A Ranking-Based Cross-Entropy Loss for Early Classification of Time Series

Early classification tasks aim to classify time series before observing full data. It is critical in time-sensitive applications such as early sepsis diagnosis in the intensive care unit (ICU). Early diagnosis can provide more opportunities for doctors to rescue lives. However, there are two conflicting goals in the early classification task—accuracy and earliness. Most existing methods try to find a balance between them by weighing one goal against the other. But we argue that a powerful early classifier should always make highly accurate predictions at any moment. The main obstacle is that the key features suitable for classification are not obvious in the early stage, resulting in the excessive overlap of time series distributions in different time stages. The indistinguishable distributions make it difficult for classifiers to recognize. To solve this problem, this article proposes a novel ranking-based cross-entropy () loss to jointly learn the feature of classes and the order of earliness from time series data. In this way, can help classifier to generate probability distributions of time series in different stages with more distinguishable boundary. Thus, the classification accuracy at each time step is finally improved. Besides, for the applicability of the method, we also accelerate the training process by focusing the learning process on high-ranking samples. Experiments on three real-world datasets show that our method can perform classification more accurately than all baselines at all moments.