Title: Multi-modal prototype learning for interpretable multivariable time series classification
Authors: Reza Abbasi Asl - University of California, San Francisco (United States) [presenting]
Abstract: Multivariable time series classification problems are increasing in prevalence and complexity in a variety of domains, such as biology and finance. While deep learning methods are an effective tool for these problems, they often lack interpretability. We propose a novel modular prototype learning framework for multivariable time series classification. In the first stage, encoders extract features from each variable independently. Prototype layers identify single-variable prototypes in the resulting feature spaces. The next stage represents the multivariable time series sample points in terms of their similarity to these single-variable prototypes. This results in an inherently interpretable representation of multivariable patterns, on which prototype learning is applied to extract representative examples, i.e. multivariable prototypes. We validate our framework on a simulated dataset with embedded patterns, as well as a real human activity recognition problem. Our framework attains comparable or superior classification performance to existing time series classification methods on these tasks. On the simulated dataset, we find that our model returns interpretations consistent with the embedded patterns. Moreover, the interpretations learned on the activity recognition dataset align with domain knowledge.