Learning filter widths of spectral decompositions with wavelets[PDF] [BibTeX] [Supplemental] [Reviews]
Conference Event Type: Poster
Time series classification using deep neural networks, such as convolutional neural networks (CNN), operate on the spectral decomposition of the time series computed using a preprocessing step. This step can include a large number of hyperparameters, such as window length, filter widths, and filter shapes, each with a range of possible values that must be chosen using time and data intensive cross-validation procedures. We propose the wavelet deconvolution (WD) layer as an efficient alternative to this preprocessing step that eliminates a significant number of hyperparameters. The WD layer uses wavelet functions with adjustable scale parameters to learn the spectral decomposition directly from the signal. Using backpropagation, we show the scale parameters can be optimized with gradient descent. Furthermore, the WD layer adds interpretability to the learned time series classifier by exploiting the properties of the wavelet transform. In our experiments, we show that the WD layer can automatically extract the frequency content used to generate a dataset. The WD layer combined with a CNN applied to the phone recognition task on the TIMIT database achieves a phone error rate of 18.1\%, a relative improvement of 4\% over the baseline CNN. Experiments on a dataset where engineered features are not available showed WD+CNN is the best performing method. Our results show that the WD layer can improve neural network based time series classifiers both in accuracy and interpretability by learning directly from the input signal.