nips nips2008 nips2008-97 nips2008-97-reference knowledge-graph by maker-knowledge-mining
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Author: Zhengdong Lu, Jeffrey Kaye, Todd K. Leen
Abstract: 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.
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