Yi Su

Reza Hosseini, Albert Chen, Kaixu Yang et al.

Forecasts help businesses allocate resources and achieve objectives. At LinkedIn, product owners use forecasts to set business targets, track outlook, and monitor health. Engineers use forecasts to efficiently provision hardware. Developing a forecasting solution to meet these needs requires accurate and interpretable forecasts on diverse time series with sub-hourly to quarterly frequencies. We present Greykite, an open-source Python library for forecasting that has been deployed on over twenty use cases at LinkedIn. Its flagship algorithm, Silverkite, provides interpretable, fast, and highly flexible univariate forecasts that capture effects such as time-varying growth and seasonality, autocorrelation, holidays, and regressors. The library enables self-serve accuracy and trust by facilitating data exploration, model configuration, execution, and interpretation. Our benchmark results show excellent out-of-the-box speed and accuracy on datasets from a variety of domains. Over the past two years, Greykite forecasts have been trusted by Finance, Engineering, and Product teams for resource planning and allocation, target setting and progress tracking, anomaly detection and root cause analysis. We expect Greykite to be useful to forecast practitioners with similar applications who need accurate, interpretable forecasts that capture complex dynamics common to time series related to human activity.

Lingchao Mao, Qi wang, Yi Su et al.

Learning from multimodal datasets can leverage complementary information and improve performance in prediction tasks. A commonly used strategy to account for feature correlations in high-dimensional datasets is the latent variable approach. Several latent variable methods have been proposed for multimodal datasets. However, these methods either focus on extracting the shared component across all modalities or on extracting both a shared component and individual components specific to each modality. To address this gap, we propose a Multi-Modal Fission Learning (MMFL) model that simultaneously identifies globally joint, partially joint, and individual components underlying the features of multimodal datasets. Unlike existing latent variable methods, MMFL uses supervision from the response variable to identify predictive latent components and has a natural extension for incorporating incomplete multimodal data. Through simulation studies, we demonstrate that MMFL outperforms various existing multimodal algorithms in both complete and incomplete modality settings. We applied MMFL to a real-world case study for early prediction of Alzheimers Disease using multimodal neuroimaging and genomics data from the Alzheimers Disease Neuroimaging Initiative (ADNI) dataset. MMFL provided more accurate predictions and better insights into within- and across-modality correlations compared to existing methods.

Wentai Wu, Ligang He, Weiwei Lin et al.

On-line detection of anomalies in time series is a key technique used in various event-sensitive scenarios such as robotic system monitoring, smart sensor networks and data center security. However, the increasing diversity of data sources and the variety of demands make this task more challenging than ever. Firstly, the rapid increase in unlabeled data means supervised learning is becoming less suitable in many cases. Secondly, a large portion of time series data have complex seasonality features. Thirdly, on-line anomaly detection needs to be fast and reliable. In light of this, we have developed a prediction-driven, unsupervised anomaly detection scheme, which adopts a backbone model combining the decomposition and the inference of time series data. Further, we propose a novel metric, Local Trend Inconsistency (LTI), and an efficient detection algorithm that computes LTI in a real-time manner and scores each data point robustly in terms of its probability of being anomalous. We have conducted extensive experimentation to evaluate our algorithm with several datasets from both public repositories and production environments. The experimental results show that our scheme outperforms existing representative anomaly detection algorithms in terms of the commonly used metric, Area Under Curve (AUC), while achieving the desired efficiency.