Adaptive-Halting Policy Network for Early Classification
Early classification of time series is the prediction of the class label of a time series before it is observed in its entirety. In time-sensitive domains where information is collected over time it is worth sacrificing some classification accuracy in favor of earlier predictions,ideally early enough for actions to be taken. However, since ac-curacy and earliness are contradictory objectives, a solution must address this challenge to discover task-dependent trade-offs. We de-sign an early classification model, called EARLIEST, which tackles this multi-objective optimization problem, jointly learning (1) to classify time series and (2) at which timestep to halt and generate this prediction. By learning the objectives together, we achieve a user-controlled balance between these contradictory goals while capturing their natural relationship. Our model consists of the novel pairing of a recurrent discriminator network with a stochastic policy network, with the latter learning a halting-policy as a reinforcement learning task. The learned policy interprets representations generated by the recurrent model and controls its dynamics,sequentially deciding whether or not to request observations from future timesteps. For a rich variety of datasets (four synthetic and three real-world), we demonstrate that EARLIEST consistently out-performs state-of-the-art alternatives in accuracy and earliness while discovering signal locations without supervision.
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