Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Dan Shiebler
I don't have any DTW code written, but I could definitely prototype how a lower bound callable might get incorporated into sklearn On Mon, Dec 7, 2015 at 5:28 PM, Stéfan van der Walt wrote: > On Mon, Dec 7, 2015 at 6:04 AM, Gael Varoquaux > wrote: > >> hello pandora's box ;) > >> I thought we d

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Stéfan van der Walt
On Mon, Dec 7, 2015 at 6:04 AM, Gael Varoquaux wrote: >> hello pandora's box ;) >> I thought we don't want to have time-series specific code? > > I agree. We should strive to make something like this pluggeable into > scikit-learn, but not have in inside. If you are seeking a home for DTW code, w

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Alexandre Gramfort
I would say prototype it and let's see what it implies on the code. A -- Go from Idea to Many App Stores Faster with Intel(R) XDK Give your users amazing mobile app experiences with Intel(R) XDK. Use one codebase in this

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Dan Shiebler
What about adding the option for users to pass in a callable "lower bound" function to a nearest neighbor search? Then users could use things like the LB Keogh lower bound On Mon, Dec 7, 2015 at 9:04 AM, Gael Varoquaux < gael.varoqu...@normalesup.org> wrote: > > hello pandora's box ;) > > I thoug

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Gael Varoquaux
> hello pandora's box ;) > I thought we don't want to have time-series specific code? I agree. We should strive to make something like this pluggeable into scikit-learn, but not have in inside. -- Go from Idea to Many App

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Andy
On 12/07/2015 04:33 AM, Alexandre Gramfort wrote: >> How do you plan to represent variable-length time series? Lists of 1d numpy >> arrays work but would be slow I guess. The ideal representation needs to be >> compatible with grid search and fast. > good point. I was thinking of forcing all time s

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Alexandre Gramfort
> How do you plan to represent variable-length time series? Lists of 1d numpy > arrays work but would be slow I guess. The ideal representation needs to be > compatible with grid search and fast. good point. I was thinking of forcing all time series to have the same length. or use dtype = object l

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Mathieu Blondel
How do you plan to represent variable-length time series? Lists of 1d numpy arrays work but would be slow I guess. The ideal representation needs to be compatible with grid search and fast. Mathieu On Mon, Dec 7, 2015 at 10:35 AM, Dan Shiebler wrote: > Hello, > > I’m not sure if this is the cor

Re: [Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-07 Thread Alexandre Gramfort
> In addition, users > cannot take advantage of the LB Keogh lower bound of dynamic time warping, > which can dramatically speed up the nearest neighbors search. can you give more details on how you would use this in our NN code? if passing a dtw callable is not good enough, that can justify an a

[Scikit-learn-general] Dynamic Time Warping Contribution

2015-12-06 Thread Dan Shiebler
Hello, I’m not sure if this is the correct place to send this. If it is not, could you please direct me to the best place? Thank you. I’d like to add a dynamic time warping metric to sklearn.neighbors.DistanceMetric. Dynamic time warping is one of the most used distance metrics for time series, a