AutoAI-TS: AutoAI for Time Series Forecasting

A large number of time series forecasting models including traditional statistical models, machine learning models and more recently deep learning have been proposed in the literature. However, choosing the right model along with good parameter values that performs well on a given data is still challenging. Automatically providing a good set of models to users for a given dataset saves both time and effort from using trial-and-error approaches with a wide variety of available models along with parameter optimization. We present AutoAI for Time Series Forecasting (AutoAI-TS) that provides users with a zero configuration (zero-conf ) system to efficiently train, optimize and choose best forecasting model among various classes of models for the given dataset. With its flexible zero-conf design, AutoAI-TS automatically performs all the data preparation, model creation, parameter optimization, training and model selection for users and provides a trained model that is ready to use. For given data, AutoAI-TS utilizes a wide variety of models including classical statistical models, Machine Learning (ML) models, statistical-ML hybrid models and deep learning models along with various transformations to create forecasting pipelines. It then evaluates and ranks pipelines using the proposed T-Daub mechanism to choose the best pipeline. The paper describe in detail all the technical aspects of AutoAI-TS along with extensive benchmarking on a variety of real world data sets for various use-cases. Benchmark results show that AutoAI-TS, with no manual configuration from the user, automatically trains and selects pipelines that on average outperform existing state-of-the-art time series forecasting toolkits.

NEURO-DRAM: a 3D recurrent visual attention model for interpretable neuroimaging classification

Deep learning is attracting significant interest in the neuroimaging community as a means to diagnose psychiatric and neurological disorders from structural magnetic resonance images. However, there is a tendency amongst researchers to adopt architectures optimized for traditional computer vision tasks, rather than design networks customized for neuroimaging data. We address this by introducing NEURO-DRAM, a 3D recurrent visual attention model tailored for neuroimaging classification. The model comprises an agent which, trained by reinforcement learning, learns to navigate through volumetric images, selectively attending to the most informative regions for a given task. When applied to Alzheimer's disease prediction, NEURODRAM achieves state-of-the-art classification accuracy on an out-of-sample dataset, significantly outperforming a baseline convolutional neural network. When further applied to the task of predicting which patients with mild cognitive impairment will be diagnosed with Alzheimer's disease within two years, the model achieves state-of-the-art accuracy with no additional training. Encouragingly, the agent learns, without explicit instruction, a search policy in agreement with standardized radiological hallmarks of Alzheimer's disease, suggesting a route to automated biomarker discovery for more poorly understood disorders.