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Optimal Information Retention for Time-Series Explanations

ICML 2025 · Time series › Causal and generative time series · approach: State-space and latent dynamics forecasting

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Proposes an information-theoretic Optimal Information Retention principle and the ORTE framework, which learns a binary mask with decoupled straight-through Gumbel-softmax and contrastive learning to produce time-series explanations with low redundancy and high completeness.

Problem

Local explanations of deep time-series classifiers often include redundant patterns or miss key patterns, lacking a unified optimization criterion.

Approach

Casts time-series explanation as conditional mutual information minimization (redundancy) and maximization of completeness, implemented as a learned binary mask trained with contrastive positive/negative pairs, a distribution-alignment term, and an adaptive straight-through estimator (adapt-STE) that uses different forward and backward temperatures.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ORTE instead of TIMEX++Time-series explanation on FreqShapes · FreqShapesAUPRC: 0.8905±0.0018 -> 0.9998±0.0001Helped
Use ORTE instead of TIMEX++Time-series explanation on SeqComb-UV · SeqComb-UVAUPRC: 0.8468±0.0014 -> 0.9001±0.0025Helped
Use ORTE instead of TIMEX++Time-series explanation on SeqComb-MV · SeqComb-MVAUPRC: 0.7589±0.0014 -> 0.8314±0.0019Helped
Use ORTE instead of TIMEX++Time-series explanation on LowVar · LowVarAUPRC: 0.9466±0.0015 -> 0.9637±0.0016Helped
Use ORTE instead of TIMEX++ECG arrhythmia explanations · ECGAUPRC: 0.6599±0.0009 -> 0.7183±0.0019Helped
Add adapt-STE rather than using STE (ablation)ORTE · ECGAUPRC: 0.6152±0.0007 -> 0.7183±0.0019Helped
Add LJS (ablation)ORTE · ECGAUPRC: 0.6946±0.0040 -> 0.7183±0.0019Helped
Add Lct (ablation)ORTE · ECGAUPRC: 0.5421±0.0032 -> 0.7183±0.0019Helped
Add Lcon (ablation)ORTE · ECGAUPRC: 0.7130±0.0037 -> 0.7183±0.0019Helped
Add Lsim (ablation)ORTE · ECGAUPRC: 0.7017±0.0040 -> 0.7183±0.0019Helped
Add Lspr (ablation)ORTE · ECGAUPRC: 0.6907±0.0051 -> 0.7183±0.0019Helped

Limitations

Experimental setup

Datasets: FreqShapes SeqComb-UV SeqComb-MV LowVar ECG PAM Epilepsy Boiler

Benchmarks: FreqShapes SeqComb-UV SeqComb-MV LowVar ECG PAM Epilepsy Boiler

Metrics: AUPRC AUP AUR prediction AUROC under occlusion and insertion

Baselines: Integrated Gradients Dynamask WinIT CoRTX SGT + Grad TIMEX TIMEX++

Builds on: TIMEX TIMEX++ Straight-Through Gumbel-Softmax Information Bottleneck CoRTX

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