用可逆流学习时间序列路径几何,提升稀疏数据分类准确率
FlowPath: Learning Data-Driven Manifolds with Invertible Flows for Robust Irregularly-sampled Time Series Classification
- 通过可逆神经流自动学习数据驱动的路径几何结构
- 在18个基准数据集上显著优于固定插值和非可逆模型
- 适合处理高缺失率的不规则时间序列分类任务
从稀疏且不规则采样的时间序列建模连续时间动态仍是基本挑战。神经控制微分方程为此类任务提供了合理框架,但其性能高度依赖于由离散观测构造的控制路径。现有方法通常采用固定插值方案,施加了简化的几何假设,常在高缺失率下扭曲底层数据流形。本文提出FlowPath,一种新方法,通过可逆神经流学习控制路径的几何结构。不同于简单连接观测点,FlowPath构建连续且数据自适应的流形,受可逆性约束,确保信息保留与变换良好。这种归纳偏置使FlowPath区别于以往无约束的可学习路径模型。在18个基准数据集和一个真实世界案例研究中的实证评估表明,FlowPath在分类准确率上持续显著优于使用固定插值或非可逆架构的基线模型。结果凸显了不仅需建模路径上的动态,还需建模路径本身的几何结构的重要性,为从不规则时间序列中学习提供稳健且泛化能力强的解决方案。
原文摘要 · Abstract (English)
Modeling continuous-time dynamics from sparse and irregularly-sampled time series remains a fundamental challenge. Neural controlled differential equations provide a principled framework for such tasks, yet their performance is highly sensitive to the choice of control path constructed from discrete observations. Existing methods commonly employ fixed interpolation schemes, which impose simplistic geometric assumptions that often misrepresent the underlying data manifold, particularly under high missingness. We propose FlowPath, a novel approach that learns the geometry of the control path via an invertible neural flow. Rather than merely connecting observations, FlowPath constructs a continuous and data-adaptive manifold, guided by invertibility constraints that enforce information-preserving and well-behaved transformations. This inductive bias distinguishes FlowPath from prior unconstrained learnable path models. Empirical evaluations on 18 benchmark datasets and a real-world case study demonstrate that FlowPath consistently achieves statistically significant improvements in classification accuracy over baselines using fixed interpolants or non-invertible architectures. These results highlight the importance of modeling not only the dynamics along the path but also the geometry of the path itself, offering a robust and generalizable solution for learning from irregular time series.
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