2018/11/29 by Trosten, Daniel J., Strauman, Andreas S., Kampffmeyer, Michael +1
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
paper · doi:10.48550/arxiv.1811.12050
The task of clustering unlabeled time series and sequences entails a particular set of challenges, namely to adequately model temporal relations and variable sequence lengths. If these challenges are not properly handled, the resulting clusters might be of suboptimal quality. As a key solution, we present a joint clustering and feature learning framework for time series based on deep learning. For a given set of time series, we train a recurrent network to represent, or embed, each time series in a vector space such that a divergence-based clustering loss function can discover the underlying cluster structure in an end-to-end manner. Unlike previous approaches, our model inherently handles multivariate time series of variable lengths and does not require specification of a distance-measure in the input space. On a diverse set of benchmark datasets we illustrate that our proposed Recurrent Deep Divergence-based Clustering approach outperforms, or performs comparable to, previous approaches.