Dynamic Time Warping Under Translation: Approximation Guided by Space-Filling Curves
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Date
2022
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Conference Paper
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yes
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Abstract
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 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 L1 norm in R d , we provide an 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 R 2 , we show that a simple problem-specific insight leads to a (1 + ε)-approximation in time O(n 3 /ε2 ). We then show how to obtain a subcubic Oe(n 2.5 /ε2 ) 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. We hope that our results will facilitate the use of DTW under translation both in theory and practice, and inspire similar algorithmic approaches for related geometric optimization problems.
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published
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Book title
38th International Symposium on Computational Geometry (SoCG 2022)
Volume
224
Pages / Article No.
20
Publisher
Schloss Dagstuhl – Leibniz-Zentrum für Informatik
Event
38th International Symposium on Computational Geometry (SoCG 2022)
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Methods
Software
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Subject
Theory of computation → Computational geometry; Dynamic time warping; Sequence Similarity Measures; Theory of computation → Computational geometry
Organisational unit
02889 - ETH Institut für Theoretische Studien / ETH Institute for Theoretical Studies
Notes
Presentation held on June 9, 2022