Uncertainty-Aware Multiple Instance Learning from Large-Scale Long Time Series Data
Yuansheng Zhu, Weishi Shi, Deep Shankar Pandey, Yang Liu, Xiaofan Que,, Daniel E. Krutz, and Qi Yu

TL;DR
This paper introduces an uncertainty-aware multiple instance learning framework for large-scale long time series classification, automatically identifying relevant periods and improving vessel detection accuracy through uncertainty-based attention and data fusion.
Contribution
The novel framework leverages predictive uncertainty to automatically focus on relevant time segments and fuse multiple data modalities, enhancing classification performance on large-scale long time series data.
Findings
Effective detection of vessel types from trajectory data
Uncertainty-aware fusion improves detection accuracy
Framework identifies relevant periods automatically
Abstract
We propose a novel framework to classify large-scale time series data with long duration. Long time seriesclassification (L-TSC) is a challenging problem because the dataoften contains a large amount of irrelevant information to theclassification target. The irrelevant period degrades the classifica-tion performance while the relevance is unknown to the system.This paper proposes an uncertainty-aware multiple instancelearning (MIL) framework to identify the most relevant periodautomatically. The predictive uncertainty enables designing anattention mechanism that forces the MIL model to learn from thepossibly discriminant period. Moreover, the predicted uncertaintyyields a principled estimator to identify whether a prediction istrustworthy or not. We further incorporate another modality toaccommodate unreliable predictions by training a separate modelbased on its availability and conduct…
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Taxonomy
TopicsTime Series Analysis and Forecasting · Anomaly Detection Techniques and Applications · Complex Systems and Time Series Analysis
MethodsAttentive Walk-Aggregating Graph Neural Network
