Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between attributes, or the time series contain missing data. In this paper, we address these challenges within the powerful context of kernel methods by proposing the robust (TCK). The approach taken leverages the missing data handling properties of Gaussian mixture models (GMM) augmented with informative prior distributions. An ensemble learning approach is exploited to ensure robustness to parameters by combining the clustering results of many GMM to form the final kernel. We evaluate the TCK on synthetic and real data and compare to other state-of-the-art techniques. The experimental results demonstrate that the TCK is robust to parameter choices, provides competitive results for MTS without missing data and outstanding results for missing data.
Conversely, there exists a class of (probabilistic) kernels operating on the configurations of a given parametric model, where the idea is to leverage the way distributions capture similarity. For instance, the Fisher kernel assumes an underlying generative model to explain all observed data @cite_85 . The Fisher kernel maps each time series @math into a feature vector @math , which is the gradient of the log-likelihood of the generative model fit on the dataset. The kernel is defined as @math , where @math is the fisher information matrix. Another example is the probability product kernel @cite_10 , which is evaluated by means of the Bhattacharyya distance in the probability space. A further representative is the marginalized kernel @cite_64 , designed to deal with objects generated from latent variable models. Given two visible variables, @math and @math and two hidden variables, @math and @math , at first, a joint kernel @math is defined over the two combined variables @math and @math . Then, a marginalized kernel for visible data is derived from the expectation with respect to hidden variables: @math . The posterior distributions are in general unknown and are estimated by fitting a parametric model on the data.
@cite_85 @cite_10 @cite_64
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Within the field of pattern classification, the Fisher kernel is a powerful framework which combines the strengths of generative and discriminative approaches. The idea is to characterize a signal with a gradient vector derived from a generative probability model and to subsequently feed this representation to a discriminative classifier. We propose to apply this framework to image categorization where the input signals are images and where the underlying generative model is a visual vocabulary: a Gaussian mixture model which approximates the distribution of low-level features in images. We show that Fisher kernels can actually be understood as an extension of the popular bag-of-visterms. Our approach demonstrates excellent performance on two challenging databases: an in-house database of 19 object scene categories and the recently released VOC 2006 database. It is also very practical: it has low computational needs both at training and test time and vocabularies trained on one set of categories can be applied to another set without any significant loss in performance. The advantages of discriminative learning algorithms and kernel machines are combined with generative modeling using a novel kernel between distributions. In the probability product kernel, data points in the input space are mapped to distributions over the sample space and a general inner product is then evaluated as the integral of the product of pairs of distributions. The kernel is straightforward to evaluate for all exponential family models such as multinomials and Gaussians and yields interesting nonlinear kernels. Furthermore, the kernel is computable in closed form for latent distributions such as mixture models, hidden Markov models and linear dynamical systems. For intractable models, such as switching linear dynamical systems, structured mean-field approximations can be brought to bear on the kernel evaluation. For general distributions, even if an analytic expression for the kernel is not feasible, we show a straightforward sampling method to evaluate it. Thus, the kernel permits discriminative learning methods, including support vector machines, to exploit the properties, metrics and invariances of the generative models we infer from each datum. Experiments are shown using multinomial models for text, hidden Markov models for biological data sets and linear dynamical systems for time series data. Motivation: Kernel methods such as support vector machines require a kernel function between objects to be defined a priori. Several works have been done to derive kernels from probability distributions, e.g., the Fisher kernel. However, a general methodology to design a kernel is not fully developed. Results: We propose a reasonable way of designing a kernel when objects are generated from latent variable models (e.g., HMM). First of all, a joint kernel is designed for complete data which include both visible and hidden variables. Then a marginalized kernel for visible data is obtained by taking the expectation with respect to hidden variables. We will show that the Fisher kernel is a special case of marginalized kernels, which gives another viewpoint to the Fisher kernel theory. Although our approach can be applied to any object, we particularly derive several marginalized kernels useful for biological sequences (e.g., DNA and proteins). The effectiveness of marginalized kernels is illustrated in the task of classifying bacterial gyrase subunit B (gyrB) amino acid sequences. One approach to improve the accuracy of classifications based on generative models is to combine them with successful discriminative algorithms. Fisher kernels were developed to combine generative models with a currently very popular class of learning algorithms, kernel methods. Empirically, the combination of hidden Markov models with support vector machines has shown promising results. So far, however, Fisher kernels have only been considered for sequences over flat alphabets. This is mostly due to the lack of a method for computing the gradient of a generative model over structured sequences. In this paper, we show how to compute the gradient of logical hidden Markov models, which allow for the modelling of logical sequences, i.e., sequences over an alphabet of logical atoms. Experiments show a considerable improvement over results achieved without Fisher kernels for logical sequences. Kernel classifiers and regressors designed for structured data, such as sequences, trees and graphs, have significantly advanced a number of interdisciplinary areas such as computational biology and drug design. Typically, kernels are designed beforehand for a data type which either exploit statistics of the structures or make use of probabilistic generative models, and then a discriminative classifier is learned based on the kernels via convex optimization. However, such an elegant two-stage approach also limited kernel methods from scaling up to millions of data points, and exploiting discriminative information to learn feature representations. We propose, structure2vec, an effective and scalable approach for structured data representation based on the idea of embedding latent variable models into feature spaces, and learning such feature spaces using discriminative information. Interestingly, structure2vec extracts features by performing a sequence of function mappings in a way similar to graphical model inference procedures, such as mean field and belief propagation. In applications involving millions of data points, we showed that structure2vec runs 2 times faster, produces models which are @math times smaller, while at the same time achieving the state-of-the-art predictive performance. In this paper we present a Bayesian framework for parsing images into their constituent visual patterns. The parsing algorithm optimizes the posterior probability and outputs a scene representation as a "parsing graph", in a spirit similar to parsing sentences in speech and natural language. The algorithm constructs the parsing graph and re-configures it dynamically using a set of moves, which are mostly reversible Markov chain jumps. This computational framework integrates two popular inference approaches--generative (top-down) methods and discriminative (bottom-up) methods. The former formulates the posterior probability in terms of generative models for images defined by likelihood functions and priors. The latter computes discriminative probabilities based on a sequence (cascade) of bottom-up tests filters. In our Markov chain algorithm design, the posterior probability, defined by the generative models, is the invariant (target) probability for the Markov chain, and the discriminative probabilities are used to construct proposal probabilities to drive the Markov chain. Intuitively, the bottom-up discriminative probabilities activate top-down generative models. In this paper, we focus on two types of visual patterns--generic visual patterns, such as texture and shading, and object patterns including human faces and text. These types of patterns compete and cooperate to explain the image and so image parsing unifies image segmentation, object detection, and recognition (if we use generic visual patterns only then image parsing will correspond to image segmentation (Tu and Zhu, 2002. IEEE Trans. PAMI, 24(5):657--673). We illustrate our algorithm on natural images of complex city scenes and show examples where image segmentation can be improved by allowing object specific knowledge to disambiguate low-level segmentation cues, and conversely where object detection can be improved by using generic visual patterns to explain away shadows and occlusions. We introduce a kernel approximation strategy that enables computation of the Gaussian process log marginal likelihood and all hyperparameter derivatives in @math time. Our GRIEF kernel consists of @math eigenfunctions found using a Nystrom approximation from a dense Cartesian product grid of inducing points. By exploiting algebraic properties of Kronecker and Khatri-Rao tensor products, computational complexity of the training procedure can be practically independent of the number of inducing points. This allows us to use arbitrarily many inducing points to achieve a globally accurate kernel approximation, even in high-dimensional problems. The fast likelihood evaluation enables type-I or II Bayesian inference on large-scale datasets. We benchmark our algorithms on real-world problems with up to two-million training points and @math inducing points. We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces, a common practi cal limiting difficulty is the necessity of computing the kernel matrix, which most frequently leads to algorithms with running time at least quadratic in the number of observations n, i.e., O(n 2 ). Low-rank approximations of the kernel matrix are often considered as they allow the reduction of running time complexities to O(p 2 n), where p is the rank of the approximation. The practicality of such methods thus depends on the required rank p. In this paper, we show that in the context of kernel ridge regression, for approximations based on a random subset of columns of the original kernel matrix, the rank p may be chosen to be linear in the degrees of freedom associated with the problem, a quantity which is classically used in the statistical analysis of such method s, and is often seen as the implicit number of parameters of non-parametric estimators. This result enables simple algorithms that have sub-quadratic running time complexity, but provably exhibit the same predictive performancethan existing algorithms, for any given problem instance, and not only for worst-case situations. We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces, a common practical limiting difficulty is the necessity of computing the kernel matrix, which most frequently leads to algorithms with running time at least quadratic in the number of observations n, i.e., O(n^2). Low-rank approximations of the kernel matrix are often considered as they allow the reduction of running time complexities to O(p^2 n), where p is the rank of the approximation. The practicality of such methods thus depends on the required rank p. In this paper, we show that in the context of kernel ridge regression, for approximations based on a random subset of columns of the original kernel matrix, the rank p may be chosen to be linear in the degrees of freedom associated with the problem, a quantity which is classically used in the statistical analysis of such methods, and is often seen as the implicit number of parameters of non-parametric estimators. This result enables simple algorithms that have sub-quadratic running time complexity, but provably exhibit the same predictive performance than existing algorithms, for any given problem instance, and not only for worst-case situations. A new method, called the Fisher kernel method, for detecting remote protein homologies is introduced and shown to perform well in classifying protein domains by SCOP superfamily. The method is a variant of support vector ma(:hines using a new kernel function. The kernel function is derived from a hidden Markov model. Tile general approach of combining generative models like HMMs with discriminative methods such as support vector machines may have applications in other areas of biosequence analysis as well. In this work, we present a SIFT-Bag based generative-to-discriminative framework for addressing the problem of video event recognition in unconstrained news videos. In the generative stage, each video clip is encoded as a bag of SIFT feature vectors, the distribution of which is described by a Gaussian Mixture Models (GMM). In the discriminative stage, the SIFT-Bag Kernel is designed for characterizing the property of Kullback-Leibler divergence between the specialized GMMs of any two video clips, and then this kernel is utilized for supervised learning in two ways. On one hand, this kernel is further refined in discriminating power for centroid-based video event classification by using the Within-Class Covariance Normalization approach, which depresses the kernel components with high-variability for video clips of the same event. On the other hand, the SIFT-Bag Kernel is used in a Support Vector Machine for margin-based video event classification. Finally, the outputs from these two classifiers are fused together for final decision. The experiments on the TRECVID 2005 corpus demonstrate that the mean average precision is boosted from the best reported 38.2 in [36] to 60.4 based on our new framework. A probabilistic method for tracking 3D articulated human figures in monocular image sequences is presented. Within a Bayesian framework, we define a generative model of image appearance, a robust likelihood function based on image graylevel differences, and a prior probability distribution over pose and joint angles that models how humans move. The posterior probability distribution over model parameters is represented using a discrete set of samples and is propagated over time using particle filtering. The approach extends previous work on parameterized optical flow estimation to exploit a complex 3D articulated motion model. It also extends previous work on human motion tracking by including a perspective camera model, by modeling limb self occlusion, and by recovering 3D motion from a monocular sequence. The explicit posterior probability distribution represents ambiguities due to image matching, model singularities, and perspective projection. The method relies only on a frame-to-frame assumption of brightness constancy and hence is able to track people under changing viewpoints, in grayscale image sequences, and with complex unknown backgrounds. With the dramatic growth in the number of application domains that generate probabilistic, noisy and uncertain data, there has been an increasing interest in designing algorithms for geometric or combinatorial optimization problems over such data. In this paper, we initiate the study of constructing epsilon-kernel coresets for uncertain points. We consider uncertainty in the existential model where each point's location is fixed but only occurs with a certain probability, and the locational model where each point has a probability distribution describing its location. An epsilon-kernel coreset approximates the width of a point set in any direction. We consider approximating the expected width (an epsilon-EXP-KERNEL), as well as the probability distribution on the width (an (epsilon, tau)-QUANT-KERNEL) for any direction. We show that there exists a set of O(epsilon^ -(d-1) 2 ) deterministic points which approximate the expected width under the existential and locational models, and we provide efficient algorithms for constructing such coresets. We show, however, it is not always possible to find a subset of the original uncertain points which provides such an approximation. However, if the existential probability of each point is lower bounded by a constant, an epsilon-EXP-KERNEL is still possible. We also provide efficient algorithms for construct an (epsilon, tau)-QUANT-KERNEL coreset in nearly linear time. Our techniques utilize or connect to several important notions in probability and geometry, such as Kolmogorov distances, VC uniform convergence and Tukey depth, and may be useful in other geometric optimization problem in stochastic settings. Finally, combining with known techniques, we show a few applications to approximating the extent of uncertain functions, maintaining extent measures for stochastic moving points and some shape fitting problems under uncertainty. We propose in this work a new family of kernels for variable-length time series. Our work builds upon the vector autoregressive (VAR) model for multivariate stochastic processes: given a multivariate time series x, we consider the likelihood function p_ (x) of different parameters in the VAR model as features to describe x. To compare two time series x and x', we form the product of their features p_ (x) p_ (x') which is integrated out w.r.t using a matrix normal-inverse Wishart prior. Among other properties, this kernel can be easily computed when the dimension d of the time series is much larger than the lengths of the considered time series x and x'. It can also be generalized to time series taking values in arbitrary state spaces, as long as the state space itself is endowed with a kernel . In that case, the kernel between x and x' is a a function of the Gram matrices produced by on observations and subsequences of observations enumerated in x and x'. We describe a computationally efficient implementation of this generalization that uses low-rank matrix factorization techniques. These kernels are compared to other known kernels using a set of benchmark classification tasks carried out with support vector machines. We develop and apply a previously undescribed framework that is designed to extract information in the form of a positive definite kernel matrix from possibly crude, noisy, incomplete, inconsistent dissimilarity information between pairs of objects, obtainable in a variety of contexts. Any positive definite kernel defines a consistent set of distances, and the fitted kernel provides a set of coordinates in Euclidean space that attempts to respect the information available while controlling for complexity of the kernel. The resulting set of coordinates is highly appropriate for visualization and as input to classification and clustering algorithms. The framework is formulated in terms of a class of optimization problems that can be solved efficiently by using modern convex cone programming software. The power of the method is illustrated in the context of protein clustering based on primary sequence data. An application to the globin family of proteins resulted in a readily visualizable 3D sequence space of globins, where several subfamilies and subgroupings consistent with the literature were easily identifiable. A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the RKHS. The prior and conditional probabilities are expressed in terms of RKHS functions of an empirical sample: no explicit parametric model is needed for these quantities. The posterior is likewise an RKHS mean of a weighted sample. The estimator for the expectation of a function of the posterior is derived, and rates of consistency are shown. Some representative applications of the kernel Bayes' rule are presented, including Baysian computation without likelihood and filtering with a nonparametric state-space model. Pictorial structure (PS) models are extensively used for part-based recognition of scenes, people, animals and multi-part objects. To achieve tractability, the structure and parameterization of the model is often restricted, for example, by assuming tree dependency structure and unimodal, data-independent pairwise interactions. These expressivity restrictions fail to capture important patterns in the data. On the other hand, local methods such as nearest-neighbor classification and kernel density estimation provide non-parametric flexibility but require large amounts of data to generalize well. We propose a simple semi-parametric approach that combines the tractability of pictorial structure inference with the flexibility of non-parametric methods by expressing a subset of model parameters as kernel regression estimates from a learned sparse set of exemplars. This yields query-specific, image-dependent pose priors. We develop an effective shape-based kernel for upper-body pose similarity and propose a leave-one-out loss function for learning a sparse subset of exemplars for kernel regression. We apply our techniques to two challenging datasets of human figure parsing and advance the state-of-the-art (from 80 to 86 on the Buffy dataset [8]), while using only 15 of the training data as exemplars. One approach to improving the running time of kernel-based methods is to build a small sketch of the kernel matrix and use it in lieu of the full matrix in the machine learning task of interest. Here, we describe a version of this approach that comes with running time guarantees as well as improved guarantees on its statistical performance. By extending the notion of statistical leverage scores to the setting of kernel ridge regression, we are able to identify a sampling distribution that reduces the size of the sketch (i.e., the required number of columns to be sampled) to the effective dimensionality of the problem. This latter quantity is often much smaller than previous bounds that depend on the maximal degrees of freedom. We give an empirical evidence supporting this fact. Our second contribution is to present a fast algorithm to quickly compute coarse approximations to these scores in time linear in the number of samples. More precisely, the running time of the algorithm is O(np2) with p only depending on the trace of the kernel matrix and the regularization parameter. This is obtained via a variant of squared length sampling that we adapt to the kernel setting. Lastly, we discuss how this new notion of the leverage of a data point captures a fine notion of the difficulty of the learning problem. Support vector machines (SVM) have been highly successful in many machine learning problems. Recently, it is also used for multi-instance (MI) learning by employing a kernel that is defined directly on the bags. As only the bags (but not the instances) have known labels, this MI kernel implicitly assumes all instances in the bag to be equally important. However, a fundamental property of MI learning is that not all instances in a positive bag necessarily belong to the positive class, and thus different instances in the same bag should have different contributions to the kernel. In this paper, we address this instance label ambiguity by using the method of marginalized kernels. It first assumes that all the instance labels are available and defines a label-dependent kernel on the instances. By integrating out the unknown instance labels, a marginalized kernel defined on the bags can then be obtained. A desirable property is that this kernel weights the instance pairs by the consistencies of their probabilistic instance labels. Experiments on both classification and regression data sets show that this marginalized MI kernel, when used in a standard SVM, performs consistently better than the original MI kernel. It also outperforms a number of traditional MI learning methods. Learning a generative model of natural images is a useful way of extracting features that capture interesting regularities. Previous work on learning such models has focused on methods in which the latent features are used to determine the mean and variance of each pixel independently, or on methods in which the hidden units determine the covariance matrix of a zero-mean Gaussian distribution. In this work, we propose a probabilistic model that combines these two approaches into a single framework. We represent each image using one set of binary latent features that model the image-specific covariance and a separate set that model the mean. We show that this approach provides a probabilistic framework for the widely used simple-cell complex-cell architecture, it produces very realistic samples of natural images and it extracts features that yield state-of-the-art recognition accuracy on the challenging CIFAR 10 dataset.