Vera Shalaeva - Multi-operator Temporal Decision Trees

Rising interest in mining and analyzing time series data in many domains motivates designing machine learning (ML) algorithms that are capable of tackling such complex data. Except of the need in modification, improvement, and creation of novel ML algorithms that initially works with static data, criteria of its interpretability, accuracy and computational efficiency have to be fulfilled. For a domain expert, it becomes crucial to extract knowledge from data and appealing when a yielded model is transparent and interpretable. So that, no preliminary knowledge of ML is required to read and understand results. Indeed, an emphasized by many recent works, it is more and more needed for domain experts to get a transparent and interpretable model from the learning tool, thus allowing them to use it, even if they have few knowledge about ML's theories. Decision Tree is an algorithm that focuses on providing interpretable and quite accurate classification model. 

More precisely, in this research we address the problem of interpretable time series classification by Decision Tree (DT) method. Firstly, we present Temporal Decision Tree, which is the modification of classical DT algorithm. The gist of this change is the definition of a node's split. Secondly, we propose an extension, called Multi-operator Temporal Decision Tree (MTDT), of the modified algorithm for temporal data that is able to capture different geometrical classes structures. The resulting algorithm improves model readability while preserving the classification accuracy. 

Furthermore, we explore two complementary issues: computational efficiency of extended algorithm and its classification accuracy. We suggest that decreasing of the former is reachable using a Local Search approach to built nodes. And preserving of the latter can be handled by discovering and weighting discriminative time stamps of time series