Generalized gradient learning on time series

DOI10.1007/S10994-015-5513-0MaRDI QIDQ747282zbMATHOpenAlexFDO

Authors Brijnesh J. Jain

Publication date 23 October 2015

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.04843

zbMATH Keywords

time seriesdynamic time warpinggeneralized gradient methodselastic distance measureslinear classifiers

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12)

Abstract: The majority of machine learning algorithms assumes that objects are represented as vectors. But often the objects we want to learn on are more naturally represented by other data structures such as sequences and time series. For these representations many standard learning algorithms are unavailable. We generalize gradient-based learning algorithms to time series under dynamic time warping. To this end, we introduce elastic functions, which extend functions on time series to matrix spaces. Necessary conditions are presented under which generalized gradient learning on time series is consistent. We indicate how results carry over to arbitrary elastic distance functions and to sequences consisting of symbolic elements. Specifically, four linear classifiers are extended to time series under dynamic time warping and applied to benchmark datasets. Results indicate that generalized gradient learning via elastic functions have the potential to complement the state-of-the-art in statistical pattern recognition on time series.

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• Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization
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(2)

• A general framework for never-ending learning from time series streams
• Sufficient conditions for the existence of a sample mean of time series under dynamic time warping

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