Kernel Clustering With Sigmoid Regularization for Efficient Segmentation of Sequential Data

Abstract

The segmentation of sequential data can be formulated as a clustering problem, where the data samples are grouped into non-overlapping clusters with the constraint that all members of each cluster are in a successive order. A popular algorithm for optimally solving this problem is dynamic programming (DP), which has quadratic computation and memory requirements. Given that sequences in practice are too long, this algorithm is not a practical approach. Although many heuristic algorithms have been proposed to approximate the optimal segmentation, they have no guarantee on the quality of their solutions. In this paper, we take a differentiable approach to alleviate the aforementioned issues. First, we introduce a novel sigmoid-based regularization to smoothly approximate the constraints. Combining it with objective of the balanced kernel clustering, we formulate a differentiable model termed Kernel clustering with sigmoid-based regularization (KCSR), where the gradient-based algorithm can be exploited to obtain the optimal segmentation. Second, we develop a stochastic variant of the proposed model. By using the stochastic gradient descent algorithm, which has much lower time and space complexities, for optimization, the second model can perform segmentation on overlong data sequences. Finally, for simultaneously segmenting multiple data sequences, we slightly modify the sigmoid-based regularization to further introduce an extended variant of the proposed model. Through extensive experiments on various types of data sequences performances of our models are evaluated and compared with those of the existing methods. The experimental results validate advantages of the proposed models. Our Matlab source code is available on github.

Keywords

• Sequence segmentation
• sequential data
• differentiable approximation
• stochastic optimization
• change point detection
• temporal clustering