Classification of Raw MEG/EEG Data with Detach-Rocket Ensemble: An Improved ROCKET Algorithm for Multivariate Time Series Analysis

Multivariate Time Series Classification (MTSC) is a ubiquitous problem in science and engineering, particularly in neuroscience, where most data acquisition modalities involve the simultaneous time-dependent recording of brain activity in multiple brain regions. In recent years, Random Convolutional Kernel models such as ROCKET and MiniRocket have emerged as highly effective time series classification algorithms, capable of achieving state-of-the-art accuracy results with low computational load. Despite their success, these types of models face two major challenges when employed in neuroscience: 1) they struggle to deal with high-dimensional data such as EEG and MEG, and 2) they are difficult to interpret. In this work, we present a novel ROCKET-based algorithm, named Detach-Rocket Ensemble, that is specifically designed to address these two problems in MTSC. Our algorithm leverages pruning to provide an integrated estimation of channel importance, and ensembles to achieve better accuracy and provide a label probability. Using a synthetic multivariate time series classification dataset in which we control the amount of information carried by each of the channels, we first show that our algorithm is able to correctly recover the channel importance for classification. Then, using two real-world datasets, a MEG dataset and an EEG dataset, we show that Detach-Rocket Ensemble is able to provide both interpretable channel relevance and competitive classification accuracy, even when applied directly to the raw brain data, without the need for feature engineering.