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Autori principali: Saito, Issei, Nagano, Masatoshi, Nakamura, Tomoaki, Mochihashi, Daichi, Mimura, Koki
Natura: Preprint
Pubblicazione: 2025
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Accesso online:https://arxiv.org/abs/2507.10632
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author Saito, Issei
Nagano, Masatoshi
Nakamura, Tomoaki
Mochihashi, Daichi
Mimura, Koki
author_facet Saito, Issei
Nagano, Masatoshi
Nakamura, Tomoaki
Mochihashi, Daichi
Mimura, Koki
contents In this paper, we propose RFF-GP-HSMM, a fast unsupervised time-series segmentation method that incorporates random Fourier features (RFF) to address the high computational cost of the Gaussian process hidden semi-Markov model (GP-HSMM). GP-HSMM models time-series data using Gaussian processes, requiring inversion of an N times N kernel matrix during training, where N is the number of data points. As the scale of the data increases, matrix inversion incurs a significant computational cost. To address this, the proposed method approximates the Gaussian process with linear regression using RFF, preserving expressive power while eliminating the need for inversion of the kernel matrix. Experiments on the Carnegie Mellon University (CMU) motion-capture dataset demonstrate that the proposed method achieves segmentation performance comparable to that of conventional methods, with approximately 278 times faster segmentation on time-series data comprising 39,200 frames.
format Preprint
id arxiv_https___arxiv_org_abs_2507_10632
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Scalable Unsupervised Segmentation via Random Fourier Feature-based Gaussian Process
Saito, Issei
Nagano, Masatoshi
Nakamura, Tomoaki
Mochihashi, Daichi
Mimura, Koki
Machine Learning
Artificial Intelligence
In this paper, we propose RFF-GP-HSMM, a fast unsupervised time-series segmentation method that incorporates random Fourier features (RFF) to address the high computational cost of the Gaussian process hidden semi-Markov model (GP-HSMM). GP-HSMM models time-series data using Gaussian processes, requiring inversion of an N times N kernel matrix during training, where N is the number of data points. As the scale of the data increases, matrix inversion incurs a significant computational cost. To address this, the proposed method approximates the Gaussian process with linear regression using RFF, preserving expressive power while eliminating the need for inversion of the kernel matrix. Experiments on the Carnegie Mellon University (CMU) motion-capture dataset demonstrate that the proposed method achieves segmentation performance comparable to that of conventional methods, with approximately 278 times faster segmentation on time-series data comprising 39,200 frames.
title Scalable Unsupervised Segmentation via Random Fourier Feature-based Gaussian Process
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2507.10632