TY - GEN
T1 - Hierarchical Fisher kernels for longitudinal data
AU - Lu, Zhengdong
AU - Leen, Todd K.
AU - Kaye, Jeffrey
PY - 2009/12/1
Y1 - 2009/12/1
N2 - We develop new techniques for time series classification based on hierarchical Bayesian generative models (called mixed-effect models) and the Fisher kernel derived from them. A key advantage of the new formulation is that one can compute the Fisher information matrix despite varying sequence lengths and varying sampling intervals. This avoids the commonly-used ad hoc replacement of the Fisher information matrix with the identity which destroys the geometric invariance of the kernel. Our construction retains the geometric invariance, resulting in a kernel that is properly invariant under change of coordinates in the model parameter space. Experiments on detecting cognitive decline show that classifiers based on the proposed kernel out-perform those based on generative models and other feature extraction routines, and on Fisher kernels that use the identity in place of the Fisher information.
AB - We develop new techniques for time series classification based on hierarchical Bayesian generative models (called mixed-effect models) and the Fisher kernel derived from them. A key advantage of the new formulation is that one can compute the Fisher information matrix despite varying sequence lengths and varying sampling intervals. This avoids the commonly-used ad hoc replacement of the Fisher information matrix with the identity which destroys the geometric invariance of the kernel. Our construction retains the geometric invariance, resulting in a kernel that is properly invariant under change of coordinates in the model parameter space. Experiments on detecting cognitive decline show that classifiers based on the proposed kernel out-perform those based on generative models and other feature extraction routines, and on Fisher kernels that use the identity in place of the Fisher information.
UR - http://www.scopus.com/inward/record.url?scp=84858767817&partnerID=8YFLogxK
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M3 - Conference contribution
AN - SCOPUS:84858767817
SN - 9781605609492
T3 - Advances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference
SP - 1961
EP - 1968
BT - Advances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference
T2 - 22nd Annual Conference on Neural Information Processing Systems, NIPS 2008
Y2 - 8 December 2008 through 11 December 2008
ER -