Neural Information Processing Systems http://nips.cc/

Dynamic Time Warping (DTW) is widely used as a similarity measure in various domains. Due to its invariance against warping in the time axis, DTW provides more meaningful discrepancy measurements between two signals than other distance measures. In this paper, we propose a novel component in an artificial neural network. In contrast to the previous successful usage of DTW as a loss function, the proposed framework leverages DTW to obtain a better feature extraction. For the first time, the DTW loss is theoretically analyzed, and a stochastic backpropogation scheme is proposed to improve the accuracy and efficiency of the DTW learning. We also demonstrate that the proposed framework can be used as a data analysis tool to perform data decomposition.

Dynamic Time Warping (DTW) is widely used as a similarity measure in various domains. Due to its invariance against warping in the time axis, DTW provides more meaningful discrepancy measurements between two signals than other distance measures. In this paper, we propose a novel component in an artificial neural network. In contrast to the previous successful usage of DTW as a loss function, the proposed framework leverages DTW to obtain a better feature extraction. For the first time, the DTW loss is theoretically analyzed, and a stochastic backpropogation scheme is proposed to improve the accuracy and efficiency of the DTW learning. We also demonstrate that the proposed framework can be used as a data analysis tool to perform data decomposition.

Negative curvature descent (NCD) method has been utilized to design deterministic or stochastic algorithms for non-convex optimization aiming at finding second-order stationary points or local minima. In existing studies, NCD needs to approximate the smallest eigen-value of the Hessian matrix with a sufficient precision (e.g., ɛ

Recently, there has been a growing research interest in the analysis of dynamic regret, which measures the performance of an online learner against a sequence of local minimizers. By exploiting the strong convexity, previous studies have shown that the dynamic regret can be upper bounded by the path-length of the comparator sequence. In this paper, we illustrate that the dynamic regret can be further improved by allowing the learner to query the gradient of the function multiple times, and meanwhile the strong convexity can be weakened to other non-degenerate conditions. Specifically, we introduce the squared path-length, which could be much smaller than the path-length, as a new regularity of the comparator sequence. When multiple gradients are accessible to the learner, we first demonstrate that the dynamic regret of strongly convex functions can be upper bounded by the minimum of the path-length and the squared path-length. We then extend our theoretical guarantee to functions that are semi-strongly convex or selfconcordant. To the best of our knowledge, this is the first time that semi-strong convexity and self-concordance are utilized to tighten the dynamic regret.

Recommendation for e-commerce with a mix of durable and nondurable goods has characteristics that distinguish it from the well-studied media recommendation problem. The demand for items is a combined effect of form utility and time utility, i.e., a product must both be intrinsically appealing to a consumer and the time must be right for purchase. In particular for durable goods, time utility is a function of inter-purchase duration within product category because consumers are unlikely to purchase two items in the same category in close temporal succession. Moreover, purchase data, in contrast to rating data, is implicit with non-purchases not necessarily indicating dislike. Together, these issues give rise to the positive-unlabeled demand-aware recommendation problem that we pose via joint low-rank tensor completion and product category inter-purchase duration vector estimation. We further relax this problem and propose a highly scalable alternating minimization approach with which we can solve problems with millions of users and millions of items in a single thread. We also show superior prediction accuracies on multiple real-world datasets.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/