PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

A Kernel for Time Series Based on Global Alignments
Marco Cuturi, Jean-Philippe Vert, Oysten Birkenes and Tomoko Matsui
In: Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing 2007, ICASSP 2007 (2007) IEEE , II-413-II-416. ISBN 1-4244-0728-1


We propose in this paper a new family of kernels to handle time series, notably speech data, within the framework of kernel methods which includes popular algorithms such as the support vector machine. These kernels elaborate on the well known dynamic time warping (DTW) family of distances by considering the same set of elementary operations, namely substitutions and repetitions of tokens, to map a sequence onto another. Associating to each of these operations a given score, DTW algorithms use dynamic programming techniques to compute an optimal sequence of operations with high overall score, in this paper we consider instead the score spanned by all possible alignments, take a smoothed version of their maximum and derive a kernel out of this formulation. We prove that this kernel is positive definite under favorable conditions and show how it can be tuned effectively for practical applications as we report encouraging results on a speech recognition task

EPrint Type:Book Section
Project Keyword:Project Keyword UNSPECIFIED
Theory & Algorithms
ID Code:3242
Deposited By:Jean-Philippe Vert
Deposited On:29 January 2008