arXiv:2607.09490cs.DScs.CG2026-07

提出可保持时间序列线性结构的降维方法,首次实现时间序列聚类的维度无关压缩。

Terminal Dimension Reduction for Time Series with Applications

  • 基于仿射线段推广终端嵌入,保留时间序列间直线插值结构
  • 在弗雷歇距离下构建首个维度无关的聚类核集合,压缩率与原始维度无关
  • 实验显示优于PCA,性能接近JL,且能完整保持全空间距离关系

终端嵌入已成为强大的降维工具。给定点集 $P\subset \mathbb{R}^d$,终端嵌入是映射 $f:\mathbb{R}^d\rightarrow \mathbb{R}^t$,使得任意点对 $p\in P$ 与 $q\in \mathbb{R}^d$ 之间的距离在映射后保持小失真。该技术在构造 $k$-means 和 $k$-median 核集合中表现优异,目标是找到 $P$ 的加权子集 $Ω$,使得任一候选解在 $Ω$ 上的聚类代价近似于在 $P$ 上的代价。然而,现有方法无法扩展至复杂结构,如基于直线插值的时间序列聚类。主要瓶颈在于终端嵌入无法为线性映射,难以保持线性结构。本文提出终端嵌入的仿射线段推广,克服此问题。我们通过新方法获得首个在弗雷歇距离下维度无关的时序数据聚类核集合,其降维基于 Johnson-Lindenstrauss (JL) 嵌入。实验表明,终端嵌入在合成与真实时间序列上性能接近 JL,优于 PCA,且唯一能将成对距离保持性扩展至整个环境空间。

原文摘要 · Abstract (English)

Terminal embeddings have emerged as a powerful tool for dimension reduction. Given a set of points $P\subset \mathbb{R}^d$, a terminal embedding is a mapping $f:\mathbb{R}^d\rightarrow \mathbb{R}^t$ that preserves the pairwise distance between any pair of points $p\in P$ and $q\in \mathbb{R}^d$ up to small distortion under this mapping. Terminal embeddings have been particularly fruitful for constructing $k$-means and $k$-median coresets, where the objective is to find a typically weighted subset $Ω$ of $P$ such that for any candidate solution, the cost of the clustering objective on $Ω$ approximates the cost of the clustering objective on $P$ up to small distortion. Unfortunately, these techniques have not been extended to more complicated structures such as clustering time-series data under common straight-line interpolation between measurements. The main issue is that terminal embeddings, arguably the central technique in this line of research, cannot be linear and are thus not immediately suitable to preserve linear structures. In this work, we develop a generalization of terminal embeddings to affine line-segments that overcomes this issue. We showcase their applicability by using our lines-preserving terminal embeddings to obtain the first dimension-free coresets for clustering time-series under the Fréchet distance. The underlying dimension reduction uses Johnson-Lindenstrauss (JL) embeddings, and our experiments indicate that terminal embeddings perform similarly to JL and favorably against PCA for synthetic and real-world time-series, while only terminal embeddings extend pairwise distance preservation to the full ambient space.

时间序列降维聚类嵌入

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