Variational EM Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification

In this paper, we propose the variational EM inference
algorithm for the multi-class Gaussian process classification model
that can be used in the field of human behavior recognition. This
algorithm can drive simultaneously both a posterior distribution of a
latent function and estimators of hyper-parameters in a Gaussian
process classification model with multiclass. Our algorithm is based
on the Laplace approximation (LA) technique and variational EM
framework. This is performed in two steps: called expectation and
maximization steps. First, in the expectation step, using the Bayesian
formula and LA technique, we derive approximately the posterior
distribution of the latent function indicating the possibility that each
observation belongs to a certain class in the Gaussian process
classification model. Second, in the maximization step, using a derived
posterior distribution of latent function, we compute the maximum
likelihood estimator for hyper-parameters of a covariance matrix
necessary to define prior distribution for latent function. These two
steps iteratively repeat until a convergence condition satisfies.
Moreover, we apply the proposed algorithm with human action
classification problem using a public database, namely, the KTH
human action data set. Experimental results reveal that the proposed
algorithm shows good performance on this data set.