Interpretable Time-series Classification on Few-shot Samples
It addresses the need for interpretable models in few-shot learning for time-series data, which is incremental as it adapts neural-based methods to a new domain.
The paper tackles the problem of few-shot time-series classification, where existing methods lack interpretability, by proposing the Dual Prototypical Shapelet Networks (DPSN) framework, which outperforms state-of-the-art methods on 18 derived datasets, especially with limited data.
Recent few-shot learning works focus on training a model with prior meta-knowledge to fast adapt to new tasks with unseen classes and samples. However, conventional time-series classification algorithms fail to tackle the few-shot scenario. Existing few-shot learning methods are proposed to tackle image or text data, and most of them are neural-based models that lack interpretability. This paper proposes an interpretable neural-based framework, namely \textit{Dual Prototypical Shapelet Networks (DPSN)} for few-shot time-series classification, which not only trains a neural network-based model but also interprets the model from dual granularity: 1) global overview using representative time series samples, and 2) local highlights using discriminative shapelets. In particular, the generated dual prototypical shapelets consist of representative samples that can mostly demonstrate the overall shapes of all samples in the class and discriminative partial-length shapelets that can be used to distinguish different classes. We have derived 18 few-shot TSC datasets from public benchmark datasets and evaluated the proposed method by comparing with baselines. The DPSN framework outperforms state-of-the-art time-series classification methods, especially when training with limited amounts of data. Several case studies have been given to demonstrate the interpret ability of our model.