Hyperbolic deep learning has become a growing research direction in computer vision due to the unique properties afforded by the alternate embedding space. The negative curvature and exponentially growing distance metric provide a natural framework for capturing hierarchical relationships between datapoints and allowing for finer separability between their embeddings. However, current hyperbolic learning approaches are still prone to overfitting, computationally expensive, and prone to instability, especially when attempting to learn the manifold curvature to adapt to tasks and different datasets. To address these issues, our paper presents a derivation for Riemannian AdamW that helps increase hyperbolic generalization ability. For improved stability, we introduce a novel fine-tunable hyperbolic scaling approach to constrain hyperbolic embeddings and reduce approximation errors. Using this along with our curvature-aware learning schema for Riemannian Optimizers enables the combination of curvature and non-trivialized hyperbolic parameter learning. Our approach demonstrates consistent performance improvements across Computer Vision, EEG classification, and hierarchical metric learning tasks while greatly reducing runtime.

Forecasting irregularly sampled time series with missing values is a crucial task for numerous real-world applications such as healthcare, astronomy, and climate sciences. State-of-the-art approaches to this problem rely on Ordinary Differential Equations (ODEs) which are known to be slow and often require additional features to handle missing values. To address this issue, we propose a novel model using Graphs for Forecasting Irregularly Sampled Time Series with missing values which we call GraFITi. GraFITi first converts the time series to a Sparsity Structure Graph which is a sparse bipartite graph, and then reformulates the forecasting problem as the edge weight prediction task in the graph. It uses the power of Graph Neural Networks to learn the graph and predict the target edge weights. GraFITi has been tested on 3 real-world and 1 synthetic irregularly sampled time series dataset with missing values and compared with various state-of-the-art models. The experimental results demonstrate that GraFITi improves the forecasting accuracy by up to 17% and reduces the run time up to 5 times compared to the state-of-the-art forecasting models.

Active Learning (AL) deals with identifying the most informative samples forlabeling to reduce data annotation costs for supervised learning tasks. ALresearch suffers from the fact that lifts from literature generalize poorly andthat only a small number of repetitions of experiments are conducted. To overcomethese obstacles, we propose CDALBench, the first active learning benchmarkwhich includes tasks in computer vision, natural language processing and tabularlearning. Furthermore, by providing an efficient, greedy oracle, CDALBenchcan be evaluated with 50 runs for each experiment. We show, that both thecross-domain character and a large amount of repetitions are crucial forsophisticated evaluation of AL research. Concretely, we show that thesuperiority of specific methods varies over the different domains, making itimportant to evaluate Active Learning with a cross-domain benchmark.Additionally, we show that having a large amount of runs is crucial. With onlyconducting three runs as often done in the literature, the superiority ofspecific methods can strongly vary with the specific runs. This effect is so strong, that, depending on the seed, even a well-established method's performance can be significantly better and significantlyworse than random for the same dataset.

Irregularly sampled time series data with missing values is a observed in many fields like healthcare, astronomy, and climate science. Interpolation of these types of time series is crucial for tasks such as root cause analysis and medical diagnosis, as well as for smoothing out irregular or noisy data. To address this challenge, we present a novel encoder-decoder architecture called “Tripletformer” for probabilistic interpolation of irregularly sampled time series with missing values. This attention-based model operates on sets of observations, where each element is composed of a triple of time, channel, and value. The encoder and decoder of the Tripletformer are designed with attention layers and fully connected layers, enabling the model to effectively process the presented set elements. We evaluate the Tripletformer against a range of baselines on multiple real-world and synthetic datasets and show that it produces more accurate and certain interpolations. Results indicate an improvement in negative loglikelihood error by up to 32% on real-world datasets and 85% on synthetic datasets when using the Tripletformer compared to the next best model.

Asynchronous Time Series is a multivariate time series where all the channels are observed asynchronously-independently, making the time series extremely sparse when aligning them. We often observe this effect in applications with complex observation processes, such as health care, climate science, and astronomy, to name a few. Because of the asynchronous nature, they pose a significant challenge to deep learning architectures, which presume that the time series presented to them are regularly sampled, fully observed, and aligned with respect to time. This paper proposes a novel framework, that we call Deep Convolutional Set Functions (DCSF), which is highly scalable and memory efficient, for the asynchronous time series classification task. With the recent advancements in deep set learning architectures, we introduce a model that is invariant to the order in which time series’ channels are presented to it. We explore convolutional neural networks, which are well researched for the closely related problem-classification of regularly sampled and fully observed time series, for encoding the set elements. We evaluate DCSF for AsTS classification, and online (per time point) AsTS classification. Our extensive experiments on multiple real world and synthetic datasets verify that the suggested model performs substantially better than a range of state-of-the-art models in terms of accuracy and run time. We increase the accuracy of the mini-Physionet dataset upto 2%; real datasets with synthetic setups of both AsTS, and TSMV upto 30%.