Dongjin Song works at University of Connecticut.

Posts

Deep Unsupervised Binary Coding Networks for Multivariate Time Series Retrieval

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Multivariate time series data are becoming increasingly ubiquitous in varies real-world applications such as smart city, power plant monitoring, wearable devices, etc. Given the current time series segment, how to retrieve similar segments within the historical data in an efficient and effective manner is becoming increasingly important. As it can facilitate underlying applications such as system status identification, anomaly detection, etc. Despite the fact that various binary coding techniques can be applied to this task, few of them are specially designed for multivariate time series data in an unsupervised setting. To this end, we present Deep Unsupervised Binary Coding Networks (DUBCNs) to perform multivariate time series retrieval. DUBCNs employ the Long Short-Term Memory (LSTM) encoder-decoder framework to capture the temporal dynamics within the input segment and consist of three key components, i.e., a temporal encoding mechanism to capture the temporal order of different segments within a mini-batch, a clustering loss on the hidden feature space to capture the hidden feature structure, and an adversarial loss based upon Generative Adversarial Networks (GANs) to enhance the generalization capability of the generated binary codes. Thoroughly empirical studies on three public datasets demonstrated that the proposed DUBCNs can outperform state-of-the-art unsupervised binary coding techniques.

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Deep Co-Clustering

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Co-clustering partitions instances and features simultaneously by leveraging the duality between them, and it often yields impressive performance improvement over traditional clustering algorithms. The recent development in learning deep representations has demonstrated the advantage in extracting effective features. However, the research on leveraging deep learning frameworks for co-clustering is limited for two reasons: 1) current deep clustering approaches usually decouple feature learning and cluster assignment as two separate steps, which cannot yield the task-specific feature representation; 2) existing deep clustering approaches cannot learn representations for instances and features simultaneously. In this paper, we propose a deep learning model for co-clustering called DeepCC. DeepCC utilizes the deep autoencoder for dimension reduction, and employs a variant of Gaussian Mixture Model (GMM) to infer the cluster assignments. A mutual information loss is proposed to bridge the training of instances and features. DeepCC jointly optimizes the parameters of the deep autoencoder and the mixture model in an end-to-end fashion on both the instance and the feature spaces, which can help the deep autoencoder escape from local optima and the mixture model circumvent the Expectation-Maximization (EM) algorithm. To the best of our knowledge, DeepCC is the first deep learning model for co-clustering. Experimental results on various dataseis demonstrate the effectiveness of DeepCC.

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A Deep Neural Network for Unsupervised Anomaly Detection and Diagnosis in Multivariate Time Series Data

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Nowadays, multivariate time series data are increasingly collected in various real-world systems, e.g., power plants, wearable devices, etc. Anomaly detection and diagnosis in multivariate time series refer to identifying abnormal status in certain time steps and pinpointing the root causes. Building such a system, however, is challenging since it not only requires to capture the temporal dependency in each time series, but also need encode the inter-correlations between different pairs of time series. In addition, the system should be robust to noise and provide operators with different levels of anomaly scores based upon the severity of different incidents. Despite the fact that a number of unsupervised anomaly detection algorithms have been developed, few of them can jointly address these challenges. In this paper, we propose a Multi-Scale Convolutional Recurrent Encoder-Decoder (MSCRED), to perform anomaly detection and diagnosis in multivariate time series data. Specifically, MSCRED first constructs multi-scale (resolution) signature matrices to characterize multiple levels of the system statuses in different time steps. Subsequently, given the signature matrices, a convolutional encoder is employed to encode the inter-sensor (time series) correlations and an attention based Convolutional Long-Short Term Memory (ConvLSTM) network is developed to capture the temporal patterns. Finally, based upon the feature maps which encode the inter-sensor correlations and temporal information, a convolutional decoder is used to reconstruct the input signature matrices and the residual signature matrices are further utilized to detect and diagnose anomalies. Extensive empirical studies based on a synthetic dataset and a real power plant dataset demonstrate that MSCRED can outperform state-of-the-art baseline methods.

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Deep r-th Root Rank Supervised Joint Binary Embedding for Multivariate Time Series Retrieval

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Multivariate time series data are becoming increasingly common in numerous real-world applications, e.g., power plant monitoring, health care, wearable devices, automobiles, etc. As a result, multivariate time series retrieval, i.e., given the current multivariate time series segment, how to obtain its relevant time series segments in the historical data (or in the database), attracts a significant amount of interest in many fields. Building such a system, however, is challenging since it requires a compact representation of the raw time series, which can explicitly encode the temporal dynamics as well as the correlations (interactions) between different pairs of time series (sensors). Furthermore, it requires query efficiency and expects a returned ranking list with high precision on the top. Despite the fact that various approaches have been developed, few of them can jointly resolve these two challenges. To cope with this issue, in this paper, we propose a Deep r-th root of Rank Supervised Joint Binary Embedding (Deep r-RSJBE) to perform multivariate time series retrieval. Given a raw multivariate time series segment, we employ Long Short-Term Memory (LSTM) units to encode the temporal dynamics and utilize Convolutional Neural Networks (CNNs) to encode the correlations (interactions) between different pairs of time series (sensors). Subsequently, a joint binary embedding is pursued to incorporate both the temporal dynamics and the correlations. Finally, we develop a novel r-th root ranking loss to optimize the precision at the top of a Hamming distance ranking list. Thoroughly empirical studies based upon three publicly available time series datasets demonstrate the effectiveness and the efficiency of Deep r-RSJBE.

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Learning Deep Network Representations with Adversarially Regularized Autoencoders

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The problem of network representation learning, also known as network embedding, arises in many machine learning tasks assuming that there exist a small number of variabilities in the vertex representations which can capture the “semantics” of the original network structure. Most existing network embedding models, with shallow or deep architectures, learn vertex representations from the sampled vertex sequences such that the low-dimensional embeddings preserve the locality property and/or global reconstruction capability. The resultant representations, however, are difficult for model generalization due to the intrinsic sparsity of sampled sequences from the input network. As such, an ideal approach to address the problem is to generate vertex representations by learning a probability density function over the sampled sequences. However, in many cases, such a distribution in a low-dimensional manifold may not always have an analytic form. In this study, we propose to learn the network representations with adversarially regularized autoencoders (NetRA). NetRA learns smoothly regularized vertex representations that well capture the network structure through jointly considering both locality-preserving and global reconstruction constraints. The joint inference is encapsulated in a generative adversarial training process to circumvent the requirement of an explicit prior distribution, and thus obtains better generalization performance. We demonstrate empirically how well key properties of the network structure are captured and the effectiveness of NetRA on a variety of tasks, including network reconstruction, link prediction, and multi-label classification.

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