Multivariate time-series (MVTS) data are frequently observed in critical care settings and are typically characterized by excessive missingness and irregular time intervals. Existing approaches for learning representations in this domain handle such issues by either aggregation or imputation of values, which in-turn suppresses the fine-grained information and adds undesirable noise/overhead into the machine learning model. To tackle this challenge, we propose STraTS (Self-supervised Transformer for TimeSeries) model which bypasses these pitfalls by treating time-series as a set of observation triplets instead of using the traditional dense matrix representation. It employs a novel Continuous Value Embedding (CVE) technique to encode continuous time and variable values without the need for discretization. It is composed of a Transformer component with Multi-head attention layers which enables it to learn contextual triplet embeddings while avoiding problems of recurrence and vanishing gradients that occur in recurrent architectures. Many healthcare datasets also suffer from the limited availability of labeled data. Our model utilizes self-supervision by leveraging unlabeled data to learn better representations by performing time-series forecasting as a self-supervision task. Experiments on real-world multivariate clinical time-series benchmark datasets show that STraTS shows better prediction performance than state-of-the-art methods for mortality prediction, especially when labeled data is limited. Finally, we also present an interpretable version of STraTS which can identify important measurements in the time-series data.
- Date of publication:
- July 29, 2021
- Cornell University
- Publication note:
Sindhu Tipirneni, Chandan K. Reddy: Self-supervised Transformer for Multivariate Clinical Time-Series with Missing Values. CoRR abs/2107.14293 (2021)