{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/kernel-change-point-detection-with-auxiliary","title":"Kernel Change-point Detection with Auxiliary Deep Generative Models","arxiv_id":"1901.06077","date":"2019-01-18","proceeding":"ICLR 2019 5","authors":["Wei-Cheng Chang","Chun-Liang Li","Yiming Yang","Barnabás Póczos"],"abstract":"Detecting the emergence of abrupt property changes in time series is a\nchallenging problem. Kernel two-sample test has been studied for this task\nwhich makes fewer assumptions on the distributions than traditional parametric\napproaches. However, selecting kernels is non-trivial in practice. Although\nkernel selection for two-sample test has been studied, the insufficient samples\nin change point detection problem hinder the success of those developed kernel\nselection algorithms. In this paper, we propose KL-CPD, a novel kernel learning\nframework for time series CPD that optimizes a lower bound of test power via an\nauxiliary generative model. With deep kernel parameterization, KL-CPD endows\nkernel two-sample test with the data-driven kernel to detect different types of\nchange-points in real-world applications. The proposed approach significantly\noutperformed other state-of-the-art methods in our comparative evaluation of\nbenchmark datasets and simulation studies.","url_abs":"http://arxiv.org/abs/1901.06077v1","url_pdf":"http://arxiv.org/pdf/1901.06077v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"kernel-change-point-detection-with-auxiliary","repo_url":"https://github.com/OctoberChang/klcpd_code","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"pytorch","reach":{"status":"ok","spdx":"BSD-3-Clause"}},{"paper_slug":"kernel-change-point-detection-with-auxiliary","repo_url":"https://github.com/HolyBayes/klcpd","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"change-point-detection","task_name":"Change Point Detection"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/1901.06077","atlas_url":"https://app.syntology.ai/?focus=1901.06077","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"1901.06077"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-25T09:33:49+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/HolyBayes/klcpd","reach":null},{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/OctoberChang/klcpd_code","reach":{"status":"ok","spdx":"BSD-3-Clause"}}],"summary":{"ran_draft_wrong":1,"unverified":4},"by_repo_kind":{"official":{"samples":4,"ran":0,"repositories":1},"listed":{"samples":1,"ran":1,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":1,"samples":[{"code_sha256_prefix":"45329d20e3fac99d","entry":"median_heuristic","repo":"HolyBayes/klcpd","repo_kind":"listed","path":"klcpd/model.py","file_url":"https://github.com/HolyBayes/klcpd/blob/HEAD/klcpd/model.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"OUTPUT_MISDECLARED","metamorphic_tier":"invariant","behaviour_fingerprint":true,"licence":"NONE","inline_ok":false,"mcp_get_code":{"code_sha256":"45329d20e3fac99d"}},{"code_sha256_prefix":"fa1924ac1e69a8e9","entry":"batch_mmd2_loss","repo":"OctoberChang/klcpd_code","repo_kind":"official","path":"mmd_util.py","file_url":"https://github.com/OctoberChang/klcpd_code/blob/HEAD/mmd_util.py","link_basis":"first_harvest_node","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":"BSD-3-Clause","inline_ok":true,"mcp_get_code":{"code_sha256":"fa1924ac1e69a8e9"}},{"code_sha256_prefix":"ab08ff5b6b54603a","entry":"load_data","repo":"OctoberChang/klcpd_code","repo_kind":"official","path":"util.py","file_url":"https://github.com/OctoberChang/klcpd_code/blob/HEAD/util.py","link_basis":"first_harvest_node","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":"BSD-3-Clause","inline_ok":true,"mcp_get_code":{"code_sha256":"ab08ff5b6b54603a"}},{"code_sha256_prefix":"9daf6a42c040553b","entry":"load_matlab_v1_log","repo":"OctoberChang/klcpd_code","repo_kind":"official","path":"util.py","file_url":"https://github.com/OctoberChang/klcpd_code/blob/HEAD/util.py","link_basis":"first_harvest_node","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":"BSD-3-Clause","inline_ok":true,"mcp_get_code":{"code_sha256":"9daf6a42c040553b"}},{"code_sha256_prefix":"eaae4ab006a2f881","entry":"load_matlab_v2_log","repo":"OctoberChang/klcpd_code","repo_kind":"official","path":"util.py","file_url":"https://github.com/OctoberChang/klcpd_code/blob/HEAD/util.py","link_basis":"first_harvest_node","language":"python","status":"unverified","verification_level":0,"contract_check":null,"metamorphic_tier":null,"behaviour_fingerprint":false,"licence":"BSD-3-Clause","inline_ok":true,"mcp_get_code":{"code_sha256":"eaae4ab006a2f881"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}