Interpreting objects with basic geometric primitives has long been studied in computer vision. Among geometric primitives, superquadrics are well known for their simple implicit expressions and capability of representing a wide range of shapes with few parameters. However, as the first and foremost step, recovering superquadrics accurately and robustly from 3D data still remains challenging. The existing methods are subject to local optima and are sensitive to noise and outliers in real-world scenarios, resulting in frequent failure in capturing geometric shapes. In this paper, we propose the first probabilistic method to recover superquadrics from point clouds. Our method builds a Gaussian-uniform mixture model (GUM) on the parametric surface of a superquadric, which explicitly models the generation of outliers and noise. The superquadric recovery is formulated as a Maximum Likelihood Estimation (MLE) problem. We propose an algorithm, Expectation, Maximization, and Switching (EMS), to solve this problem, where: (1) outliers are predicted from the posterior perspective; (2) the superquadric parameter is optimized by the trust-region reflective algorithm; and (3) local optima are avoided by globally searching and switching among parameters encoding similar superquadrics. We show that our method can be extended to the multi-superquadrics recovery for complex objects. The proposed method outperforms the state-of-the-art in terms of accuracy, efficiency, and robustness on both synthetic and real-world datasets. Codes will be released.
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This paper considers the problem of supervised learning with linear methods when both features and labels can be corrupted, either in the form of heavy tailed data and/or corrupted rows. We introduce a combination of coordinate gradient descent as a learning algorithm together with robust estimators of the partial derivatives. This leads to robust statistical learning methods that have a numerical complexity nearly identical to non-robust ones based on empirical risk minimization. The main idea is simple: while robust learning with gradient descent requires the computational cost of robustly estimating the whole gradient to update all parameters, a parameter can be updated immediately using a robust estimator of a single partial derivative in coordinate gradient descent. We prove upper bounds on the generalization error of the algorithms derived from this idea, that control both the optimization and statistical errors with and without a strong convexity assumption of the risk. Finally, we propose an efficient implementation of this approach in a new python library called linlearn, and demonstrate through extensive numerical experiments that our approach introduces a new interesting compromise between robustness, statistical performance and numerical efficiency for this problem.
It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to compute the posterior marginal probabilities of models and individual covariates. This allows performing Bayesian model selection and model averaging. For large sample sizes, even the Laplace approximation becomes computationally challenging because the optimisation routine involved needs to evaluate the likelihood on the full set of data in multiple iterations. As a consequence, the algorithm is not scalable for large datasets. To address this problem, we suggest using a version of a popular batch stochastic gradient descent (BSGD) algorithm for estimating the marginal likelihood of a GLM by subsampling from the data. We further combine the algorithm with Markov chain Monte Carlo (MCMC) based methods for Bayesian model selection and provide some theoretical results on the convergence of the estimates. Finally, we report results from experiments illustrating the performance of the proposed algorithm.
In black-box function optimization, we need to consider not only controllable design variables but also uncontrollable stochastic environment variables. In such cases, it is necessary to solve the optimization problem by taking into account the uncertainty of the environmental variables. Chance-constrained (CC) problem, the problem of maximizing the expected value under a certain level of constraint satisfaction probability, is one of the practically important problems in the presence of environmental variables. In this study, we consider distributionally robust CC (DRCC) problem and propose a novel DRCC Bayesian optimization method for the case where the distribution of the environmental variables cannot be precisely specified. We show that the proposed method can find an arbitrary accurate solution with high probability in a finite number of trials, and confirm the usefulness of the proposed method through numerical experiments.
Many variations of the classical graph coloring model have been intensively studied due to their multiple applications; scheduling problems and aircraft assignments, for instance, motivate the \emph{robust coloring problem}. This model gets to capture natural constraints of those optimization problems by combining the information provided by two colorings: a vertex coloring of a graph and the induced edge coloring on a subgraph of its complement; the goal is to minimize, among all proper colorings of the graph for a fixed number of colors, the number of edges in the subgraph with the endpoints of the same color. The study of the robust coloring model has been focused on the search for heuristics due to its NP-hard character when using at least three colors, but little progress has been made in other directions. We present a new approach on the problem obtaining the first collection of non heuristic results for general graphs; among them, we prove that robust coloring is the model that better approaches the partition of any system into equal or almost equal conflict-free subsystem, relating strongly this model with the well-known equitable colorings. We also show the NP-completeness of their decision problems for the unsolved case of two colors, obtain bounds on the associated robust coloring parameter, and solve a conjecture on paths that illustrates the complexity of studying this coloring model.
Optimum parameter estimation methods require knowledge of a parametric probability density that statistically describes the available observations. In this work we examine Bayesian and non-Bayesian parameter estimation problems under a data-driven formulation where the necessary parametric probability density is replaced by available data. We present various data-driven versions that either result in neural network approximations of the optimum estimators or in well defined optimization problems that can be solved numerically. In particular, for the data-driven equivalent of non-Bayesian estimation we end up with optimization problems similar to the ones encountered for the design of generative networks.
The conventional approach to data-driven inversion framework is based on Gaussian statistics that presents serious difficulties, especially in the presence of outliers in the measurements. In this work, we present maximum likelihood estimators associated with generalized Gaussian distributions in the context of R\'enyi, Tsallis and Kaniadakis statistics. In this regard, we analytically analyse the outlier-resistance of each proposal through the so-called influence function. In this way, we formulate inverse problems by constructing objective functions linked to the maximum likelihood estimators. To demonstrate the robustness of the generalized methodologies, we consider an important geophysical inverse problem with high noisy data with spikes. The results reveal that the best data inversion performance occurs when the entropic index from each generalized statistic is associated with objective functions proportional to the inverse of the error amplitude. We argue that in such a limit the three approaches are resistant to outliers and are also equivalent, which suggests a lower computational cost for the inversion process due to the reduction of numerical simulations to be performed and the fast convergence of the optimization process.
Optical coherence tomography (OCT) is a prevalent non-invasive imaging method which provides high resolution volumetric visualization of retina. However, its inherent defect, the speckle noise, can seriously deteriorate the tissue visibility in OCT. Deep learning based approaches have been widely used for image restoration, but most of these require a noise-free reference image for supervision. In this study, we present a diffusion probabilistic model that is fully unsupervised to learn from noise instead of signal. A diffusion process is defined by adding a sequence of Gaussian noise to self-fused OCT b-scans. Then the reverse process of diffusion, modeled by a Markov chain, provides an adjustable level of denoising. Our experiment results demonstrate that our method can significantly improve the image quality with a simple working pipeline and a small amount of training data.
In this thesis a probabilistic framework is developed and proposed for Dynamic Object Recognition in 3D Environments. A software package is developed using C++ and Python in ROS that performs the detection and tracking task. Furthermore, a novel Gaussian Process Regression (GPR) based method is developed to detect ground points in different urban scenarios of regular, sloped and rough. The ground surface behavior is assumed to only demonstrate local input-dependent smoothness. kernel's length-scales are obtained. Bayesian inference is implemented sing \textit{Maximum a Posteriori} criterion. The log-marginal likelihood function is assumed to be a multi-task objective function, to represent a whole-frame unbiased view of the ground at each frame because adjacent segments may not have similar ground structure in an uneven scene while having shared hyper-parameter values. Simulation results shows the effectiveness of the proposed method in uneven and rough scenes which outperforms similar Gaussian process based ground segmentation methods.
Generalized linear models are flexible tools for the analysis of diverse datasets, but the classical formulation requires that the parametric component is correctly specified and the data contain no atypical observations. To address these shortcomings we introduce and study a family of nonparametric full rank and lower rank spline estimators that result from the minimization of a penalized power divergence. The proposed class of estimators is easily implementable, offers high protection against outlying observations and can be tuned for arbitrarily high efficiency in the case of clean data. We show that under weak assumptions these estimators converge at a fast rate and illustrate their highly competitive performance on a simulation study and two real-data examples.
Knowledge graph reasoning, which aims at predicting the missing facts through reasoning with the observed facts, is critical to many applications. Such a problem has been widely explored by traditional logic rule-based approaches and recent knowledge graph embedding methods. A principled logic rule-based approach is the Markov Logic Network (MLN), which is able to leverage domain knowledge with first-order logic and meanwhile handle their uncertainty. However, the inference of MLNs is usually very difficult due to the complicated graph structures. Different from MLNs, knowledge graph embedding methods (e.g. TransE, DistMult) learn effective entity and relation embeddings for reasoning, which are much more effective and efficient. However, they are unable to leverage domain knowledge. In this paper, we propose the probabilistic Logic Neural Network (pLogicNet), which combines the advantages of both methods. A pLogicNet defines the joint distribution of all possible triplets by using a Markov logic network with first-order logic, which can be efficiently optimized with the variational EM algorithm. In the E-step, a knowledge graph embedding model is used for inferring the missing triplets, while in the M-step, the weights of logic rules are updated based on both the observed and predicted triplets. Experiments on multiple knowledge graphs prove the effectiveness of pLogicNet over many competitive baselines.
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