Tripletformer

This is the source code for the paper Tripletformer for Probabilistic Interpolation of Asynchronous Time Series

Requirements

python 3.8.11

Pytorch 1.9.0

sklearn 0.0

numpy 1.19.3

Training and Evaluation

We provide an example for one dataset physionet. All the datasets can be run in the similar manner using the hyperparameters provided.

python train_tripletformer.py --niters 2000 --dataset physionet --norm --shuffle --sample-tp 0.1 --mse-weight 1.0 --imab-dim 64 --cab-dim 256 --decoder-dim 128 --nlayers 1 --sample-type random --num-ref-points 128

Hyperparameters

dataset	sample-type	sample-tp	mse-weight	imab-dim	cab-dim	decoder-dim	nlayers	num-ref-points
physionet	random	0.1	1.0	64	256	128	1	128
physionet	random	0.5	1.0	128	126	64	4	32
physionet	random	0.9	5.0	256	256	256	3	128
mimiciii	random	0.1	10.0	256	256	64	3	16
mimiciii	random	0.5	0.0	128	256	256	1	128
mimiciii	random	0.9	1.0	64	256	256	4	16
physionet2019	random	0.1	0.0	128	64	256	3	128
physionet2019	random	0.5	5.0	128	128	256	4	16
physionet2019	random	0.9	1.0	128	128	128	1	128
PenDigits	random	0.1	1.0	128	128	128	3	128
PenDigits	random	0.5	10.0	128	128	128	4	16
PenDigits	random	0.9	0.0	64	256	64	2	16
PhonemeSpectra	random	0.1	5.0	256	64	256	4	16
PhonemeSpectra	random	0.5	5.0	64	256	64	4	16
PhonemeSpectra	random	0.9	5.0	128	256	256	2	64
physionet	bursts	0.1	5.0	128	256	64	3	32
physionet	bursts	0.5	10.0	128	256	128	3	128
physionet	bursts	0.9	10.0	128	256	128	2	32
mimiciii	bursts	0.1	0.0	128	256	256	1	32
mimiciii	bursts	0.5	5.0	128	128	256	4	64
mimiciii	bursts	0.9	10.0	256	256	128	4	128
physionet2019	bursts	0.1	0.0	128	128	128	2	32
physionet2019	bursts	0.5	0.0	64	128	256	3	16
physionet2019	bursts	0.9	1.0	128	64	256	4	16
PenDigits	bursts	0.1	10.0	64	256	64	3	64
PenDigits	bursts	0.5	0.0	256	256	128	4	16
PhonemeSpectra	bursts	0.1	10.0	64	128	256	1	16
PhonemeSpectra	bursts	0.5	5.0	256	64	256	3	64
PhonemeSpectra	bursts	0.9	0.0	64	256	128	1	32

Creating Synthetic Dataset

You can create synthetic dataset using make_ts_dataset_async.py in data_lib folder.