Multi-kernel Gaussian process latent variable regression model for high-dimensional sequential data modeling

doi:10.1016/j.neucom.2018.07.082

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Multi-kernel Gaussian process latent variable regression model for high-dimensional sequential data modeling

2019-07-01

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Ziqi Zhu

Jiayuan Zhang

Chunhua Deng *

DOI：10.1016/j.neucom.2018.07.082

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Abstract

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Modeling sequential data has been a hot research field for decades. One of the most challenge problems in this field is modeling real-world high-dimensional sequential data with limited training samples. This is mainly due to the following two reasons. First, if the dimension of the data is significantly greater then the number of the data, it may result in the over-fitting problem. Second, the dynamic behavior of the real-world data is very complex and difficult to approximate. To overcome these two problems, we propose a multi-kernel Gaussian process latent variable regression model for high-dimensional sequential data modeling and prediction. In our model, we design a regression model based on the Gaussian process latent variable model. Furthermore, a multi-kernel learning model is designed to automatically construct suitable nonlinear kernel for various types of sequential data. We evaluate the effectiveness of our method using two types of real-world high-dimensional sequential data, including the human motion data and the motion texture video data. In addition, our method is compared with several representative sequential data modeling methods. Experimental results show that our method achieves promising modeling capability and is capable of predict human motion and texture video with higher quality. (C) 2018 Elsevier B.V. All rights reserved.

Keywords:

Sequential data modeling

High-dimensional data

Kernel learning

Gaussian process latent variable model

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