octoberchang / klcpd_code Goto Github PK
View Code? Open in Web Editor NEWKernel Change-point Detection with Auxiliary Deep Generative Models (ICLR 2019 paper)
License: BSD 3-Clause "New" or "Revised" License
Kernel Change-point Detection with Auxiliary Deep Generative Models (ICLR 2019 paper)
License: BSD 3-Clause "New" or "Revised" License
While running the code in python3 environment, I am getting this error -- RuntimeError: Mismatch in shape: grad_output[0] has a shape of torch.Size([1]) and output[0] has a shape of torch.Size([]).
Any help in this regard will be highly appreciated. Thanks in advance.
In your paper, you describe the application of your model to retrospective CPD which is typically synonymous with offline CPD, where the entire the dataset has been observed and the goal is to segment the time-series dataset accordingly. I assume this is the case given you did not compare some form of Time to Detection between the different methods.
My question then, if you have the entire dataset and are looking for CPs in some time series. Why would you limit yourself to only windows of the data at time? This is usually done in online (real-time) CPD because of necessity. Have you tried testing your method in an on-line fashion? (and compare it with CUSUM methods or other online CPD methods)
Hi, thanks for great work.
While I am looking on KLCPD code, I wonder how mmd2 loss is calculated ? especially this part
Can you give me any reference or explanation how this code was derived ?
Thanks,
Best regards,
YJHong.
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