May 2020 archive

Fast (Differentiable) Soft DTW for PyTorch using CUDA

Dynamic time warping (DTW) is a dynamic programming algorithm which aims to find the dissimilarity between two time-series. This algorithm was originally applied towards speech recognition. In ICML 2017, Marco Cuturi and Mathieu Blondel proposed a differentiable formulation of this algorithm that’s very helpful in optimization problems involving temporal sequences. They call this differentiable formulation …

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