A Deep Neural Network Framework for Multivariate Time Series Classification With Positive and Unlabeled Data

Positive and unlabelled (PU) learning for multi-variate time series classification refers to build a binary classification model when only a small set of positive and a large set of unlabelled samples are accessible at training stage. Different from binary semi-supervised scenario in which the training set contains labelled samples from both positive and negative classes, in the PU learning setting, only positive samples are labelled due to cost-restriction or issues related to defining what belongs to the negative class. With the objective to deal with this challenging task, here, we propose a new deep learning framework, referred as DMTS-PUL. Our method has two different steps: firstly, it selects a set of reliable negative samples from the set of unlabelled data and, successively, it iteratively enriches the training data by selecting pseudo-labels to train a binary classification model via self-training. Experimental evaluations on several benchmarks have highlighted the quality of DMTS-PUL w.r.t. competing approaches and the obtained findings have pointed out the suitability of our proposal when only small amounts of positive labelled samples are available.