The Path Kernel: A Novel Kernel for Sequential Data

We define a novel kernel function for finite sequences of arbitrary length which we call the path kernel. We evaluate this kernel in a classification scenario using synthetic data sequences and show that our kernel can outperform state of the art sequential similarity measures. Furthermore, we find that, in our experiments, a clustering of data based on the path kernel results in much improved interpretability of such clusters compared to alternative approaches such as dynamic time warping or the global alignment kernel.

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