SO(3)-invariant asymptotic observers for dense depth field estimation based on visual data and known camera motion

In this paper, we use known camera motion associated to a video sequence of a static scene in order to estimate and incrementally refine the surrounding depth field. We exploit the SO(3)-invariance of brightness and depth fields dynamics to customize standard image processing techniques. Inspired by the Horn-Schunck method, we propose a SO(3)-invariant cost to estimate the depth field. At each time step, this provides a diffusion equation on the unit Riemannian sphere that is numerically solved to obtain a real time depth field estimation of the entire field of view. Two asymptotic observers are derived from the governing equations of dynamics, respectively based on optical flow and depth estimations: implemented on noisy sequences of synthetic images as well as on real data, they perform a more robust and accurate depth estimation. This approach is complementary to most methods employing state observers for range estimation, which uniquely concern single or isolated feature points.Comment: Submitte

Hierarchical structure-and-motion recovery from uncalibrated images

This paper addresses the structure-and-motion problem, that requires to find camera motion and 3D struc- ture from point matches. A new pipeline, dubbed Samantha, is presented, that departs from the prevailing sequential paradigm and embraces instead a hierarchical approach. This method has several advantages, like a provably lower computational complexity, which is necessary to achieve true scalability, and better error containment, leading to more stability and less drift. Moreover, a practical autocalibration procedure allows to process images without ancillary information. Experiments with real data assess the accuracy and the computational efficiency of the method.Comment: Accepted for publication in CVI

Provably Convergent Schr\"odinger Bridge with Applications to Probabilistic Time Series Imputation

The Schr\"odinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized optimal transport problem, which conducts projections onto every other marginal alternatingly. However, in practice, only approximated projections are accessible and their convergence is not well understood. To fill this gap, we present a first convergence analysis of the Schr\"odinger bridge algorithm based on approximated projections. As for its practical applications, we apply SBP to probabilistic time series imputation by generating missing values conditioned on observed data. We show that optimizing the transport cost improves the performance and the proposed algorithm achieves the state-of-the-art result in healthcare and environmental data while exhibiting the advantage of exploring both temporal and feature patterns in probabilistic time series imputation.Comment: Accepted by ICML 202

Implicit regularization and momentum algorithms in nonlinear adaptive control and prediction

Stable concurrent learning and control of dynamical systems is the subject of adaptive control. Despite being an established field with many practical applications and a rich theory, much of the development in adaptive control for nonlinear systems revolves around a few key algorithms. By exploiting strong connections between classical adaptive nonlinear control techniques and recent progress in optimization and machine learning, we show that there exists considerable untapped potential in algorithm development for both adaptive nonlinear control and adaptive dynamics prediction. We first introduce first-order adaptation laws inspired by natural gradient descent and mirror descent. We prove that when there are multiple dynamics consistent with the data, these non-Euclidean adaptation laws implicitly regularize the learned model. Local geometry imposed during learning thus may be used to select parameter vectors - out of the many that will achieve perfect tracking or prediction - for desired properties such as sparsity. We apply this result to regularized dynamics predictor and observer design, and as concrete examples consider Hamiltonian systems, Lagrangian systems, and recurrent neural networks. We subsequently develop a variational formalism based on the Bregman Lagrangian to define adaptation laws with momentum applicable to linearly parameterized systems and to nonlinearly parameterized systems satisfying monotonicity or convexity requirements. We show that the Euler Lagrange equations for the Bregman Lagrangian lead to natural gradient and mirror descent-like adaptation laws with momentum, and we recover their first-order analogues in the infinite friction limit. We illustrate our analyses with simulations demonstrating our theoretical results.Comment: v6: cosmetic adjustments to figures 4, 5, and 6. v5: final version, accepted for publication in Neural Computation. v4: significant updates, revamped section on dynamics prediction and exploiting structure. v3: new general theorems and extensions to dynamic prediction. 37 pages, 3 figures. v2: significant updates; submission read

Trifocal Relative Pose from Lines at Points and its Efficient Solution

We present a new minimal problem for relative pose estimation mixing point features with lines incident at points observed in three views and its efficient homotopy continuation solver. We demonstrate the generality of the approach by analyzing and solving an additional problem with mixed point and line correspondences in three views. The minimal problems include correspondences of (i) three points and one line and (ii) three points and two lines through two of the points which is reported and analyzed here for the first time. These are difficult to solve, as they have 216 and - as shown here - 312 solutions, but cover important practical situations when line and point features appear together, e.g., in urban scenes or when observing curves. We demonstrate that even such difficult problems can be solved robustly using a suitable homotopy continuation technique and we provide an implementation optimized for minimal problems that can be integrated into engineering applications. Our simulated and real experiments demonstrate our solvers in the camera geometry computation task in structure from motion. We show that new solvers allow for reconstructing challenging scenes where the standard two-view initialization of structure from motion fails.Comment: This material is based upon work supported by the National Science Foundation under Grant No. DMS-1439786 while most authors were in residence at Brown University's Institute for Computational and Experimental Research in Mathematics -- ICERM, in Providence, R

Learning and Designing Stochastic Processes from Logical Constraints

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics must be known exactly. As this is seldom the case, many methods have been devised over the last decade to infer (learn) such parameters from observations of the state of the system. In this paper, we depart from this approach by assuming that our observations are {\it qualitative} properties encoded as satisfaction of linear temporal logic formulae, as opposed to quantitative observations of the state of the system. An important feature of this approach is that it unifies naturally the system identification and the system design problems, where the properties, instead of observations, represent requirements to be satisfied. We develop a principled statistical estimation procedure based on maximising the likelihood of the system's parameters, using recent ideas from statistical machine learning. We demonstrate the efficacy and broad applicability of our method on a range of simple but non-trivial examples, including rumour spreading in social networks and hybrid models of gene regulation

On the Convergence and Sample Complexity Analysis of Deep Q-Networks with ϵ\epsilon-Greedy Exploration

This paper provides a theoretical understanding of Deep Q-Network (DQN) with the $\varepsilon$-greedy exploration in deep reinforcement learning. Despite the tremendous empirical achievement of the DQN, its theoretical characterization remains underexplored. First, the exploration strategy is either impractical or ignored in the existing analysis. Second, in contrast to conventional Q-learning algorithms, the DQN employs the target network and experience replay to acquire an unbiased estimation of the mean-square Bellman error (MSBE) utilized in training the Q-network. However, the existing theoretical analysis of DQNs lacks convergence analysis or bypasses the technical challenges by deploying a significantly overparameterized neural network, which is not computationally efficient. This paper provides the first theoretical convergence and sample complexity analysis of the practical setting of DQNs with $\epsilon$-greedy policy. We prove an iterative procedure with decaying $\epsilon$ converges to the optimal Q-value function geometrically. Moreover, a higher level of $\epsilon$ values enlarges the region of convergence but slows down the convergence, while the opposite holds for a lower level of $\epsilon$ values. Experiments justify our established theoretical insights on DQNs