Interpretable model-free inference of parametric variation across time-series data through large-scale feature extraction

原文摘要

Here we address the problem of estimating the dimensionality and nature of parametric variation in an unknown generative process directly from time-series data, without specifying or fitting a model. In particular we suppose that inter-instance variation in collections of time series is caused by parametric variation in the generating model. We hypothesize that, given a sufficiently large library of time-series features, low-dimensional parametric variation will manifest as low-dimensional structure in feature space, enabling interpretable estimators of the underlying degrees of freedom to be constructed. We test our hypothesis using a library of over 7000 diverse and interpretable time-series statistics and thirteen simulated systems with known parametric variation, spanning linear stochastic processes, nonlinear oscillators, and chaotic dynamics. Our unsupervised, data-driven approach often reconstructs the underlying parametric variation across this extensive range of simulated dynamical systems while also yielding interpretable estimators for each underlying dimension. Applied to the movement dynamics of 1143 fruit flies, we use this method to extract biologically meaningful components corresponding to sex and circadian rhythmicity. Our results pave the way for much-needed data-driven methods to bridge the gap between interpretable theoretical understanding of dynamics and the large and complex datasets that characterize modern scientific problems.

摘要来源：arXiv