Spatio-temporal alignments: Optimal transport through space and time


Hicham Janati, Marco Cuturi, Alexandre Gramfort ;
Proceedings of the Twenty Third International Conference on Artificial Intelligence and Statistics, PMLR 108:1695-1704, 2020.


Comparing data defined over space and time is notoriously hard. It involves quantifying both spatial and temporal variability while taking into account the chronological structure of the data. Dynamic Time Warping (DTW) computes a minimal cost alignment between time series that preserves the chronological order but is inherently blind to spatio-temporal shifts. In this paper, we propose Spatio-Temporal Alignments (STA), a new differentiable formulation of DTW that captures spatial and temporal variability. Spatial differences between time samples are captured using regularized Optimal transport. While temporal alignment cost exploits a smooth variant of DTW called soft-DTW. We show how smoothing DTW leads to alignment costs that increase quadratically with time shifts. The costs are expressed using an unbalanced Wasserstein distance to cope with observations that are not probabilities. Experiments on handwritten letters and brain imaging data confirm our theoretical findings and illustrate the effectiveness of STA as a dissimilarity for spatio-temporal data.

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