Ship Wake Detection in SAR Images via Sparse Regularization

In order to analyse synthetic aperture radar (SAR) images of the sea surface, ship wake detection is essential for extracting information on the wake generating vessels. One possibility is to assume a linear model for wakes, in which case detection approaches are based on transforms such as Radon and Hough. These express the bright (dark) lines as peak (trough) points in the transform domain. In this paper, ship wake detection is posed as an inverse problem, which the associated cost function including a sparsity enforcing penalty, i.e. the generalized minimax concave (GMC) function. Despite being a non-convex regularizer, the GMC penalty enforces the overall cost function to be convex. The proposed solution is based on a Bayesian formulation, whereby the point estimates are recovered using maximum a posteriori (MAP) estimation. To quantify the performance of the proposed method, various types of SAR images are used, corresponding to TerraSAR-X, COSMO-SkyMed, Sentinel-1, and ALOS2. The performance of various priors in solving the proposed inverse problem is first studied by investigating the GMC along with the L1, Lp, nuclear and total variation (TV) norms. We show that the GMC achieves the best results and we subsequently study the merits of the corresponding method in comparison to two state-of-the-art approaches for ship wake detection. The results show that our proposed technique offers the best performance by achieving 80% success rate.Comment: 18 page

On Solving SAR Imaging Inverse Problems Using Non-Convex Regularization with a Cauchy-based Penalty

Synthetic aperture radar (SAR) imagery can provide useful information in a multitude of applications, including climate change, environmental monitoring, meteorology, high dimensional mapping, ship monitoring, or planetary exploration. In this paper, we investigate solutions to a number of inverse problems encountered in SAR imaging. We propose a convex proximal splitting method for the optimization of a cost function that includes a non-convex Cauchy-based penalty. The convergence of the overall cost function optimization is ensured through careful selection of model parameters within a forward-backward (FB) algorithm. The performance of the proposed penalty function is evaluated by solving three standard SAR imaging inverse problems, including super-resolution, image formation, and despeckling, as well as ship wake detection for maritime applications. The proposed method is compared to several methods employing classical penalty functions such as total variation ($TV$) and $L_1$ norms, and to the generalized minimax-concave (GMC) penalty. We show that the proposed Cauchy-based penalty function leads to better image reconstruction results when compared to the reference penalty functions for all SAR imaging inverse problems in this paper.Comment: 18 pages, 7 figure

Improving the Practicality of Model-Based Reinforcement Learning: An Investigation into Scaling up Model-Based Methods in Online Settings

This thesis is a response to the current scarcity of practical model-based control algorithms in the reinforcement learning (RL) framework. As of yet there is no consensus on how best to integrate imperfect transition models into RL whilst mitigating policy improvement instabilities in online settings. Current state-of-the-art policy learning algorithms that surpass human performance often rely on model-free approaches that enjoy unmitigated sampling of transition data. Model-based RL (MBRL) instead attempts to distil experience into transition models that allow agents to plan new policies without needing to return to the environment and sample more data. The initial focus of this investigation is on kernel conditional mean embeddings (CMEs) (Song et al., 2009) deployed in an approximate policy iteration (API) algorithm (Grünewälder et al., 2012a). This existing MBRL algorithm boasts theoretically stable policy updates in continuous state and discrete action spaces. The Bellman operator’s value function and (transition) conditional expectation are modelled and embedded respectively as functions in a reproducing kernel Hilbert space (RKHS). The resulting finite-induced approximate pseudo-MDP (Yao et al., 2014a) can be solved exactly in a dynamic programming algorithm with policy improvement suboptimality guarantees. However model construction and policy planning scale cubically and quadratically respectively with the training set size, rendering the CME impractical for sampleabundant tasks in online settings. Three variants of CME API are investigated to strike a balance between stable policy updates and reduced computational complexity. The first variant models the value function and state-action representation explicitly in a parametric CME (PCME) algorithm with favourable computational complexity. However a soft conservative policy update technique is developed to mitigate policy learning oscillations in the planning process. The second variant returns to the non-parametric embedding and contributes (along with external work) to the compressed CME (CCME); a sparse and computationally more favourable CME. The final variant is a fully end-to-end differentiable embedding trained with stochastic gradient updates. The value function remains modelled in an RKHS such that backprop is driven by a non-parametric RKHS loss function. Actively compressed CME (ACCME) satisfies the pseudo-MDP contraction constraint using a sparse softmax activation function. The size of the pseudo-MDP (i.e. the size of the embedding’s last layer) is controlled by sparsifying the last layer weight matrix by extending the truncated gradient method (Langford et al., 2009) with group lasso updates in a novel ‘use it or lose it’ neuron pruning mechanism. Surprisingly this technique does not require extensive fine-tuning between control tasks

Quadtree Structured Approximation Algorithms

The success of many image restoration algorithms is often due to their ability to sparsely describe the original signal. Many sparse promoting transforms exist, including wavelets, the so called ‘lets’ family of transforms and more recent non-local learned transforms. The first part of this thesis reviews sparse approximation theory, particularly in relation to 2-D piecewise polynomial signals. We also show the connection between this theory and current state of the art algorithms that cover the following image restoration and enhancement applications: denoising, deconvolution, interpolation and multi-view super resolution. In [63], Shukla et al. proposed a compression algorithm, based on a sparse quadtree decomposition model, which could optimally represent piecewise polynomial images. In the second part of this thesis we adapt this model to image restoration by changing the rate-distortion penalty to a description-length penalty. Moreover, one of the major drawbacks of this type of approximation is the computational complexity required to find a suitable subspace for each node of the quadtree. We address this issue by searching for a suitable subspace much more efficiently using the mathematics of updating matrix factorisations. Novel algorithms are developed to tackle the four problems previously mentioned. Simulation results indicate that we beat state of the art results when the original signal is in the model (e.g. depth images) and are competitive for natural images when the degradation is high.Open Acces

Partial Index Tracking: A Meta-Learning Approach

Partial index tracking aims to cost effectively replicate the performance of a benchmark index by using a small number of assets. It is usually formulated as a regression problem, but solving it subject to real-world constraints is non-trivial. For example, the common L1 regularised model for sparse regression (i.e., LASSO) is not compatible with those constraints. In this work, we meta-learn a sparse asset selection and weighting strategy that subsequently enables effective partial index tracking by quadratic programming. In particular, we adopt an element-wise L1 norm for sparse regularisation, and meta-learn the weight for each L1 term. Rather than meta-learning a fixed set of hyper-parameters, we meta-learn an inductive predictor for them based on market history, which allows generalisation over time, and even across markets. Experiments are conducted on four indices from different countries, and the empirical results demonstrate the superiority of our method over other baselines. The code is released at https://github.com/qmfin/MetaIndexTracker

Compressive Sensing Approaches for Autonomous Object Detection in Video Sequences

Video analytics requires operating with large amounts of data. Compressive sensing allows to reduce the number of measurements required to represent the video using the prior knowledge of sparsity of the original signal, but it imposes certain conditions on the design matrix. The Bayesian compressive sensing approach relaxes the limitations of the conventional approach using the probabilistic reasoning and allows to include different prior knowledge about the signal structure. This paper presents two Bayesian compressive sensing methods for autonomous object detection in a video sequence from a static camera. Their performance is compared on real datasets with the non-Bayesian greedy algorithm. It is shown that the Bayesian methods can provide more effective results than the greedy algorithm in terms of both accuracy and computational time