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Tags:
timeseries
timeseries clustering
changepoint-detection
correlation-structure
Synthetic
benchmark
License:
updated citation and edited text for clarity fixing some spelling mistakes
Browse files
README.md
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funded_by: "UK Research and Innovation (UKRI), through the UKRI Doctoral Training in Interactive Artificial Intelligence (AI) under grant EP/S022937/1"
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repo: https://github.com/isabelladegen/corrclust-validation
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demo: https://colab.research.google.com/github/isabelladegen/corrclust-validation/blob/main/src/utils/hf_tooling/CSTS_HuggingFace_UsageExample.ipynb
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dataset_summary: "CSTS (Correlation Structures in Time Series) is a synthetic benchmarking dataset for evaluating correlation structure discovery in time series data, featuring controlled properties with ground truth labels to bridge the gap between theoretical models and real-world data."
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description: "CSTS (Correlation Structures in Time Series) is a comprehensive synthetic benchmarking dataset for evaluating correlation structure discovery in time series data. The dataset systematically models known correlation structures between three different time series variates and enables examination of how these structures are affected by distribution shifting, sparsification, and downsampling."
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---
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# CSTS - Correlation Structures in Time Series
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[](https://colab.research.google.com/github/isabelladegen/corrclust-validation/blob/main/src/utils/hf_tooling/CSTS_HuggingFace_UsageExample.ipynb)
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## Dataset Description
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CSTS (**C**orrelation **S**tructures in **T**ime **S**eries) is a comprehensive synthetic benchmarking dataset for
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- Establishing **performance thresholds** for high-quality clustering result
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### Correlation Structures
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The dataset
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### Dataset Structure
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CSTS provides **two main splits** (exploratory and confirmatory) with **30 subjects** each, enabling proper statistical validation.
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The dataset structure includes:
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- **12 data variants**: 4 generation stages × 3 completeness levels for each split
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- **Generation stages**: raw (unstructured data), correlated (normal-distributed data), nonnormal (extreme value and negative binomial distribution shifts), downsampled (1s→1min)
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- **Completeness levels**: complete (100% of observations), partial (70% of observations), sparse (10% of observations)
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### Subjects
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structures. Each subject uses all 23 patterns 4-5 times. For the complete data variants each subject consists of ~1.26
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observations.
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Subjects each have the following information, accessible as subsets:
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- a time series **data file** with three variates (iob, cob, ig) and time stamps (datetime)
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- a **label file** specifying the ground truth segmentation and clustering
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### Additional Splits
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CSTS also includes versions (configured as splits) that allow exploring how cluster and segment counts affect
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## Usage Guidance
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### Configuration Concept
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The configuration follows the convention: `<generation_stage>_<completeness_level>_<file_type>` and allows
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access to a specific subset of the data.
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- **correlated**: correlated data according to a specific correlation strtucture, normal distributed
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- **nonnormal**: distribution shifted, correlated data
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- **downsampled**: resampled non-normal data from 1s to 1min
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- **complete**: 100% of the data
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- **partial**: 70% of the data (30% of observations dropped at random)
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- **sparse**: 10% of the data (90% of observations dropped at random)
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- **data**:
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- **labels**:
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- **badclustering_labels**:
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### Splits
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The main splits are:
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Additional splits are:
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- **reduced_11_clusters**(_exploratory or _confirmatory): same data including 11 of the original 23 clusters (selected at random)
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- **reduced_6_clusters**(_exploratory or _confirmatory): same data including
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- **reduced_50_segments**(_exploratory or _confirmatory): same data including 50 of the original 100 segments (selected at random)
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- **reduced_25_segments**(_exploratory or _confirmatory): same data including 25 of the original 100 segments (selected at random)
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df_correlated_labels.head()
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```
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Comprehensive examples can be found
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[](https://colab.research.google.com/github/isabelladegen/corrclust-validation/blob/main/src/utils/hf_tooling/CSTS_HuggingFace_UsageExample.ipynb)
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-
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- Isabella Degen, University of Bristol
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- Zahraa S Abdallah, University of Bristol
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- Henry W J Reeve, University of Nanjing
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- Kate Robson Brown, University College Dublin
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- **Version:** 1.0-pre
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- **Status:** Pre-publication release
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- **Paper Status:** Forthcoming on arXiv (expected publication: May 2025)
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## Citation
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Please use the following temporary citation until our paper is published:
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```bibtex
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publisher = {Hugging Face},
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howpublished = {Pre-publication dataset release},
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url = {https://huggingface.co/datasets/idegen/csts}
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note = {ArXiv preprint forthcoming} # Uncomment when preprint is available
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}
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```
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**Please check back for updates.**
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## Acknowledgements
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We would like to thank UK Research and Innovation (UKRI) for funding author ID's PhD research through the UKRI Doctoral Training in Interactive Artificial Intelligence (AI) under grant EP/S022937/1. The authors extend their gratitude to the faculty, staff and colleagues of the Interactive AI Centre for Doctoral Training at Bristol University for their valuable support and guidance throughout this research.
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We acknowledge the use of Claude 3.7 Sonnet by Anthropic as a research dialogue tool throughout the development of this work, assisting with dataset documentation, iterative refinement of ideas, and evaluating the clarity of our methods and contributions.
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funded_by: "UK Research and Innovation (UKRI), through the UKRI Doctoral Training in Interactive Artificial Intelligence (AI) under grant EP/S022937/1"
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repo: https://github.com/isabelladegen/corrclust-validation
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demo: https://colab.research.google.com/github/isabelladegen/corrclust-validation/blob/main/src/utils/hf_tooling/CSTS_HuggingFace_UsageExample.ipynb
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paper: https://arxiv.org/abs/2505.14596
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arxiv: 2505.14596
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dataset_summary: "CSTS (Correlation Structures in Time Series) is a synthetic benchmarking dataset for evaluating correlation structure discovery in time series data, featuring controlled properties with ground truth labels to bridge the gap between theoretical models and real-world data."
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description: "CSTS (Correlation Structures in Time Series) is a comprehensive synthetic benchmarking dataset for evaluating correlation structure discovery in time series data. The dataset systematically models known correlation structures between three different time series variates and enables examination of how these structures are affected by distribution shifting, sparsification, and downsampling."
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---
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# CSTS - Correlation Structures in Time Series
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- **Repository:** https://github.com/isabelladegen/corrclust-validation
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- **Paper:** https://arxiv.org/abs/2505.14596
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- **Demo:** https://colab.research.google.com/github/isabelladegen/corrclust-validation/blob/main/src/utils/hf_tooling/CSTS_HuggingFace_UsageExample.ipynb
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## Dataset Description
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CSTS (**C**orrelation **S**tructures in **T**ime **S**eries) is a comprehensive synthetic benchmarking dataset for
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- Establishing **performance thresholds** for high-quality clustering result
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### Correlation Structures
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The dataset contains 23 distinct correlation structures, each representing a valid combination of relationships between three time series variables. These relationships fall into three categories: strong positive ([0.7,1]), negligible ([-0.2,0.2]), and strong negative ([-1,-0.7]) correlations.
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These correlation structures vary between segments, modelling a regime-switching time series with stationary segments. Notably, the time series data does not incorporate temporal dependencies such as autocorrelation, trends, or seasonality.
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### Dataset Structure
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CSTS provides **two main splits** (exploratory and confirmatory) with **30 subjects** each, enabling proper statistical validation.
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The dataset structure includes:
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- **12 data variants**: 4 generation stages × 3 completeness levels for each split
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- **Generation stages**: raw (unstructured data, i.i.d), correlated (normal-distributed data, not independent), nonnormal (extreme value and negative binomial distribution shifts, not independent, not identically distributed), downsampled (1s→1min, non-normal, not independent, not identically distributed)
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- **Completeness levels**: complete (100% of observations), partial (70% of observations), sparse (10% of observations)
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### Subjects
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In total there are 60 subjects. Each subject contains 100 segments of varying lengths (900-36000), and each segment encodes one of the 23 specific correlation
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structures. Each subject uses all 23 patterns 4-5 times. For the complete data variants, each subject consists of ~1.26 million
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observations.
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Subjects each have the following information, accessible as subsets:
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- a time series **data file** with three variates (iob, cob, ig) and time stamps (datetime)
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- a **label file** specifying the ground truth segmentation and clustering
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- 66 **bad clustering label files** with controlled degradations (varying numbers of segmentations and/or cluster assignment mistakes) spanning the entire Jaccard Index range [0,1]
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### Additional Splits
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CSTS also includes versions (configured as splits) that allow exploring how cluster and segment counts affect
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## Usage Guidance
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### Configuration Concept
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The configuration follows the convention: `<generation_stage>_<completeness_level>_<file_type>` and allows
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access to a specific subset of the data. The possible values are all combinations of:
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`<generation_stage>`:
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- **raw**: raw data, segmented but not correlated, i.i.d
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- **correlated**: correlated data according to a specific correlation structure, normally distributed, no longer independent
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- **nonnormal**: distribution shifted, correlated data, no longer identically distributed
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- **downsampled**: resampled non-normal data from 1s to 1min
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`<completeness_level>`:
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- **complete**: 100% of the data
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- **partial**: 70% of the data (30% of observations dropped at random)
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- **sparse**: 10% of the data (90% of observations dropped at random)
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`<file_type>`:
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- **data**: the time series data (needed for training algorithms)
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- **labels**: the labels containing the ground truth (perfect) segmentation and clustering (needed for validating the results)
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- **badclustering_labels**: the 66 labels files for a degraded clustering with controlled segmentation and/or cluster assignment mistakes (needed for validating validation methods)
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### Splits
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The main splits are:
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Additional splits are:
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- **reduced_11_clusters**(_exploratory or _confirmatory): same data including 11 of the original 23 clusters (selected at random)
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- **reduced_6_clusters**(_exploratory or _confirmatory): same data including 6 of the original 23 clusters (selected at random)
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- **reduced_50_segments**(_exploratory or _confirmatory): same data including 50 of the original 100 segments (selected at random)
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- **reduced_25_segments**(_exploratory or _confirmatory): same data including 25 of the original 100 segments (selected at random)
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df_correlated_labels.head()
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```
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Comprehensive examples can be found in this Google Colab Notebook:
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[](https://colab.research.google.com/github/isabelladegen/corrclust-validation/blob/main/src/utils/hf_tooling/CSTS_HuggingFace_UsageExample.ipynb)
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## Additional Information
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### Authors
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- Isabella Degen, University of Bristol
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- Zahraa S Abdallah, University of Bristol
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- Henry W J Reeve, University of Nanjing
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- Kate Robson Brown, University College Dublin
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### Citation Information
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Please use the following citation. This is the arXiv preprint version check back for updates:
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```bibtex
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@misc{degen2025csts,
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title={CSTS: A Benchmark for the Discovery of Correlation Structures in Time Series Clustering},
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author={Isabella Degen and Zahraa S Abdallah and Henry W J Reeve and Kate Robson Brown},
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year={2025},
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eprint={2505.14596},
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archivePrefix={arXiv},
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primaryClass={cs.LG},
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url={https://arxiv.org/abs/2505.14596},
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}
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```
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### Acknowledgements
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We would like to thank UK Research and Innovation (UKRI) for funding author ID's PhD research through the UKRI Doctoral Training in Interactive Artificial Intelligence (AI) under grant EP/S022937/1. The authors extend their gratitude to the faculty, staff and colleagues of the Interactive AI Centre for Doctoral Training at Bristol University for their valuable support and guidance throughout this research.
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We acknowledge the use of Claude 3.7 Sonnet by Anthropic as a research dialogue tool throughout the development of this work, assisting with dataset documentation, iterative refinement of ideas, and evaluating the clarity of our methods and contributions.
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