论文标题

时间序列比对的闭合形式的差异转换

Closed-Form Diffeomorphic Transformations for Time Series Alignment

论文作者

Martinez, Iñigo, Viles, Elisabeth, Olaizola, Igor G.

论文摘要

时间序列对齐方法要求高度表达,可区分和可逆的翘曲功能,这些功能保留时间拓扑,即差异性。可以通过由普通微分方程(ODE)控制的速度场的集成来产生差异翘曲函数。基于梯度的优化框架包含差异转换需要根据模型参数计算微分方程解决方案的衍生物,即灵敏度分析。不幸的是,深度学习框架通常缺乏自动差异兼容的灵敏度分析方法。和隐式功能,例如ODE的解决方案,都需要特殊护理。当前的解决方案吸引了伴随灵敏度方法,临时数值求解器或Resnet的Eulerian离散化。在这项工作中,我们在连续的分段(CPA)速度函数下为ODE溶液及其梯度提供了封闭形式的表达。我们提出了对CPU和GPU结果的高度优化实现。此外,我们在几个数据集上进行了广泛的实验,以验证模型对时间序列关节对齐的看不见数据的概括能力。结果在效率和准确性方面表现出显着改善。

Time series alignment methods call for highly expressive, differentiable and invertible warping functions which preserve temporal topology, i.e diffeomorphisms. Diffeomorphic warping functions can be generated from the integration of velocity fields governed by an ordinary differential equation (ODE). Gradient-based optimization frameworks containing diffeomorphic transformations require to calculate derivatives to the differential equation's solution with respect to the model parameters, i.e. sensitivity analysis. Unfortunately, deep learning frameworks typically lack automatic-differentiation-compatible sensitivity analysis methods; and implicit functions, such as the solution of ODE, require particular care. Current solutions appeal to adjoint sensitivity methods, ad-hoc numerical solvers or ResNet's Eulerian discretization. In this work, we present a closed-form expression for the ODE solution and its gradient under continuous piecewise-affine (CPA) velocity functions. We present a highly optimized implementation of the results on CPU and GPU. Furthermore, we conduct extensive experiments on several datasets to validate the generalization ability of our model to unseen data for time-series joint alignment. Results show significant improvements both in terms of efficiency and accuracy.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源