Vector Approximate Message Passing for the Generalized Linear Model

The generalized linear model (GLM), where a random vector $\boldsymbol{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform output $\boldsymbol{z}=\boldsymbol{Ax}$, arises in a range of applications such as robust regression, binary classification, quantized compressed sensing, phase retrieval, photon-limited imaging, and inference from neural spike trains. When $\boldsymbol{A}$ is large and i.i.d. Gaussian, the generalized approximate message passing (GAMP) algorithm is an efficient means of MAP or marginal inference, and its performance can be rigorously characterized by a scalar state evolution. For general $\boldsymbol{A}$, though, GAMP can misbehave. Damping and sequential-updating help to robustify GAMP, but their effects are limited. Recently, a "vector AMP" (VAMP) algorithm was proposed for additive white Gaussian noise channels. VAMP extends AMP's guarantees from i.i.d. Gaussian $\boldsymbol{A}$ to the larger class of rotationally invariant $\boldsymbol{A}$. In this paper, we show how VAMP can be extended to the GLM. Numerical experiments show that the proposed GLM-VAMP is much more robust to ill-conditioning in $\boldsymbol{A}$ than damped GAMP

Multi-Action Recognition via Stochastic Modelling of Optical Flow and Gradients

In this paper we propose a novel approach to multi-action recognition that performs joint segmentation and classification. This approach models each action using a Gaussian mixture using robust low-dimensional action features. Segmentation is achieved by performing classification on overlapping temporal windows, which are then merged to produce the final result. This approach is considerably less complicated than previous methods which use dynamic programming or computationally expensive hidden Markov models (HMMs). Initial experiments on a stitched version of the KTH dataset show that the proposed approach achieves an accuracy of 78.3%, outperforming a recent HMM-based approach which obtained 71.2%

A robust sparse representation model for hyperspectral image classification

Sparse representation has been extensively investigated for hyperspectral image (HSI) classification and led to substantial improvements in the performance over the traditional methods, such as support vector machine (SVM). However, the existing sparsity-based classification methods typically assume Gaussian noise, neglecting the fact that HSIs are often corrupted by different types of noise in practice. In this paper, we develop a robust classification model that admits realistic mixed noise, which includes Gaussian noise and sparse noise. We combine a model for mixed noise with a prior on the representation coefficients of input data within a unified framework, which produces three kinds of robust classification methods based on sparse representation classification (SRC), joint SRC and joint SRC on a super-pixels level. Experimental results on simulated and real data demonstrate the effectiveness of the proposed method and clear benefits from the introduced mixed-noise model

Robust Adaptive Median Binary Pattern for noisy texture classification and retrieval

Texture is an important cue for different computer vision tasks and applications. Local Binary Pattern (LBP) is considered one of the best yet efficient texture descriptors. However, LBP has some notable limitations, mostly the sensitivity to noise. In this paper, we address these criteria by introducing a novel texture descriptor, Robust Adaptive Median Binary Pattern (RAMBP). RAMBP based on classification process of noisy pixels, adaptive analysis window, scale analysis and image regions median comparison. The proposed method handles images with high noisy textures, and increases the discriminative properties by capturing microstructure and macrostructure texture information. The proposed method has been evaluated on popular texture datasets for classification and retrieval tasks, and under different high noise conditions. Without any train or prior knowledge of noise type, RAMBP achieved the best classification compared to state-of-the-art techniques. It scored more than $90\%$ under $50\%$ impulse noise densities, more than $95\%$ under Gaussian noised textures with standard deviation $\sigma = 5$, and more than $99\%$ under Gaussian blurred textures with standard deviation $\sigma = 1.25$. The proposed method yielded competitive results and high performance as one of the best descriptors in noise-free texture classification. Furthermore, RAMBP showed also high performance for the problem of noisy texture retrieval providing high scores of recall and precision measures for textures with high levels of noise

Doubly Stochastic Variational Inference for Deep Gaussian Processes

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs, but inference in these models has proved challenging. Existing approaches to inference in DGP models assume approximate posteriors that force independence between the layers, and do not work well in practice. We present a doubly stochastic variational inference algorithm, which does not force independence between layers. With our method of inference we demonstrate that a DGP model can be used effectively on data ranging in size from hundreds to a billion points. We provide strong empirical evidence that our inference scheme for DGPs works well in practice in both classification and regression.Comment: NIPS 201