iccv iccv2013 iccv2013-60 knowledge-graph by maker-knowledge-mining

60 iccv-2013-Bayesian Robust Matrix Factorization for Image and Video Processing


Source: pdf

Author: Naiyan Wang, Dit-Yan Yeung

Abstract: Matrix factorization is a fundamental problem that is often encountered in many computer vision and machine learning tasks. In recent years, enhancing the robustness of matrix factorization methods has attracted much attention in the research community. To benefit from the strengths of full Bayesian treatment over point estimation, we propose here a full Bayesian approach to robust matrix factorization. For the generative process, the model parameters have conjugate priors and the likelihood (or noise model) takes the form of a Laplace mixture. For Bayesian inference, we devise an efficient sampling algorithm by exploiting a hierarchical view of the Laplace distribution. Besides the basic model, we also propose an extension which assumes that the outliers exhibit spatial or temporal proximity as encountered in many computer vision applications. The proposed methods give competitive experimental results when compared with several state-of-the-art methods on some benchmark image and video processing tasks.

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 Abstract Matrix factorization is a fundamental problem that is often encountered in many computer vision and machine learning tasks. [sent-2, score-0.158]

2 In recent years, enhancing the robustness of matrix factorization methods has attracted much attention in the research community. [sent-3, score-0.235]

3 To benefit from the strengths of full Bayesian treatment over point estimation, we propose here a full Bayesian approach to robust matrix factorization. [sent-4, score-0.184]

4 For the generative process, the model parameters have conjugate priors and the likelihood (or noise model) takes the form of a Laplace mixture. [sent-5, score-0.137]

5 Besides the basic model, we also propose an extension which assumes that the outliers exhibit spatial or temporal proximity as encountered in many computer vision applications. [sent-7, score-0.15]

6 Introduction Finding a low-rank approximation to some given data matrix is a fundamental problem in many computer vision and machine learning applications, e. [sent-10, score-0.062]

7 Its objective is to approximate the data matrix by a low-rank representation according to some chosen criteria. [sent-13, score-0.062]

8 The conventional approach to matrix factorization is based on singular value decomposition (SVD). [sent-17, score-0.19]

9 Optimality of the solution is guaranteed when the loss function is defined in terms of the l2 norm. [sent-18, score-0.048]

10 As another issue, when the data matrix is contaminated with outliers, the estimated solution This research has been supported by General Research Fund 621310 from the Research Grants Council of Hong Kong. [sent-21, score-0.062]

11 hk may deviate significantly from the ground truth due to sensitivity of the l2 norm to outliers. [sent-24, score-0.064]

12 It totally ignores the scale of the outliers and hence reduces its sensitivity to them. [sent-29, score-0.089]

13 A common solution is to resort to convex relaxation by using the l1 norm instead. [sent-31, score-0.064]

14 In this paper, we propose a full Bayesian formulation for robust matrix factorization which turns out to be related to a recent work called probabilistic robust matrix factorization (PRMF) [18]. [sent-35, score-0.492]

15 Full Bayesian treatment can take advantage of full posterior density estimation instead of only using the mode of it, and thus improve the predictive performance. [sent-43, score-0.108]

16 For many computer vision applications in which PRMF can be applied, the outliers which correspond to moving objects in the foreground usually form groups with high within-group spatial or temporal proximity. [sent-49, score-0.143]

17 When the loss function is defined based on the l1norm, the resulting method may not be robust enough when 11778855 the number of outliers is large. [sent-55, score-0.167]

18 Our approach goes beyond simply using the l1 norm based on point estimation. [sent-56, score-0.064]

19 On one hand, it involves a non-convex loss with more expressive modeling power. [sent-57, score-0.048]

20 On the other hand, as a full Bayesian method, it greatly alleviates the instability problem suffered by other methods. [sent-58, score-0.058]

21 Related Work Enhancing model robustness in matrix factorization is by no means a new topic in the computer vision and machine learning communities. [sent-61, score-0.216]

22 A recent breakthrough in this research topic can be attributed to principal component pursuit (PCP) [4] and stable principal component pursuit (SPCP) [23]. [sent-67, score-0.134]

23 Besides using the l1 loss, PCP and SPCP utilize the nuclear norm for normalization. [sent-68, score-0.094]

24 , l1-ALP [21] enforces the basis to be orthogonal while DECOLOR [22] makes the outliers contiguous using a graph cut algorithm. [sent-72, score-0.132]

25 As for probabilistic methods, PMF [16] and BPMF [15] are two representative models for (non-robust) matrix factorization. [sent-73, score-0.084]

26 [12] proposed a robust extension of BPMF for collaborative filtering based on Student’s t-distribution. [sent-75, score-0.061]

27 Other methods include Bayesian robust PCA (BRPCA) [5] and variational Bayesian low-rank factorization (VBLR) [1]. [sent-78, score-0.179]

28 Notations × In this paper, I denotes an identity matrix of the proper size and AT denotes the transpose of matrix A. [sent-84, score-0.17]

29 For matrix norm, the general lp norm is defined as ? [sent-85, score-0.126]

30 ij |aij | and the Frobenius norm (p = 2) defined as ? [sent-96, score-0.256]

31 Anontohrmer u (spefu =l norm eifsi tnheed dn uascle ? [sent-102, score-0.064]

32 Brief Review of PRMF In what follows, we assume Y = [yij] ∈ Rm×n denotes the data matrix with the exact data representation depending on the application. [sent-114, score-0.085]

33 For example, the entire matrix Y may correspond to an m n image which is assumed tYo m bea oyf c loorwre srpaonkn. [sent-115, score-0.062]

34 The notation U ∈ Rm×r is used to denote the basis matrix, nVo a∈t oRnn ×Ur t∈he R coefficient matrix, and ui and vj the ith aVnd ∈ ∈ jth R rows of U and V, respectively. [sent-117, score-0.159]

35 Each row of U and V is assumed to be mutually independent, and Y is determined by the low-rank matrix UVT (with r ? [sent-118, score-0.062]

36 [18] proposed the PRMF model for robust matrix factorization. [sent-121, score-0.092]

37 A longer review of PRMF can be found in the supplemental material. [sent-123, score-0.066]

38 Its probabilistic model formulation can be related to optimization-based algorithms by adopting the maximum a posteriori (MAP) approach so that the loss function is expressed in terms of the l1 norm. [sent-125, score-0.07]

39 Bayesian Robust Matrix Factorization In this section, we first present the graphical model and the generative process of our basic Bayesian robust matrix factorization (BRMF) model. [sent-135, score-0.259]

40 inverse covariance matrices) of the rows of U and V have conjugate priors (multivariate normal distribution and Wishart distribution, respectively). [sent-144, score-0.132]

41 We use a Laplace mixture with the generalized inverse Gaussian (GIG) distribution1 as the noise model to further enhance model robustness. [sent-147, score-0.062]

42 It has been demonstrated in [20] that using a Laplace mixture with GIG outperforms the l1 norm when it is used to define a regularizer for variable selection. [sent-148, score-0.064]

43 We expect it to be equally superior when it plays the role of a loss function instead of a regularizer. [sent-149, score-0.048]

44 1Readers are referred to the supplemental material for details of GIG. [sent-167, score-0.066]

45 We can draw Λv , μv and V similarly by following steps 1 to 3. [sent-169, score-0.051]

46 Model Inference Since all the distributions belong to the (conjugate) exponential family, we can take advantage of the efficient Gibbs sampling to infer the posterior distributions. [sent-174, score-0.088]

47 For more details, please refer to the supplemental material. [sent-175, score-0.066]

48 Sample μu and Λu: Based on the conjugate prior property, it is easy to show that the joint posterior distribution is a Gaussian-Wishart distribution and hence we can sample μu, Λu as follows: μu, Λu | U, W0, μ0, ν0, β0 ∼ N(μ? [sent-176, score-0.169]

49 Sample ui: We extract all terms related to ui and then apply Bayes’ rule: ? [sent-196, score-0.117]

50 Then we can show that: ui | Y, V, μu, Λu, T ∼ N(ui | ui? [sent-201, score-0.117]

51 , (7) 11778877 where rij = yij − uiTvj and IG denotes the inverse Gaussian distribution. [sent-214, score-0.182]

52 (8) Note that sampling directly from GIG may be inefficient, so we convert the posterior distribution to some other form which allows more efficient sampling. [sent-216, score-0.122]

53 2 and thus the posterior distribution becomes ηi1j ∼ IG(? [sent-219, score-0.08]

54 tension In order to extend the basic model by assuming that the outliers form clusters (which correspond to moving objects in the foreground in the case of background modeling), we propose an extension via placing a first-order Markov random field (MRF) in the generation of T. [sent-224, score-0.203]

55 For example, if each entry in the data matrix represents a raw pixel in an image, it can simply be defined as its 4-connected or 8connected neighbors. [sent-233, score-0.062]

56 For video processing, we may define the neighborhood based on both the inter-frame and intraframe relationships: if Ft (x, y) denotes the pixel (x, y) in frame t, then its neighbors may include Ft−1 (x, y) and Ft+1 (x, y) in addition to its 4-connected or 8-connected neighbors in frame t. [sent-234, score-0.086]

57 1,pp((ˆτ τiij | ηηiij , rriij , TT−−iij ))qq(( τˆτiij | ηηiij , rriij ))? [sent-241, score-0.076]

58 Relationship with Existing Methods To understand better the anticipated superiority of BRMF, we compare and relate BRMF with several popular robust matrix recovery algorithms in this section. [sent-251, score-0.122]

59 In particular, we focus on how the error residue contributes to the objective function near the optimal solution because it affects the robustness of an algorithm most directly. [sent-255, score-0.068]

60 By the optimality conRditio =n Yfor − −e aBch method, we can eliminate E∗ and express the loss function in terms of R only. [sent-258, score-0.048]

61 Our full Bayesian treatment is actually more flexible and powerful because the MAP version only uses the posterior mode. [sent-262, score-0.108]

62 From the practical aspect, they are better when the deviation and number of outliers are high, which are typical conditions encountered in our applications. [sent-295, score-0.119]

63 One problem with using nonconvex loss functions in optimization-based methods is that it may lead to unstable results especially when the data contain noise. [sent-296, score-0.087]

64 However, these two issues do not arise in BRMF model: 1) BRMF is only non-smooth at zero, which means BRMF does not explicitly distinguish outliers from noise. [sent-299, score-0.089]

65 These two properties allow BRMF to greatly alleviate the instability problem and tend to produce more stable results even when the noise level is high. [sent-301, score-0.068]

66 Besides, it is difficult to incorporate a Markov extension when the variational approximation approach is used. [sent-332, score-0.052]

67 It utilizes the beta-Bernoulli conjugate distribution, which is sparse (binary) in nature, to model the outliers and the low-rank com- ponent. [sent-335, score-0.144]

68 The incorporation of noise, outliers and the low-rank component makes the model quite complicated. [sent-337, score-0.108]

69 The codes and other supplemental materials can be found in http : / /win sty . [sent-344, score-0.066]

70 Afterwards, we collect 50 samples for approximating the posterior distribution by sampling once every two steps. [sent-354, score-0.122]

71 As far as outlier detection is concerned, DECOLOR and MBRMF obtain the best masks, not only visually but also quantitatively, and all other algorithms except BRPCA give reasonable results. [sent-370, score-0.058]

72 On the aspect of low-rank matrix recovery, it can be seen that MBRMF gives the best result, which is followed by DECOLOR and BRMF. [sent-372, score-0.062]

73 Although PCP and PRMF do a fair job in detecting the outliers, they fail to recover the low-rank matrix well. [sent-373, score-0.062]

74 We can see that MBRMF has a clear advantage over the other algorithms for both outlier detection and low-rank matrix recovery. [sent-376, score-0.099]

75 The first row shows the outlier detection results based on the area under curve (AUC) measure and the second row shows the image recovery results based on PSNR. [sent-395, score-0.067]

76 Specifically, given a video sequence, we want to separate the foreground objects from the background. [sent-401, score-0.079]

77 Consequently, the background components in different frames are highly correlated (and hence the data matrix is of low rank) and the moving objects in the foreground can be regarded as outliers. [sent-403, score-0.164]

78 For example, while an underfitting model incorrectly recognizes the dynamic background such as some waving trees as the foreground, an overfitting one incorrectly ignores the foreground we are interested in. [sent-405, score-0.103]

79 To provide more details about the results, entire video sequences are available in the supplemental material. [sent-406, score-0.091]

80 1 SABS Dataset SABS [2] is a synthetic dataset suitable for background modeling research. [sent-412, score-0.049]

81 Winer ensootleu tthioant downsampling will reduce the noise level in the NoisyNight case, so we add back the noise to make the noise level comparable to the original video data. [sent-419, score-0.145]

82 We do not compare with other methods such as mixture of Gaussians because it has been shown in [8] that robust matrix factorization methods significantly outperform the other methods. [sent-424, score-0.22]

83 2 Real Dataset We now conduct experiments on some real-world video sequences commonly used in background modeling research. [sent-430, score-0.054]

84 The first row shows the foreground masks and the second row shows the restored background images. [sent-433, score-0.083]

85 Due to the lack of full annotation, quantitative comparison for foreground detection cannot be made. [sent-459, score-0.084]

86 3 Robustness to Noise We further conduct some experiments to study the robustness of different methods to various types of noise (Gaussian, Salt, Poisson, Speckle). [sent-470, score-0.066]

87 Due to space limitations, we only show the results of fountain with additive Gaussian noise in Figure 7 and leave the rest to the supplemental material. [sent-471, score-0.129]

88 Even though all methods except PCP perform well under the noiseless setting, only MBRMF and VBLR survive when noise is added. [sent-472, score-0.089]

89 On the other hand, MBRMF is still very robust due mainly to its generic noise model which does not distinguish outliers from noise, as explained earlier in section 6. [sent-475, score-0.159]

90 Conclusion and Future Work In this paper, we have proposed a novel full Bayesian model for robust matrix factorization together with a Markov extension which incorporates spatial or temporal proximity. [sent-477, score-0.281]

91 Due to the use of conjugate priors for the model parameters, an efficient sampling algorithm can be devised for Bayesian inference. [sent-478, score-0.118]

92 Using both synthetic and real datasets, our experiments show that the proposed methods, particularly MBRMF, outperform other state-of-the-art robust matrix factorization methods. [sent-479, score-0.24]

93 Moreover, MBRMF remains robust even under high noise level. [sent-480, score-0.07]

94 Moreover, in order to apply the proposed algorithms to high-resolution video and achieve real-time performance, we will also investigate random sampling techniques and GPU implementations of the algorithms in our future work. [sent-484, score-0.067]

95 Damped Newton algorithms for matrix factorization with missing data. [sent-507, score-0.19]

96 Efficient computation of robust low-rank matrix approximations in the presence of missing data using the l1 norm. [sent-530, score-0.092]

97 Incremental gradient on the Grassmannian for online foreground and background separation in subsampled video. [sent-543, score-0.083]

98 Robust l1 norm factorization in the presence of outliers and missing data by alternative convex programming. [sent-552, score-0.281]

99 Bayesian probabilistic matrix factorization using Markov chain Monte Carlo. [sent-578, score-0.212]

100 Moving object detection by detecting contiguous outliers in the low-rank representation. [sent-624, score-0.109]


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