Visualizing State of Time-Series Data by Supervised Gaussian Process Dynamical Models

抄録

Gaussian Process Dynamical Models (GPDMs) constitute a nonlinear dimensionality reduction technique that provides a probabilistic representation of time series data in terms of Gaussian process priors. In this paper, we report a method based on GPDMs to visualize the states of time-series data. Conventional GPDMs are unsupervised, and therefore, even when the labels of data are available, it is not possible to use this information. To overcome the problem, we propose a supervised GPDM (S-GPDM) that utilizes both the data and their corresponding labels. We demonstrate experimentally that the S-GPDM can locate related motion data closer together than conventional GPDMs.