Non-sparse Linear Representations for Visual Tracking with Online Reservoir Metric Learning

Most sparse linear representation-based trackers need to solve a computationally expensive L1-regularized optimization problem. To address this problem, we propose a visual tracker based on non-sparse linear representations, which admit an efficient closed-form solution without sacrificing accuracy. Moreover, in order to capture the correlation information between different feature dimensions, we learn a Mahalanobis distance metric in an online fashion and incorporate the learned metric into the optimization problem for obtaining the linear representation. We show that online metric learning using proximity comparison significantly improves the robustness of the tracking, especially on those sequences exhibiting drastic appearance changes. Furthermore, in order to prevent the unbounded growth in the number of training samples for the metric learning, we design a time-weighted reservoir sampling method to maintain and update limited-sized foreground and background sample buffers for balancing sample diversity and adaptability. Experimental results on challenging videos demonstrate the effectiveness and robustness of the proposed tracker.Comment: Appearing in IEEE Conf. Computer Vision and Pattern Recognition, 201

Learning Heterogeneous Similarity Measures for Hybrid-Recommendations in Meta-Mining

The notion of meta-mining has appeared recently and extends the traditional meta-learning in two ways. First it does not learn meta-models that provide support only for the learning algorithm selection task but ones that support the whole data-mining process. In addition it abandons the so called black-box approach to algorithm description followed in meta-learning. Now in addition to the datasets, algorithms also have descriptors, workflows as well. For the latter two these descriptions are semantic, describing properties of the algorithms. With the availability of descriptors both for datasets and data mining workflows the traditional modelling techniques followed in meta-learning, typically based on classification and regression algorithms, are no longer appropriate. Instead we are faced with a problem the nature of which is much more similar to the problems that appear in recommendation systems. The most important meta-mining requirements are that suggestions should use only datasets and workflows descriptors and the cold-start problem, e.g. providing workflow suggestions for new datasets. In this paper we take a different view on the meta-mining modelling problem and treat it as a recommender problem. In order to account for the meta-mining specificities we derive a novel metric-based-learning recommender approach. Our method learns two homogeneous metrics, one in the dataset and one in the workflow space, and a heterogeneous one in the dataset-workflow space. All learned metrics reflect similarities established from the dataset-workflow preference matrix. We demonstrate our method on meta-mining over biological (microarray datasets) problems. The application of our method is not limited to the meta-mining problem, its formulations is general enough so that it can be applied on problems with similar requirements

Online Metric-Weighted Linear Representations for Robust Visual Tracking

In this paper, we propose a visual tracker based on a metric-weighted linear representation of appearance. In order to capture the interdependence of different feature dimensions, we develop two online distance metric learning methods using proximity comparison information and structured output learning. The learned metric is then incorporated into a linear representation of appearance. We show that online distance metric learning significantly improves the robustness of the tracker, especially on those sequences exhibiting drastic appearance changes. In order to bound growth in the number of training samples, we design a time-weighted reservoir sampling method. Moreover, we enable our tracker to automatically perform object identification during the process of object tracking, by introducing a collection of static template samples belonging to several object classes of interest. Object identification results for an entire video sequence are achieved by systematically combining the tracking information and visual recognition at each frame. Experimental results on challenging video sequences demonstrate the effectiveness of the method for both inter-frame tracking and object identification.Comment: 51 pages. Appearing in IEEE Transactions on Pattern Analysis and Machine Intelligenc

Structured learning of metric ensembles with application to person re-identification

Matching individuals across non-overlapping camera networks, known as person re-identification, is a fundamentally challenging problem due to the large visual appearance changes caused by variations of viewpoints, lighting, and occlusion. Approaches in literature can be categoried into two streams: The first stream is to develop reliable features against realistic conditions by combining several visual features in a pre-defined way; the second stream is to learn a metric from training data to ensure strong inter-class differences and intra-class similarities. However, seeking an optimal combination of visual features which is generic yet adaptive to different benchmarks is a unsoved problem, and metric learning models easily get over-fitted due to the scarcity of training data in person re-identification. In this paper, we propose two effective structured learning based approaches which explore the adaptive effects of visual features in recognizing persons in different benchmark data sets. Our framework is built on the basis of multiple low-level visual features with an optimal ensemble of their metrics. We formulate two optimization algorithms, CMCtriplet and CMCstruct, which directly optimize evaluation measures commonly used in person re-identification, also known as the Cumulative Matching Characteristic (CMC) curve.Comment: 16 pages. Extended version of "Learning to Rank in Person Re-Identification With Metric Ensembles", at http://www.cv-foundation.org/openaccess/content_cvpr_2015/html/Paisitkriangkrai_Learning_to_Rank_2015_CVPR_paper.html. arXiv admin note: text overlap with arXiv:1503.0154

Adaptive Algorithms For Classification On High-Frequency Data Streams: Application To Finance

Mención Internacional en el título de doctorIn recent years, the problem of concept drift has gained importance in the financial domain. The succession of manias, panics and crashes have stressed the nonstationary nature and the likelihood of drastic structural changes in financial markets. The most recent literature suggests the use of conventional machine learning and statistical approaches for this. However, these techniques are unable or slow to adapt to non-stationarities and may require re-training over time, which is computationally expensive and brings financial risks. This thesis proposes a set of adaptive algorithms to deal with high-frequency data streams and applies these to the financial domain. We present approaches to handle different types of concept drifts and perform predictions using up-to-date models. These mechanisms are designed to provide fast reaction times and are thus applicable to high-frequency data. The core experiments of this thesis are based on the prediction of the price movement direction at different intraday resolutions in the SPDR S&P 500 exchange-traded fund. The proposed algorithms are benchmarked against other popular methods from the data stream mining literature and achieve competitive results. We believe that this thesis opens good research prospects for financial forecasting during market instability and structural breaks. Results have shown that our proposed methods can improve prediction accuracy in many of these scenarios. Indeed, the results obtained are compatible with ideas against the efficient market hypothesis. However, we cannot claim that we can beat consistently buy and hold; therefore, we cannot reject it.Programa de Doctorado en Ciencia y Tecnología Informática por la Universidad Carlos III de MadridPresidente: Gustavo Recio Isasi.- Secretario: Pedro Isasi Viñuela.- Vocal: Sandra García Rodrígue