Output Fisher embedding regression

Moussab Djerrab, Alexandre Garcia, Maxime Sangnier, Florence d'Alché-Buc
2018 Machine Learning  
We investigate the use of Fisher vector representations in the output space in the context of structured and multiple output prediction. A novel, general and versatile method called output Fisher embedding regression is introduced. Based on a probabilistic modeling of training output data and the minimization of a Fisher loss, it requires to solve a pre-image problem in the prediction phase. For Gaussian Mixture Models and State-Space Models, we show that the pre-image problem enjoys a
more » ... rm solution with an appropriate choice of the embedding. Numerical experiments on a wide variety of tasks (time series prediction, multi-output regression and multi-class classification) highlight the relevance of the approach for learning under limited supervision like learning with a handful of data per label and weakly supervised learning.
doi:10.1007/s10994-018-5698-0 fatcat:4eytutba6jhrdcrompn4fhv3gy