What about the Latent Space? The Need for Latent Feature Saliency Detection in Deep Time Series Classification.

Saliency methods are designed to provide explainability for deep image processing models by assigning feature-wise importance scores and thus detecting informative regions in the input images. Recently, these methods have been widely adapted to the time series domain, aiming to identify important temporal regions in a time series. This paper extends our former work on identifying the systematic failure of such methods in the time series domain to produce relevant results when informative patterns are based on underlying latent information rather than temporal regions. First, we both visually and quantitatively assess the quality of explanations provided by multiple state-of-the-art saliency methods, including Integrated Gradients, Deep-Lift, Kernel SHAP, and Lime using univariate simulated time series data with temporal or latent patterns. In addition, to emphasize the severity of the latent feature saliency detection problem, we also run experiments on a real-world predictive maintenance dataset with known latent patterns. We identify Integrated Gradients, Deep-Lift, and the input-cell attention mechanism as potential candidates for refinement to yield latent saliency scores. Finally, we provide recommendations on using saliency methods for time series classification and suggest a guideline for developing latent saliency methods for time series.