Rts: learning robustly from time series data with noisy label

Significant progress has been made in machine learning with large amounts of clean labels and static data. However, in many real-world applications, the data often changes with time and it is difficult to obtain massive clean annotations, that is, noisy labels and time series are faced simultaneously. For example, in product-buyer evaluation, each sample records the daily time behavior of users, but the long transaction period brings difficulties to analysis, and salespeople often erroneously annotate the user’s purchase behavior. Such a novel setting, to our best knowledge, has not been thoroughly studied yet, and there is still a lack of effective machine learning methods. In this paper, we present a systematic approach RTS both theoretically and empirically, consisting of two components, Noise-Tolerant Time Series Representation and Purified Oversampling Learning. Specifically, we propose reducing label noise’s destructive impact to obtain robust feature representations and potential clean samples. Then, a novel learning method based on the purified data and time series oversampling is adopted to train an unbiased model. Theoretical analysis proves that our proposal can improve the quality of the noisy data set. Empirical experiments on diverse tasks, such as the house-buyer evaluation task from real-world applications and various benchmark tasks, clearly demonstrate that our new algorithm robustly outperforms many competitive methods.