Improved Time Warp Edit Distance – A Parallel Dynamic Program in Linear Memory

07/31/2020

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by   Garrett Wright, et al.

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Edit Distance is a classic family of dynamic programming problems, among which Time Warp Edit Distance refines the problem with the notion of a metric and temporal elasticity. A novel Improved Time Warp Edit Distance algorithm that is both massively parallelizable and requiring only linear storage is presented. This method uses the procession of a three diagonal band to cover the original dynamic program space. Every element of the diagonal update can be computed in parallel. The core method is a feature of the TWED Longest Common Subsequence data dependence and is applicable to dynamic programs that share similar band subproblem structure. The algorithm has been implemented as a CUDA C library with Python bindings. Speedups for challenging problems are phenomenal.