arXiv · 2505.07413
Learning Penalty for Optimal Partitioning via Automatic Feature Extraction
Abstract
Changepoint detection identifies significant shifts in data sequences, making it important in areas like finance, genetics, and healthcare. The Optimal Partitioning algorithms efficiently detect these changes, using a penalty parameter to limit the changepoints count. Determining the optimal value for this penalty can be challenging. Traditionally, this process involved manually extracting statistical features, such as sequence length or variance to make the prediction. This study proposes a novel approach that uses recurrent networks to learn this penalty directly from raw sequences by automatically extracting features. Experiments conducted on 20 benchmark genomic datasets show that this novel method generally outperforms traditional ones in changepoint detection accuracy.
Explore related subjects
Keep this discovery
Tung L Nguyen, Toby Hocking. 2025-05-12. Learning Penalty for Optimal Partitioning via Automatic Feature Extraction. https://arxiv.org/abs/2505.07413
Cite the original work for its findings. Save a collection to share your selection of sources.