tslearn-team / tslearn-team/tslearn

Implement softDTW divergences

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Description

As discussed in #307, several similarity measures for time series (based on softDTW, namely "sharp softDTW" and "softDTW divergence") are introduced in [1] and it would make sense to make them available in tslearn.

As written in #307, "the heaviest piece of work there would be to have careful docs that would prevent end-users from getting confused about all these variants".

[1] Mathieu Blondel, Arthur Mensch, Jean-Philippe Vert. Differentiable Divergences Between Time Series

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading the discussion in issue #307 and reference [1], which introduces sharp softDTW and softDTW divergence. The work is complete when both measures are available in tslearn and the documentation clearly distinguishes these variants for end-users.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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