Fast Global Alignment Kernels
Fast Global Alignment Kernels
复制标题
DOI：
--
复制
发表时间：
2011-06
期刊：
影响因子：
--
通讯作者：
Marco Cuturi
中科院分区：
文献类型：
--
作者：
Marco Cuturi
我们提出了新的方法，将广泛使用的动态时间翘曲（DTW）距离和相似度作为时间序列的正定核。为此，我们对Cuturi等人（2007）引入的全局对齐核族提供了新的理论见解，并提出了既确定又计算速度更快的替代核。我们提供的实验证据表明，这些替代方案在分类任务中比基于DTW形式化的其他内核更快、更有效。
We propose novel approaches to cast the widely-used family of Dynamic Time Warping (DTW) distances and similarities as positive definite kernels for time series. To this effect, we provide new theoretical insights on the family of Global Alignment kernels introduced by Cuturi et al. (2007) and propose alternative kernels which are both positive definite and faster to compute. We provide experimental evidence that these alternatives are both faster and more efficient in classification tasks than other kernels based on the DTW formalism.