aeon: a Python toolkit for learning from time series

aeon is a unified Python 3 library for all machine learning tasks involving time series. The package contains modules for time series forecasting, classification, extrinsic regression and clustering, as well as a variety of utilities, transformations and distance measures designed for time series data. aeon also has a number of experimental modules for tasks such as anomaly detection, similarity search and segmentation. aeon follows the scikit-learn API as much as possible to help new users and enable easy integration of aeon estimators with useful tools such as model selection and pipelines. It provides a broad library of time series algorithms, including efficient implementations of the very latest advances in research. Using a system of optional dependencies, aeon integrates a wide variety of packages into a single interface while keeping the core framework with minimal dependencies. The package is distributed under the 3-Clause BSD license and is available at https://github.com/ aeon-toolkit/aeon. This version was submitted to the JMLR journal on 02 Nov 2023 for v0.5.0 of aeon. At the time of this preprint aeon has released v0.9.0, and has had substantial changes.

DenseNet and Support Vector Machine classifications of major depressive disorder using vertex-wise cortical features

Major depressive disorder (MDD) is a complex psychiatric disorder that affects the lives of hundreds of millions of individuals around the globe. Even today, researchers debate if morphological alterations in the brain are linked to MDD, likely due to the heterogeneity of this disorder. The application of deep learning tools to neuroimaging data, capable of capturing complex non-linear patterns, has the potential to provide diagnostic and predictive biomarkers for MDD. However, previous attempts to demarcate MDD patients and healthy controls (HC) based on segmented cortical features via linear machine learning approaches have reported low accuracies. In this study, we used globally representative data from the ENIGMA-MDD working group containing an extensive sample of people with MDD (N=2,772) and HC (N=4,240), which allows a comprehensive analysis with generalizable results. Based on the hypothesis that integration of vertex-wise cortical features can improve classification performance, we evaluated the classification of a DenseNet and a Support Vector Machine (SVM), with the expectation that the former would outperform the latter. As we analyzed a multi-site sample, we additionally applied the ComBat harmonization tool to remove potential nuisance effects of site. We found that both classifiers exhibited close to chance performance (balanced accuracy DenseNet: 51%; SVM: 53%), when estimated on unseen sites. Slightly higher classification performance (balanced accuracy DenseNet: 58%; SVM: 55%) was found when the cross-validation folds contained subjects from all sites, indicating site effect. In conclusion, the integration of vertex-wise morphometric features and the use of the non-linear classifier did not lead to the differentiability between MDD and HC. Our results support the notion that MDD classification on this combination of features and classifiers is unfeasible.