Temporal Dependencies in Feature Importance for Time Series Predictions

Explanation methods applied to sequential models for multivariate time series prediction are receiving more attention in machine learning literature. While current methods perform well at providing instance-wise explanations, they struggle to efficiently and accurately make attributions over long periods of time and with complex feature interactions. We propose WinIT, a framework for evaluating feature importance in time series prediction settings by quantifying the shift in predictive distribution over multiple instances in a windowed setting. Comprehensive empirical evidence shows our method improves on the previous state-of-the-art, FIT, by capturing temporal dependencies in feature importance. We also demonstrate how the solution improves the appropriate attribution of features within time steps, which existing interpretability methods often fail to do. We compare with baselines on simulated and real-world clinical data. WinIT achieves 2.47x better performance than FIT and other feature importance methods on real-world clinical MIMIC-mortality task. The code for this work is available at https://github.com/layer6ai-labs/WinIT.

Non-Pharmaceutical Intervention Discovery with Topic Modeling

We consider the task of discovering categories of non-pharmaceutical interventions during the evolving COVID-19 pandemic. We explore topic modeling on two corpora with national and international scope. These models discover existing categories when compared with human intervention labels while reduced human effort needed.

Hierarchical Label Inference for Video Classification

Videos are a rich source of high-dimensional structured data, with a wide range of interacting components at varying levels of granularity. In order to improve understanding of unconstrained internet videos, it is important to consider the role of labels at separate levels of abstraction. In this paper, we consider the use of the Bidirectional Inference Neural Network (BINN) for performing graph-based inference in label space for the task of video classification. We take advantage of the inherent hierarchy between labels at increasing granularity. The BINN is evaluated on the first and second release of the YouTube-8M large scale multilabel video dataset. Our results demonstrate the effectiveness of BINN, achieving significant improvements against baseline models.