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2012 Fiscal Year Annual Research Report

カーネル法に基づく複雑な時系列の分析手法の開発

Research Project

Project/Area Number 23700172
Research InstitutionKyoto University

Principal Investigator

CUTURI Marco  京都大学, 情報学研究科, 准教授 (80597344)

Keywords時列カーネル
Research Abstract

カーネル法に基づく複雑な時系列の分析が行える様に、主に二つの新しい手法を発表しました。第一は、
機械学習国際会議(International Conference on Machine Learning 2011, Edinburgh, UK) 2011年度に、Fast Global Alignment Kernels (M.Cuturi)を発表しました。第二は、Journal of Machine Learning ResearchにAutoregressive Kernels for Time-Series (M.Cuturi, A. Doucet)と言う論文を提出しました。それでAccepted pending minor revisionsと言う判断を受けましたが、その論文のミスは誤りを直した上で、今年度に再提出する予定です。
尚、半定値計画法を用いた時系列の分析手法をICML'13(Mean Reversion with a Variance Threshold, M. Cuturi, A.d'Aspremont, International Conference on Machine Learning 2013, Atlanta, USA)に口演と言う形で発表する事になりました。その論文のため、評論家のリクエストに従って、大規模な計算結果を得る様に、クラスターサーバーを12月に購入しました。

  • Research Products

    (10 results)

All 2013 Other

All Journal Article (2 results) (of which Peer Reviewed: 2 results) Presentation (6 results) (of which Invited: 4 results) Remarks (2 results)

  • [Journal Article] Autoregressive Kernels for Time Series2013

    • Author(s)
      Marco Cuturi, Arnaud Doucet
    • Journal Title

      Journal of Machine Learning Research

      Volume: pending Pages: 26 pages

    • DOI

      http://arxiv.org/abs/1101.0673

    • Peer Reviewed
  • [Journal Article] Mean Reversion with a Variance Threshold2013

    • Author(s)
      Marco Cuturi, Alexandre d'Aspremont
    • Journal Title

      International Conference on Machine Learning 2013

      Volume: 2013 Proceedings/Journal Pages: 9 pages

    • DOI

      http://www.iip.ist.i.kyoto-u.ac.jp/member/cuturi/Papers/coinstat_final.pdf

    • Peer Reviewed
  • [Presentation] Transportation Distances and their Application in Machine Learning: New Problems

    • Author(s)
      Marco Cuturi
    • Organizer
      Cambridge Machine Learning Seminar
    • Place of Presentation
      Massachusetts Institute of Technology (USA)
    • Invited
  • [Presentation] Transportation Distances and their Application in Machine Learning: New Problems

    • Author(s)
      Marco Cuturi
    • Organizer
      University of California Los Angeles Electrical Engineering Seminar
    • Place of Presentation
      University of California Los Angeles (USA)
  • [Presentation] Distances and Kernels on Discrete Structures: the generating-function trick

    • Author(s)
      Marco Cuturi
    • Organizer
      Institut National de la Recherche en Informatique et Automatique, LEAR Seminar
    • Place of Presentation
      Institut National de la Recherche en Informatique et Automatique Grenoble (France)
    • Invited
  • [Presentation] Transportation and Machine Learning

    • Author(s)
      Marco Cuturi
    • Organizer
      Statistical Machine Learning in Paris Seminar
    • Place of Presentation
      Ecole Nationale Superieure des Mines de Paris (France)
    • Invited
  • [Presentation] Distances and Kernels on Discrete Structures

    • Author(s)
      Marco Cuturi
    • Organizer
      Sapporo Workshop on Machine Learning and Applications to Biology
    • Place of Presentation
      Hokkaido University
  • [Presentation] Distances and Kernels on Discrete Structures

    • Author(s)
      Marco Cuturi
    • Organizer
      International Conference on Machine Learning Workshop on RKHS and Kernel Based Methods
    • Place of Presentation
      University of Edinburgh (UK)
    • Invited
  • [Remarks] Triangular Global Alignment Kernels

    • URL

      http://www.iip.ist.i.kyoto-u.ac.jp/member/cuturi/GA.html

  • [Remarks] Autoregressive Kernels

    • URL

      http://www.iip.ist.i.kyoto-u.ac.jp/member/cuturi/AR.html

URL: 

Published: 2014-07-24  

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