Multi-event Time-series Encoding via Dual-dimensional Attention

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Solution Overview

Problem

Existing machine learning models struggle to effectively capture and represent sparse and multi-event time-series data, such as electronic health records, due to their inability to handle varying event frequencies and sparsity, leading to inadequate representation of relationships across events and time, and requiring significant hardware resources or aggressive input truncation.

Innovation Solution

The proposed solution involves encoding time-series data with event-wise and time-wise sublayers, using time binning to aggregate event information and generate event bin embeddings, which are then processed by encoder blocks with attention mechanisms across events and time bins, allowing for improved representation and predictive tasks.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Adaptability or versatility

If Transformer-style models are applied across the time dimension of multi-event time-series data, then the model can process sequential data, but information captured by individual types of events is lost and the model's ability to capture important relationships between different event types is limited

Engineering Contradiction:
Improveability to capture relationships between different event typesVSAvoidinformation captured by individual types of events
Core Design Contradiction:
Adaptability or versatilityVSLoss of information

Solution Approach 1:

The patent segments the time-series data processing into two distinct dimensions: event-type dimension and time dimension. The encoder applies self-attention mechanisms separately along each dimension, allowing the model to capture relationships between different event types while preserving temporal information. This segmentation resolves the contradiction by enabling specialized processing for each dimension rather than forcing a single sequential processing approach.

Inventive Principle:
Principle #1Segmentation

Solution Approach 2:

The patent introduces a dual-dimensional attention mechanism that operates independently along the event-type axis and the time axis. By adding this additional dimensional structure to the standard Transformer architecture, the model can simultaneously capture cross-event relationships and temporal patterns without information loss, effectively resolving the limitation of single-dimensional processing.

Inventive Principle:
Principle #17Another dimension (Dimensionality change)

2Reliability

If each event is encoded as an input sequence element, then the model can capture individual event information, but memory and runtime complexity of self-attention layers scales quadratically with input length

Engineering Contradiction:
Improveaccuracy in capturing individual event informationVSAvoidmemory and runtime complexity of self-attention layers
Core Design Contradiction:
ReliabilityVSDevice complexity

Solution Approach 1:

The patent segments the attention computation by applying it separately along event-type dimensions and time dimensions rather than computing attention over all events globally. This segmentation reduces the quadratic complexity by limiting the attention scope to relevant dimensions only, while still capturing essential event relationships through the structured encoding approach.

Inventive Principle:
Principle #1Segmentation

Solution Approach 2:

The patent dynamically adjusts the input representation by time-binning events and aggregating them into fixed-size sequences. This dynamic transformation converts variable-length event sequences into fixed-dimensional inputs, reducing the computational burden of self-attention layers while preserving important event information through the binning and encoding process.

Inventive Principle:
Principle #15Dynamics

3Reliability

If large models are trained with sequential EHR input representation, then the model can capture complex patterns, but significant hardware resources are required or aggressive input truncation must be applied

Engineering Contradiction:
Improvepredictive accuracyVSAvoidhardware resources required for training
Core Design Contradiction:
ReliabilityVSUse of energy by moving object

Solution Approach 1:

The patent dynamically transforms variable-length clinical event sequences into fixed-size time-binned representations with structured embeddings. This dynamic encoding reduces input dimensionality and standardizes the data format, enabling training of large models with reduced hardware requirements while maintaining the ability to capture complex temporal and event-type patterns through the structured representation.

Inventive Principle:
Principle #15Dynamics

Solution Approach 2:

The patent changes the parameter representation by aggregating events into time bins and creating compact embeddings that capture essential information in a fixed-dimensional space. This parameter transformation reduces the overall input size and complexity, allowing models to be trained more efficiently with less hardware resources while preserving predictive accuracy through informative feature aggregation.

Inventive Principle:
Principle #35Parameter changes

4Ease of operation

If standard time-series analysis methods are applied to sparse and irregularly distributed data, then the methods can process the data, but the methods are inadequate for capturing relationships across events and time

Engineering Contradiction:
Improveability to process sparse dataVSAvoidaccuracy in capturing relationships across events and time
Core Design Contradiction:
Ease of operationVSReliability

Solution Approach 1:

The patent extends standard time-series analysis by introducing a dual-dimensional framework that processes both event-type and time dimensions simultaneously using self-attention mechanisms. This dimensional extension allows the model to handle sparsity and irregularity in the data while effectively capturing relationships across events and time, overcoming the limitations of conventional single-dimensional methods.

Inventive Principle:
Principle #17Another dimension (Dimensionality change)

Data Source

PatentUS20240127036A1Multi-event time-series encoding
Publication Date: 2024.04.18 TORONTO DOMINION BANK THE
  • US20240127036A1 patent drawing
  • US20240127036A1 patent drawing
  • US20240127036A1 patent drawing

AI summary

To improve processing of the multi-event time-series data, information about each event type is aggregated for a group of time bins, such that an event bin embedding represents the occurring events of that type in the time bin. The event bin embedding may be based on an aggregated event value summarizing the values of that event type in the bin and a count of those events. The event bin embeddings across event types and time bins may be combined with an embedding for static data about the data instance and a representation token for input to an encoder. The encoder may apply an event-focused sublayer and a time-focused sublayer that attend to respective dimensions of the encoder. The model may be initially trained with self-supervised learning with time and event masking and then fine-tuned for particular applications.