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Implement softDTW divergences

Open rtavenar opened this issue 5 years ago • 0 comments

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

rtavenar avatar Dec 07 '20 09:12 rtavenar