolution of TS analysis frameworks.

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