Invited Talk
in
Workshop: NIPS 2017 Time Series Workshop

Marco Cuturi: Soft-DTW, a differentiable loss for time series data

2017 Invited Talk
in
Workshop: NIPS 2017 Time Series Workshop

Abstract

I will present in this talk a modification of the dynamic time warping distance which is, unlike the original quantity, differentiable in all of its inputs. As a result, that alternative distance can be used naturally as a learning loss to learn with datasets of time series, to produce means, clusters or structured prediction where the goal is to forecast entire time series.

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