Fisher kernel
Encyclopedia
In statistical classification, the Fisher kernel, named in honour of Sir Ronald Fisher
Ronald Fisher
Sir Ronald Aylmer Fisher FRS was an English statistician, evolutionary biologist, eugenicist and geneticist. Among other things, Fisher is well known for his contributions to statistics by creating Fisher's exact test and Fisher's equation...

, is a function that measures the similarity of two objects on the basis of sets of measurements for each object and a statistical model. In a classification procedure, the class for a new object (whose real class is unknown) can be estimated by minimising, across classes, an average of the Fisher kernel distance from the new object to each known member of the given class.

The Fisher kernel was introduced in 1998. It combines the advantages of generative statistical models
Generative model
In probability and statistics, a generative model is a model for randomly generating observable data, typically given some hidden parameters. It specifies a joint probability distribution over observation and label sequences...

 (like the hidden Markov model
Hidden Markov model
A hidden Markov model is a statistical Markov model in which the system being modeled is assumed to be a Markov process with unobserved states. An HMM can be considered as the simplest dynamic Bayesian network. The mathematics behind the HMM was developed by L. E...

) and those of discriminative methods (like support vector machine
Support vector machine
A support vector machine is a concept in statistics and computer science for a set of related supervised learning methods that analyze data and recognize patterns, used for classification and regression analysis...

s):
  • generative models can process data of variable length (adding or removing data is well-supported)
  • discriminative methods can have flexible criteria and yield better results.

Fisher score

The Fisher kernel makes use of the Fisher score
Score (statistics)
In statistics, the score, score function, efficient score or informant plays an important role in several aspects of inference...

, defined as


with θ being a set (vector) of parameters. The function taking θ to log P(X|θ) is the log-likelihood of the probabilistic model.

Fisher kernel

The Fisher kernel is defined as


with I the Fisher information
Fisher information
In mathematical statistics and information theory, the Fisher information is the variance of the score. In Bayesian statistics, the asymptotic distribution of the posterior mode depends on the Fisher information and not on the prior...

 matrix.

Information retrieval

The Fisher kernel is the kernel for a generative probabilistic model. As such, it constitutes a bridge between generative and probabilistic models of documents. Fisher kernels exist for numerous models, notably tf–idf
Tf–idf
The tf–idf weight is a weight often used in information retrieval and text mining. This weight is a statistical measure used to evaluate how important a word is to a document in a collection or corpus...

, Naive Bayes and probabilistic latent semantic analysis
Probabilistic latent semantic analysis
Probabilistic latent semantic analysis , also known as probabilistic latent semantic indexing is a statistical technique for the analysis of two-mode and co-occurrence data. PLSA evolved from latent semantic analysis, adding a sounder probabilistic model...

.

Image classification and retrieval

The Fisher kernel can also be applied to image representation for classification or retrieval problems. Currently, the most popular bag-of-visual-words
Bag of words model in computer vision
This is an article introducing the "Bag of words model" in computer vision, especially for object categorization. From now, the "BoW" model refers to the BoW model in computer vision unless explicitly declared. This technique is also known as "Bag of Features model".Before introducing the BoW...

representation suffers from sparsity and high dimensionality. The Fisher kernel can result in a compact and dense representation, which is more desirable for image classification and retrieval problems.
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