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Hybrid generative-discriminative training of Gaussian mixture models

cam.issuedOnline2018-06-15
dc.contributor.authorRoth, W
dc.contributor.authorPeharz, R
dc.contributor.authorTschiatschek, S
dc.contributor.authorPernkopf, F
dc.contributor.orcidPeharz, Robert [0000-0002-8644-9655]
dc.date.accessioned2018-10-18T10:21:57Z
dc.date.available2018-10-18T10:21:57Z
dc.date.issued2018-09-01
dc.description.abstractRecent work has shown substantial performance improvements of discriminative probabilistic models over their generative counterparts. However, since discriminative models do not capture the input distribution of the data, their use in missing data scenarios is limited. To utilize the advantages of both paradigms, we present an approach to train Gaussian mixture models (GMMs) in a hybrid generative-discriminative way. This is accomplished by optimizing an objective that trades off between a generative likelihood term and either a discriminative conditional likelihood term or a large margin term using stochastic optimization. Our model substantially improves the performance of classical maximum likelihood optimized GMMs while at the same time allowing for both a consistent treatment of missing features by marginalization, and the use of additional unlabeled data in a semi-supervised setting. For the covariance matrices, we employ a diagonal plus low-rank matrix structure to model important correlations while keeping the number of parameters small. We show that a non-diagonal matrix structure is crucial to achieve good performance and that the proposed structure can be utilized to considerably reduce classification time in case of missing features. The capabilities of our model are demonstrated in extensive experiments on real-world data.
dc.identifier.doi10.17863/CAM.31512
dc.identifier.eissn1872-7344
dc.identifier.issn0167-8655
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/284141
dc.language.isoeng
dc.publisherElsevier BV
dc.publisher.urlhttp://dx.doi.org/10.1016/j.patrec.2018.06.014
dc.subjectGaussian mixture model
dc.subjectSemi-supervised learning
dc.subjectMissing features
dc.subjectHybrid generative-discriminative learning
dc.subjectLarge margin learning
dc.titleHybrid generative-discriminative training of Gaussian mixture models
dc.typeArticle
dcterms.dateAccepted2018-06-08
prism.endingPage137
prism.publicationDate2018
prism.publicationNamePattern Recognition Letters
prism.startingPage131
prism.volume112
pubs.funder-project-idEuropean Commission Horizon 2020 (H2020) Marie Sklodowska-Curie actions (797223)
rioxxterms.licenseref.startdate2018-09-01
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserved
rioxxterms.typeJournal Article/Review
rioxxterms.versionAM
rioxxterms.versionofrecord10.1016/j.patrec.2018.06.014

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