Date of Original Version



Conference Proceeding

Abstract or Description

We address the problem of segmenting a multi-dimensional time series into stationary blocks by improving AutoSLEX[1], which has been successfully used for this purpose. AutoSLEX finds the best basis in a library of smoothed localized exponentials (SLEX) basis functions that are orthogonal and localized in both time and frequency. We introduce DynamicSLEX, a variant of AutoSLEX that relaxes the dyadic intervals constraint of AutoSLEX, allowing for more flexible segmentation while maintaining tractability. Then, we introduce RandSLEX, which uses random projections to scale-up SLEX-based segmentation to high dimensional inputs and to establish a notion of strength of splitting points in the segmentation. We demonstrate the utility of the proposed improvements on synthetic and real data.



Published In

Proceedings of NIPS Workshop on Machine Learning and Interpretation in Neuroimaging (MLINI).