Dynamic texture recognition using time-causal and time-recursive spatio-temporal receptive fields

This work presents a first evaluation of using spatio-temporal receptive fields from a recently proposed time-causal spatio-temporal scale-space framework as primitives for video analysis. We propose a new family of video descriptors based on regional statistics of spatio-temporal receptive field responses and evaluate this approach on the problem of dynamic texture recognition. Our approach generalises a previously used method, based on joint histograms of receptive field responses, from the spatial to the spatio-temporal domain and from object recognition to dynamic texture recognition. The time-recursive formulation enables computationally efficient time-causal recognition. The experimental evaluation demonstrates competitive performance compared to state-of-the-art. Especially, it is shown that binary versions of our dynamic texture descriptors achieve improved performance compared to a large range of similar methods using different primitives either handcrafted or learned from data. Further, our qualitative and quantitative investigation into parameter choices and the use of different sets of receptive fields highlights the robustness and flexibility of our approach. Together, these results support the descriptive power of this family of time-causal spatio-temporal receptive fields, validate our approach for dynamic texture recognition and point towards the possibility of designing a range of video analysis methods based on these new time-causal spatio-temporal primitives.Comment: 29 pages, 16 figure

A Collaborative Kalman Filter for Time-Evolving Dyadic Processes

We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by modeling each low-dimensional latent embedding as a multidimensional Brownian motion. Each observation is a random variable whose distribution is parameterized by the dot product of the relevant Brownian motions at that moment in time. This is naturally interpreted as a Kalman filter with multiple interacting state space vectors. We also present a method for learning a dynamically evolving drift parameter for each location by modeling it as a geometric Brownian motion. We handle posterior intractability via a mean-field variational approximation, which also preserves tractability for downstream calculations in a manner similar to the Kalman filter. We evaluate the model on several large datasets, providing quantitative evaluation on the 10 million Movielens and 100 million Netflix datasets and qualitative evaluation on a set of 39 million stock returns divided across roughly 6,500 companies from the years 1962-2014.Comment: Appeared at 2014 IEEE International Conference on Data Mining (ICDM