Temporal-Clustering Invariance in Irregular Healthcare Time Series

Mohammad Taha Bahadori, Zachary Lipton

Abstract: Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g., whether a series of blood tests are completed at once or in rapid succession should not alter predictions based on this data. Motivated by this intuition, we propose models for analyzing sequences of multivariate clinical time series data that are invariant to this temporal clustering. We propose an efficient data augmentation technique that exploits the postulated temporal-clustering invariance to regularize deep neural networks optimized for several clinical prediction tasks. We introduce two techniques to temporally coarsen (downsample) irregular time series: (i) grouping the data points based on regularly-spaced timestamps; and (ii) clustering them, yielding irregularly-paced timestamps. Moreover, we propose a MultiResolution network with Shared Weights (MRSW), improving predictive accuracy by combining predictions based on inputs sequences transformed by different coarsening operators. Our experiments show that MRSW improves the mAP on the benchmark mortality prediction task from 51.53% to 53.92%.