提出新指标DMD-GEN,量化时序生成模型的模式崩溃问题。
Grassmannian Geometry Meets Dynamic Mode Decomposition in DMD-GEN: A New Metric for Mode Collapse in Time Series Generative Models
- 用动态模态分解分析数据动态特征,通过最优传输度量差异。
- 在合成与真实数据上验证,能准确反映生成模型的动态保真度。
- 首次定义时序数据的模式崩溃,适合时序生成模型评估与改进。
生成模型如生成对抗网络(GANs)和变分自编码器(VAEs)常无法捕捉训练数据的全部多样性,导致模式崩溃。尽管图像生成中的该问题已深入研究,时序数据上的模式崩溃仍缺乏系统探讨。本文针对时序数据提出新的模式崩溃定义,并引入新指标DMD-GEN以量化其严重程度。该指标基于动态模态分解(DMD),一种用于识别一致时空模式的数据驱动方法,利用DMD特征向量间的最优传输来评估原始数据与生成数据之间底层动态的差异。此方法不仅能量化关键动态特征的保留情况,还通过定位发生崩溃的模式提供可解释性。我们在多种生成模型(包括TimeGAN、TimeVAE和DiffusionTS)及合成与真实数据集上验证了DMD-GEN的有效性。结果表明,该指标与静态数据的传统评估指标具有良好的相关性,且适用于动态数据。本工作首次为时序数据定义模式崩溃,提升了理解,并为时序生成模型的评估与优化奠定了基础。
原文摘要 · Abstract (English)
Generative models like Generative Adversarial Networks (GANs) and Variational Autoencoders (VAEs) often fail to capture the full diversity of their training data, leading to mode collapse. While this issue is well-explored in image generation, it remains underinvestigated for time series data. We introduce a new definition of mode collapse specific to time series and propose a novel metric, DMD-GEN, to quantify its severity. Our metric utilizes Dynamic Mode Decomposition (DMD), a data-driven technique for identifying coherent spatiotemporal patterns, and employs Optimal Transport between DMD eigenvectors to assess discrepancies between the underlying dynamics of the original and generated data. This approach not only quantifies the preservation of essential dynamic characteristics but also provides interpretability by pinpointing which modes have collapsed. We validate DMD-GEN on both synthetic and real-world datasets using various generative models, including TimeGAN, TimeVAE, and DiffusionTS. The results demonstrate that DMD-GEN correlates well with traditional evaluation metrics for static data while offering the advantage of applicability to dynamic data. This work offers for the first time a definition of mode collapse for time series, improving understanding, and forming the basis of our tool for assessing and improving generative models in the time series domain.
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