Self Attention with Temporal Prior: Can We Learn More from Arrow of Time?

Many of diverse phenomena in nature often inherently encode both short and long term temporal dependencies, short term dependencies especially resulting from the direction of flow of time. In this respect, we discovered experimental evidences suggesting that {\it interrelations} of these events are higher for closer time stamps. However, to be able for attention based models to learn these regularities in short term dependencies, it requires large amounts of data which are often infeasible. This is due to the reason that, while they are good at learning piece wised temporal dependencies, attention based models lack structures that encode biases in time series. As a resolution, we propose a simple and efficient method that enables attention layers to better encode short term temporal bias of these data sets by applying learnable, adaptive kernels directly to the attention matrices. For the experiments, we chose various prediction tasks using Electronic Health Records (EHR) data sets since they are great examples that have underlying long and short term temporal dependencies. The results of our experiments show exceptional classification results compared to best performing models on most of the task and data sets.