1.
Josh Bloom
UC Berkeley Astronomy
@profjsb
Autoencoding RNN for inference on
unevenly sampled time-series data
Data Driven Discovery Investigator
Workshop on Applying Advanced AI Workflows
In Astronomy and Microscopy
11 Sept 2018 (UCSC, Santa Clara)

2.
Discovery in images:
Real or spurious sources?
(Ever) Increasing need for ML methods
in Time-Domain Astronomy
Bloom+12, Goldstein+16, …
Inference: What is
this event and is it
worth following up?
Levitan+14
Surrogate modelling &
parameter estimation
Supernova (Thomas/Nugent);
Exoplanets (Ford+11)

3.
Supernova Discovery in the Pinwheel Galaxy
11 hr after explosion
nearest SN Ia in >3 decades
ML-assisted discovery
©Peter Nugent
Nugent+11, Li, Bloom+12, Bloom+12…

4.
Probabilistic Classification of
50k+ Variable Stars
Shivvers,JSB,Richards MNRAS,2014
106 “DEB” candidates
12 new
mass-radii
15 “RCB/DYP”
candidates
8 new discoveries
Triple # of
Galactic
DYPer Stars
Miller, Richards, JSB,..ApJ 2012
5400
Spectroscopic
Targets
Miller, JSB, Richards,..ApJ 2015
Turn synoptic
imagers into
~spectrographs

5.
Challenges with Traditional ("Hand-Crafted Featurization")
Approaches
• Feature engineering is expensive (people/compute), needs
a lot of domain knowledge
• "Small data" domain with only 1000s of labelled training
examples
• Traditional ML techniques don't account for feature
uncertainty
• Ideally would like to learn on one survey and apply that
knowledge to another (e.g., ASAS→ZTF→LSST)
https://github.com/cesium-ml/cesium

6.
1. Build an autoencoder network to
learn to reproduce irregularly sampled
light curves using an information
bottleneck (B)
E( (→
B
D→ ( ( ≈
2. Use B as features and learn a
traditional classifier (random forest)

7.
len(B) = 64
Example Reconstructions
of the Autoencoder

8.
Bottleneck clearly learns
important features
underlying the "physics"
that generates the data

9.
Results rival best-in-class approaches
Code/Data: https://github.com/bnaul/IrregularTimeSeriesAutoencoderPaper

10.
Figure 1: Diagram of an RNN encoder/decoder architecture for irregularly sampled time ser
data. This network uses two RNN layers (specifically, bidirectional gated recurrent units (GRU) [6, 2
• Natively handles
irregularly sampling
Novelties & Improvements

11.
Figure 1: Diagram of an RNN encoder/decoder architecture for irregularly sampled time ser
data. This network uses two RNN layers (specifically, bidirectional gated recurrent units (GRU) [6, 2
• Natively handles
irregularly sampling
• Learning loss accounts
for uncertainty
Novelties & Improvements

12.
Figure 1: Diagram of an RNN encoder/decoder architecture for irregularly sampled time ser
data. This network uses two RNN layers (specifically, bidirectional gated recurrent units (GRU) [6, 2
• Natively handles
irregularly sampling
• Learning loss accounts
for uncertainty
• Natural data
augmentation with
bootstrap resampling
Novelties & Improvements

13.
Figure 1: Diagram of an RNN encoder/decoder architecture for irregularly sampled time ser
data. This network uses two RNN layers (specifically, bidirectional gated recurrent units (GRU) [6, 2
• unsupervised feature
learning → leverage large
corpus of unlabelled light
curves
Novelties & Improvements

14.
Figure 1: Diagram of an RNN encoder/decoder architecture for irregularly sampled time ser
data. This network uses two RNN layers (specifically, bidirectional gated recurrent units (GRU) [6, 2
• unsupervised feature
learning → leverage large
corpus of unlabelled light
curves
• transfer learning appears
to work
Novelties & Improvements

15.
Figure 1: Diagram of an RNN encoder/decoder architecture for irregularly sampled time ser
data. This network uses two RNN layers (specifically, bidirectional gated recurrent units (GRU) [6, 2
• unsupervised feature
learning → leverage large
corpus of unlabelled light
curves
• transfer learning appears
to work
• learning scales linearly in
training examples
Novelties & Improvements

16.
Extensions/Active Research
• Anomaly detection (on the bottleneck features)
• Hyperspectral topology
UMAP applied to
L2-normed autoencoder
for MNIST
Ellie Schwab Abrahams
Also, with Sara Jamal

17.
• New layer types: explore Temporal Convnet (TCNs)
• Co-training across surveys
• Semi-supervised topology + metadata
Loss ~ Lts + λ Lclass
Source
Metadata
Source
Time series
Bottleneck
Unsupervised
SupervisedClassification
Time series
Reconstruction
FC
LSTM
LSTM
Extensions/Active Research
Ellie Schwab Abrahams
Also, with Sara Jamal

18.
Josh Bloom
UC Berkeley Astronomy
@profjsb
Autoencoding RNN for inference on
unevenly sampled time-series data
Data Driven Discovery Investigator
Thanks!
Workshop on Applying Advanced AI Workflows
In Astronomy and Microscopy
11 Sept 2018 (UCSC, Santa Clara)

19.
50k variables, 810 with known labels (timeseries, colors)
Challenge: classification on large sets
Richards+11, 12