Feature Importance Identification for Time Series Classifiers

Meng, Han; Wagner, Christian; Triguero, Isaac

Abstract

Time series classification is a challenging research area where machine learning techniques such as deep learning perform well, yet lack interpretability. Identifying the most important features for such classifiers provides a pathway to improving their interpretability. Several Feature Importance (FI) identification methods remove the contributions of features, i.e. observations at certain time steps of, from the input and evaluate the change in the classification result to measure the importance of features. As time series features cannot simply be deleted, current techniques generally rely on replacing features with constant or random values. While effective, this approach risks unexpected results in the classification and thus feature importance estimation-as the replacements used may be different to what the classifier encountered in the training phase. This is referred to as the Out-Of-Distribution problem. The OOD problem has been recognised in image and language models but have not received much attention in the context of time series classification. This work addresses the OOD problem in FI identification for time series classifiers. Specifically, we propose a method based on Conditional Variational Autoencoder to generate possible sets of within-distribution inputs, which are used to evaluate feature importance through marginalisation. Experiments on publicly accessible datasets are carried out showing that the method identifies the most important features with higher accuracy than existing methods, providing the basis for improved explainability of time series classifiers.

Citation

Meng, H., Wagner, C., & Triguero, I. (2022). Feature Importance Identification for Time Series Classifiers. In 2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC) (3293-3298). https://doi.org/10.1109/smc53654.2022.9945205

• Presentation Conference Type: Edited Proceedings
• Conference Name: 2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC)
• Start Date: Oct 9, 2022
• End Date: Oct 12, 2022
• Acceptance Date: Jul 3, 2022
• Online Publication Date: Nov 18, 2022
• Publication Date: Oct 9, 2022
• Deposit Date: Jul 5, 2023
• Pages: 3293-3298
• Series Title: IEEE International Conference on Systems, Man, and Cybernetics (SMC)
• Series ISSN: 2577-1655
• Book Title: 2022 IEEE International Conference on Systems, Man, and Cybernetics (SMC)
• ISBN: 9781665452595
• DOI: https://doi.org/10.1109/smc53654.2022.9945205
• Public URL: https://nottingham-repository.worktribe.com/output/14588259
• Publisher URL: https://ieeexplore.ieee.org/document/9945205