Fast ES-RNN: A GPU Implementation of the ES-RNN Algorithm

Due to their prevalence, time series forecasting is crucial in multiple domains. We seek to make state-of-the-art forecasting fast, accessible, and generalizable. ES-RNN is a hybrid between classical state space forecasting models and modern RNNs that achieved a 9.4% sMAPE improvement in the M4 competition. Crucially, ES-RNN implementation requires per-time series parameters. By vectorizing the original implementation and porting the algorithm to a GPU, we achieve up to 322x training speedup depending on batch size with similar results as those reported in the original submission. Our code can be found at: https://github.com/damitkwr/ESRNN-GPU

A Deep Learning Architecture for De-identification of Patient Notes: Implementation and Evaluation

De-identification is the process of removing 18 protected health information (PHI) from clinical notes in order for the text to be considered not individually identifiable. Recent advances in natural language processing (NLP) has allowed for the use of deep learning techniques for the task of de-identification. In this paper, we present a deep learning architecture that builds on the latest NLP advances by incorporating deep contextualized word embeddings and variational drop out Bi-LSTMs. We test this architecture on two gold standard datasets and show that the architecture achieves state-of-the-art performance on both data sets while also converging faster than other systems without the use of dictionaries or other knowledge sources.