KASBA算法快且准,让时间序列聚类更实用。
Rock the KASBA: Blazingly Fast and Accurate Time Series Clustering
- 用弹性距离与随机梯度优化,加速聚类收敛
- 比最快方法准确率高,比最准方法快10倍以上
- 适合需要快速又精准聚类的实际应用
时间序列数据在众多领域日益普及,推动了时间序列机器学习技术的发展。其中,时间序列聚类(TSCL)是最受欢迎的任务之一,既可用于探索性分析,也可作为异常检测、分割和分类的预处理步骤。现有算法要么速度快但性能差,要么性能好但难以扩展。本文提出一种新型聚类算法KASBA:基于k-均值,全程使用弹性距离MSM,采用随机梯度下降求解中位中心,通过阶段链接加速收敛,并利用MSM的距离度量性质减少大量距离计算。该算法兼具高效与高精度,可灵活平衡运行时间与聚类效果。实验表明,KASBA在基准测试中显著优于现有快速算法,同时相比最优性能的k-均值方法提速达数个数量级。
原文摘要 · Abstract (English)
Time series data has become increasingly prevalent across numerous domains, driving a growing demand for time series machine learning techniques. Among these, time series clustering (TSCL) stands out as one of the most popular machine learning tasks. TSCL serves as a powerful exploratory analysis tool and is also employed as a preprocessing step or subroutine for various tasks, including anomaly detection, segmentation, and classification. The most popular TSCL algorithms are either fast (in terms of run time) but perform poorly on benchmark problems, or perform well on benchmarks but scale poorly. We present a new TSCL algorithm, the $k$-means (K) accelerated (A) Stochastic subgradient (S) Barycentre (B) Average (A) (KASBA) clustering algorithm. KASBA is a $k$-means clustering algorithm that uses the Move-Split-Merge (MSM) elastic distance at all stages of clustering, applies a randomised stochastic subgradient gradient descent to find barycentre centroids, links each stage of clustering to accelerate convergence and exploits the metric property of MSM distance to avoid a large proportion of distance calculations. It is a versatile and scalable clusterer designed for real-world TSCL applications. It allows practitioners to balance run time and clustering performance. We demonstrate through extensive experimentation that KASBA produces significantly better clustering than the faster state of the art clusterers and is offers orders of magnitude improvement in run time over the most performant $k$-means alternatives.
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