Soft-DTW: a Differentiable Loss Function for Time-Series.
Marco CuturiMathieu BlondelPublished in: ICML (2017)
Keyphrases
- loss function
- dynamic time warping
- pairwise
- support vector
- euclidean distance
- distance measure
- learning to rank
- similarity measure
- empirical risk
- logistic regression
- similarity search
- reproducing kernel hilbert space
- edit distance
- risk minimization
- boosting algorithms
- hinge loss
- high dimensional
- regularization term
- bayes rule