23,387 research outputs found
Robust ASR using Support Vector Machines
The improved theoretical properties of Support Vector Machines with respect to other machine learning alternatives due to their max-margin training paradigm have led us to suggest them as a good technique for robust speech recognition. However, important shortcomings have had to be circumvented, the most important being the normalisation of the time duration of different realisations of the acoustic speech units.
In this paper, we have compared two approaches in noisy environments: first, a hybrid HMMâSVM solution where a fixed number of frames is selected by means of an HMM segmentation and second, a normalisation kernel called Dynamic Time Alignment Kernel (DTAK) first introduced in Shimodaira et al. [Shimodaira, H., Noma, K., Nakai, M., Sagayama, S., 2001. Support vector machine with dynamic time-alignment kernel for speech recognition. In: Proc. Eurospeech, Aalborg, Denmark, pp. 1841â1844] and based on DTW (Dynamic Time Warping). Special attention has been paid to the adaptation of both alternatives to noisy environments, comparing two types of parameterisations and performing suitable feature normalisation operations. The results show that the DTA Kernel provides important advantages over the baseline HMM system in medium to bad noise conditions, also outperforming the results of the hybrid system.Publicad
Dynamic Time-Alignment Kernel in Support Vector Machine.
A new class of Support Vector Machine (SVM) that is applicable to sequential-pattern recognition such as speech recognition is developed by incorporating an idea of non-linear time alignment into the kernel function. Since the time-alignment operation of sequential pattern is embedded in the new kernel function, standard SVM training and classification algorithms can be employed without further modifications. The proposed SVM (DTAK-SVM) is evaluated in speaker-dependent speech recognition experiments of hand-segmented phoneme recognition. Preliminary experimental results show comparable recognition performance with hidden Markov models (HMMs)
Multivariate dynamic kernels for financial time series forecasting
The final publication is available at http://link.springer.com/chapter/10.1007/978-3-319-44781-0_40We propose a forecasting procedure based on multivariate dynamic kernels, with the capability of integrating information measured at different frequencies and at irregular time intervals in financial markets. A data compression process redefines the original financial time series into temporal data blocks, analyzing the temporal information of multiple time intervals. The analysis is done through multivariate dynamic kernels within support vector regression. We also propose two kernels for financial time series that are computationally efficient without a sacrifice on accuracy. The efficacy of the methodology is demonstrated by empirical experiments on forecasting the challenging S&P500 market.Peer ReviewedPostprint (author's final draft
Automatic Analysis of Facial Expressions Based on Deep Covariance Trajectories
In this paper, we propose a new approach for facial expression recognition
using deep covariance descriptors. The solution is based on the idea of
encoding local and global Deep Convolutional Neural Network (DCNN) features
extracted from still images, in compact local and global covariance
descriptors. The space geometry of the covariance matrices is that of Symmetric
Positive Definite (SPD) matrices. By conducting the classification of static
facial expressions using Support Vector Machine (SVM) with a valid Gaussian
kernel on the SPD manifold, we show that deep covariance descriptors are more
effective than the standard classification with fully connected layers and
softmax. Besides, we propose a completely new and original solution to model
the temporal dynamic of facial expressions as deep trajectories on the SPD
manifold. As an extension of the classification pipeline of covariance
descriptors, we apply SVM with valid positive definite kernels derived from
global alignment for deep covariance trajectories classification. By performing
extensive experiments on the Oulu-CASIA, CK+, and SFEW datasets, we show that
both the proposed static and dynamic approaches achieve state-of-the-art
performance for facial expression recognition outperforming many recent
approaches.Comment: A preliminary version of this work appeared in "Otberdout N, Kacem A,
Daoudi M, Ballihi L, Berretti S. Deep Covariance Descriptors for Facial
Expression Recognition, in British Machine Vision Conference 2018, BMVC 2018,
Northumbria University, Newcastle, UK, September 3-6, 2018. ; 2018 :159."
arXiv admin note: substantial text overlap with arXiv:1805.0386
On Recursive Edit Distance Kernels with Application to Time Series Classification
This paper proposes some extensions to the work on kernels dedicated to
string or time series global alignment based on the aggregation of scores
obtained by local alignments. The extensions we propose allow to construct,
from classical recursive definition of elastic distances, recursive edit
distance (or time-warp) kernels that are positive definite if some sufficient
conditions are satisfied. The sufficient conditions we end-up with are original
and weaker than those proposed in earlier works, although a recursive
regularizing term is required to get the proof of the positive definiteness as
a direct consequence of the Haussler's convolution theorem. The classification
experiment we conducted on three classical time warp distances (two of which
being metrics), using Support Vector Machine classifier, leads to conclude
that, when the pairwise distance matrix obtained from the training data is
\textit{far} from definiteness, the positive definite recursive elastic kernels
outperform in general the distance substituting kernels for the classical
elastic distances we have tested.Comment: 14 page
Autoregressive Kernels For Time Series
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_{\theta}(x) of different parameters \theta
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_{\theta}(x) p_{\theta}(x') which is
integrated out w.r.t \theta 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
\kappa. In that case, the kernel between x and x' is a a function of the Gram
matrices produced by \kappa 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
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