Fisher vectors with sklearn

fisher_vector.py

import numpy as np
import pdb

from sklearn.datasets import make_classification
from sklearn.mixture import 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.covars_
        + 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()

thanks for the code.
I just have one doubt. based on the derivation of a fisher vector for an image (as given on this page here a fisher vector will have dimension of only 2KD and not K + 2 * D * K.

can you please look into it. i may be wrong.
thanks again

@iakash-1326 - It is not wrong (at least not regarding what you mentioned). In your link, they only use the derivatives with respects to the means and sigmas. In the original paper they also use the derivatives with respects to the weights. In another paper they mentioned that the derivatives with respects to the weights dont contribute much Hence the difference.
Here is a link to the original paper

What currently bothers me is the sign of the derivative according to sigma. I am not sure its correct (it should by *(-1)) but I am still checking

Sorry for the late reply – unfortunately, Gist doesn't trigger a notification when a comment is posted.

@iakash2604 wrote:

based on the derivation of a fisher vector for an image [...] a fisher vector will have dimension of only 2KD and not K + 2DK

As @sitzikbs already explained, my implementation includes the derivatives with respect to the weights, hence the additional K values. My code is based on the paper of (Krapac et al., 2011), equations 15–17.

@iakash2604 wrote:

What currently bothers me is the sign of the derivative according to sigma. I am not sure its correct (it should by *(-1)) but I am still checking

I believe the current implementation uses the correct sign (if you are not convinced I can go into more details). But I want to point out that compared to the paper, the derivatives with respect to the variances miss a scaling by 0.5. From a practical point of view, this scaling doesn't matter, since the Fisher vectors are standardized (zero mean, unit variance across each dimension) in order to approximate the transformation with inverse of the Fisher information matrix, see section 3.5 from (Krapac et al., 2011). This standardization step removes the scaling of each dimension. Also, do not forget to L2 and power normalize the Fisher vectors before feeding them into the classifier; it has been shown it visibly improves performance, see table 1 in (Sanchez et al., 2013). Here is a code example of how the Fisher vectors are prepared for classification by normalizing and building the corresponding kernel matrices.