Autowarp: Learning a Warping Distance from Unlabeled Time Series

Using Sequence-Sequence Autoencoders

Abubakar Abid (a12d@stanford.edu) ● James Zou (jamesz@stanford.edu)

2018 NeurIPS Conference

Takeaway: We can learn a good distance metric

from unlabeled time-series data instead of hand-
crafting one, and the learnt distance often performs
better than default metrics like DTW!

Background Methodology Results

• Autowarp consists of 2 steps:
• Unlabeled time series are everywhere! We compared autowarp to (lower is better)

• Examples: unlabeled data from EEG hand-crafted metrics on

I. Feed the trajectories into a sequence-sequence
datasets the original
sensors, GPS trajectories, or disease autoencoder. authors had used to
trajectories from patients. II. Find a warping distance over original validate them:
• We need a metric to compare these trajectories that is most similar to the Euclidean 1. SSPD on the Taxicab
unlabeled time series. distance between their latent representations Mobility dataset (right)
• Problem: the sources of noise in time (We implement this efficiently and with certain theoretical guarantees –
2. EDR on the Australian
series can be very complex (e.g. see our paper at: https://arxiv.org/abs/1810.10107 for details)
Sign Language dataset
(bottom)
resampling), making it difficult to find a
single metric that works well across all (higher is better)
time series data.

What’s the best distance metric

for these GPS trajectories
collected from cabs in San
Francisco?

• Let’s learn Intuition: Similar trajectories should have similar

the best latent representations in an autoencoder
metric from the trained to predict the next time point. The
warping distance family acts as regularization.
time series themselves!