Temporal kernel descriptors for learning with time-sensitive patterns

• Main Authors: SAHOO, Doyen, SHARMA, Abhishek, HOI, Steven C. H., ZHAO, Peilin
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2016
• Subjects: Computer Sciences; Databases and Information Systems; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/sis_research/3409; https://ink.library.smu.edu.sg/context/sis_research/article/4410/viewcontent/Temporalkerneldescriptorsforlearningwithtime_sensitivepatterns.pdf
• Institution: Singapore Management University

Detecting temporal patterns is one of the most prevalent challenges while mining data. Often, timestamps or information about when certain instances or events occurred can provide us with critical information to recognize temporal patterns. Unfortunately, most existing techniques are not able to fully extract useful temporal information based on the time (especially at different resolutions of time). They miss out on 3 crucial factors: (i) they do not distinguish between timestamp features (which have cyclical or periodic properties) and ordinary features; (ii) they are not able to detect patterns exhibited at different resolutions of time (e.g. different patterns at the annual level, and at the monthly level);and (iii) they are not able to relate different features (e.g. multimodal features) of instances with different temporal properties (e.g. while predicting stock prices, stock fundamentals may have annual patterns, and at the same time factors like peer stock prices and global markets may exhibit daily patterns). To solve these issues, we offer a novel multiple-kernel learning view and develop Temporal Kernel Descriptors which utilize Kernel functions to comprehensively detect temporal patterns by deriving relationship of instances with the time features. We automatically learn the optimal kernel function, and hence the optimal temporal similarity between two instances. We formulate the optimization as a Multiple Kernel Learning (MKL) problem. We empirically evaluate its performance by solving the optimization using Online MKL.