Multivariate Time Series Information Bottleneck.

Time series (TS) and multiple time series (MTS) predictions have historically paved the way for distinct families of deep learning models. The temporal dimension, distinguished by its evolutionary sequential aspect, is usually modeled by decomposition into the trio of "trend, seasonality, noise", by attempts to copy the functioning of human synapses, and more recently, by transformer models with self-attention on the temporal dimension. These models may find applications in finance and e-commerce, where any increase in performance of less than 1% has large monetary repercussions, they also have potential applications in natural language processing (NLP), medicine, and physics. To the best of our knowledge, the information bottleneck (IB) framework has not received significant attention in the context of TS or MTS analyses. One can demonstrate that a compression of the temporal dimension is key in the context of MTS. We propose a new approach with partial convolution, where a time sequence is encoded into a two-dimensional representation resembling images. Accordingly, we use the recent advances made in image extension to predict an unseen part of an image from a given one. We show that our model compares well with traditional TS models, has information-theoretical foundations, and can be easily extended to more dimensions than only time and space. An evaluation of our multiple time series-information bottleneck (MTS-IB) model proves its efficiency in electricity production, road traffic, and astronomical data representing solar activity, as recorded by NASA's interface region imaging spectrograph (IRIS) satellite.

Information Bottleneck Classification in Extremely Distributed Systems.

We present a new decentralized classification system based on a distributed architecture. This system consists of distributed nodes, each possessing their own datasets and computing modules, along with a centralized server, which provides probes to classification and aggregates the responses of nodes for a final decision. Each node, with access to its own training dataset of a given class, is trained based on an auto-encoder system consisting of a fixed data-independent encoder, a pre-trained quantizer and a class-dependent decoder. Hence, these auto-encoders are highly dependent on the class probability distribution for which the reconstruction distortion is minimized. Alternatively, when an encoding-quantizing-decoding node observes data from different distributions, unseen at training, there is a mismatch, and such a decoding is not optimal, leading to a significant increase of the reconstruction distortion. The final classification is performed at the centralized classifier that votes for the class with the minimum reconstruction distortion. In addition to the system applicability for applications facing big-data communication problems and or requiring private classification, the above distributed scheme creates a theoretical bridge to the information bottleneck principle. The proposed system demonstrates a very promising performance on basic datasets such as MNIST and FasionMNIST.