MOMENT: A Family of Open Time-series Foundation Models

We introduce MOMENT, a family of open-source foundation models for general-purpose time-series analysis. Pre-training large models on time-series data is challenging due to (1) the absence of a large and cohesive public time-series repository, and (2) diverse time-series characteristics which make multi-dataset training onerous. Additionally, (3) experimental benchmarks to evaluate these models, especially in scenarios with limited resources, time, and supervision, are still in their nascent stages. To address these challenges, we compile a large and diverse collection of public time-series, called the Time-series Pile, and systematically tackle time-series-specific challenges to unlock large-scale multi-dataset pre-training. Finally, we build on recent work to design a benchmark to evaluate time-series foundation models on diverse tasks and datasets in limited supervision settings. Experiments on this benchmark demonstrate the effectiveness of our pre-trained models with minimal data and task-specific fine-tuning. Finally, we present several interesting empirical observations about large pre-trained time-series models. Our code is available anonymously at anonymous.4open.science/r/BETT-773F/.

AQuA: A Benchmarking Tool for Label Quality Assessment

Machine learning (ML) models are only as good as the data they are trained on. But recent studies have found datasets widely used to train and evaluate ML models, e.g. ImageNet, to have pervasive labeling errors. Erroneous labels on the train set hurt ML models' ability to generalize, and they impact evaluation and model selection using the test set. Consequently, learning in the presence of labeling errors is an active area of research, yet this field lacks a comprehensive benchmark to evaluate these methods. Most of these methods are evaluated on a few computer vision datasets with significant variance in the experimental protocols. With such a large pool of methods and inconsistent evaluation, it is also unclear how ML practitioners can choose the right models to assess label quality in their data. To this end, we propose a benchmarking environment AQuA to rigorously evaluate methods that enable machine learning in the presence of label noise. We also introduce a design space to delineate concrete design choices of label error detection models. We hope that our proposed design space and benchmark enable practitioners to choose the right tools to improve their label quality and that our benchmark enables objective and rigorous evaluation of machine learning tools facing mislabeled data.

Unsupervised Model Selection for Time-series Anomaly Detection

Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various datasets. To make matters worse, anomaly labels are scarce and rarely available in practice. The practical problem of selecting the most accurate model for a given dataset without labels has received little attention in the literature. This paper answers this question i.e. Given an unlabeled dataset and a set of candidate anomaly detectors, how can we select the most accurate model? To this end, we identify three classes of surrogate (unsupervised) metrics, namely, prediction error, model centrality, and performance on injected synthetic anomalies, and show that some metrics are highly correlated with standard supervised anomaly detection performance metrics such as the $F_1$ score, but to varying degrees. We formulate metric combination with multiple imperfect surrogate metrics as a robust rank aggregation problem. We then provide theoretical justification behind the proposed approach. Large-scale experiments on multiple real-world datasets demonstrate that our proposed unsupervised approach is as effective as selecting the most accurate model based on partially labeled data.

Classifying Unstructured Clinical Notes via Automatic Weak Supervision

Healthcare providers usually record detailed notes of the clinical care delivered to each patient for clinical, research, and billing purposes. Due to the unstructured nature of these narratives, providers employ dedicated staff to assign diagnostic codes to patients' diagnoses using the International Classification of Diseases (ICD) coding system. This manual process is not only time-consuming but also costly and error-prone. Prior work demonstrated potential utility of Machine Learning (ML) methodology in automating this process, but it has relied on large quantities of manually labeled data to train the models. Additionally, diagnostic coding systems evolve with time, which makes traditional supervised learning strategies unable to generalize beyond local applications. In this work, we introduce a general weakly-supervised text classification framework that learns from class-label descriptions only, without the need to use any human-labeled documents. It leverages the linguistic domain knowledge stored within pre-trained language models and the data programming framework to assign code labels to individual texts. We demonstrate the efficacy and flexibility of our method by comparing it to state-of-the-art weak text classifiers across four real-world text classification datasets, in addition to assigning ICD codes to medical notes in the publicly available MIMIC-III database.

Weakly Supervised Classification of Vital Sign Alerts as Real or Artifact

A significant proportion of clinical physiologic monitoring alarms are false. This often leads to alarm fatigue in clinical personnel, inevitably compromising patient safety. To combat this issue, researchers have attempted to build Machine Learning (ML) models capable of accurately adjudicating Vital Sign (VS) alerts raised at the bedside of hemodynamically monitored patients as real or artifact. Previous studies have utilized supervised ML techniques that require substantial amounts of hand-labeled data. However, manually harvesting such data can be costly, time-consuming, and mundane, and is a key factor limiting the widespread adoption of ML in healthcare (HC). Instead, we explore the use of multiple, individually imperfect heuristics to automatically assign probabilistic labels to unlabeled training data using weak supervision. Our weakly supervised models perform competitively with traditional supervised techniques and require less involvement from domain experts, demonstrating their use as efficient and practical alternatives to supervised learning in HC applications of ML.

Counterfactual Phenotyping with Censored Time-to-Events

Estimation of treatment efficacy of real-world clinical interventions involves working with continuous outcomes such as time-to-death, re-hospitalization, or a composite event that may be subject to censoring. Causal reasoning in such scenarios requires decoupling the effects of confounding physiological characteristics that affect baseline survival rates from the effects of the interventions being assessed. In this paper, we present a latent variable approach to model heterogeneous treatment effects by proposing that an individual can belong to one of latent clusters with distinct response characteristics. We show that this latent structure can mediate the base survival rates and helps determine the effects of an intervention. We demonstrate the ability of our approach to discover actionable phenotypes of individuals based on their treatment response on multiple large randomized clinical trials originally conducted to assess appropriate treatments to reduce cardiovascular risk.

Weak Supervision for Affordable Modeling of Electrocardiogram Data

Analysing electrocardiograms (ECGs) is an inexpensive and non-invasive, yet powerful way to diagnose heart disease. ECG studies using Machine Learning to automatically detect abnormal heartbeats so far depend on large, manually annotated datasets. While collecting vast amounts of unlabeled data can be straightforward, the point-by-point annotation of abnormal heartbeats is tedious and expensive. We explore the use of multiple weak supervision sources to learn diagnostic models of abnormal heartbeats via human designed heuristics, without using ground truth labels on individual data points. Our work is among the first to define weak supervision sources directly on time series data. Results show that with as few as six intuitive time series heuristics, we are able to infer high quality probabilistic label estimates for over 100,000 heartbeats with little human effort, and use the estimated labels to train competitive classifiers evaluated on held out test data.

Learning Graph Neural Networks for Multivariate Time Series Anomaly Detection

In this work, we propose GLUE (Graph Deviation Network with Local Uncertainty Estimation), building on the recently proposed Graph Deviation Network (GDN). GLUE not only automatically learns complex dependencies between variables and uses them to better identify anomalous behavior, but also quantifies its predictive uncertainty, allowing us to account for the variation in the data as well to have more interpretable anomaly detection thresholds. Results on two real world datasets tell us that optimizing the negative Gaussian log likelihood is reasonable because GLUE's forecasting results are at par with GDN and in fact better than the vector autoregressor baseline, which is significant given that GDN directly optimizes the MSE loss. In summary, our experiments demonstrate that GLUE is competitive with GDN at anomaly detection, with the added benefit of uncertainty estimations. We also show that GLUE learns meaningful sensor embeddings which clusters similar sensors together.

The Word is Mightier than the Label: Learning without Pointillistic Labels using Data Programming

Most advanced supervised Machine Learning (ML) models rely on vast amounts of point-by-point labelled training examples. Hand-labelling vast amounts of data may be tedious, expensive, and error-prone. Recently, some studies have explored the use of diverse sources of weak supervision to produce competitive end model classifiers. In this paper, we survey recent work on weak supervision, and in particular, we investigate the Data Programming (DP) framework. Taking a set of potentially noisy heuristics as input, DP assigns denoised probabilistic labels to each data point in a dataset using a probabilistic graphical model of heuristics. We analyze the math fundamentals behind DP and demonstrate the power of it by applying it on two real-world text classification tasks. Furthermore, we compare DP with pointillistic active and semi-supervised learning techniques traditionally applied in data-sparse settings.