Title: Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs,
Abstract: Generative Adversarial Networks (GANs) have shown remarkable success as a
framework for training models to produce realistic-looking data. In this work,
we propose a Recurrent GAN (RGAN) and Recurrent Conditional GAN (RCGAN) to
produce realistic real-valued multi-dimensional time series, with an emphasis
on their application to medical data. RGANs make use of recurrent neural
networks in the generator and the discriminator. In the case of RCGANs, both of
these RNNs are conditioned on auxiliary information. We demonstrate our models
in a set of toy datasets, where we show visually and quantitatively (using
sample likelihood and maximum mean discrepancy) that they can successfully
generate realistic time-series. We also describe novel evaluation methods for
GANs, where we generate a synthetic labelled training dataset, and evaluate on
a real test set the performance of a model trained on the synthetic data, and
vice-versa. We illustrate with these metrics that RCGANs can generate
time-series data useful for supervised training, with only minor degradation in
performance on real test data. This is demonstrated on digit classification
from 'serialised' MNIST and by training an early warning system on a medical
dataset of 17,000 patients from an intensive care unit. We further discuss and
analyse the privacy concerns that may arise when using RCGANs to generate
realistic synthetic medical time series data.