Fisher vectors with sklearn

fisher_vector.py

import numpy as np
import pdb

from sklearn.datasets import make_classification
from sklearn.mixture import GaussianMixture as GMM


def fisher_vector(xx, gmm):
    """Computes the Fisher vector on a set of descriptors.

    Parameters
    ----------
    xx: array_like, shape (N, D) or (D, )
        The set of descriptors

    gmm: instance of sklearn mixture.GMM object
        Gauassian mixture model of the descriptors.

    Returns
    -------
    fv: array_like, shape (K + 2 * D * K, )
        Fisher vector (derivatives with respect to the mixing weights, means
        and variances) of the given descriptors.

    Reference
    ---------
    J. Krapac, J. Verbeek, F. Jurie.  Modeling Spatial Layout with Fisher
    Vectors for Image Categorization.  In ICCV, 2011.
    http://hal.inria.fr/docs/00/61/94/03/PDF/final.r1.pdf

    """
    xx = np.atleast_2d(xx)
    N = xx.shape[0]

    # Compute posterior probabilities.
    Q = gmm.predict_proba(xx)  # NxK

    # Compute the sufficient statistics of descriptors.
    Q_sum = np.sum(Q, 0)[:, np.newaxis] / N
    Q_xx = np.dot(Q.T, xx) / N
    Q_xx_2 = np.dot(Q.T, xx ** 2) / N

    # Compute derivatives with respect to mixing weights, means and variances.
    d_pi = Q_sum.squeeze() - gmm.weights_
    d_mu = Q_xx - Q_sum * gmm.means_
    d_sigma = (
        - Q_xx_2
        - Q_sum * gmm.means_ ** 2
        + Q_sum * gmm.covariances_
        + 2 * Q_xx * gmm.means_)

    # Merge derivatives into a vector.
    return np.hstack((d_pi, d_mu.flatten(), d_sigma.flatten()))


def main():
    # Short demo.
    K = 64
    N = 1000

    xx, _ = make_classification(n_samples=N)
    xx_tr, xx_te = xx[: -100], xx[-100: ]

    gmm = GMM(n_components=K, covariance_type='diag')
    gmm.fit(xx_tr)

    fv = fisher_vector(xx_te, gmm)
    pdb.set_trace()


if __name__ == '__main__':
    main()

Thank you for clarification.
Do you have any implementation of the analytical diagonal approximation so that I can add that the current implementation?
It seems that analytical diagonal approximation works about 1 percent better :))
Thank you in advance

@sobhanhemati Equations (16–18) from (Sanchez et al., 2013) provide the Fisher vectors that include the analytical approximation; hence, you can modify the computation of d_pi, d_mu, d_sigma in the gist above as follows:

    # at line 43
    s = np.sqrt(gmm.weights_)[:, np.newaxis]
    d_pi = (Q_sum.squeeze() - gmm.weights_) / s.squeeze()
    d_mu = (Q_xx - Q_sum * gmm.means_) * np.sqrt(gmm.covariances_) ** -1 / s
    d_sigma = - (
        - Q_xx_2
        - Q_sum * gmm.means_ ** 2
        + Q_sum * gmm.covariances_
        + 2 * Q_xx * gmm.means_) / (s * np.sqrt(2))

Note that I haven't tested this implementation, so you might want to double check it. And I would suggest to try both methods for estimating the diagonal Fisher information matrix and see which one works better for you — Sanchez et al. mention in their paper:

Note that we do not claim that this difference is significant nor that the closed-form approximation is superior to the empirical one in general.

Finally, do not forget to L2 and power normalise the Fisher vectors — these transformations yield much more substantial improvements (about 6-7% points each) than the choice of the approximation for the Fisher information matrix (see Table 1 from Sanchez et al.).

Thank you so much for the comprehensive answer.
I really appreciate that.

Hai I'm beginner so i don't know working of fisher vector encoding. Please help to understand this