Abstract:High levels of sparsity and strong class imbalance are ubiquitous challenges that are often presented simultaneously in real-world time series data. While most methods tackle each problem separately, our proposed approach handles both in conjunction, while imposing fewer assumptions on the data. In this work, we propose leveraging a self-supervised learning method, specifically Autoregressive Predictive Coding (APC), to learn relevant hidden representations of time series data in the context of both missing data and class imbalance. We apply APC using either a GRU or GRU-D encoder on two real-world datasets, and show that applying one-step-ahead prediction with APC improves the classification results in all settings. In fact, by applying GRU-D - APC, we achieve state-of-the-art AUPRC results on the Physionet benchmark.
Abstract:We propose to study the problem of few-shot learning with the prism of inference on a partially observed graphical model, constructed from a collection of input images whose label can be either observed or not. By assimilating generic message-passing inference algorithms with their neural-network counterparts, we define a graph neural network architecture that generalizes several of the recently proposed few-shot learning models. Besides providing improved numerical performance, our framework is easily extended to variants of few-shot learning, such as semi-supervised or active learning, demonstrating the ability of graph-based models to operate well on 'relational' tasks.