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Interpretable Spectral Variational AutoEncoder (ISVAE) for time series clustering

2023/10/18 by Óscar Jiménez Rama, Fernando Moreno-Pino, Rama, Óscar Jiménez +5
Computer Science · #Anomaly Detection Techniques and Applications #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications #Time Series Analysis and Forecasting

paper · pdf · doi:10.48550/arxiv.2310.11940

openalex publication_date 2023/10/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

The best encoding is the one that is interpretable in nature. In this work, we introduce a novel model that incorporates an interpretable bottleneck-termed the Filter Bank (FB)-at the outset of a Variational Autoencoder (VAE). This arrangement compels the VAE to attend on the most informative segments of the input signal, fostering the learning of a novel encoding f0 which boasts enhanced interpretability and clusterability over traditional latent spaces. By deliberately constraining the VAE with this FB, we intentionally constrict its capacity to access broad input domain information, promoting the development of an encoding that is discernible, separable, and of reduced dimensionality. The evolutionary learning trajectory of f0 further manifests as a dynamic hierarchical tree, offering profound insights into cluster similarities. Additionally, for handling intricate data configurations, we propose a tailored decoder structure that is symmetrically aligned with FB's architecture. Empirical evaluations highlight the superior efficacy of ISVAE, which compares favorably to state-of-the-art results in clustering metrics across real-world datasets.

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