Alert: Learning Trigger Functions for Early Classification of Time Series using Deep-RL
TL;DR
This paper introduces Alert, a Deep-RL framework that learns trigger functions from any state representation, and proposes Alert+, a simple yet effective variant that consistently outperforms traditional methods in balancing accuracy and delay within an imbalanced misclassification and exponential delay cost setting.
Abstract
Early Classification of Time Series (ECTS) is vital in fields like industrial monitoring and medical triage, where quick and accurate predictions are essential. One of the core challenges lies in the trigger function, which decides when to make a prediction, independently of the classifier itself. Most existing methods rely on handcrafted rules, but can data-driven approaches outperform them? This paper introduces Alert, a Deep-RL framework that learns trigger functions from any state representation. Systematic comparisons on 30 datasets show that the design of the state space significantly influences performance. Building on this, we propose Alert+, a simple yet effective variant that consistently outperforms traditional methods in balancing accuracy and delay within an imbalanced misclassification and exponential delay cost setting. Alert and Alert+ are released to support reproducible research and practical applications.
