Differentiable Divergences Between Time Series.
Mathieu BlondelArthur MenschJean-Philippe VertPublished in: AISTATS (2021)
Keyphrases
- kullback leibler
- objective function
- non stationary
- dynamic time warping
- loss function
- symbolic representation
- neural network
- reinforcement learning
- chronic hepatitis
- quasi periodic
- moving average
- squared euclidean distance
- data sets
- subsequence matching
- stock price
- temporal data
- stock market
- maximum likelihood
- multi class
- high dimensional
- clustering algorithm