Emiel Deprost

HC
3papers
99citations
Novelty28%
AI Score23

3 Papers

HCJun 17, 2022Code
Plotly-Resampler: Effective Visual Analytics for Large Time Series

Jonas Van Der Donckt, Jeroen Van Der Donckt, Emiel Deprost et al.

Visual analytics is arguably the most important step in getting acquainted with your data. This is especially the case for time series, as this data type is hard to describe and cannot be fully understood when using for example summary statistics. To realize effective time series visualization, four requirements have to be met; a tool should be (1) interactive, (2) scalable to millions of data points, (3) integrable in conventional data science environments, and (4) highly configurable. We observe that open source Python visualization toolkits empower data scientists in most visual analytics tasks, but lack the combination of scalability and interactivity to realize effective time series visualization. As a means to facilitate these requirements, we created Plotly-Resampler, an open source Python library. Plotly-Resampler is an add-on for Plotly's Python bindings, enhancing line chart scalability on top of an interactive toolkit by aggregating the underlying data depending on the current graph view. Plotly-Resampler is built to be snappy, as the reactivity of a tool qualitatively affects how analysts visually explore and analyze data. A benchmark task highlights how our toolkit scales better than alternatives in terms of number of samples and time series. Additionally, Plotly-Resampler's flexible data aggregation functionality paves the path towards researching novel aggregation techniques. Plotly-Resampler's integrability, together with its configurability, convenience, and high scalability, allows to effectively analyze high-frequency data in your day-to-day Python environment.

MLJul 15, 2022
Do Not Sleep on Traditional Machine Learning: Simple and Interpretable Techniques Are Competitive to Deep Learning for Sleep Scoring

Jeroen Van Der Donckt, Jonas Van Der Donckt, Emiel Deprost et al.

Over the last few years, research in automatic sleep scoring has mainly focused on developing increasingly complex deep learning architectures. However, recently these approaches achieved only marginal improvements, often at the expense of requiring more data and more expensive training procedures. Despite all these efforts and their satisfactory performance, automatic sleep staging solutions are not widely adopted in a clinical context yet. We argue that most deep learning solutions for sleep scoring are limited in their real-world applicability as they are hard to train, deploy, and reproduce. Moreover, these solutions lack interpretability and transparency, which are often key to increase adoption rates. In this work, we revisit the problem of sleep stage classification using classical machine learning. Results show that competitive performance can be achieved with a conventional machine learning pipeline consisting of preprocessing, feature extraction, and a simple machine learning model. In particular, we analyze the performance of a linear model and a non-linear (gradient boosting) model. Our approach surpasses state-of-the-art (that uses the same data) on two public datasets: Sleep-EDF SC-20 (MF1 0.810) and Sleep-EDF ST (MF1 0.795), while achieving competitive results on Sleep-EDF SC-78 (MF1 0.775) and MASS SS3 (MF1 0.817). We show that, for the sleep stage scoring task, the expressiveness of an engineered feature vector is on par with the internally learned representations of deep learning models. This observation opens the door to clinical adoption, as a representative feature vector allows to leverage both the interpretability and successful track record of traditional machine learning models.

LGNov 24, 2021
tsflex: flexible time series processing & feature extraction

Jonas Van Der Donckt, Jeroen Van Der Donckt, Emiel Deprost et al.

Time series processing and feature extraction are crucial and time-intensive steps in conventional machine learning pipelines. Existing packages are limited in their applicability, as they cannot cope with irregularly-sampled or asynchronous data and make strong assumptions about the data format. Moreover, these packages do not focus on execution speed and memory efficiency, resulting in considerable overhead. We present $\texttt{tsflex}$, a Python toolkit for time series processing and feature extraction, that focuses on performance and flexibility, enabling broad applicability. This toolkit leverages window-stride arguments of the same data type as the sequence-index, and maintains the sequence-index through all operations. $\texttt{tsflex}$ is flexible as it supports (1) multivariate time series, (2) multiple window-stride configurations, and (3) integrates with processing and feature functions from other packages, while (4) making no assumptions about the data sampling regularity, series alignment, and data type. Other functionalities include multiprocessing, detailed execution logging, chunking sequences, and serialization. Benchmarks show that $\texttt{tsflex}$ is faster and more memory-efficient compared to similar packages, while being more permissive and flexible in its utilization.