In the time series classification domain, shapelets are small subseries that are discriminative for a certain class. It has been shown that by projecting the original dataset to a distance space, where each axis corresponds to the distance to a certain shapelet, classifiers are able to achieve state-of-the-art results on a plethora of datasets.

This repository contains an implementation of GENDIS, an algorithm that searched for a set of shapelets in a genetic fashion. The algorithm is insensitive to its parameters (such as population size, crossover and mutation probability, ...) and can quickly extract a small set of shapelets that is able to achieve predictive performances similar (or better) to that of other shapelet techniques.

We currently support Python 3.5 & Python 3.6. For installation, there are two alternatives:

1. Clone the repository https://github.com/IBCNServices/GENDIS.git and run (python3 -m) pip -r install requirements.txt
2. GENDIS is hosted on PyPi. You can just run (python3 -m) pip install gendis to add gendis to your dist-packages (you can use it from everywhere).

In a first step, we need to construct at least a matrix with timeseries (X_train) and a vector with labels (y_train). Additionally, test data can be loaded as well in order to evaluate the pipeline in the end.

import pandas as pd
# Read in the datafiles
train_df = pd.read_csv(<DATA_FILE>)
test_df = pd.read_csv(<DATA_FILE>)
# Split into feature matrices and label vectors
X_train = train_df.drop('target', axis=1)
y_train = train_df['target']
X_test = test_df.drop('target', axis=1)
y_test = test_df['target']

Construct the object. For a list of all possible parameters, and a description, please refer to the documentation in the code

from gendis.genetic import GeneticExtractor
genetic_extractor = GeneticExtractor(population_size=50, iterations=25, verbose=False, 
                                     normed=False, add_noise_prob=0.3, add_shapelet_prob=0.3, 
                                     wait=10, plot='notebook', remove_shapelet_prob=0.3, 
                                     crossover_prob=0.66, n_jobs=4)

shapelets = genetic_extractor.fit(X_train, y_train)
distances_train = genetic_extractor.transform(X_train)
distances_test = genetic_extractor.transform(X_test)

from sklearn.linear_model import LogisticRegression
from sklearn.metrics import accuracy_score
lr = LogisticRegression()
lr.fit(distances_train, y_train)

print('Accuracy = {}'.format(accuracy_score(y_test, lr.predict(distances_test))))

A simple example is provided in this notebook

All datasets in this repository are downloaded from timeseriesclassification. Please refer to them appropriately when using any dataset.

In order to reproduce the results from the corresponding paper, please check out this directory.

We provide a few doctests and unit tests. To run the doctests: python3 -m doctest -v <FILE>, where <FILE> is the Python file you want to run the doctests from. To run unit tests: nose2 -v

For now, please refer to this repository. A paper, to which you can then refer, will be published in the nearby future. If you have any questions, are experiencing bugs in the GENDIS implementation, or would like to contribute, please feel free to create an issue/pull request in this repository or take contact with me at gilles(dot)vandewiele(at)ugent(dot)be