We introduce a novel edge tracing algorithm using Gaussian process regression. Our edge-based segmentation algorithm models an edge of interest using Gaussian process regression and iteratively searches the image for edge pixels in a recursive Bayesian scheme. This procedure combines local edge information from the image gradient and global structural information from posterior curves, sampled from the model's posterior predictive distribution, to sequentially build and refine an observation set of edge pixels. This accumulation of pixels converges the distribution to the edge of interest. Hyperparameters can be tuned by the user at initialisation and optimised given the refined observation set. This tunable approach does not require any prior training and is not restricted to any particular type of imaging domain. Due to the model's uncertainty quantification, the algorithm is robust to artefacts and occlusions which degrade the quality and continuity of edges in images. Our approach also has the ability to efficiently trace edges in image sequences by using previous-image edge traces as a priori information for consecutive images. Various applications to medical imaging and satellite imaging are used to validate the technique and comparisons are made with two commonly used edge tracing algorithms.
Model development often takes data structure, subject matter considerations, model assumptions, and goodness of fit into consideration. To diagnose issues with any of these factors, it can be helpful to understand regression model estimates at a more granular level. We propose a new method for decomposing point estimates from a regression model via weights placed on data clusters. The weights are informed only by the model specification and data availability and thus can be used to explicitly link the effects of data imbalance and model assumptions to actual model estimates. The weight matrix has been understood in linear models as the hat matrix in the existing literature. We extend it to Bayesian hierarchical regression models that incorporate prior information and complicated dependence structures through the covariance among random effects. We show that the model weights, which we call borrowing factors, generalize shrinkage and information borrowing to all regression models. In contrast, the focus of the hat matrix has been mainly on the diagonal elements indicating the amount of leverage. We also provide metrics that summarize the borrowing factors and are practically useful. We present the theoretical properties of the borrowing factors and associated metrics and demonstrate their usage in two examples. By explicitly quantifying borrowing and shrinkage, researchers can better incorporate domain knowledge and evaluate model performance and the impacts of data properties such as data imbalance or influential points.
Sparse methods are the standard approach to obtain interpretable models with high prediction accuracy. Alternatively, algorithmic ensemble methods can achieve higher prediction accuracy at the cost of loss of interpretability. However, the use of blackbox methods has been heavily criticized for high-stakes decisions and it has been argued that there does not have to be a trade-off between accuracy and interpretability. To combine high accuracy with interpretability, we generalize best subset selection to best split selection. Best split selection constructs a small number of sparse models learned jointly from the data which are then combined in an ensemble. Best split selection determines the models by splitting the available predictor variables among the different models when fitting the data. The proposed methodology results in an ensemble of sparse and diverse models that each provide a possible explanation for the relationship between the predictors and the response. The high computational cost of best split selection motivates the need for computational tractable approximations. We evaluate a method developed by Christidis et al. (2020) which can be seen as a multi-convex relaxation of best split selection.
The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach makes it possible to estimate an uncertainty of time series prediction and calculate value at risk characteristics. A hierarchical model for time series using Bayesian regression has been considered. In this approach, one set of parameters is the same for all data samples, other parameters can be different for different groups of data samples. Such an approach allows using this model in the case of short historical data for specified time series, e.g. in the case of new stores or new products in the sales prediction problem. In the study of predictive models stacking, the models ARIMA, Neural Network, Random Forest, Extra Tree were used for the prediction on the first level of model ensemble. On the second level, time series predictions of these models on the validation set were used for stacking by Bayesian regression. This approach gives distributions for regression coefficients of these models. It makes it possible to estimate the uncertainty contributed by each model to stacking result. The information about these distributions allows us to select an optimal set of stacking models, taking into account the domain knowledge. The probabilistic approach for stacking predictive models allows us to make risk assessment for the predictions that are important in a decision-making process.
When the data are sparse, optimization of hyperparameters of the kernel in Gaussian process regression by the commonly used maximum likelihood estimation (MLE) criterion often leads to overfitting. We show that choosing hyperparameters (in this case, kernel length parameter and regularization parameter) based on a criterion of the completeness of the basis in the corresponding linear regression problem is superior to MLE. We show that this is facilitated by the use of high-dimensional model representation (HDMR) whereby a low-order HDMR representation can provide reliable reference functions and large synthetic test data sets needed for basis parameter optimization even when the original data are few.
Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused on a large-$n$ asymptotics, characterising the behaviour of GP regression as the amount of data increases. Fixed-sample analysis is much more difficult outside of simple cases, such as locations on a regular grid. In this work we perform a fixed-sample analysis that was first studied in the context of approximation theory by Driscoll & Fornberg (2002), called the "flat limit". In flat-limit asymptotics, the goal is to characterise kernel methods as the length-scale of the kernel function tends to infinity, so that kernels appear flat over the range of the data. Surprisingly, this limit is well-defined, and displays interesting behaviour: Driscoll & Fornberg showed that radial basis interpolation converges in the flat limit to polynomial interpolation, if the kernel is Gaussian. Leveraging recent results on the spectral behaviour of kernel matrices in the flat limit, we study the flat limit of Gaussian process regression. Results show that Gaussian process regression tends in the flat limit to (multivariate) polynomial regression, or (polyharmonic) spline regression, depending on the kernel. Importantly, this holds for both the predictive mean and the predictive variance, so that the posterior predictive distributions become equivalent. Our results have practical consequences: for instance, they show that optimal GP predictions in the sense of leave-one-out loss may occur at very large length-scales, which would be invisible to current implementations because of numerical difficulties.
This paper proposes a method for modeling human driver interactions that relies on multi-output gaussian processes. The proposed method is developed as a refinement of the game theoretical hierarchical reasoning approach called "level-k reasoning" which conventionally assigns discrete levels of behaviors to agents. Although it is shown to be an effective modeling tool, the level-k reasoning approach may pose undesired constraints for predicting human decision making due to a limited number (usually 2 or 3) of driver policies it extracts. The proposed approach is put forward to fill this gap in the literature by introducing a continuous domain framework that enables an infinite policy space. By using the approach presented in this paper, more accurate driver models can be obtained, which can then be employed for creating high fidelity simulation platforms for the validation of autonomous vehicle control algorithms. The proposed method is validated on a real traffic dataset and compared with the conventional level-k approach to demonstrate its contributions and implications.
Existing image inpainting methods typically fill holes by borrowing information from surrounding image regions. They often produce unsatisfactory results when the holes overlap with or touch foreground objects due to lack of information about the actual extent of foreground and background regions within the holes. These scenarios, however, are very important in practice, especially for applications such as distracting object removal. To address the problem, we propose a foreground-aware image inpainting system that explicitly disentangles structure inference and content completion. Specifically, our model learns to predict the foreground contour first, and then inpaints the missing region using the predicted contour as guidance. We show that by this disentanglement, the contour completion model predicts reasonable contours of objects, and further substantially improves the performance of image inpainting. Experiments show that our method significantly outperforms existing methods and achieves superior inpainting results on challenging cases with complex compositions.
Modern inexpensive imaging sensors suffer from inherent hardware constraints which often result in captured images of poor quality. Among the most common ways to deal with such limitations is to rely on burst photography, which nowadays acts as the backbone of all modern smartphone imaging applications. In this work, we focus on the fact that every frame of a burst sequence can be accurately described by a forward (physical) model. This in turn allows us to restore a single image of higher quality from a sequence of low quality images as the solution of an optimization problem. Inspired by an extension of the gradient descent method that can handle non-smooth functions, namely the proximal gradient descent, and modern deep learning techniques, we propose a convolutional iterative network with a transparent architecture. Our network, uses a burst of low quality image frames and is able to produce an output of higher image quality recovering fine details which are not distinguishable in any of the original burst frames. We focus both on the burst photography pipeline as a whole, i.e. burst demosaicking and denoising, as well as on the traditional Gaussian denoising task. The developed method demonstrates consistent state-of-the art performance across the two tasks and as opposed to other recent deep learning approaches does not have any inherent restrictions either to the number of frames or their ordering.
In this paper, we present a new method for detecting road users in an urban environment which leads to an improvement in multiple object tracking. Our method takes as an input a foreground image and improves the object detection and segmentation. This new image can be used as an input to trackers that use foreground blobs from background subtraction. The first step is to create foreground images for all the frames in an urban video. Then, starting from the original blobs of the foreground image, we merge the blobs that are close to one another and that have similar optical flow. The next step is extracting the edges of the different objects to detect multiple objects that might be very close (and be merged in the same blob) and to adjust the size of the original blobs. At the same time, we use the optical flow to detect occlusion of objects that are moving in opposite directions. Finally, we make a decision on which information we keep in order to construct a new foreground image with blobs that can be used for tracking. The system is validated on four videos of an urban traffic dataset. Our method improves the recall and precision metrics for the object detection task compared to the vanilla background subtraction method and improves the CLEAR MOT metrics in the tracking tasks for most videos.
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.