arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1702.03584cs.AIcs.LG
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时间序列聚类的相似性保持表示学习

Similarity Preserving Representation Learning for Time Series Clustering

UT Austin(德克萨斯大学奥斯汀分校);JD AI Research(京东人工智能研究院);IBM Research(IBM研究院);Amazon(亚马逊)

Qi Lei, Jinfeng Yi, Roman Vaculin, Lingfei Wu, Inderjit S. Dhillon

摘要:

大量的聚类算法将实例特征矩阵作为其输入。因此,它们不能直接分析时间序列数据,因为它的时间性质,通常不相等的长度和复杂的属性。这是一个很大的遗憾,因为许多这些算法是有效的,健壮的,高效的,易于使用。在本文中,我们提出了一个有效的表示学习框架,能够将一组不同长度的时间序列转换为实例特征矩阵,从而弥合了这一差距。特别是,我们保证时间序列之间的成对相似性在变换后得到很好的保留,因此学习的特征表示特别适合于时间序列聚类任务。给定一组$n$时间序列,我们首先通过随机抽取$\mathcal{O}(n \log n)$对时间序列并计算它们的成对相似性来构造$n\times n$部分观察相似性矩阵。然后,我们提出了一个有效的算法,解决了一个非凸和NP-困难的问题,学习新的功能的基础上部分观察到的相似性矩阵。通过进行广泛的实证研究,我们表明,所提出的框架是更有效的,高效的,灵活的,相比其他国家的最先进的时间序列聚类方法。

英文摘要:

A considerable amount of clustering algorithms take instance-feature matrices as their inputs. As such, they cannot directly analyze time series data due to its temporal nature, usually unequal lengths, and complex properties. This is a great pity since many of these algorithms are effective, robust, efficient, and easy to use. In this paper, we bridge this gap by proposing an efficient representation learning framework that is able to convert a set of time series with various lengths to an instance-feature matrix. In particular, we guarantee that the pairwise similarities between time series are well preserved after the transformation, thus the learned feature representation is particularly suitable for the time series clustering task. Given a set of $n$ time series, we first construct an $n\times n$ partially-observed similarity matrix by randomly sampling $\mathcal{O}(n \log n)$ pairs of time series and computing their pairwise similarities. We then propose an efficient algorithm that solves a non-convex and NP-hard problem to learn new features based on the partially-observed similarity matrix. By conducting extensive empirical studies, we show that the proposed framework is more effective, efficient, and flexible, compared to other state-of-the-art time series clustering methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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