Search arXivSearch

arXiv · 1802.02952

TSViz: Demystification of Deep Learning Models for Time-Series Analysis

Abstract

This paper presents a novel framework for demystification of convolutional deep learning models for time-series analysis. This is a step towards making informed/explainable decisions in the domain of time-series, powered by deep learning. There have been numerous efforts to increase the interpretability of image-centric deep neural network models, where the learned features are more intuitive to visualize. Visualization in time-series domain is much more complicated as there is no direct interpretation of the filters and inputs as compared to the image modality. In addition, little or no concentration has been devoted for the development of such tools in the domain of time-series in the past. TSViz provides possibilities to explore and analyze a network from different dimensions at different levels of abstraction which includes identification of parts of the input that were responsible for a prediction (including per filter saliency), importance of different filters present in the network for a particular prediction, notion of diversity present in the network through filter clustering, understanding of the main sources of variation learnt by the network through inverse optimization, and analysis of the network's robustness against adversarial noise. As a sanity check for the computed influence values, we demonstrate results regarding pruning of neural networks based on the computed influence information. These representations allow to understand the network features so that the acceptability of deep networks for time-series data can be enhanced. This is extremely important in domains like finance, industry 4.0, self-driving cars, health-care, counter-terrorism etc., where reasons for reaching a particular prediction are equally important as the prediction itself. We assess the proposed framework for interpretability with a set of desirable properties essential for any method.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Shoaib Ahmed Siddiqui, Dominik Mercier, Mohsin Munir, Andreas Dengel, Sheraz Ahmed. 2020-05-05. TSViz: Demystification of Deep Learning Models for Time-Series Analysis. https://doi.org/10.1109/access.2019.2912823

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Analysis of Regularized Learning in Banach Spaces for Linear-functional Data

This article delves into the study of the theory of regularized learning in Banach spaces for linear-functional data. It encompasses discussions on representer theorems, pseudo-approximation theorems, and convergence theorems. Regularized learning is designed to minimize regularized empirical risks over a Banach space. The empirical risks are calculated by utilizing training data and multi-loss functions. The input training data are composed of linear functionals in a predual space of the Banach space to capture discrete local information from multimodal data and multiscale models. Through the regularized learning, approximations of the exact solution to an unidentified or uncertain original problem are globally achieved. In the convergence theorems, the convergence of the approximate solutions to the exact solution is established through the utilization of the weak* topology of the Banach space. The theorems of regularized learning are utilized in the interpretation of classical machine learning, such as support vector machines and artificial neural networks.

cs.LG

On Minimal Depth in Neural Networks

Understanding the relationship between the depth of a neural network and its representational capacity is a central problem in deep learning theory. In this work, we develop a geometric framework to analyze the expressivity of ReLU networks with the notion of depth complexity for convex polytopes. The depth of a polytope recursively quantifies the number of alternating convex hull and Minkowski sum operations required to construct it. This geometric perspective serves as a rigorous tool for deriving depth lower bounds and understanding the structural limits of deep neural architectures. We establish lower and upper bounds on the depth of polytopes, as well as tight bounds for classical families. These results yield two main consequences. First, we provide a purely geometric proof of the expressivity bound by Arora et al. (2018), confirming that $\lceil \log_2(n+1)\rceil$ hidden layers suffice to represent any continuous piecewise linear (CPWL) function. Second, we prove that, unlike general ReLU networks, convex polytopes do not admit a universal depth bound. Specifically, the depth of cyclic polytopes in dimensions $n \geq 4$ grows unboundedly with the number of vertices. This result implies that Input Convex Neural Networks (ICNNs) cannot represent all convex CPWL functions with a fixed depth, revealing a sharp separation in expressivity between ICNNs and standard ReLU networks.

cs.LG

DeepSPoC: A Deep Learning Based Sequential Propagation of Chaos

Classical particle methods based on propagation of chaos (PoC) have been developed for solving mean-field stochastic differential equations and their associated nonlinear Fokker--Planck equations. However, direct PoC implementations are difficult to apply to high-dimensional problems because they require simulating and storing large numbers of interacting particles, often with high particle-particle interaction costs. Motivated by these limitations, we build on the recently proposed sequential propagation of chaos (SPoC) framework, which replaces the fully interacting particle system in PoC with a sequential interaction mechanism. Based on this structure, we present DeepSPoC, a neural particle method that embeds a neural density representation into the sequential particle dynamics. DeepSPoC simulates particles batch by batch, while the neural network represents the evolving empirical law and is substituted into the coefficients of the mean-field SDE, thereby replacing direct particle-particle interactions with particle-network interactions. In DeepSPoC, a recently developed normalizing flow model called KRnet is used to approximate the empirical measure of particles. Compared with direct particle implementations, DeepSPoC substantially reduces memory consumption and evaluates interaction terms more efficiently, thereby improving scalability for high-dimensional problems. We apply DeepSPoC to a wide range of mean-field equations and verify its effectiveness and computational advantages.

cs.LG