Active Model Selection for Positive Unlabeled Time Series Classification

Positive unlabeled time series classification (PUTSC) refers to classifying time series with a set P L of positive labeled examples and a set U of unlabeled ones. Model selection for PUTSC is a largely untouched topic. In this paper, we look into PUTSC model selection, which as far as we know is the first systematic study in this topic. Focusing on the widely adopted self-training one-nearest-neighbor (ST-1NN) paradigm, we propose a model selection framework based on active learning (AL). We present the novel concepts of self-training label propagation, pseudo label calibration principles and ultimately influence to fully exploit the mechanism of ST-1NN. Based on them, we develop an effective model performance evaluation strategy and three AL sampling strategies. Experiments on over 120 datasets and a case study in arrhythmia detection show that our methods can yield top performance in interactive environments, and can achieve near optimal results by querying very limited numbers of labels from the AL oracle.