Prototypes as Explanation for Time Series Anomaly Detection

Detecting abnormal patterns that deviate from a certain regular repeating pattern in time series is essential in many big data applications. However, the lack of labels, the dynamic nature of time series data, and unforeseeable abnormal behaviors make the detection process challenging. Despite the success of recent deep anomaly detection approaches, the mystical mechanisms in such black-box models have become a new challenge in safety-critical applications. The lack of model transparency and prediction reliability hinders further breakthroughs in such domains. This paper proposes ProtoAD, using prototypes as the example-based explanation for the state of regular patterns during anomaly detection. Without significant impact on the detection performance, prototypes shed light on the deep black-box models and provide intuitive understanding for domain experts and stakeholders. We extend the widely used prototype learning in classification problems into anomaly detection. By visualizing both the latent space and input space prototypes, we intuitively demonstrate how regular data are modeled and why specific patterns are considered abnormal.

Lex2Sent: A bagging approach to unsupervised sentiment analysis

Unsupervised sentiment analysis is traditionally performed by counting those words in a text that are stored in a sentiment lexicon and then assigning a label depending on the proportion of positive and negative words registered. While these "counting" methods are considered to be beneficial as they rate a text deterministically, their classification rates decrease when the analyzed texts are short or the vocabulary differs from what the lexicon considers default. The model proposed in this paper, called Lex2Sent, is an unsupervised sentiment analysis method to improve the classification of sentiment lexicon methods. For this purpose, a Doc2Vec-model is trained to determine the distances between document embeddings and the embeddings of the positive and negative part of a sentiment lexicon. These distances are then evaluated for multiple executions of Doc2Vec on resampled documents and are averaged to perform the classification task. For three benchmark datasets considered in this paper, the proposed Lex2Sent outperforms every evaluated lexicon, including state-of-the-art lexica like VADER or the Opinion Lexicon in terms of classification rate.

Random boosting and random^2 forests -- A random tree depth injection approach

The induction of additional randomness in parallel and sequential ensemble methods has proven to be worthwhile in many aspects. In this manuscript, we propose and examine a novel random tree depth injection approach suitable for sequential and parallel tree-based approaches including Boosting and Random Forests. The resulting methods are called \emph{Random Boost} and \emph{Random$^2$ Forest}. Both approaches serve as valuable extensions to the existing literature on the gradient boosting framework and random forests. A Monte Carlo simulation, in which tree-shaped data sets with different numbers of final partitions are built, suggests that there are several scenarios where \emph{Random Boost} and \emph{Random$^2$ Forest} can improve the prediction performance of conventional hierarchical boosting and random forest approaches. The new algorithms appear to be especially successful in cases where there are merely a few high-order interactions in the generated data. In addition, our simulations suggest that our random tree depth injection approach can improve computation time by up to 40%, while at the same time the performance losses in terms of prediction accuracy turn out to be minor or even negligible in most cases.

Improving Reliability of Latent Dirichlet Allocation by Assessing Its Stability Using Clustering Techniques on Replicated Runs

For organizing large text corpora topic modeling provides useful tools. A widely used method is Latent Dirichlet Allocation (LDA), a generative probabilistic model which models single texts in a collection of texts as mixtures of latent topics. The assignments of words to topics rely on initial values such that generally the outcome of LDA is not fully reproducible. In addition, the reassignment via Gibbs Sampling is based on conditional distributions, leading to different results in replicated runs on the same text data. This fact is often neglected in everyday practice. We aim to improve the reliability of LDA results. Therefore, we study the stability of LDA by comparing assignments from replicated runs. We propose to quantify the similarity of two generated topics by a modified Jaccard coefficient. Using such similarities, topics can be clustered. A new pruning algorithm for hierarchical clustering results based on the idea that two LDA runs create pairs of similar topics is proposed. This approach leads to the new measure S-CLOP ({\bf S}imilarity of multiple sets by {\bf C}lustering with {\bf LO}cal {\bf P}runing) for quantifying the stability of LDA models. We discuss some characteristics of this measure and illustrate it with an application to real data consisting of newspaper articles from \textit{USA Today}. Our results show that the measure S-CLOP is useful for assessing the stability of LDA models or any other topic modeling procedure that characterize its topics by word distributions. Based on the newly proposed measure for LDA stability, we propose a method to increase the reliability and hence to improve the reproducibility of empirical findings based on topic modeling. This increase in reliability is obtained by running the LDA several times and taking as prototype the most representative run, that is the LDA run with highest average similarity to all other runs.