Hamiltonian Monte Carlo Acceleration Using Surrogate Functions with Random Bases

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov Chain Monte Carlo (MCMC) methods, namely, Hamiltonian Monte Carlo (HMC). The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the art methods

Learning sparse representations of depth

This paper introduces a new method for learning and inferring sparse representations of depth (disparity) maps. The proposed algorithm relaxes the usual assumption of the stationary noise model in sparse coding. This enables learning from data corrupted with spatially varying noise or uncertainty, typically obtained by laser range scanners or structured light depth cameras. Sparse representations are learned from the Middlebury database disparity maps and then exploited in a two-layer graphical model for inferring depth from stereo, by including a sparsity prior on the learned features. Since they capture higher-order dependencies in the depth structure, these priors can complement smoothness priors commonly used in depth inference based on Markov Random Field (MRF) models. Inference on the proposed graph is achieved using an alternating iterative optimization technique, where the first layer is solved using an existing MRF-based stereo matching algorithm, then held fixed as the second layer is solved using the proposed non-stationary sparse coding algorithm. This leads to a general method for improving solutions of state of the art MRF-based depth estimation algorithms. Our experimental results first show that depth inference using learned representations leads to state of the art denoising of depth maps obtained from laser range scanners and a time of flight camera. Furthermore, we show that adding sparse priors improves the results of two depth estimation methods: the classical graph cut algorithm by Boykov et al. and the more recent algorithm of Woodford et al.Comment: 12 page

Herding as a Learning System with Edge-of-Chaos Dynamics

Herding defines a deterministic dynamical system at the edge of chaos. It generates a sequence of model states and parameters by alternating parameter perturbations with state maximizations, where the sequence of states can be interpreted as "samples" from an associated MRF model. Herding differs from maximum likelihood estimation in that the sequence of parameters does not converge to a fixed point and differs from an MCMC posterior sampling approach in that the sequence of states is generated deterministically. Herding may be interpreted as a"perturb and map" method where the parameter perturbations are generated using a deterministic nonlinear dynamical system rather than randomly from a Gumbel distribution. This chapter studies the distinct statistical characteristics of the herding algorithm and shows that the fast convergence rate of the controlled moments may be attributed to edge of chaos dynamics. The herding algorithm can also be generalized to models with latent variables and to a discriminative learning setting. The perceptron cycling theorem ensures that the fast moment matching property is preserved in the more general framework

Temporal Extension of Scale Pyramid and Spatial Pyramid Matching for Action Recognition

Historically, researchers in the field have spent a great deal of effort to create image representations that have scale invariance and retain spatial location information. This paper proposes to encode equivalent temporal characteristics in video representations for action recognition. To achieve temporal scale invariance, we develop a method called temporal scale pyramid (TSP). To encode temporal information, we present and compare two methods called temporal extension descriptor (TED) and temporal division pyramid (TDP) . Our purpose is to suggest solutions for matching complex actions that have large variation in velocity and appearance, which is missing from most current action representations. The experimental results on four benchmark datasets, UCF50, HMDB51, Hollywood2 and Olympic Sports, support our approach and significantly outperform state-of-the-art methods. Most noticeably, we achieve 65.0% mean accuracy and 68.2% mean average precision on the challenging HMDB51 and Hollywood2 datasets which constitutes an absolute improvement over the state-of-the-art by 7.8% and 3.9%, respectively