Fast Gradient-Based Approximation of Continuous Dynamic Time Warping
Dynamic Time Warping (DTW) is a common choice for measuring the discrepancy between time series. It proceeds by finding an optimal warping between timestamps through dynamic programming, which can be slow and is not differentiable. Consequently, several variants have been proposed. Among them, Soft-DTW proposes a smoot...
Pierre Houédry, R. Tavenard, Nicolas Courty et al.
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