S-Rocket: Selective Random Convolution Kernels for Time Series Classification

Random convolution kernel transform (Rocket) is a fast, efficient, and novel approach for time series feature extraction, using a large number of randomly initialized convolution kernels, and classification of the represented features with a linear classifier, without training the kernels. Since these kernels are generated randomly, a portion of these kernels may not positively contribute in performance of the model. Hence, selection of the most important kernels and pruning the redundant and less important ones is necessary to reduce computational complexity and accelerate inference of Rocket. Selection of these kernels is a combinatorial optimization problem. In this paper, the kernels selection process is modeled as an optimization problem and a population-based approach is proposed for selecting the most important kernels. This approach is evaluated on the standard time series datasets and the results show that on average it can achieve a similar performance to the original models by pruning more than 60% of kernels. In some cases, it can achieve a similar performance using only 1% of the kernels.