Scalable Unsupervised Segmentation via Random Fourier Feature-based Gaussian Process
Abstract
In this paper, we propose RFF-GP-HSMM, a fast unsupervised time-series segmentation method that incorporates random Fourier features (RFF) to address the high computational cost of the Gaussian process hidden semi-Markov model (GP-HSMM). GP-HSMM models time-series data using Gaussian processes, requiring inversion of an N times N kernel matrix during training, where N is the number of data points. As the scale of the data increases, matrix inversion incurs a significant computational cost. To address this, the proposed method approximates the Gaussian process with linear regression using RFF, preserving expressive power while eliminating the need for inversion of the kernel matrix. Experiments on the Carnegie Mellon University (CMU) motion-capture dataset demonstrate that the proposed method achieves segmentation performance comparable to that of conventional methods, with approximately 278 times faster segmentation on time-series data comprising 39,200 frames.
Cite
@article{arxiv.2507.10632,
title = {Scalable Unsupervised Segmentation via Random Fourier Feature-based Gaussian Process},
author = {Issei Saito and Masatoshi Nagano and Tomoaki Nakamura and Daichi Mochihashi and Koki Mimura},
journal= {arXiv preprint arXiv:2507.10632},
year = {2025}
}