This repository was archived by the owner on Jun 2, 2023. It is now read-only.
This repository was archived by the owner on Jun 2, 2023. It is now read-only.
Use soft DTW as loss function? #187
Description
I'd be interested in trying soft-DTW (dynamic time warping) as a loss function. I don't know a whole lot about DTW, but from what I understand, it compares two time series more based on their shape and not as much on a point-by-point basis (as something like RMSE does).
One question I have: how it would handle missing labels? I guess we'd need to dig into the equations... (https://arxiv.org/abs/1703.01541)
Also, that I'm writing this, I'm not sure that we'd even want to be comparing "shapes" over individual points. We could always make it a part of the loss function if we aren't wanting to totally abandon the point comparisons.