[ENH] Implement Exact Move-Split-Merge (MSM) Barycenter Average #3192
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Reference Issues/PRs
This enhancement was suggested by @TonyBagnall on Discord. Moreover, it closes #3191 opened to track it.
What does this implement/fix? Explain your changes.
This PR implements the Exact Move-Split-Merge (MSM) Barycenter Average algorithm, filling a gap in
aeon's clustering module. This allows centroid-based algorithms (like K-Means) to be used effectively with the MSM metric.The implementation is a port of the reference Java implementation from JanaHolznigenkemper/msm_mean, optimized for Python using
numbaandnumpy.Key Implementation Details:
@njit(Numba) for high-performance JIT compilation.elastic_barycenter_averagedispatcher and theaeonclustering API.Does your contribution introduce a new dependency? If yes, which one?
No.
Any other comments?
Important Limitation:
As this is the exact solver, the time and memory complexity scale exponentially with the number of time series (
N) and their length (L) (O(L^N))RuntimeWarningis explicitly raised if the user inputsValueError) as the exact solver is defined for univariate series.PR checklist
For all contributions
For new estimators and functions
__maintainer__at the top of relevant files and want to be contacted regarding its maintenance. Unmaintained files may be removed. This is for the full file, and you should not add yourself if you are just making minor changes or do not want to help maintain its contents.For developers with write access