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%! Author = alex
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%! Author = alex
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%! Date = 3/7/25
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%! Date = 3/7/25
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\section{Background}\label{sec:background}
|
\section{Background}\label{sec:background}
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\subsection{Physiological Background}\label{subsec:physiological_background}
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\subsection{Physiological Background}\label{subsec:physiological_background}
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@@ -13,13 +14,13 @@ During the follicular phase, the ovarian follicles mature, and the endometrium (
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in preparation for a potential implantation of a fertilized egg.
|
in preparation for a potential implantation of a fertilized egg.
|
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Around day 14 of a typical cycle, ovulation occurs, marking the transition to the luteal phase.
|
Around day 14 of a typical cycle, ovulation occurs, marking the transition to the luteal phase.
|
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Ovulation refers to the rupture of the mature ovarian follicle and the release of an egg cell into the fallopian tube.
|
Ovulation refers to the rupture of the mature ovarian follicle and the release of an egg cell into the fallopian tube.
|
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Figure\ref{fig:background_basic_female_reproductive_system} illustrates the female reproductive system,
|
Figure~\ref{fig:background_basic_female_reproductive_system} illustrates the female reproductive system,
|
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including the ovaries and the fallopian tubes.
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including the ovaries and the fallopian tubes.
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\\
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\\
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\begin{figure}
|
\begin{figure}
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||||||
\centering
|
\centering
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\includegraphics[width=0.4\textwidth]{background_female_reproductive_organs}
|
\includegraphics[width=0.4\textwidth]{background_female_reproductive_organs}
|
||||||
\caption{The basic female reproductive system\cite{wikimedia_commons_basic_2019}.}
|
\caption{The basic female reproductive system~\cite{wikimedia_commons_basic_2019}.}
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\label{fig:background_basic_female_reproductive_system}
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\label{fig:background_basic_female_reproductive_system}
|
||||||
\end{figure}
|
\end{figure}
|
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Ovulation is triggered by a surge in \textbf{luteinizing hormone (LH)}
|
Ovulation is triggered by a surge in \textbf{luteinizing hormone (LH)}
|
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@@ -35,19 +36,19 @@ with the unfertilized egg.
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This process, known as menstruation, marks the beginning of a new cycle.
|
This process, known as menstruation, marks the beginning of a new cycle.
|
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\\
|
\\
|
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The menstrual cycle typically lasts around 28 days, with ovulation occurring near the midpoint.
|
The menstrual cycle typically lasts around 28 days, with ovulation occurring near the midpoint.
|
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However, variations, particularly in the follicular phase length, are common and can be influenced by factors such as stress, diet, exercise and age\cite{silberstein_physiology_2000}.
|
However, variations, particularly in the follicular phase length, are common and can be influenced by factors such as stress, diet, exercise and age~\cite{silberstein_physiology_2000}.
|
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Figure~\ref{fig:background_menstrual_cycle_physiology} provides a detailed overview of the hormonal and physiological changes
|
Figure~\ref{fig:background_menstrual_cycle_physiology} provides a detailed overview of the hormonal and physiological changes
|
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throughout the menstrual cycle.
|
throughout the menstrual cycle.
|
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|
|
||||||
\begin{figure}
|
\begin{figure}
|
||||||
\centering
|
\centering
|
||||||
\includegraphics[width=0.6\textwidth]{background_menstrual_cycle_physiology}
|
\includegraphics[width=0.6\textwidth]{background_menstrual_cycle_physiology}
|
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\caption{Physiological changes during the menstrual cycle\cite{pedroso_menstrual_2022}.}
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\caption{Physiological changes during the menstrual cycle~\cite{pedroso_menstrual_2022}.}
|
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\label{fig:background_menstrual_cycle_physiology}
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\label{fig:background_menstrual_cycle_physiology}
|
||||||
\end{figure}
|
\end{figure}
|
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|
|
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Not every cycle results in ovulation—a phenomenon known as anovulation—which leads to a monophasic temperature pattern.
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Not every cycle results in ovulation—a phenomenon known as anovulation—which leads to a monophasic temperature pattern.
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Anovulation can have various causes, including hormonal imbalances, stress, or underlying health conditions\cite{rosenfield_adolescent_2013}.
|
Anovulation can have various causes, including hormonal imbalances, stress, or underlying health conditions~\cite{rosenfield_adolescent_2013}.
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|
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Anovulation is reflected in temperature data as either an absence of a clear temperature rise or a rise
|
Anovulation is reflected in temperature data as either an absence of a clear temperature rise or a rise
|
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that is insufficient in magnitude or duration to be considered a reliable indicator of ovulation.
|
that is insufficient in magnitude or duration to be considered a reliable indicator of ovulation.
|
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@@ -63,15 +64,15 @@ Even ultrasound imaging can only confirm that an egg was released from its folli
|
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Throughout the menstrual cycle, the chance of fertilization varies significantly.
|
Throughout the menstrual cycle, the chance of fertilization varies significantly.
|
||||||
An egg cell released from the ovary during ovulation, can be fertilized for up to 24 hours.
|
An egg cell released from the ovary during ovulation, can be fertilized for up to 24 hours.
|
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However, since male sperm cells can survive up to 6 days inside the female reproductive tract,
|
However, since male sperm cells can survive up to 6 days inside the female reproductive tract,
|
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the fertile window is typically defined as the five days before ovulation until one day after ovulation\cite{dunson_day-specific_1999}.
|
the fertile window is typically defined as the five days before ovulation until one day after ovulation~\cite{dunson_day-specific_1999}.
|
||||||
Research by \citeauthor{dunson_day-specific_1999} has shown that the highest chance of fertilization is around one day before ovulation,
|
Research by~\citeauthor{dunson_day-specific_1999} has shown that the highest chance of fertilization is around one day before ovulation,
|
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as illustrated in Figure~\ref{fig:background_pregnancy_chance}.
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as illustrated in Figure~\ref{fig:background_pregnancy_chance}.
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|
|
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\begin{figure}
|
\begin{figure}
|
||||||
\centering
|
\centering
|
||||||
\includegraphics[width=0.7\textwidth]{background_pregnancy_chance_over_time}
|
\includegraphics[width=0.7\textwidth]{background_pregnancy_chance_over_time}
|
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\caption{Chance of fertilization depending on the day of the menstrual cycle.
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\caption{Chance of fertilization depending on the day of the menstrual cycle.
|
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The highest chance is around one day before ovulation\cite{dunson_day-specific_1999}.}
|
The highest chance is around one day before ovulation~\cite{dunson_day-specific_1999}.}
|
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\label{fig:background_pregnancy_chance}
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\label{fig:background_pregnancy_chance}
|
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\end{figure}
|
\end{figure}
|
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|
|
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@@ -86,7 +87,7 @@ Several physiological signs correlate with ovulation and can be used for predict
|
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As shown in Figure~\ref{fig:background_menstrual_cycle_physiology}, these include hormonal fluctuations (LH and FSH surges) and
|
As shown in Figure~\ref{fig:background_menstrual_cycle_physiology}, these include hormonal fluctuations (LH and FSH surges) and
|
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changes in body temperature.
|
changes in body temperature.
|
||||||
Additionally, variations in cervical mucus consistency, salivary ferning patterns,
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Additionally, variations in cervical mucus consistency, salivary ferning patterns,
|
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and electrical resistance of the skin and vaginal mucosa have been observed\cite{silberstein_physiology_2000}.
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and electrical resistance of the skin and vaginal mucosa have been observed~\cite{silberstein_physiology_2000}.
|
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|
|
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Among these, ultrasonography provides the most accurate confirmation of ovulation by detecting follicular changes,
|
Among these, ultrasonography provides the most accurate confirmation of ovulation by detecting follicular changes,
|
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but it is costly and requires specialized equipment.
|
but it is costly and requires specialized equipment.
|
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@@ -95,7 +96,7 @@ but they require frequent testing.
|
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Temperature-based methods, particularly body temperature tracking, offer a non-invasive alternative by
|
Temperature-based methods, particularly body temperature tracking, offer a non-invasive alternative by
|
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detecting the slight temperature rise that follows ovulation.
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detecting the slight temperature rise that follows ovulation.
|
||||||
Advances in wearable technology have further enabled continuous and automated temperature monitoring,
|
Advances in wearable technology have further enabled continuous and automated temperature monitoring,
|
||||||
improving accessibility and usability\cite{alexander_fertilitatsmonitoring_2014, luo_detection_2020, yu_tracking_2022}.
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improving accessibility and usability~\cite{alexander_fertilitatsmonitoring_2014, luo_detection_2020, yu_tracking_2022}.
|
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|
|
||||||
\subsection{Technical Background}\label{subsec:technological_background}
|
\subsection{Technical Background}\label{subsec:technological_background}
|
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|
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@@ -103,65 +104,111 @@ improving accessibility and usability\cite{alexander_fertilitatsmonitoring_2014,
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Time series analysis is a fundamental tool for studying sequential data that evolves over time.
|
Time series analysis is a fundamental tool for studying sequential data that evolves over time.
|
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Unlike other data types, time series data has an inherent temporal order, where each data point is associated
|
Unlike other data types, time series data has an inherent temporal order, where each data point is associated
|
||||||
with a timestamp, capturing its dependence on past values.
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with a timestamp, capturing its dependence on past values.
|
||||||
There are usually two main goals:
|
Time series analysis typically serves two main goals:
|
||||||
understanding the underlying mechanisms that lead to the observed data and predicting future data points based on the
|
Understanding the underlying mechanisms that lead to the observed data and predicting future data points based on the
|
||||||
historical information and potentially external factors\cite{cryer_time_2008}
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historical information and potentially external factors~\cite{cryer_time_2008}
|
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\\
|
\\
|
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Time series analysis encompasses various methods, ranging from simple statistical models to complex deep learning architectures.
|
Time series analysis encompasses various methods, ranging from simple statistical models to complex deep learning architectures.
|
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Classical methods
|
Classical methods
|
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|
|
||||||
\subsubsection{Transformer Models}\label{subsubsec:transformer_models}
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||||||
|
|
||||||
\subsubsection{Temporal-Fusion-Transformer Models}\label{subsubsec:temporal_fusion_transformer_models}
|
In the following, we will introduce the two most common approaches used for machine learning on time series data,
|
||||||
The Temporal Fusion Transformer (TFT) is a deep learning model designed for time series forecasting.
|
LSTMs and transformers.
|
||||||
It's a novel approach at time series analysis and forecasting presented by Google in 2020\cite{lim_temporal_2020}.
|
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The main focus of this architecture is to both achieve high prediction accuracy while maintaining interpretability.
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\subsubsection{RNN and LSTM Networks}\label{subsubsec:lstm_networks}
|
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It differs from a traditional implementation of a transformer architecture by incorporating the support for:
|
Recurrent Neural Networks (RNNs) are extensions of classical neural networks that incorporate cyclic connections between neurons.
|
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These recurrent connections allow the network to retain information from previous inputs by feeding the hidden state
|
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from a prior time step into the current one, enabling a form of temporal memory.
|
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In practice, this means that input data is processed sequentially, one step at a time.
|
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At each step \(t\), the input \(x_t\) is combined with the previous hidden state \(h_{t-1}\) to produce a new
|
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hidden state \(h_t\), which contributes to the output \(o_t\).
|
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This process allows the network to learn temporal dependencies and model sequential data effectively~\cite{medsker_recurrent_1999}.
|
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However, this approach has the downside that the model cannot explicitly control how it remembers or forgets information at each step,
|
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limiting its ability to manage long-term dependencies.
|
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During training via backpropagation, the weights of a neural network are updated based on the partial derivatives of the loss function.
|
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The more propagations required (e.g., in deeper networks), the more multiplications are needed to compute gradients for earlier weights.
|
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|
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RNNs are typically trained using \textit{backpropagation through time} (BPTT), in which gradients are propagated through many time steps,
|
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leading to numerical instability.
|
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If the gradients shrink exponentially, the model suffers from the \emph{vanishing gradient} problem;
|
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if they grow exponentially, it results in \emph{exploding gradients}~\cite{hochreiter_vanishing_1998}.
|
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In both cases, learning is significantly impaired.
|
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Exploding gradients can often be mitigated using techniques such as \emph{gradient clipping},
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where the magnitude of the gradient is capped---typically within a range of \([-1, 1]\)---to stabilize training.
|
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Figure~\ref{fig:rnn_unfolded} illustrates the unfolded structure of an RNN across three time steps.
|
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This technique, known as \emph{unfolding}, clarifies how sequential inputs update the hidden state and generate
|
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outputs at each time step.
|
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|
\begin{figure}
|
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\centering
|
||||||
|
\includegraphics[width=0.7\textwidth]{recurrent_neural_network_unfold}
|
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\caption{Schematic diagram of the unfolded structure of a recurrent neural network~\cite{fdeloche_english_2017}}
|
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\label{fig:rnn_unfolded}
|
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|
\end{figure}
|
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|
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||||||
|
To address the vanishing gradient problem and enable better long-term memory,
|
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\emph{Long Short-Term Memory} (LSTM) networks were introduced by \citeauthor{hochreiter_long_1997}~\cite{hochreiter_long_1997}.
|
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|
LSTMs extend the RNN architecture by incorporating a memory cell and a series of gates that regulate the flow of
|
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information: the \emph{forget gate}, the \emph{input gate}, and the \emph{output gate}.
|
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|
|
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\begin{itemize}
|
\begin{itemize}
|
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\item Multiple inputs (static, past and future variables)
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\item The \emph{forget gate} determines which information from the previous cell state should be discarded.
|
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\item Long sequences
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\item The \emph{input gate} controls what new information is added to the cell state.
|
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\item Uncertainty
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\item The \emph{output gate} selects relevant parts of the current cell state to produce the output and the next hidden state.
|
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\end{itemize}
|
\end{itemize}
|
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Figure~\ref{fig:background_tft_architecture} provides an overview of the TFT architecture.
|
|
||||||
|
|
||||||
\paragraph{1. Gating Mechanisms}
|
Each gate employs a sigmoid activation function to regulate the flow of information,
|
||||||
As the precise relationship between input variables is hard to anticipate in advance, the authors introduce a mechanisms,
|
allowing LSTMs to preserve and update memory over long sequences.
|
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that allows the model to learn this relationship, giving it the ability to choose whether to apply a non-linear
|
|
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transformation to the inputs.
|
|
||||||
Sometimes, the relationship between variables is linear, and applying a non-linear transformation would only add noise.
|
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They call this mechanism Gated Residual Network (GRN).
|
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GRNs take the primary input vector $a$ and an optional context vector $c$ and compute the output as follows:
|
|
||||||
\begin{align}
|
|
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\text{GRN}_{\omega}(a, c) &= \text{LayerNorm}(a + \text{GLU}_{\omega}(\eta_1)) \label{eq:grn} \\
|
|
||||||
\eta_1 &= W_{1,\omega} \eta_2 + b_{1,\omega} \label{eq:eta1} \\
|
|
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\eta_2 &= \text{ELU}(W_{2,\omega} a + W_{3,\omega} c + b_{2,\omega}) \label{eq:eta2}
|
|
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\end{align}
|
|
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|
|
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ELU refers to the Exponential Linear Unit activation function, which is a variant of the ReLU function,
|
|
||||||
that speeds up training and alleviates the vanishing gradient problem\cite{clevert_fast_2016}.
|
|
||||||
LayerNorm refers to a more robust normalization technique compared to batch normalization, which is used to stabilize
|
|
||||||
and speed up training in deep neural networks\cite{ba_layer_2016}.
|
|
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Here, $\omega$ denotes weight sharing.
|
|
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|
|
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For large $W_{2,\omega}\ a + W_{3\omega}\ c + b_{2,\omega} \gg 0$ the output of the ELU is approximately $a$, acting
|
|
||||||
as identity function.
|
|
||||||
For negative values, it generates a constant output, resulting in a linear transformation of the input.
|
|
||||||
Gating layers based on the Gated Linear Unit (GLU)\cite{dauphin_language_2017} provide the model with the ability to
|
|
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suppress any parts of the architecture not needed for the prediction in a dataset.
|
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|
|
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|
|
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\paragraph{2. Variable Selection Networks (VSNs)}
|
|
||||||
Variable Selection Networks (VSNs) are a key component of the TFT architecture, allowing the model to both
|
|
||||||
select input variables most relevant to the prediction and removing unnecessary, noisy inputs, that could negatively
|
|
||||||
impact prediction performance.
|
|
||||||
Each component, i.e., static, past, and future variables, use separate VSNs to select the most relevant features.
|
|
||||||
Inputs to the VSN use entity embeddings for categorical features or a linear transformation for continuous features.
|
|
||||||
This transforms the inputs into the ($d_{model}$)-dimensional space, where $d_{model}$ is the model's hidden dimension.
|
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|
|
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|
|
||||||
\begin{figure}
|
\begin{figure}
|
||||||
\centering
|
\centering
|
||||||
\includegraphics[width=0.8\textwidth]{background_tft_architecture}
|
\includegraphics[width=0.6\textwidth]{lstm_cell_diagram}
|
||||||
\caption{TFT architecture overview\cite{lim_temporal_2020}.}
|
\caption{Diagram of a LSTM cell showing the flow of information \cite{chevalier_english_2018}}
|
||||||
\label{fig:background_tft_architecture}
|
\label{fig:lstm_architecture}
|
||||||
\end{figure}
|
\end{figure}
|
||||||
|
|
||||||
|
Figure~\ref{fig:lstm_architecture} illustrates the architecture of an LSTM cell.
|
||||||
|
On the left, the previous cell state \(C_{t-1}\) represents the long-term memory,
|
||||||
|
while the hidden state \(h_{t-1}\) encodes the short-term memory from the preceding time step.
|
||||||
|
The current input \(x_t\) is processed together with these states to update the cell.
|
||||||
|
The resulting new cell state \(C_t\) and hidden state \(h_t\) are passed forward to the next time step or used to produce the model’s output.
|
||||||
|
Within the cell, the forget gate determines how much of the previous cell state \(C_{t-1}\) is retained.
|
||||||
|
The input gate updates the cell state with new information derived from the current input and previous hidden state.
|
||||||
|
Finally, the output gate controls how much of the updated cell state contributes to the hidden state \(h_t\),
|
||||||
|
which is passed on to the next time step or used for prediction.
|
||||||
|
|
||||||
|
Mathematically, the core LSTM operations are given by:
|
||||||
|
|
||||||
|
\[
|
||||||
|
\begin{aligned}
|
||||||
|
f_t &= \sigma(W_f [h_{t-1}, x_t] + b_f) \\
|
||||||
|
i_t &= \sigma(W_i [h_{t-1}, x_t] + b_i) \\
|
||||||
|
\tilde{c}_t &= \tanh(W_c [h_{t-1}, x_t] + b_c) \\
|
||||||
|
c_t &= f_t \odot c_{t-1} + i_t \odot \tilde{c}_t \\
|
||||||
|
o_t &= \sigma(W_o [h_{t-1}, x_t] + b_o) \\
|
||||||
|
h_t &= o_t \odot \tanh(c_t)
|
||||||
|
\end{aligned}
|
||||||
|
\]
|
||||||
|
|
||||||
|
Here, \( \odot \) denotes element-wise multiplication, and \( \sigma \) is the sigmoid function.
|
||||||
|
These equations allow for more stable training and long-range temporal modeling.
|
||||||
|
\\
|
||||||
|
|
||||||
|
LSTMs are widely used in biomedical applications due to their capacity to handle sequences of variable length and complexity.
|
||||||
|
In the context of ovulation prediction, where hormonal patterns exhibit periodicity but also irregularity,
|
||||||
|
LSTMs are well-suited to learn relevant time-dependent signals from sequential physiological measurements.
|
||||||
|
|
||||||
|
While powerful, LSTMs can be computationally intensive and sensitive to hyperparameter tuning.
|
||||||
|
Therefore, they are often compared with alternative architectures,
|
||||||
|
including simpler feedforward networks and more recent attention-based models,
|
||||||
|
to evaluate trade-offs in performance, interpretability, and computational cost.
|
||||||
|
|
||||||
|
The next section introduce the \emph{Transformer} architecture, a more recent alternative that forgoes
|
||||||
|
recurrence in favor of attention mechanisms
|
||||||
|
|
||||||
|
\subsubsection{Transformer Models}\label{subsubsec:transformer_models}
|
||||||
|
|||||||