State-Space Dynamics Distance for Clustering Sequential Data

Details State-Space Dynamics Distance for Clustering Sequential Data State-Space Dynamics Distance for Clustering Sequential Data

2010-04-09

arxiv.org/abs/1004.1982v1

Computer Science

Learning

Scientific paper

This paper proposes a novel similarity measure for clustering sequential data. We first construct a common state-space by training a single probabilistic model with all the sequences in order to get a unified representation for the dataset. Then, distances are obtained attending to the transition matrices induced by each sequence in that state-space. This approach solves some of the usual overfitting and scalability issues of the existing semi-parametric techniques, that rely on training a model for each sequence. Empirical studies on both synthetic and real-world datasets illustrate the advantages of the proposed similarity measure for clustering sequences.

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