The low-rank decomposition of correlation-enhanced superpixels for video segmentation

Low-rank decomposition (LRD) is an effective scheme to explore the affinity among superpixels in the image and video segmentation. However, the superpixel feature collected based on colour, shape, and texture may be rough, incompatible, and even conflicting if multiple features extracted in various manners are vectored and stacked straight together. It poses poor correlation, inconsistence on intra-category superpixels, and similarities on inter-category superpixels. This paper proposes a correlation-enhanced superpixel for video segmentation in the framework of LRD. Our algorithm mainly consists of two steps, feature analysis to establish the initial affinity among superpixels, followed by construction of a correlation-enhanced superpixel. This work is very helpful to perform LRD effectively and find the affinity accurately and quickly. Experiments conducted on datasets validate the proposed method. Comparisons with the state-of-the-art algorithms show higher speed and more precise in video segmentation

Online updating of active function cross-entropy clustering

Gaussian mixture models have many applications in density estimation and data clustering. However, the model does not adapt well to curved and strongly nonlinear data, since many Gaussian components are typically needed to appropriately fit the data that lie around the nonlinear manifold. To solve this problem, the active function cross-entropy clustering (afCEC) method was constructed. In this article, we present an online afCEC algorithm. Thanks to this modification, we obtain a method which is able to remove unnecessary clusters very fast and, consequently, we obtain lower computational complexity. Moreover, we obtain a better minimum (with a lower value of the cost function). The modification allows to process data streams

Spectral Convergence of the connection Laplacian from random samples

Spectral methods that are based on eigenvectors and eigenvalues of discrete graph Laplacians, such as Diffusion Maps and Laplacian Eigenmaps are often used for manifold learning and non-linear dimensionality reduction. It was previously shown by Belkin and Niyogi \cite{belkin_niyogi:2007} that the eigenvectors and eigenvalues of the graph Laplacian converge to the eigenfunctions and eigenvalues of the Laplace-Beltrami operator of the manifold in the limit of infinitely many data points sampled independently from the uniform distribution over the manifold. Recently, we introduced Vector Diffusion Maps and showed that the connection Laplacian of the tangent bundle of the manifold can be approximated from random samples. In this paper, we present a unified framework for approximating other connection Laplacians over the manifold by considering its principle bundle structure. We prove that the eigenvectors and eigenvalues of these Laplacians converge in the limit of infinitely many independent random samples. We generalize the spectral convergence results to the case where the data points are sampled from a non-uniform distribution, and for manifolds with and without boundary

Riemannian Multi-Manifold Modeling

This paper advocates a novel framework for segmenting a dataset in a Riemannian manifold $M$ into clusters lying around low-dimensional submanifolds of $M$. Important examples of $M$, for which the proposed clustering algorithm is computationally efficient, are the sphere, the set of positive definite matrices, and the Grassmannian. The clustering problem with these examples of $M$ is already useful for numerous application domains such as action identification in video sequences, dynamic texture clustering, brain fiber segmentation in medical imaging, and clustering of deformed images. The proposed clustering algorithm constructs a data-affinity matrix by thoroughly exploiting the intrinsic geometry and then applies spectral clustering. The intrinsic local geometry is encoded by local sparse coding and more importantly by directional information of local tangent spaces and geodesics. Theoretical guarantees are established for a simplified variant of the algorithm even when the clusters intersect. To avoid complication, these guarantees assume that the underlying submanifolds are geodesic. Extensive validation on synthetic and real data demonstrates the resiliency of the proposed method against deviations from the theoretical model as well as its superior performance over state-of-the-art techniques

Geometric Structure Extraction and Reconstruction

Geometric structure extraction and reconstruction is a long-standing problem in research communities including computer graphics, computer vision, and machine learning. Within different communities, it can be interpreted as different subproblems such as skeleton extraction from the point cloud, surface reconstruction from multi-view images, or manifold learning from high dimensional data. All these subproblems are building blocks of many modern applications, such as scene reconstruction for AR/VR, object recognition for robotic vision and structural analysis for big data. Despite its importance, the extraction and reconstruction of a geometric structure from real-world data are ill-posed, where the main challenges lie in the incompleteness, noise, and inconsistency of the raw input data. To address these challenges, three studies are conducted in this thesis: i) a new point set representation for shape completion, ii) a structure-aware data consolidation method, and iii) a data-driven deep learning technique for multi-view consistency. In addition to theoretical contributions, the algorithms we proposed significantly improve the performance of several state-of-the-art geometric structure extraction and reconstruction approaches, validated by extensive experimental results

Projection Based Models for High Dimensional Data

In recent years, many machine learning applications have arisen which deal with the problem of finding patterns in high dimensional data. Principal component analysis (PCA) has become ubiquitous in this setting. PCA performs dimensionality reduction by estimating latent factors which minimise the reconstruction error between the original data and its low-dimensional projection. We initially consider a situation where influential observations exist within the dataset which have a large, adverse affect on the estimated PCA model. We propose a measure of “predictive influence” to detect these points based on the contribution of each point to the leave-one-out reconstruction error of the model using an analytic PRedicted REsidual Sum of Squares (PRESS) statistic. We then develop a robust alternative to PCA to deal with the presence of influential observations and outliers which minimizes the predictive reconstruction error. In some applications there may be unobserved clusters in the data, for which fitting PCA models to subsets of the data would provide a better fit. This is known as the subspace clustering problem. We develop a novel algorithm for subspace clustering which iteratively fits PCA models to subsets of the data and assigns observations to clusters based on their predictive influence on the reconstruction error. We study the convergence of the algorithm and compare its performance to a number of subspace clustering methods on simulated data and in real applications from computer vision involving clustering object trajectories in video sequences and images of faces. We extend our predictive clustering framework to a setting where two high-dimensional views of data have been obtained. Often, only either clustering or predictive modelling is performed between the views. Instead, we aim to recover clusters which are maximally predictive between the views. In this setting two block partial least squares (TB-PLS) is a useful model. TB-PLS performs dimensionality reduction in both views by estimating latent factors that are highly predictive. We fit TB-PLS models to subsets of data and assign points to clusters based on their predictive influence under each model which is evaluated using a PRESS statistic. We compare our method to state of the art algorithms in real applications in webpage and document clustering and find that our approach to predictive clustering yields superior results. Finally, we propose a method for dynamically tracking multivariate data streams based on PLS. Our method learns a linear regression function from multivariate input and output streaming data in an incremental fashion while also performing dimensionality reduction and variable selection. Moreover, the recursive regression model is able to adapt to sudden changes in the data generating mechanism and also identifies the number of latent factors. We apply our method to the enhanced index tracking problem in computational finance

Representative-based Big Data Processing in Communications and Machine Learning

The present doctoral dissertation focuses on representative-based processing proper for a big set of high-dimensional data. Compression and subset selection are considered as two main effective methods for representing a big set of data by a much smaller set of variables. Compressive sensing, matrix singular value decomposition, and tensor decomposition are employed as powerful mathematical tools to analyze the original data in terms of their representatives. Spectrum sensing is an important application of the developed theoretical analysis. In a cognitive radio network (CRN), primary users (PUs) coexist with secondary users (SUs). However, the secondary network aims to characterize PUs in order to establish a communication link without any interference with the primary network. A dynamic and efficient spectrum sensing framework is studied based on advanced algebraic tools. In a CRN, collecting information from all SUs is energy inefficient and computationally complex. A novel sensor selection algorithm based on the compressed sensing theory is devised which is compatible with the algebraic nature of the spectrum sensing problem. Moreover, some state-of-the-art applications in machine learning are investigated. One of the main contributions of the present dissertation is the introduction a versatile data selection algorithm which is referred as spectrum pursuit (SP). The goal of SP is to reduce a big set of data to a small-size subset such that the linear span of the selected data is as close as possible to all data. SP enjoys a low-complexity procedure which enables SP to be extended to more complex selection models. The kernel spectrum pursuit (KSP) facilitates selection from a union of non-linear manifolds. This dissertation investigates a number of important applications in machine learning including fast training of generative adversarial networks (GANs), graph-based label propagation, few shot classification, and fast subspace clustering