Analyzing multivariate time series data is important for many applications such as automated control, fault diagnosis and anomaly detection. One of the key challenges is to learn latent features automatically from dynamically changing multivariate input. In visual recognition tasks, convolutional neural networks (CNNs) have been successful to learn generalized feature extractors with shared parameters over the spatial domain. However, when high-dimensional multivariate time series is given, designing an appropriate CNN model structure becomes challenging because the kernels may need to be extended through the full dimension of the input volume. To address this issue, we present two structure learning algorithms for deep CNN models. Our algorithms exploit the covariance structure over multiple time series to partition input volume into groups. The first algorithm learns the group CNN structures explicitly by clustering individual input sequences. The second algorithm learns the group CNN structures implicitly from the error backpropagation. In experiments with two real-world datasets, we demonstrate that our group CNNs outperform existing CNN based regression methods.
Recurrent Convolutional Neural Network (RCNN), which can be considered as a variant of a CNN, is recently proposed and shows state-of-the-art performance on classifying multiple time series @cite_29 @cite_24 @cite_1 . When a small number of time series is given, multiple signals can be handled individually in a straightforward manner by using polling operators or fully connected linear operators on signals. However, it is not clear how to model the covariance structure of large number of multiple sequences explicitly for deep neural network models.
@cite_24 @cite_29 @cite_1
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In recent years, the convolutional neural network (CNN) has achieved great success in many computer vision tasks. Partially inspired by neuroscience, CNN shares many properties with the visual system of the brain. A prominent difference is that CNN is typically a feed-forward architecture while in the visual system recurrent connections are abundant. Inspired by this fact, we propose a recurrent CNN (RCNN) for object recognition by incorporating recurrent connections into each convolutional layer. Though the input is static, the activities of RCNN units evolve over time so that the activity of each unit is modulated by the activities of its neighboring units. This property enhances the ability of the model to integrate the context information, which is important for object recognition. Like other recurrent neural networks, unfolding the RCNN through time can result in an arbitrarily deep network with a fixed number of parameters. Furthermore, the unfolded network has multiple paths, which can facilitate the learning process. The model is tested on four benchmark object recognition datasets: CIFAR-10, CIFAR-100, MNIST and SVHN. With fewer trainable parameters, RCNN outperforms the state-of-the-art models on all of these datasets. Increasing the number of parameters leads to even better performance. These results demonstrate the advantage of the recurrent structure over purely feed-forward structure for object recognition. Scene parsing is a technique that consist on giving a label to all pixels in an image according to the class they belong to. To ensure a good visual coherence and a high class accuracy, it is essential for a scene parser to capture image long range dependencies. In a feed-forward architecture, this can be simply achieved by considering a sufficiently large input context patch, around each pixel to be labeled. We propose an approach consisting of a recurrent convolutional neural network which allows us to consider a large input context, while limiting the capacity of the model. Contrary to most standard approaches, our method does not rely on any segmentation methods, nor any task-specific features. The system is trained in an end-to-end manner over raw pixels, and models complex spatial dependencies with low inference cost. As the context size increases with the built-in recurrence, the system identifies and corrects its own errors. Our approach yields state-of-the-art performance on both the Stanford Background Dataset and the SIFT Flow Dataset, while remaining very fast at test time. We present a novel convolutional auto-encoder (CAE) for unsupervised feature learning. A stack of CAEs forms a convolutional neural network (CNN). Each CAE is trained using conventional on-line gradient descent without additional regularization terms. A max-pooling layer is essential to learn biologically plausible features consistent with those found by previous approaches. Initializing a CNN with filters of a trained CAE stack yields superior performance on a digit (MNIST) and an object recognition (CIFAR10) benchmark.