提出新方法实现时间序列深度学习的完全平移不变性。
Shifting the Paradigm: A Diffeomorphism Between Time Series Data Manifolds for Achieving Shift-Invariancy in Deep Learning
- 设计可微双射函数,将时间序列映射到同维流形保持信息完整。
- 在六项任务中显著提升性能,且支持任意幅度平移不变。
- 无需修改模型结构,适合对时序数据敏感的应用场景。
深度学习模型缺乏平移不变性,输入偏移会导致输出变化。尽管图像领域已有相关方法,但这些技术在时间序列上失效,因低频与高频交互使数据生成机制更复杂,且会降低多项任务表现。本文提出一种新型可微双射函数,将样本从高维数据流形映射至同维新流形,不进行降维。该方法确保随机平移后的样本被唯一映射,同时完整保留任务相关特征。理论与实证均证明,该变换能实现无限制的平移不变性,且不改变模型拓扑。在六个时间序列任务中,结合先进方法验证了性能持续提升,实现完全平移不变性。代码已开源。
原文摘要 · Abstract (English)
Deep learning models lack shift invariance, making them sensitive to input shifts that cause changes in output. While recent techniques seek to address this for images, our findings show that these approaches fail to provide shift-invariance in time series, where the data generation mechanism is more challenging due to the interaction of low and high frequencies. Worse, they also decrease performance across several tasks. In this paper, we propose a novel differentiable bijective function that maps samples from their high-dimensional data manifold to another manifold of the same dimension, without any dimensional reduction. Our approach guarantees that samples -- when subjected to random shifts -- are mapped to a unique point in the manifold while preserving all task-relevant information without loss. We theoretically and empirically demonstrate that the proposed transformation guarantees shift-invariance in deep learning models without imposing any limits to the shift. Our experiments on six time series tasks with state-of-the-art methods show that our approach consistently improves the performance while enabling models to achieve complete shift-invariance without modifying or imposing restrictions on the model's topology. The source code is available on \href{https://github.com/eth-siplab/Shifting-the-Paradigm}{GitHub}.
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