Feature extraction from telematics car driving heatmaps


Insurance companies have started to collect high-frequency GPS car driving data to analyze the driving styles of their policyholders. In previous work, we have introduced speed and acceleration heatmaps. These heatmaps were categorized with the K-means algorithm to differentiate varying driving styles. In many situations it is useful to have low-dimensional continuous representations instead of unordered categories. In the present work we use singular value decomposition and bottleneck neural networks (autoencoders) for principal component analysis. We show that a two-dimensional representation is sufficient to re-construct the heatmaps with high accuracy (measured by Kullback–Leibler divergences).

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Guangyuan Gao: Financially supported by the Social Science Fund of China (Grant no. 16ZDA052) and MOE National Key Research Bases for Humanities and Social Sciences (Grant no. 16JJD910001).

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Correspondence to Mario V. Wüthrich.

Appendix: KL divergence, revisited

Appendix: KL divergence, revisited

In this appendix we briefly revisit the KL divergence. Denote by \(\mathcal{X} \subset {\mathbb {R}}^J\) the \((J-1)\)-unit simplex. Consider \(k\) independent and identically distributed trials among \(J\) classes providing a multinomial distribution \(\pi \in \mathcal{X}\) given by the discrete probability weights

$$\begin{aligned} p(k_1,\ldots , k_J) ~ = ~{k \atopwithdelims ()k_1, \ldots ,k_J} ~ \prod _{j=1}^J \pi _j^{k_j} ~ \mathbb {1}_{\{\sum _{j=1}^J k_j =k\}}, \end{aligned}$$

for \(k_j \in {\mathbb {N}}_0\), \(j=1,\ldots , J\). The deviance statistics of an observation \((k_1,\ldots ,k_J)\) of that multinomial distribution is given by

$$\begin{aligned} D\left( (k_1,\ldots , k_J),\pi \right)&= 2 \left[ \sum _{j=1}^J k_j \log \left( \frac{k_j}{k}\right) - \sum _{j=1}^J k_j \log \pi _j \right] \\&= 2 k \sum _{j=1}^J \frac{k_j}{k} \left( \log \left( \frac{k_j}{k}\right) - \log \pi _j \right) . \end{aligned}$$

In Sect. 3 we have defined the empirical distributions on the \((J-1)\)-unit simplex by setting \(x_j=k_j/k\) which, of course, provides \(\varvec{x}=(x_1,\ldots , x_J)'\in \mathcal{X}\). Doing this transformation we receive

$$\begin{aligned} D\left( (k_1,\ldots , k_J),\pi \right) =- 2 k \sum _{j=1}^J x_j \log \frac{\pi _j}{x_j}= 2k ~d_\mathrm{KL}\left( \varvec{x}\Vert \pi \right) . \end{aligned}$$

Thus, by minimizing the KL divergence in (3.3), we minimize the corresponding deviance statistics, which provides the maximum likelihood estimator of the network parameter \(\theta\) under independent multinomial models (having \(J\) classes) for drivers \(i=1,\ldots , n\). This additionally assumes that all drivers have identical weights \(k\). If the latter is not appropriate we may replace the average KL divergence in (3.3) by a weighted counterpart

$$\begin{aligned} \mathcal{L}^w_\mathrm{KL}\left( \theta , (\varvec{x}_i)_{i=1:n}\right) = \sum _{i=1}^n w_i~ d_\mathrm{KL}\left( \varvec{x}_i \Vert \pi (\varvec{x}_i)\right) , \end{aligned}$$

with weights \(w_i\ge 0\) satisfying \(\sum _{i=1}^n w_i=1\).

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Gao, G., Wüthrich, M.V. Feature extraction from telematics car driving heatmaps. Eur. Actuar. J. 8, 383–406 (2018). https://doi.org/10.1007/s13385-018-0181-7

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  • Telematics car driving data
  • Driving styles
  • Unsupervised learning
  • Pattern recognition
  • Image recognition
  • Bottleneck neural network
  • Autoencoder
  • Singular value decomposition
  • Principal component analysis
  • K-means algorithm
  • Kullback–Leibler divergence