arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2009.01358cs.LGeess.SPstat.ML
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基于交叉熵最大化的变点检测

Change Point Detection by Cross-Entropy Maximization

CERC, Polytechnique Montréal(蒙特利尔理工学院 CERC)

Aurélien Serre, Didier Chételat, Andrea Lodi

摘要:

许多离线无监督变化点检测算法依赖于最小化分段成本的惩罚总和。我们扩展了这个框架,建议最大限度地减少段之间的差异。特别是,我们建议选择的变化点,以最大限度地提高连续段之间的交叉熵,引入新的变化点的惩罚平衡。我们提出了一个动态规划算法来解决这个问题,并分析了它的复杂性。在两个具有挑战性的数据集上的实验表明,与三种最先进的方法相比,我们的方法具有优势。

英文摘要:

Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to select the change points so as to maximize the cross-entropy between successive segments, balanced by a penalty for introducing new change points. We propose a dynamic programming algorithm to solve this problem and analyze its complexity. Experiments on two challenging datasets demonstrate the advantages of our method compared to three state-of-the-art approaches.

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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