tslearn-team / tslearn-team/tslearn

Is tslearn fully parallelizable for large-scale time series clustering?

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Description

Pleasure to see a parallellizable DTW metrics cdist_dtw is in tslearn. However, when the time series data set is very large, e.g., 20 GB, and run tslearn over a 50 cores server, both dtw and softdtw cannot fully utilize all 50 cores. It seems this feature is related to the implementation of TimeSeriesKMeans and the cdist_dtw, and cdist_softdtw. I am not quite sure about it and a discussion may be helpful.

Best regards,
Percy

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Research direction

Start by reading the implementations and documentation for TimeSeriesKMeans, cdist_dtw, and cdist_softdtw. Reproduce the reported workload on a multi-core system and inspect how parallelism is configured and where utilization drops. Done would require an agreed scope and evidence that the relevant clustering and distance computations use the available cores effectively.

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Assessment

Tech stack
python
Domain
machine-learning, performance
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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