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The concept of sample mean in dynamic time warping (DTW) spaces has been successfully applied to improve pattern recognition systems and generalize centroid-based clustering algorithms. Its existence has neither been proved nor challenged.…
The DTW Barycenter Averaging (DBA) algorithm is a widely used algorithm for estimating the mean of a given set of point sequences. In this context, the mean is defined as a point sequence that minimises the sum of dynamic time warping…
Block coordinate descent methods and stochastic subgradient methods have been extensively studied in optimization and machine learning. By combining randomized block sampling with stochastic subgradient methods based on dual averaging, we…
Computing a sample mean of time series under dynamic time warping (DTW) is NP-hard. Consequently, there is an ongoing research effort to devise efficient heuristics. The majority of heuristics have been developed for the constrained sample…
Dynamic time warping distance (DTW) is a widely used distance measure between time series. The best known algorithms for computing DTW run in near quadratic time, and conditional lower bounds prohibit the existence of significantly faster…
The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…
The paper presents a novel method of finding a fragment in a long temporal sequence similar to the set of shorter sequences. We are the first to propose an algorithm for such a search that does not rely on computing the average sequence…
Dictionary learning is an effective tool for pattern recognition and classification of time series data. Among various dictionary learning techniques, the dynamic time warping (DTW) is commonly used for dealing with temporal delays,…
We propose SWA-Gaussian (SWAG), a simple, scalable, and general purpose approach for uncertainty representation and calibration in deep learning. Stochastic Weight Averaging (SWA), which computes the first moment of stochastic gradient…
Time series data can be found in almost every domain, ranging from the medical field to manufacturing and wireless communication. Generating realistic and useful exemplars and prototypes is a fundamental data analysis task. In this paper,…
Averaging neural network weights sampled by a backbone stochastic gradient descent (SGD) is a simple yet effective approach to assist the backbone SGD in finding better optima, in terms of generalization. From a statistical perspective,…
The dynamic time warping (dtw) distance is an established tool for mining time series data. The DTW-Mean problem consists of computing a series which minimizes the so-called Fr\'echet function, that is, the sum of squared dtw-distances to a…
Modern applications such as voice recognition rely on the ability to compare signals to pre-recorded ones to classify them. However, this comparison typically needs to ignore differences due to signal noise, temporal offset, signal…
Temporal data are naturally everywhere, especially in the digital era that sees the advent of big data and internet of things. One major challenge that arises during temporal data analysis and mining is the comparison of time series or…
A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…
Distributed descent-based methods are an essential toolset to solving optimization problems in multi-agent system scenarios. Here the agents seek to optimize a global objective function through mutual cooperation. Oftentimes, cooperation is…
Domain generalization (DG) methods aim to achieve generalizability to an unseen target domain by using only training data from the source domains. Although a variety of DG methods have been proposed, a recent study shows that under a fair…
The ubiquity of sequences in many domains enhances significant recent interest in sequence learning, for which a basic problem is how to measure the distance between sequences. Dynamic time warping (DTW) aligns two sequences by nonlinear…
We propose a novel time series averaging method based on Dynamic Time Warping (DTW). In contrast to previous methods, our algorithm preserves durational information and the distinctive durational features of the sequences due to a simple…
Deep neural networks are typically trained by optimizing a loss function with an SGD variant, in conjunction with a decaying learning rate, until convergence. We show that simple averaging of multiple points along the trajectory of SGD,…