TADPole_Nurjahan Begum

Nurjahan Begum, Liudmila Ulanova, Jun Wang1 and Eamonn Keogh University of California, Riverside UT Dallas1

Accelerating Dynamic Time Warping Clustering with a Novel Admissible Pruning Strategy

Presented By: Nurjahan Begum

Talk Overview • Motivation of Dynamic Time Warping (DTW) Clustering

• Density Peaks (DP) Algorithm • TADPole: Our Proposed Algorithm Novel Pruning Strategies

• Experimental Results • Case Studies • Conclusions




Motivation of DTW Clustering

#kanyewest

#Michael

#MichaelJackson

#taylorswift0 40 80 120

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hours

Synonym Discovery ?


#kanyewest

#Michael

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Synonym Discovery ?

Association Discovery ?

“I’mma let you finish”

Two Questions…

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Query Q

Black-Faced

leafhopper

Beet leafhopper

How do we define similar? • We need to be invariant to noise, amplitude, linear drift, scaling, warping… • Dozens of claimed measures, many with dubious empirical work (cherry picking datasets, crippling rival methods, training on the test data….)

Nothing significantly beats a 40-year old technique called Dynamic Time Warping (DTW).

Comparison Between DTW and ED

Bos taurus

Hyperoodon ampullatus

Talpa europaea

Bos taurus

Hyperoodon ampullatus

Talpa europaea

Cetartiodactyla

DTW ED

Why is DTW Clustering Hard? Observation 1: The convergence of DTW and Euclidean distance results for increasing data sizes.

Observation 2: The increasing effectiveness of lower-bounding pruning for increasing data sizes.

Neither of these two observations help!

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DTW

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Why Existing Work is not the Answer?

Scalability Issue: DTW is not a metric, therefore very difficult to index Quality Issue: Need clustering algorithm which is insensitive to outliers

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Mislabeled

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Outlier




Density Peaks (DP) Algorithm • Why?

Parameter-lite Can handle arbitrary shape clusters Insensitive to noise/outliers

• 3 Steps

Density Calculation NN within Higher Density List Calculation Cluster Assignment

Density Peaks (DP) Algorithm Density

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Density Peaks (DP) Algorithm Nearest NN from High Density List

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Density Peaks (DP) Algorithm Cluster Assignment

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Item 1’s cluster label = item 3’s cluster label

Plot of values of step 1 (density[X]) and step 2 (NN distance[Y])




TADPole

j

LBMatrix(i,j)

Dij

UBMatrix(i,j)

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UBMatrix(i,j)

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Pruning During Local Density Computation

Calculate distance!

TADPole Pruning During NN Distance Calculation From Higher Density List

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How Effective is TADPole’s Pruning? D

ista

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DP: 9 Hours TADPole: 9 minutes

Distance Computation Ordering: Anytime TADPole

Distance Computation Percentage 100%

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Zoom-In of Above Figure

This reflects the 90%

of DTW calculations

that were admissibly

pruned

This reflects the 10%

of DTW calculations

that were calculated

in anytime ordering

10%

How ‘good’ are TADPole Clusters?

Dataset TADPoleDTW

(TADPoleED)

k-means

DTWversion

Hierarchical

DTWversion

DBSCAN

DTWversion

Spectral

DTWversion

CBF 1 (0.66) 0.78 0.73 0.77 0.76

FacesUCR 0.92 (0.86) 0.87 0.85 0.77 0.94

MedicalImages 0.66 (0.67) 0.67 0.62 0.65 0.69

Symbols 0.98 (0.81) 0.93 0.78 0.91 0.95

uWaveGesture_Z 0.86 (0.84) 0.85 0.83 0.8 0.86


• Density Peaks (DP) Algorithm • TADPole: Our Proposed Algorithm Novel Prunning Strategies


Case Study 1 Electromagnetic Articulograph

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0.84

0.92

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Distance Computation Percentage

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d I

nd

ex

Euclidean Distance

Oracle Order

Random Order

TADPole Order

Pruning: 94%

Case Study 2 Pulsus Dataset

Suspected Pulsus

Severe Pulsus

Healthy

Oximeter

Vein Artery

Photo Detector

LED

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Patient 639 Patient 523 Patient 618 Patient 2975918

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Normalized Respiration Rate Normalized Heart Rate

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wer

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ectr

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sity

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C) D) E) F)

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Non-Severe Pulsus Severe Pulsus

PP

G

Pruning: 88%


• Density Peaks (DP) Algorithm • TADPole: Our Proposed Algorithm Novel Prunning Strategies


Conclusions • Proposed a robust DTW clustering algorithm

TADPole Exploit both upper and lower bounds Compute the clustering in an anytime fashion

• Demonstrated the utility of our algorithm on diverse domains Electromagnetic Articulograph Pulsus Dataset

Thanks to NSF!

TADPole_Nurjahan Begum

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