I've been reading about Matrix Profiles and how they can be used for anomaly detection in time-series. However, I'm a bit confused how they compare/relate to typical Deep Learning approaches. I would imagine Matrix Profile would take less time to train, but I have no evidence for this.
How does Matrix Profile compare to Deep Learning in terms of anomaly detection in multi-variate time-series?
Related to "Are time series motifs and the Matrix profile algorithm a good fit for my problem?" wherein the author asks about using the Matrix Profile for anomaly detection and similarity between two signals.