Switching to and Combining Offline-Adapted Cluster Acoustic Models based on Unsupervised Segment Classification

40th International Conference on Acoustics, Speech and Signal Processing (ICASSP) 2015
Switching to and Combining Offline-Adapted Cluster Acoustic Models based on Unsupervised Segment Classification
Abstract

The performance of automatic speech recognition system degrades significantly when the incoming audio differs from training data. Maximum likelihood linear regression has been widely used for unsupervised adaptation, usually in a multiple-pass recognition process. Here we present a novel adaptation framework for which the offline, supervised, high-quality adaptation is applied to clustered channel/speaker conditions that are defined with automatic and manual clustering of the training data. Upon online recognition, each speech segment is classified into one of the training clusters in an unsupervised way, and the corresponding top acoustic models are used for recognition. Recognition lattice outputs are combined. Experiments are performed on the Wall Street Journal data, and a 37.5% relative reduction of Word Error Rate is reported. The proposed approach is also compared with a general speaker adaptive training approach.

Another publication from the same category: Machine Learning and Data Science

IEEE Computing Conference 2018, London, UK

Regularization of the Kernel Matrix via Covariance Matrix Shrinkage Estimation

The kernel trick concept, formulated as an inner product in a feature space, facilitates powerful extensions to many well-known algorithms. While the kernel matrix involves inner products in the feature space, the sample covariance matrix of the data requires outer products. Therefore, their spectral properties are tightly connected. This allows us to examine the kernel matrix through the sample covariance matrix in the feature space and vice versa. The use of kernels often involves a large number of features, compared to the number of observations. In this scenario, the sample covariance matrix is not well-conditioned nor is it necessarily invertible, mandating a solution to the problem of estimating high-dimensional covariance matrices under small sample size conditions. We tackle this problem through the use of a shrinkage estimator that offers a compromise between the sample covariance matrix and a well-conditioned matrix (also known as the "target") with the aim of minimizing the mean-squared error (MSE). We propose a distribution-free kernel matrix regularization approach that is tuned directly from the kernel matrix, avoiding the need to address the feature space explicitly. Numerical simulations demonstrate that the proposed regularization is effective in classification tasks.

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