48 research outputs found
A kernel for time series based on global alignments
We propose in this paper a new family of kernels to handle times series,
notably speech data, within the framework of kernel methods which includes
popular algorithms such as the Support Vector Machine. These kernels elaborate
on the well known Dynamic Time Warping (DTW) family of distances by considering
the same set of elementary operations, namely substitutions and repetitions of
tokens, to map a sequence onto another. Associating to each of these operations
a given score, DTW algorithms use dynamic programming techniques to compute an
optimal sequence of operations with high overall score. In this paper we
consider instead the score spanned by all possible alignments, take a smoothed
version of their maximum and derive a kernel out of this formulation. We prove
that this kernel is positive definite under favorable conditions and show how
it can be tuned effectively for practical applications as we report encouraging
results on a speech recognition task
Seglearn: A Python Package for Learning Sequences and Time Series
Seglearn is an open-source python package for machine learning time series or
sequences using a sliding window segmentation approach. The implementation
provides a flexible pipeline for tackling classification, regression, and
forecasting problems with multivariate sequence and contextual data. This
package is compatible with scikit-learn and is listed under scikit-learn
Related Projects. The package depends on numpy, scipy, and scikit-learn.
Seglearn is distributed under the BSD 3-Clause License. Documentation includes
a detailed API description, user guide, and examples. Unit tests provide a high
degree of code coverage
Graph kernels between point clouds
Point clouds are sets of points in two or three dimensions. Most kernel
methods for learning on sets of points have not yet dealt with the specific
geometrical invariances and practical constraints associated with point clouds
in computer vision and graphics. In this paper, we present extensions of graph
kernels for point clouds, which allow to use kernel methods for such ob jects
as shapes, line drawings, or any three-dimensional point clouds. In order to
design rich and numerically efficient kernels with as few free parameters as
possible, we use kernels between covariance matrices and their factorizations
on graphical models. We derive polynomial time dynamic programming recursions
and present applications to recognition of handwritten digits and Chinese
characters from few training examples
Down-Sampling coupled to Elastic Kernel Machines for Efficient Recognition of Isolated Gestures
In the field of gestural action recognition, many studies have focused on
dimensionality reduction along the spatial axis, to reduce both the variability
of gestural sequences expressed in the reduced space, and the computational
complexity of their processing. It is noticeable that very few of these methods
have explicitly addressed the dimensionality reduction along the time axis.
This is however a major issue with regard to the use of elastic distances
characterized by a quadratic complexity. To partially fill this apparent gap,
we present in this paper an approach based on temporal down-sampling associated
to elastic kernel machine learning. We experimentally show, on two data sets
that are widely referenced in the domain of human gesture recognition, and very
different in terms of quality of motion capture, that it is possible to
significantly reduce the number of skeleton frames while maintaining a good
recognition rate. The method proves to give satisfactory results at a level
currently reached by state-of-the-art methods on these data sets. The
computational complexity reduction makes this approach eligible for real-time
applications.Comment: ICPR 2014, International Conference on Pattern Recognition, Stockholm
: Sweden (2014
Ensemble of Hankel Matrices for Face Emotion Recognition
In this paper, a face emotion is considered as the result of the composition
of multiple concurrent signals, each corresponding to the movements of a
specific facial muscle. These concurrent signals are represented by means of a
set of multi-scale appearance features that might be correlated with one or
more concurrent signals. The extraction of these appearance features from a
sequence of face images yields to a set of time series. This paper proposes to
use the dynamics regulating each appearance feature time series to recognize
among different face emotions. To this purpose, an ensemble of Hankel matrices
corresponding to the extracted time series is used for emotion classification
within a framework that combines nearest neighbor and a majority vote schema.
Experimental results on a public available dataset shows that the adopted
representation is promising and yields state-of-the-art accuracy in emotion
classification.Comment: Paper to appear in Proc. of ICIAP 2015. arXiv admin note: text
overlap with arXiv:1506.0500
Metric Learning for Temporal Sequence Alignment
In this paper, we propose to learn a Mahalanobis distance to perform
alignment of multivariate time series. The learning examples for this task are
time series for which the true alignment is known. We cast the alignment
problem as a structured prediction task, and propose realistic losses between
alignments for which the optimization is tractable. We provide experiments on
real data in the audio to audio context, where we show that the learning of a
similarity measure leads to improvements in the performance of the alignment
task. We also propose to use this metric learning framework to perform feature
selection and, from basic audio features, build a combination of these with
better performance for the alignment
Times series averaging from a probabilistic interpretation of time-elastic kernel
At the light of regularized dynamic time warping kernels, this paper
reconsider the concept of time elastic centroid (TEC) for a set of time series.
From this perspective, we show first how TEC can easily be addressed as a
preimage problem. Unfortunately this preimage problem is ill-posed, may suffer
from over-fitting especially for long time series and getting a sub-optimal
solution involves heavy computational costs. We then derive two new algorithms
based on a probabilistic interpretation of kernel alignment matrices that
expresses in terms of probabilistic distributions over sets of alignment paths.
The first algorithm is an iterative agglomerative heuristics inspired from the
state of the art DTW barycenter averaging (DBA) algorithm proposed specifically
for the Dynamic Time Warping measure. The second proposed algorithm achieves a
classical averaging of the aligned samples but also implements an averaging of
the time of occurrences of the aligned samples. It exploits a straightforward
progressive agglomerative heuristics. An experimentation that compares for 45
time series datasets classification error rates obtained by first near
neighbors classifiers exploiting a single medoid or centroid estimate to
represent each categories show that: i) centroids based approaches
significantly outperform medoids based approaches, ii) on the considered
experience, the two proposed algorithms outperform the state of the art DBA
algorithm, and iii) the second proposed algorithm that implements an averaging
jointly in the sample space and along the time axes emerges as the most
significantly robust time elastic averaging heuristic with an interesting noise
reduction capability. Index Terms-Time series averaging Time elastic kernel
Dynamic Time Warping Time series clustering and classification