GenIAS: Generator for Instantiating Anomalies in time Series

A recent and promising approach for building time series anomaly detection (TSAD) models is to inject synthetic samples of anomalies within real data sets. The existing injection mechanisms have significant limitations - most of them rely on ad hoc, hand-crafted strategies which fail to capture the natural diversity of anomalous patterns, or are restricted to univariate time series settings. To address these challenges, we design a generative model for TSAD using a variational autoencoder, which is referred to as a Generator for Instantiating Anomalies in Time Series (GenIAS). GenIAS is designed to produce diverse and realistic synthetic anomalies for TSAD tasks. By employing a novel learned perturbation mechanism in the latent space and injecting the perturbed patterns in different segments of time series, GenIAS can generate anomalies with greater diversity and varying scales. Further, guided by a new triplet loss function, which uses a min-max margin and a new variance-scaling approach to further enforce the learning of compact normal patterns, GenIAS ensures that anomalies are distinct from normal samples while remaining realistic. The approach is effective for both univariate and multivariate time series. We demonstrate the diversity and realism of the generated anomalies. Our extensive experiments demonstrate that GenIAS - when integrated into a TSAD task - consistently outperforms seventeen traditional and deep anomaly detection models, thereby highlighting the potential of generative models for time series anomaly generation.

Large Language Models in Drug Discovery and Development: From Disease Mechanisms to Clinical Trials

The integration of Large Language Models (LLMs) into the drug discovery and development field marks a significant paradigm shift, offering novel methodologies for understanding disease mechanisms, facilitating drug discovery, and optimizing clinical trial processes. This review highlights the expanding role of LLMs in revolutionizing various stages of the drug development pipeline. We investigate how these advanced computational models can uncover target-disease linkage, interpret complex biomedical data, enhance drug molecule design, predict drug efficacy and safety profiles, and facilitate clinical trial processes. Our paper aims to provide a comprehensive overview for researchers and practitioners in computational biology, pharmacology, and AI4Science by offering insights into the potential transformative impact of LLMs on drug discovery and development.

Noise-Resilient Unsupervised Graph Representation Learning via Multi-Hop Feature Quality Estimation

Unsupervised graph representation learning (UGRL) based on graph neural networks (GNNs), has received increasing attention owing to its efficacy in handling graph-structured data. However, existing UGRL methods ideally assume that the node features are noise-free, which makes them fail to distinguish between useful information and noise when applied to real data with noisy features, thus affecting the quality of learned representations. This urges us to take node noisy features into account in real-world UGRL. With empirical analysis, we reveal that feature propagation, the essential operation in GNNs, acts as a "double-edged sword" in handling noisy features - it can both denoise and diffuse noise, leading to varying feature quality across nodes, even within the same node at different hops. Building on this insight, we propose a novel UGRL method based on Multi-hop feature Quality Estimation (MQE for short). Unlike most UGRL models that directly utilize propagation-based GNNs to generate representations, our approach aims to learn representations through estimating the quality of propagated features at different hops. Specifically, we introduce a Gaussian model that utilizes a learnable "meta-representation" as a condition to estimate the expectation and variance of multi-hop propagated features via neural networks. In this way, the "meta representation" captures the semantic and structural information underlying multiple propagated features but is naturally less susceptible to interference by noise, thereby serving as high-quality node representations beneficial for downstream tasks. Extensive experiments on multiple real-world datasets demonstrate that MQE in learning reliable node representations in scenarios with diverse types of feature noise.

DACAD: Domain Adaptation Contrastive Learning for Anomaly Detection in Multivariate Time Series

Time series anomaly detection (TAD) faces a significant challenge due to the scarcity of labelled data, which hinders the development of accurate detection models. Unsupervised domain adaptation (UDA) addresses this challenge by leveraging a labelled dataset from a related domain to detect anomalies in a target dataset. Existing domain adaptation techniques assume that the number of anomalous classes does not change between the source and target domains. In this paper, we propose a novel Domain Adaptation Contrastive learning for Anomaly Detection in multivariate time series (DACAD) model to address this issue by combining UDA and contrastive representation learning. DACAD's approach includes an anomaly injection mechanism that introduces various types of synthetic anomalies, enhancing the model's ability to generalise across unseen anomalous classes in different domains. This method significantly broadens the model's adaptability and robustness. Additionally, we propose a supervised contrastive loss for the source domain and a self-supervised contrastive triplet loss for the target domain, improving comprehensive feature representation learning and extraction of domain-invariant features. Finally, an effective Centre-based Entropy Classifier (CEC) is proposed specifically for anomaly detection, facilitating accurate learning of normal boundaries in the source domain. Our extensive evaluation across multiple real-world datasets against leading models in time series anomaly detection and UDA underscores DACAD's effectiveness. The results validate DACAD's superiority in transferring knowledge across domains and its potential to mitigate the challenge of limited labelled data in time series anomaly detection.

Deep Learning for Satellite Image Time Series Analysis: A Review

Earth observation (EO) satellite missions have been providing detailed images about the state of the Earth and its land cover for over 50 years. Long term missions, such as NASA's Landsat, Terra, and Aqua satellites, and more recently, the ESA's Sentinel missions, record images of the entire world every few days. Although single images provide point-in-time data, repeated images of the same area, or satellite image time series (SITS) provide information about the changing state of vegetation and land use. These SITS are useful for modeling dynamic processes and seasonal changes such as plant phenology. They have potential benefits for many aspects of land and natural resource management, including applications in agricultural, forest, water, and disaster management, urban planning, and mining. However, the resulting satellite image time series (SITS) are complex, incorporating information from the temporal, spatial, and spectral dimensions. Therefore, deep learning methods are often deployed as they can analyze these complex relationships. This review presents a summary of the state-of-the-art methods of modelling environmental, agricultural, and other Earth observation variables from SITS data using deep learning methods. We aim to provide a resource for remote sensing experts interested in using deep learning techniques to enhance Earth observation models with temporal information.

Prevalidated ridge regression is a highly-efficient drop-in replacement for logistic regression for high-dimensional data

Logistic regression is a ubiquitous method for probabilistic classification. However, the effectiveness of logistic regression depends upon careful and relatively computationally expensive tuning, especially for the regularisation hyperparameter, and especially in the context of high-dimensional data. We present a prevalidated ridge regression model that closely matches logistic regression in terms of classification error and log-loss, particularly for high-dimensional data, while being significantly more computationally efficient and having effectively no hyperparameters beyond regularisation. We scale the coefficients of the model so as to minimise log-loss for a set of prevalidated predictions derived from the estimated leave-one-out cross-validation error. This exploits quantities already computed in the course of fitting the ridge regression model in order to find the scaling parameter with nominal additional computational expense.

Series2Vec: Similarity-based Self-supervised Representation Learning for Time Series Classification

We argue that time series analysis is fundamentally different in nature to either vision or natural language processing with respect to the forms of meaningful self-supervised learning tasks that can be defined. Motivated by this insight, we introduce a novel approach called \textit{Series2Vec} for self-supervised representation learning. Unlike other self-supervised methods in time series, which carry the risk of positive sample variants being less similar to the anchor sample than series in the negative set, Series2Vec is trained to predict the similarity between two series in both temporal and spectral domains through a self-supervised task. Series2Vec relies primarily on the consistency of the unsupervised similarity step, rather than the intrinsic quality of the similarity measurement, without the need for hand-crafted data augmentation. To further enforce the network to learn similar representations for similar time series, we propose a novel approach that applies order-invariant attention to each representation within the batch during training. Our evaluation of Series2Vec on nine large real-world datasets, along with the UCR/UEA archive, shows enhanced performance compared to current state-of-the-art self-supervised techniques for time series. Additionally, our extensive experiments show that Series2Vec performs comparably with fully supervised training and offers high efficiency in datasets with limited-labeled data. Finally, we show that the fusion of Series2Vec with other representation learning models leads to enhanced performance for time series classification. Code and models are open-source at \url{https://github.com/Navidfoumani/Series2Vec.}

Computing Marginal and Conditional Divergences between Decomposable Models with Applications

The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the Kullback-Leibler divergence and Hellinger distance -- between the joint distribution of two decomposable models, i.e chordal Markov networks, can be done in time exponential in the treewidth of these models. However, reducing the dissimilarity between two high-dimensional objects to a single scalar value can be uninformative. Furthermore, in applications such as supervised learning, the divergence over a conditional distribution might be of more interest. Therefore, we propose an approach to compute the exact alpha-beta divergence between any marginal or conditional distribution of two decomposable models. Doing so tractably is non-trivial as we need to decompose the divergence between these distributions and therefore, require a decomposition over the marginal and conditional distributions of these models. Consequently, we provide such a decomposition and also extend existing work to compute the marginal and conditional alpha-beta divergence between these decompositions. We then show how our method can be used to analyze distributional changes by first applying it to a benchmark image dataset. Finally, based on our framework, we propose a novel way to quantify the error in contemporary superconducting quantum computers. Code for all experiments is available at: https://lklee.dev/pub/2023-icdm/code

Large Language Models for Scientific Synthesis, Inference and Explanation

Large language models are a form of artificial intelligence systems whose primary knowledge consists of the statistical patterns, semantic relationships, and syntactical structures of language1. Despite their limited forms of "knowledge", these systems are adept at numerous complex tasks including creative writing, storytelling, translation, question-answering, summarization, and computer code generation. However, they have yet to demonstrate advanced applications in natural science. Here we show how large language models can perform scientific synthesis, inference, and explanation. We present a method for using general-purpose large language models to make inferences from scientific datasets of the form usually associated with special-purpose machine learning algorithms. We show that the large language model can augment this "knowledge" by synthesizing from the scientific literature. When a conventional machine learning system is augmented with this synthesized and inferred knowledge it can outperform the current state of the art across a range of benchmark tasks for predicting molecular properties. This approach has the further advantage that the large language model can explain the machine learning system's predictions. We anticipate that our framework will open new avenues for AI to accelerate the pace of scientific discovery.

ShapeDBA: Generating Effective Time Series Prototypes using ShapeDTW Barycenter Averaging

Time series data can be found in almost every domain, ranging from the medical field to manufacturing and wireless communication. Generating realistic and useful exemplars and prototypes is a fundamental data analysis task. In this paper, we investigate a novel approach to generating realistic and useful exemplars and prototypes for time series data. Our approach uses a new form of time series average, the ShapeDTW Barycentric Average. We therefore turn our attention to accurately generating time series prototypes with a novel approach. The existing time series prototyping approaches rely on the Dynamic Time Warping (DTW) similarity measure such as DTW Barycentering Average (DBA) and SoftDBA. These last approaches suffer from a common problem of generating out-of-distribution artifacts in their prototypes. This is mostly caused by the DTW variant used and its incapability of detecting neighborhood similarities, instead it detects absolute similarities. Our proposed method, ShapeDBA, uses the ShapeDTW variant of DTW, that overcomes this issue. We chose time series clustering, a popular form of time series analysis to evaluate the outcome of ShapeDBA compared to the other prototyping approaches. Coupled with the k-means clustering algorithm, and evaluated on a total of 123 datasets from the UCR archive, our proposed averaging approach is able to achieve new state-of-the-art results in terms of Adjusted Rand Index.