Erik Fransén

Gonzalo Uribarri, Federico Barone, Alessio Ansuini et al.

Time Series Classification (TSC) is essential in fields like medicine, environmental science, and finance, enabling tasks such as disease diagnosis, anomaly detection, and stock price analysis. While machine learning models like Recurrent Neural Networks and InceptionTime are successful in numerous applications, they can face scalability issues due to computational requirements. Recently, ROCKET has emerged as an efficient alternative, achieving state-of-the-art performance and simplifying training by utilizing a large number of randomly generated features from the time series data. However, many of these features are redundant or non-informative, increasing computational load and compromising generalization. Here we introduce Sequential Feature Detachment (SFD) to identify and prune non-essential features in ROCKET-based models, such as ROCKET, MiniRocket, and MultiRocket. SFD estimates feature importance using model coefficients and can handle large feature sets without complex hyperparameter tuning. Testing on the UCR archive shows that SFD can produce models with better test accuracy using only 10\% of the original features. We named these pruned models Detach-ROCKET. We also present an end-to-end procedure for determining an optimal balance between the number of features and model accuracy. On the largest binary UCR dataset, Detach-ROCKET improves test accuracy by 0.6\% while reducing features by 98.9\%. By enabling a significant reduction in model size without sacrificing accuracy, our methodology improves computational efficiency and contributes to model interpretability. We believe that Detach-ROCKET will be a valuable tool for researchers and practitioners working with time series data, who can find a user-friendly implementation of the model at \url{https://github.com/gon-uri/detach_rocket}.

Gonzalo Uribarri, Simon Ekman von Huth, Josefine Waldthaler et al.

Eye-tracking is an accessible and non-invasive technology that provides information about a subject's motor and cognitive abilities. As such, it has proven to be a valuable resource in the study of neurodegenerative diseases such as Parkinson's disease. Saccade experiments, in particular, have proven useful in the diagnosis and staging of Parkinson's disease. However, to date, no single eye-movement biomarker has been found to conclusively differentiate patients from healthy controls. In the present work, we investigate the use of state-of-the-art deep learning algorithms to perform Parkinson's disease classification using eye-tracking data from saccade experiments. In contrast to previous work, instead of using hand-crafted features from the saccades, we use raw $\sim1.5\,s$ long fixation intervals recorded during the preparatory phase before each trial. Using these short time series as input we implement two different classification models, InceptionTime and ROCKET. We find that the models are able to learn the classification task and generalize to unseen subjects. InceptionTime achieves $78\%$ accuracy, while ROCKET achieves $88\%$ accuracy. We also employ a novel method for pruning the ROCKET model to improve interpretability and generalizability, achieving an accuracy of $96\%$. Our results suggest that fixation data has low inter-subject variability and potentially carries useful information about brain cognitive and motor conditions, making it suitable for use with machine learning in the discovery of disease-relevant biomarkers.

Adrià Solana, Erik Fransén, Gonzalo Uribarri

Multivariate Time Series Classification (MTSC) is a ubiquitous problem in science and engineering, particularly in neuroscience, where most data acquisition modalities involve the simultaneous time-dependent recording of brain activity in multiple brain regions. In recent years, Random Convolutional Kernel models such as ROCKET and MiniRocket have emerged as highly effective time series classification algorithms, capable of achieving state-of-the-art accuracy results with low computational load. Despite their success, these types of models face two major challenges when employed in neuroscience: 1) they struggle to deal with high-dimensional data such as EEG and MEG, and 2) they are difficult to interpret. In this work, we present a novel ROCKET-based algorithm, named Detach-Rocket Ensemble, that is specifically designed to address these two problems in MTSC. Our algorithm leverages pruning to provide an integrated estimation of channel importance, and ensembles to achieve better accuracy and provide a label probability. Using a synthetic multivariate time series classification dataset in which we control the amount of information carried by each of the channels, we first show that our algorithm is able to correctly recover the channel importance for classification. Then, using two real-world datasets, a MEG dataset and an EEG dataset, we show that Detach-Rocket Ensemble is able to provide both interpretable channel relevance and competitive classification accuracy, even when applied directly to the raw brain data, without the need for feature engineering.