Principled change point detection via representation learning
- URL: http://arxiv.org/abs/2106.02602v1
- Date: Fri, 4 Jun 2021 17:04:13 GMT
- Title: Principled change point detection via representation learning
- Authors: Evgenia Romanenkova and Alexey Zaytsev and Ramil Zainulin and Matvey
Morozov
- Abstract summary: We introduce a principled differentiable loss function that considers the specificity of the CPD task.
We propose an end-to-end method for the training of deep representation learning CPD models.
- Score: 0.6047855579999899
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Change points are abrupt alterations in the distribution of sequential data.
A change-point detection (CPD) model aims at quick detection of such changes.
Classic approaches perform poorly for semi-structured sequential data because
of the absence of adequate data representation learning. To deal with it, we
introduce a principled differentiable loss function that considers the
specificity of the CPD task. The theoretical results suggest that this function
approximates well classic rigorous solutions. For such loss function, we
propose an end-to-end method for the training of deep representation learning
CPD models. Our experiments provide evidence that the proposed approach
improves baseline results of change point detection for various data types,
including real-world videos and image sequences, and improve representations
for them.
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