Classification and Recognition of Dynamical Models: The Role of Phase, Independent Components, Kernels and Optimal Transport
Issue No. 11 - November (2007 vol. 29)
We address the problem of performing decision tasks, and in particular classification and recognition, in the space of dynamical models in order to compare time series of data. Motivated by the application of recognition of human motion in image sequences, we consider a class of models that include linear dynamics, both stable and marginally stable (periodic), both minimum and non-minimum phase, driven by non-Gaussian processes. This requires extending existing learning and system identification algorithms to handle periodic modes and nonminimum phase behavior, while taking into account higher-order statistics of the data. Once a model is identified, we define a kernel-based cord distance between models that includes their dynamics, their initial conditions as well as input distribution. This is made possible by a novel kernel defined between two arbitrary (non-Gaussian) distributions, which is computed by efficiently solving an optimal transport problem. We validate our choice of models, inference algorithm, and distance on the tasks of human motion synthesis (sample paths of the learned models), and recognition (nearest-neighbor classification in the computed distance). However, our work can be applied more broadly where one needs to compare historical data while taking into account periodic trends, non-minimum phase behavior, and non-Gaussian input distributions.
System Identification, Blind Deconvolution, Non-minimum Phase, Distance, Kernel, Hammerstein models, Optimal Transport, Wasserstein models, Non-Gaussian models, Learning, Time Series, Higher-Order Statistics
Stefano Soatto, Alessandro Chiuso, Alessandro Bissacco, "Classification and Recognition of Dynamical Models: The Role of Phase, Independent Components, Kernels and Optimal Transport", IEEE Transactions on Pattern Analysis & Machine Intelligence, vol. 29, no. , pp. 1958-1972, November 2007, doi:10.1109/TPAMI.2007.1101