PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Asymptotic Properties of the Fisher Kernel
K Tsuda, S Akaho, M Kawanabe and Klaus-Robert Müller
Neural Computation Volume 16, Number 1, pp. 115-137, 2004.


This letter analyzes the Fisher kernel from a statistical point of view. The Fisher kernel is a particularly interesting method for constructing a model of the posterior probability that makes intelligent use of unlabeled data (i.e., of the underlying data density). It is important to analyze and ultimately understand the statistical properties of the Fisher kernel. To this end, we first establish sufficient conditions that the constructed posterior model is realizable (i.e., it contains the true distribution). Realizability immediately leads to consistency results. Subsequently, we focus on an asymptotic analysis of the generalization error, which elucidates the learning curves of the Fisher kernel and how unlabeled data contribute to learning. We also point out that the squared or log loss is theoretically preferable because both yield consistent estimators to other losses such as the exponential loss, when a linear classifier is used together with the Fisher kernel. Therefore, this letter underlines that the Fisher kernel should be viewed not as a heuristics but as a powerful statistical tool with well-controlled statistical properties.

EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Theory & Algorithms
ID Code:780
Deposited By:Klaus-Robert Müller
Deposited On:30 December 2004