MAP Estimation for Bayesian Mixture Models with Submodular Priors

We propose a Bayesian approach where the signal structure can be represented by a mixture model with a submodular prior. We consider an observation model that leads to Lipschitz functions. Due to its combinatorial nature, computing the maximum a posteriori estimate for this model is NP-Hard, nonetheless our converging majorization-minimization scheme yields approximate estimates that, in practice, outperform state-of-the-art methods

Greedy Bayesian Posterior Approximation with Deep Ensembles

Ensembles of independently trained neural networks are a state-of-the-art approach to estimate predictive uncertainty in Deep Learning, and can be interpreted as an approximation of the posterior distribution via a mixture of delta functions. The training of ensembles relies on non-convexity of the loss landscape and random initialization of their individual members, making the resulting posterior approximation uncontrolled. This paper proposes a novel and principled method to tackle this limitation, minimizing an $f$-divergence between the true posterior and a kernel density estimator in a function space. We analyze this objective from a combinatorial point of view, and show that it is submodular with respect to mixture components for any $f$. Subsequently, we consider the problem of ensemble construction, and from the marginal gain of the total objective, we derive a novel diversity term for training ensembles greedily. The performance of our approach is demonstrated on computer vision out-of-distribution detection benchmarks in a range of architectures trained on multiple datasets. The source code of our method is publicly available at https://github.com/MIPT-Oulu/greedy_ensembles_training

Higher-order inference in conditional random fields using submodular functions

Higher-order and dense conditional random fields (CRFs) are expressive graphical models which have been very successful in low-level computer vision applications such as semantic segmentation, and stereo matching. These models are able to capture long-range interactions and higher-order image statistics much better than pairwise CRFs. This expressive power comes at a price though - inference problems in these models are computationally very demanding. This is a particular challenge in computer vision, where fast inference is important and the problem involves millions of pixels. In this thesis, we look at how submodular functions can help us designing efficient inference methods for higher-order and dense CRFs. Submodular functions are special discrete functions that have important properties from an optimisation perspective, and are closely related to convex functions. We use submodularity in a two-fold manner: (a) to design efficient MAP inference algorithm for a robust higher-order model that generalises the widely-used truncated convex models, and (b) to glean insights into a recently proposed variational inference algorithm which give us a principled approach for applying it efficiently to higher-order and dense CRFs

Decision-making with gaussian processes: sampling strategies and monte carlo methods

We study Gaussian processes and their application to decision-making in the real world. We begin by reviewing the foundations of Bayesian decision theory and show how these ideas give rise to methods such as Bayesian optimization. We investigate practical techniques for carrying out these strategies, with an emphasis on estimating and maximizing acquisition functions. Finally, we introduce pathwise approaches to conditioning Gaussian processes and demonstrate key benefits for representing random variables in this manner.Open Acces

Learning with Structured Sparsity: From Discrete to Convex and Back.

In modern-data analysis applications, the abundance of data makes extracting meaningful information from it challenging, in terms of computation, storage, and interpretability. In this setting, exploiting sparsity in data has been essential to the development of scalable methods to problems in machine learning, statistics and signal processing. However, in various applications, the input variables exhibit structure beyond simple sparsity. This motivated the introduction of structured sparsity models, which capture such sophisticated structures, leading to a significant performance gains and better interpretability. Structured sparse approaches have been successfully applied in a variety of domains including computer vision, text processing, medical imaging, and bioinformatics. The goal of this thesis is to improve on these methods and expand their success to a wider range of applications. We thus develop novel methods to incorporate general structure a priori in learning problems, which balance computational and statistical efficiency trade-offs. To achieve this, our results bring together tools from the rich areas of discrete and convex optimization. Applying structured sparsity approaches in general is challenging because structures encountered in practice are naturally combinatorial. An effective approach to circumvent this computational challenge is to employ continuous convex relaxations. We thus start by introducing a new class of structured sparsity models, able to capture a large range of structures, which admit tight convex relaxations amenable to efficient optimization. We then present an in-depth study of the geometric and statistical properties of convex relaxations of general combinatorial structures. In particular, we characterize which structure is lost by imposing convexity and which is preserved. We then focus on the optimization of the convex composite problems that result from the convex relaxations of structured sparsity models. We develop efficient algorithmic tools to solve these problems in a non-Euclidean setting, leading to faster convergence in some cases. Finally, to handle structures that do not admit meaningful convex relaxations, we propose to use, as a heuristic, a non-convex proximal gradient method, efficient for several classes of structured sparsity models. We further extend this method to address a probabilistic structured sparsity model, we introduce to model approximately sparse signals

Simultaneous segmentation and pose estimation of humans using dynamic graph cuts

This paper presents a novel algorithm for performing integrated segmentation and 3D pose estimation of a human body from multiple views. Unlike other state of the art methods which focus on either segmentation or pose estimation individually, our approach tackles these two tasks together. Our method works by optimizing a cost function based on a Conditional Random Field (CRF). This has the advantage that all information in the image (edges, background and foreground appearances), as well as the prior information on the shape and pose of the subject can be combined and used in a Bayesian framework. Optimizing such a cost function would have been computationally infeasible. However, our recent research in dynamic graph cuts allows this to be done much more efficiently than before. We demonstrate the efficacy of our approach on challenging motion sequences. Although we target the human pose inference problem in the paper, our method is completely generic and can be used to segment and infer the pose of any rigid, deformable or articulated object

NEAR-OPTIMALITY AND ROBUSTNESS OF GREEDY ALGORITHMS FOR BAYESIAN POOL-BASED ACTIVE LEARNING

Ph.DDOCTOR OF PHILOSOPH

Advances in Graph-Cut Optimization: Multi-Surface Models, Label Costs, and Hierarchical Costs

Computer vision is full of problems that are elegantly expressed in terms of mathematical optimization, or energy minimization. This is particularly true of low-level inference problems such as cleaning up noisy signals, clustering and classifying data, or estimating 3D points from images. Energies let us state each problem as a clear, precise objective function. Minimizing the correct energy would, hypothetically, yield a good solution to the corresponding problem. Unfortunately, even for low-level problems we are confronted by energies that are computationally hard—often NP-hard—to minimize. As a consequence, a rather large portion of computer vision research is dedicated to proposing better energies and better algorithms for energies. This dissertation presents work along the same line, specifically new energies and algorithms based on graph cuts. We present three distinct contributions. First we consider biomedical segmentation where the object of interest comprises multiple distinct regions of uncertain shape (e.g. blood vessels, airways, bone tissue). We show that this common yet difficult scenario can be modeled as an energy over multiple interacting surfaces, and can be globally optimized by a single graph cut. Second, we introduce multi-label energies with label costs and provide algorithms to minimize them. We show how label costs are useful for clustering and robust estimation problems in vision. Third, we characterize a class of energies with hierarchical costs and propose a novel hierarchical fusion algorithm with improved approximation guarantees. Hierarchical costs are natural for modeling an array of difficult problems, e.g. segmentation with hierarchical context, simultaneous estimation of motions and homographies, or detecting hierarchies of patterns