Greedy online change point detection

Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a computationally appealing method which finds change points by maximizing the probability of the data coming from the (temporal) concatenation of two independent models. We show that, for time series with a single change point, this objective is unimodal and thus CPD can be accelerated via ternary search with logarithmic complexity. We demonstrate the effectiveness of GOCPD on synthetic data and validate our findings on real-world univariate and multivariate settings.

Spanish Pre-trained BERT Model and Evaluation Data

The Spanish language is one of the top 5 spoken languages in the world. Nevertheless, finding resources to train or evaluate Spanish language models is not an easy task. In this paper we help bridge this gap by presenting a BERT-based language model pre-trained exclusively on Spanish data. As a second contribution, we also compiled several tasks specifically for the Spanish language in a single repository much in the spirit of the GLUE benchmark. By fine-tuning our pre-trained Spanish model, we obtain better results compared to other BERT-based models pre-trained on multilingual corpora for most of the tasks, even achieving a new state-of-the-art on some of them. We have publicly released our model, the pre-training data, and the compilation of the Spanish benchmarks.