Eye in the Sky: Real-time Drone Surveillance System (DSS) for Violent Individuals Identification using ScatterNet Hybrid Deep Learning Network

Drone systems have been deployed by various law enforcement agencies to monitor hostiles, spy on foreign drug cartels, conduct border control operations, etc. This paper introduces a real-time drone surveillance system to identify violent individuals in public areas. The system first uses the Feature Pyramid Network to detect humans from aerial images. The image region with the human is used by the proposed ScatterNet Hybrid Deep Learning (SHDL) network for human pose estimation. The orientations between the limbs of the estimated pose are next used to identify the violent individuals. The proposed deep network can learn meaningful representations quickly using ScatterNet and structural priors with relatively fewer labeled examples. The system detects the violent individuals in real-time by processing the drone images in the cloud. This research also introduces the aerial violent individual dataset used for training the deep network which hopefully may encourage researchers interested in using deep learning for aerial surveillance. The pose estimation and violent individuals identification performance is compared with the state-of-the-art techniques.Comment: To Appear in the Efficient Deep Learning for Computer Vision (ECV) workshop at IEEE Computer Vision and Pattern Recognition (CVPR) 2018. Youtube demo at this: https://www.youtube.com/watch?v=zYypJPJipY

High-performance Kernel Machines with Implicit Distributed Optimization and Randomization

In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the underlying statistical dependencies. Kernel methods fit this need well, as they constitute a versatile and principled statistical methodology for solving a wide range of non-parametric modelling problems. However, their high computational costs (in storage and time) pose a significant barrier to their widespread adoption in big data applications. We propose an algorithmic framework and high-performance implementation for massive-scale training of kernel-based statistical models, based on combining two key technical ingredients: (i) distributed general purpose convex optimization, and (ii) the use of randomization to improve the scalability of kernel methods. Our approach is based on a block-splitting variant of the Alternating Directions Method of Multipliers, carefully reconfigured to handle very large random feature matrices, while exploiting hybrid parallelism typically found in modern clusters of multicore machines. Our implementation supports a variety of statistical learning tasks by enabling several loss functions, regularization schemes, kernels, and layers of randomized approximations for both dense and sparse datasets, in a highly extensible framework. We evaluate the ability of our framework to learn models on data from applications, and provide a comparison against existing sequential and parallel libraries.Comment: Work presented at MMDS 2014 (June 2014) and JSM 201

Hybrid model using logit and nonparametric methods for predicting micro-entity failure

Following the calls from literature on bankruptcy, a parsimonious hybrid bankruptcy model is developed in this paper by combining parametric and non-parametric approaches.To this end, the variables with the highest predictive power to detect bankruptcy are selected using logistic regression (LR). Subsequently, alternative non-parametric methods (Multilayer Perceptron, Rough Set, and Classification-Regression Trees) are applied, in turn, to firms classified as either “bankrupt” or “not bankrupt”. Our findings show that hybrid models, particularly those combining LR and Multilayer Perceptron, offer better accuracy performance and interpretability and converge faster than each method implemented in isolation. Moreover, the authors demonstrate that the introduction of non-financial and macroeconomic variables complement financial ratios for bankruptcy prediction

Learning detectors quickly using structured covariance matrices

Computer vision is increasingly becoming interested in the rapid estimation of object detectors. Canonical hard negative mining strategies are slow as they require multiple passes of the large negative training set. Recent work has demonstrated that if the distribution of negative examples is assumed to be stationary, then Linear Discriminant Analysis (LDA) can learn comparable detectors without ever revisiting the negative set. Even with this insight, however, the time to learn a single object detector can still be on the order of tens of seconds on a modern desktop computer. This paper proposes to leverage the resulting structured covariance matrix to obtain detectors with identical performance in orders of magnitude less time and memory. We elucidate an important connection to the correlation filter literature, demonstrating that these can also be trained without ever revisiting the negative set