This repository has been archived by the owner on Sep 20, 2022. It is now read-only.
-
Notifications
You must be signed in to change notification settings - Fork 119
[WIP] Implement SST-based change-point detector #11
Closed
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
@takuti Could you provide a markdown documentation
|
@takuti Could you review my changes? Applied refactoring based on my review comments. |
@myui okay, I'll do. |
@maropu Thanks. The interface/functionality is similar to |
@myui Sorry for my late response to your review, and thanks for your backup. I move on to reviewing your modifications and gitbook documentation from now. |
@takuti Merged this PR. When you write markdown documents, please send a PR. Thanks. |
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This PR is based on a pending PR by @takuti that is sent before Hivemall entered Apache Incubator.
See JIRA for tracking the status of this issue.
Sample table
(14398 points from twitter data)
Usage
Results
On the naive SVD-based implementation, elapsed time was about 20 sec. for the 14398 samples (vs. 10 sec on ChangeFinder)
Observations
The change-point scores are much more stable compared to ChangeFinder, and change-point scores are always in [0, 1]. However, since the scores are quite noisy, too many change-points are detected. Smoothing scores like ChangeFinder is practically important.
In terms of running time, the naive SVD-based implementation is clearly inefficient. So, the Lanczos-based efficient variant should be supported.