facebookresearch / faiss

A library for efficient similarity search and clustering of dense vectors.

https://faiss.ai

MIT License

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DTW distance implementation #3709

Closed akurniawan closed 2 months ago

akurniawan commented 3 months ago

Summary

Hi folks, thanks for the great product!

Just wondering if there is any plan to implement DTW (Dynamic Time Warping) soon as one of the distance metric? My use case is related to time series where the timestep is quite important and can't be covered by simple cosine similarity or some metrics that have been implemented in faiss.

Thank you!

mdouze commented 3 months ago

Do you have a definition for DTW for vectors? I know it for sequences.