论文标题
部分可观测时空混沌系统的无模型预测
HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Prediction
论文作者
论文摘要
作为典型的时间序列建模问题,风险预测通常是通过从序列数据中的标记或历史行为的学习趋势来实现的,并且已广泛应用于医疗保健和金融。近年来,深度学习模型,尤其是长期短期记忆神经网络(LSTMS),导致了此类序列表示任务的出色表现。尽管与其他时间建模方法相比,具有一些具有时间感知或功能吸引力的增强策略的基于注意力或功能感知的增强策略的模型取得了更好的性能,但由于缺乏全球视图的指导,这种改进受到了限制。为了解决这个问题,我们提出了一个新颖的端到端分层全球视图引导(HGV)序列表示框架。具体而言,提出了全局图嵌入(GGE)模块以从实例级别从时间相关图中学习顺序剪贴感知表示。此外,随着键询问的关注,还开发了谐波$β$ - 注意($β$ -ATTN),用于在自适应下在渠道水平上实现全球折衷和观察意义之间的全球权衡。此外,在全球视图的指导下,实例级别和频道级别的层次表示都可以通过异质信息聚合来协调。用于医疗保健风险预测的基准数据集的实验结果,以及中小型中小型企业(SMES)的现实世界工业场景(SMES)信用过度逾期逾期的风险预测,蚂蚁集团(Ant Ant Group)表明,与其他已知基线相比,该建议的模型可以实现竞争性预测绩效。
Risk prediction, as a typical time series modeling problem, is usually achieved by learning trends in markers or historical behavior from sequence data, and has been widely applied in healthcare and finance. In recent years, deep learning models, especially Long Short-Term Memory neural networks (LSTMs), have led to superior performances in such sequence representation learning tasks. Despite that some attention or self-attention based models with time-aware or feature-aware enhanced strategies have achieved better performance compared with other temporal modeling methods, such improvement is limited due to a lack of guidance from global view. To address this issue, we propose a novel end-to-end Hierarchical Global View-guided (HGV) sequence representation learning framework. Specifically, the Global Graph Embedding (GGE) module is proposed to learn sequential clip-aware representations from temporal correlation graph at instance level. Furthermore, following the way of key-query attention, the harmonic $β$-attention ($β$-Attn) is also developed for making a global trade-off between time-aware decay and observation significance at channel level adaptively. Moreover, the hierarchical representations at both instance level and channel level can be coordinated by the heterogeneous information aggregation under the guidance of global view. Experimental results on a benchmark dataset for healthcare risk prediction, and a real-world industrial scenario for Small and Mid-size Enterprises (SMEs) credit overdue risk prediction in MYBank, Ant Group, have illustrated that the proposed model can achieve competitive prediction performance compared with other known baselines.