论文标题
翻译下的动态时间扭曲:由空间填充曲线引导的近似值
Dynamic Time Warping Under Translation: Approximation Guided by Space-Filling Curves
论文作者
论文摘要
动态时间翘曲(DTW)距离是各种序列数据的相似性的流行度量。为了比较多边形曲线$π,σ$ in $ \ mathbb {r}^d $,它为fréchet距离提供了强大的,离群的不敏感的替代方案。但是,像Fréchet距离一样,DTW距离在翻译下并不不变。在任意翻译下,我们可以有效地优化$π$和$σ$的DTW距离,以比较曲线的形状,而不论其绝对位置如何? 令人惊讶的是,在这个方向上的作品很少,这可能是由于其计算复杂性所致:对于欧几里得规范,此问题包含了一种特殊情况,即几何中位数问题,事实证明,该问题没有确切的代数算法(也就是说,仅使用添加,乘法,$ k $ -th roots anggebraic算法(也不是算法)。因此,我们研究了非欧盟规范的确切算法以及欧几里得规范的近似算法: - 对于$ \ Mathbb {r}^d $中的$ L_1 $ NORM,我们提供了$ \ Mathcal {o}(n^{2(d+1)})$ - 时间算法,即,用于常量$ d $的精确的多项式算法。在这里和下面,$ n $界定了曲线的复杂性。 - 对于$ \ mathbb {r}^2 $中的Euclidean Norm,我们表明,一个简单的特定问题的见解会导致$(1+ \ Varepsilon)$ - 时间$ \ Mathcal {O}(O}(n^3/\ Varepsilon^2)的近似值。然后,我们将展示如何获得一个亚立方体$ \ widetilde {\ Mathcal {o}}(n^{2.5}/\ varepsilon^2)$ time算法具有重要的新想法;这次接近用于计算固定翻译的DTW的著名二次时屏障。从技术上讲,该算法是通过使用动态数据结构加速重复的DTW距离估计来获得的,以维持加权平面挖掘中的最短路径。至关重要的是,我们展示了如何使用空间填充曲线遍历一组候选翻译集,以仅引起数据结构的更新。
The Dynamic Time Warping (DTW) distance is a popular measure of similarity for a variety of sequence data. For comparing polygonal curves $π, σ$ in $\mathbb{R}^d$, it provides a robust, outlier-insensitive alternative to the Fréchet distance. However, like the Fréchet distance, the DTW distance is not invariant under translations. Can we efficiently optimize the DTW distance of $π$ and $σ$ under arbitrary translations, to compare the curves' shape irrespective of their absolute location? There are surprisingly few works in this direction, which may be due to its computational intricacy: For the Euclidean norm, this problem contains as a special case the geometric median problem, which provably admits no exact algebraic algorithm (that is, no algorithm using only addition, multiplication, and $k$-th roots). We thus investigate exact algorithms for non-Euclidean norms as well as approximation algorithms for the Euclidean norm: - For the $L_1$ norm in $\mathbb{R}^d$, we provide an $\mathcal{O}(n^{2(d+1)})$-time algorithm, i.e., an exact polynomial-time algorithm for constant $d$. Here and below, $n$ bounds the curves' complexities. - For the Euclidean norm in $\mathbb{R}^2$, we show that a simple problem-specific insight leads to a $(1+\varepsilon)$-approximation in time $\mathcal{O}(n^3/\varepsilon^2)$. We then show how to obtain a subcubic $\widetilde{\mathcal{O}}(n^{2.5}/\varepsilon^2)$ time algorithm with significant new ideas; this time comes close to the well-known quadratic time barrier for computing DTW for fixed translations. Technically, the algorithm is obtained by speeding up repeated DTW distance estimations using a dynamic data structure for maintaining shortest paths in weighted planar digraphs. Crucially, we show how to traverse a candidate set of translations using space-filling curves in a way that incurs only few updates to the data structure.