Xiaomeng Wu

Shinnosuke Matsuo, Xiaomeng Wu, Gantugs Atarsaikhan et al.

Similarity measures for time series are important problems for time series classification. To handle the nonlinear time distortions, Dynamic Time Warping (DTW) has been widely used. However, DTW is not learnable and suffers from a trade-off between robustness against time distortion and discriminative power. In this paper, we propose a neural network model for task-adaptive time warping. Specifically, we use the attention model, called the bipartite attention model, to develop an explicit time warping mechanism with greater distortion invariance. Unlike other learnable models using DTW for warping, our model predicts all local correspondences between two time series and is trained based on metric learning, which enables it to learn the optimal data-dependent warping for the target task. We also propose to induce pre-training of our model by DTW to improve the discriminative power. Extensive experiments demonstrate the superior effectiveness of our model over DTW and its state-of-the-art performance in online signature verification.

Shinnosuke Matsuo, Xiaomeng Wu, Gantugs Atarsaikhan et al.

Deep time series metric learning is challenging due to the difficult trade-off between temporal invariance to nonlinear distortion and discriminative power in identifying non-matching sequences. This paper proposes a novel neural network-based approach for robust yet discriminative time series classification and verification. This approach adapts a parameterized attention model to time warping for greater and more adaptive temporal invariance. It is robust against not only local but also large global distortions, so that even matching pairs that do not satisfy the monotonicity, continuity, and boundary conditions can still be successfully identified. Learning of this model is further guided by dynamic time warping to impose temporal constraints for stabilized training and higher discriminative power. It can learn to augment the inter-class variation through warping, so that similar but different classes can be effectively distinguished. We experimentally demonstrate the superiority of the proposed approach over previous non-parametric and deep models by combining it with a deep online signature verification framework, after confirming its promising behavior in single-letter handwriting classification on the Unipen dataset.