LGMLMay 7, 2020

XEM: An Explainable-by-Design Ensemble Method for Multivariate Time Series Classification

arXiv:2005.03645v554 citations
AI Analysis

This work addresses classification challenges in multivariate time series data, offering improved performance and built-in explainability, though it appears incremental in method.

The authors tackled multivariate time series classification by introducing XEM, an explainable-by-design ensemble method that outperforms state-of-the-art classifiers on UEA datasets.

We present XEM, an eXplainable-by-design Ensemble method for Multivariate time series classification. XEM relies on a new hybrid ensemble method that combines an explicit boosting-bagging approach to handle the bias-variance trade-off faced by machine learning models and an implicit divide-and-conquer approach to individualize classifier errors on different parts of the training data. Our evaluation shows that XEM outperforms the state-of-the-art MTS classifiers on the public UEA datasets. Furthermore, XEM provides faithful explainability-by-design and manifests robust performance when faced with challenges arising from continuous data collection (different MTS length, missing data and noise).

Code Implementations1 repo
Foundations

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