nips nips2004 nips2004-41 knowledge-graph by maker-knowledge-mining
Source: pdf
Author: Erik Aurell, Uri Gordon, Scott Kirkpatrick
Abstract: Survey propagation is a powerful technique from statistical physics that has been applied to solve the 3-SAT problem both in principle and in practice. We give, using only probability arguments, a common derivation of survey propagation, belief propagation and several interesting hybrid methods. We then present numerical experiments which use WSAT (a widely used random-walk based SAT solver) to quantify the complexity of the 3-SAT formulae as a function of their parameters, both as randomly generated and after simpli£cation, guided by survey propagation. Some properties of WSAT which have not previously been reported make it an ideal tool for this purpose – its mean cost is proportional to the number of variables in the formula (at a £xed ratio of clauses to variables) in the easy-SAT regime and slightly beyond, and its behavior in the hardSAT regime appears to re¤ect the underlying structure of the solution space that has been predicted by replica symmetry-breaking arguments. An analysis of the tradeoffs between the various methods of search for satisfying assignments shows WSAT to be far more powerful than has been appreciated, and suggests some interesting new directions for practical algorithm development. 1
Reference: text
sentIndex sentText sentNum sentScore
1 il Abstract Survey propagation is a powerful technique from statistical physics that has been applied to solve the 3-SAT problem both in principle and in practice. [sent-8, score-0.071]
2 We give, using only probability arguments, a common derivation of survey propagation, belief propagation and several interesting hybrid methods. [sent-9, score-0.141]
3 We then present numerical experiments which use WSAT (a widely used random-walk based SAT solver) to quantify the complexity of the 3-SAT formulae as a function of their parameters, both as randomly generated and after simpli£cation, guided by survey propagation. [sent-10, score-0.178]
4 An analysis of the tradeoffs between the various methods of search for satisfying assignments shows WSAT to be far more powerful than has been appreciated, and suggests some interesting new directions for practical algorithm development. [sent-12, score-0.092]
5 It consists of a ensemble of randomly generated logical expressions, each depending on N Boolean variables xi , and constructed by taking the AND of M clauses. [sent-14, score-0.138]
6 Each clause a consists of the OR of 3 “literals” yi,a . [sent-15, score-0.269]
7 yi,a is taken to be either xi or ¬xi at random with equal probability, and the three values of the index i in each clause are distinct. [sent-16, score-0.368]
8 Conversely, the neighborhood of a variable xi is Vi , the set of all clauses in which xi or ¬xi appear. [sent-17, score-0.402]
9 For each such random formula, one asks whether there is some set of xi values for which the formula evaluates to be TRUE. [sent-18, score-0.138]
10 At small α, solutions are easily found, while for suf£ciently large α there are almost certainly no satisfying con£gurations of the xi , and compact proofs of this fact can be constructed. [sent-20, score-0.173]
11 Between these limits lies a complex, spin-glass-like phase transition, at which the cost of analyzing the problem with either exact or heuristic methods explodes. [sent-21, score-0.124]
12 An iterative ”belief propagation” [6] (BP) algorithm for K-SAT can be derived to evaluate the probability, or ”belief,” that a variable will take the value TRUE in variable con£gurations that satisfy the formula considered. [sent-24, score-0.215]
13 The probabilistic interpretation is the (l) following: suppose we have ib→i for all clauses b connected to variable i. [sent-27, score-0.25]
14 Each of these (l) clauses can either be satis£ed by another variable (with probability i b→i ), or not be satis£ed (l) by another variable (with probability 1 − ib→i ), and also be satis£ed by variable i itself. [sent-28, score-0.426]
15 If we set variable xi to 0, then some clauses are satis£ed by x i , and some have to be satis£ed (l) by other variables. [sent-29, score-0.326]
16 Similarly, (l) if xi is set to 1 then all these clauses b are satis£ed with probability b=a,yi,b =¬xi ib→i . [sent-31, score-0.238]
17 Variable xi can be 0 or 1 in a solution if the clauses in which xi appears are either satis£ed directly by xi itself, or by other variables. [sent-33, score-0.41]
18 Hence Prob(xi ) = A0 i A0 i + A1 i and Prob(¬xi ) = A0 i A1 i + A1 i (4) A BP-based decimation scheme results from £xing the variables with largest probability to be either true or false. [sent-34, score-0.32]
19 We then recalculate the beliefs for the reduced formula, and repeat. [sent-35, score-0.028]
20 To arrive at SP we introduce a modi£ed system of beliefs: every variable falls into one of three classes: TRUE in all solutions (1); FALSE in all solutions(0); and TRUE in some and FALSE in other solutions (f ree). [sent-36, score-0.192]
21 The message from a clause to a variable (an in¤uence) is then the same as in BP above. [sent-37, score-0.393]
22 Note that there are here three transports for each directed link i → a, from a variable to a clause, in the graph. [sent-39, score-0.088]
23 As in BP, these numbers will be functions of the in¤uences from clauses to variables in the preceeding update step. [sent-40, score-0.203]
24 That gives (compare (3)): (l) ti→a = (l−1) ia→i A1 i (l−1) 1 ia→i Ai +A0 −A1 A0 i i i if yi,a = ¬xi (6) (l−1) ia→i A0 i (l−1) ia→i A0 +A1 −A1 A0 i i i i if yi,a = xi The update equations for ti→a are the same in SP as in BP, ´. [sent-45, score-0.093]
25 Similarly to (4), decimation now removes the most £xed variable, i. [sent-48, score-0.279]
26 Given the complexity of the i i i i i i original derivation of SP [1, 2], it is remarkable that the SP scheme can be interpreted as a type of belief propagation in another belief system. [sent-51, score-0.145]
27 And even more remarkable that the £nal iteration formulae differ so little. [sent-52, score-0.097]
28 A modi£cation of SP which we will consider in the following is to interpolate between BP Fraction of sites remaining after decimation 1. [sent-53, score-0.279]
29 4 Figure 1: Dependence of decimation depth on the interpolation parameter ρ. [sent-69, score-0.279]
30 (ρ = 0) and SP (ρ = 1) 1 by considering equations (l−1) 1 A (l−1) ia→i 0 i 1 0 i a→i A1 +Ai −ρAi Ai i (l) ti→a (l−1) ia→i A0 i (l−1) ia→i A0 +A1 −ρA1 A0 i i i i if yi,a = ¬xi (7) if yi,a = xi We do not have an interpretation of the intermediate cases of ρ as belief systems. [sent-70, score-0.124]
31 2 The Phase Diagram of 3-SAT Early work on developing 3-SAT heuristics discovered that as α is increased, the problem changes from being easy to solve to extremely hard, then again relatively easy when the formulae are almost certainly UNSAT. [sent-71, score-0.08]
32 It was natural to expect that a sharp phase boundary between SAT and UNSAT phases in the limit of large N accompanies this “easy-hard-easy” observed transition, and the £nite-size scaling results of [7] con£rmed this. [sent-72, score-0.023]
33 Monasson and Zecchina [8] soon showed, using the replica method from statistical mechanics, that the phase transition to be expected had unusual characteristics, including “frozen variables” and a highly nonuniform distribution of solutions, making search dif£cult. [sent-75, score-0.12]
34 Recent technical advances have made it possible to use simpler cavity mean £eld methods to pinpoint the SAT/UNSAT boundary at α = 4. [sent-76, score-0.046]
35 These calculations also predicted a speci£c solution structure (termed 1-RSB for “one step replica symmetry-breaking”) [1, 2] in which the satis£able con£gurations occur in large clusters, maximally separated from each other. [sent-79, score-0.049]
36 Two types of frozen variables are predicted, one set which take the same value in all clusters and a second set whose value is £xed within a particular cluster. [sent-80, score-0.134]
37 The remaining variables are “paramagnetic” and can take either value in some of the states of a given cluster. [sent-81, score-0.041]
38 “Survey-induced decimation” consists of using SP to determine the variable most likely to be frozen, then setting that variable to the indicated frozen value, simplifying the formula as a result, updating the SP calculation, and repeating the process. [sent-93, score-0.308]
39 9 we expect SP to discover that all spins are free to take on more than one value in some ground state, so no spins will be decimated. [sent-95, score-0.216]
40 9, SP ideally should identify frozen spins until all that remain are paramagnetic. [sent-97, score-0.201]
41 The depth of decimation, or fraction of spins reminaing when SP sees only paramagnetic spins, is thus an important characteristic. [sent-98, score-0.175]
42 1 the fraction of spins remaining after survey-induced decimation for values of α from 3. [sent-100, score-0.387]
43 2, on the descending part of the curves, SP reaches a paramagnetic state and halts. [sent-105, score-0.067]
44 On the right, or ascending portion of the curves, SP stops by simply failing to converge. [sent-106, score-0.022]
45 Fig 1 also shows how different the behavior of BP and the hybrids between BP and SP are in their decimation behavior. [sent-107, score-0.279]
46 BP and underrelaxed SP do not reach a paramagnetic state, but continue until the formula breaks apart into clauses that have no variables shared between them. [sent-111, score-0.355]
47 The underrelaxed SP behaves like BP, but can be used well into the RSB region. [sent-115, score-0.046]
48 On the rising parts of all four curves in Fig 1, the scheme halted as the surveys ceased to converge. [sent-116, score-0.022]
49 1 may give reasonable recommendations for simpli£cation even on formulae which are likely to be UNSAT. [sent-118, score-0.08]
50 3 Some Background on WSAT Next we consider WSAT, the random walk-based search routine used to £nish the job of exhibiting a satisfying con£guration after SP (or some other decimation advisor) has simpli£ed the formula. [sent-119, score-0.372]
51 The surprising power exhibited by SP has to some extent obscured the fact that WSAT is itself a very powerful tool for solving constraint satisfaction problems, and has been widely used for this. [sent-120, score-0.022]
52 Its running time, expressed in the number of walk steps required for a successful search is also useful as an informal de£nition of the complexity of a logical formula. [sent-121, score-0.125]
53 Its history goes back to Papadimitriou’s [10] observation that a subtly biased random walk would with high probability discover satisfying solutions in the simpler 2-SAT problem after, at worst, O(N 2 ) steps. [sent-122, score-0.161]
54 have argued analytically and shown experimentally that Rwalksat £nds satisfying con£gurations of the variables after a number of steps that is proportional to N for values of α up to roughly 2. [sent-126, score-0.086]
55 after which this cost increases exponentially with N . [sent-128, score-0.101]
56 They also choose an unsatis£ed clause at random, but then reverse one of the “best” variables, selected at random, where “best” is de£ned as causing the fewest satis£ed clauses to become unsatis£ed. [sent-130, score-0.478]
57 For robustness, they mix this greedy move with random moves as used in RWalkSAT, recommending an equal mixture of the two types of moves. [sent-131, score-0.065]
58 If any variable in the selected unsatis£ed clause can be reversed without causing any other clauses to become unsatis£ed, this “free” move is immediately accepted and no further exploration is required. [sent-137, score-0.557]
59 2a, we show the median number of random walk steps per variable taken by the standard version of WSAT to solve 3-SAT formulas at values of α ranging from 0. [sent-142, score-0.324]
60 3 and for formulae of sizes ranging from N = 1000 to N = 20000. [sent-144, score-0.08]
61 The cost of WSAT remains linear in N well above α = 3. [sent-145, score-0.101]
62 WSAT cost distributions were collected on at least 1000 cases at each point. [sent-147, score-0.101]
63 Since the distributions are asymmetric, with strong tails extending to higher cost, it is not obvious that WSAT cost is, in the statistical mechanics language, self-averaging, or concentrated about a well-de£ned mean value which dominates the distribution as N → ∞. [sent-148, score-0.147]
64 To test this, we calculated higher moments of the WSAT cost distribution and found that they scale with simple powers of N. [sent-149, score-0.101]
65 2b, we show that the variance of the WSAT cost per variable, scaled up by N, is a wellde£ned function of α up to almost 4. [sent-151, score-0.13]
66 A detailed analysis of the cost distributions which we observed will be published elsewhere but we conclude that the median cost of solving 3-SAT using the WSAT random walk search, as well as the mean cost if that is well-de£ned, remains linear in N up to α = 4. [sent-155, score-0.418]
67 In the 1-RSB regime, the WSAT cost per variable distributions shift to higher values as N increases, and an exponential increase in cost with N is likely. [sent-157, score-0.319]
68 15 really the endpoint for WSAT’s linearity, or will the search cost per variable converge at still larger values of N which we could not study? [sent-159, score-0.243]
69 We de£ne a rough estimate of Nonset (α) by study of the cumulative distributions of WSAT cost as the value of N for a given α above which the distributions cross at a £xed percentile. [sent-160, score-0.118]
70 Onset for linear WSAT cost per variable 5 10 N=1000 N=2000 N=5000 N=10000 N=20000 100000 N onset Median WalkSat Cost 10000 1000 100 0. [sent-165, score-0.249]
71 2 Figure 3: Size N at which WSAT cost is linear in N as function of 4. [sent-172, score-0.101]
72 4 Practical Aspects of SP + WSAT The power of SP comes from its use to guide decimation by identifying spins which can be frozen while minimally reducing the number of solutions that can be constructed. [sent-175, score-0.549]
73 To assess the complexity of the reduced formulae that decimation guided in this way produces we compare, in Fig. [sent-176, score-0.396]
74 4, the median number of WSAT steps required to £nd a satisfying con£guration of the variables before and after decimation. [sent-177, score-0.137]
75 To a rough approximation, we can say that SP caps the cost of £nding a solution to what it would be at the entry to the critical regime. [sent-178, score-0.135]
76 There are two factors, the reduction in the number of variables that have to be searched, and the reduction of the distance the random walk must traverse when it is restricted to a single cluster of solutions. [sent-179, score-0.105]
77 2c the solid lines show the WSAT costs divided by N, the original number of variables in each formula. [sent-181, score-0.041]
78 If we instead divide the WSAT cost after decimation by the number of variables remaining, the complexity measure that we obtain is only a factor of two larger, as shown by the dotted lines. [sent-182, score-0.438]
79 The relative cost of running WSAT without bene£t of decimation is 3-4 decades larger. [sent-183, score-0.401]
80 We measured the actual compute time consumed in survey propagation and in WSAT. [sent-184, score-0.11]
81 3 survey propagation code, and the copy of WSAT (H. [sent-186, score-0.11]
82 All programs were run on a Pentium IV Xeon 3GHz dual processor server with 4GB of memory, and only one processor busy. [sent-188, score-0.04]
83 We compare timings from runs on the same 100 formulas with N = 10000 and α = 4. [sent-189, score-0.109]
84 2 (the formulas are simply extended slightly for the second case). [sent-191, score-0.092]
85 In the £rst case, the 100 formulas were solved using WSAT alone in 921 seconds. [sent-192, score-0.092]
86 Using SP to guide decimation one variable at a time, with the survey updates performed locally around each modi£ed variable, the same 100 formulas required 6218 seconds to solve, of which only 31 sec was spent in WSAT. [sent-193, score-0.621]
87 Running WSAT on 100 formulas with N = 10000 required 27771 seconds on the same servers, and would have taken even longer if about half of the runs had not been stopped by a cutoff without producing a satisfying con£guration. [sent-196, score-0.181]
88 In contrast, the same 100 formulas were solved by SP followed with WSAT in 10,420 sec, of which only 300 seconds were spent in WSAT. [sent-197, score-0.148]
89 The cost of SP does not scale linearly with N , but appears to scale as N 2 in this regime. [sent-198, score-0.121]
90 We solved 100 formulas with N = 20, 000 using SP followed by WSAT in 39643 seconds, of which 608 sec was spent in WSAT. [sent-199, score-0.149]
91 The cost of running SP to decimate roughly half the spins has quadrupled, while the cost of the £nal WSAT runs remained proportional to N . [sent-200, score-0.348]
92 Decimation must stop short of the paramagnetic state at the highest values of α, to avoid having SP fail to converge. [sent-201, score-0.067]
93 In those cases we found that WSAT could sometimes £nd satisfying con£gurations if started slightly before this point. [sent-202, score-0.045]
94 We also explored partial decimation as a means of reducing the cost of WSAT just below the 1-RSB regime, but found that decimation of small fractions of the variables caused the WSAT running times to be highly unpredictable, in many cases increasing strongly. [sent-203, score-0.721]
95 As a result, partial decimation does not seem to be a useful approach. [sent-204, score-0.279]
96 Further directing its random choices to incorporate the insights gained from BP and SP might make it an effective algorithm even closer to the SAT/UNSAT transition. [sent-207, score-0.023]
97 Acknowledgments We have enjoyed discussions of this work with members of the replica and cavity theory community, especially Riccardo Zecchina, Alfredo Braunstein, Marc Mezard, Remi Monasson and Andrea Montanari. [sent-208, score-0.095]
98 (2002) The random K-satis£ability problem: from an analytic solue tion to an ef£cient algorithm. [sent-227, score-0.023]
99 (2003), On the probabilistic approach to the random satis£ability problem, Proc. [sent-237, score-0.023]
100 (2003) Instability of one-step replica-symmetricbroken phase in satis£ability problems. [sent-258, score-0.023]
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Abstract: We present a generative model and stochastic filtering algorithm for simultaneous tracking of 3D position and orientation, non-rigid motion, object texture, and background texture using a single camera. We show that the solution to this problem is formally equivalent to stochastic filtering of conditionally Gaussian processes, a problem for which well known approaches exist [3, 8]. We propose an approach based on Monte Carlo sampling of the nonlinear component of the process (object motion) and exact filtering of the object and background textures given the sampled motion. The smoothness of image sequences in time and space is exploited by using Laplace’s method to generate proposal distributions for importance sampling [7]. The resulting inference algorithm encompasses both optic flow and template-based tracking as special cases, and elucidates the conditions under which these methods are optimal. We demonstrate an application of the system to 3D non-rigid face tracking. 1 Background Recent algorithms track morphable objects by solving optic flow equations, subject to the constraint that the tracked points belong to an object whose non-rigid deformations are linear combinations of a set of basic shapes [10, 2, 11]. These algorithms require precise initialization of the object pose and tend to drift out of alignment on long video sequences. We present G-flow, a generative model and stochastic filtering formulation of tracking that address the problems of initialization and error recovery in a principled manner. We define a non-rigid object by the 3D locations of n vertices. The object is a linear combination of k fixed morph bases, with coefficients c = [c1 , c2 , · · · , ck ]T . The fixed 3 × k matrix hi contains the position of the ith vertex in all k morph bases. The transformation from object-centered to image coordinates consists of a rotation, weak perspective projection, and translation. Thus xi , the 2D location of the ith vertex on the image plane, is xi = grhi c + l, (1) where r is the 3 × 3 rotation matrix, l is the 2 × 1 translation vector, and g = 1 0 0 is the 010 projection matrix. The object pose, ut , comprises both the rigid motion parameters and the morph parameters at time t: ut = {r(t), l(t), c(t)}. (2) 1.1 Optic flow Let yt represent the current image, and let xi (ut ) index the image pixel that is rendered by the ith object vertex when the object assumes pose ut . Suppose that we know ut−1 , the pose at time t − 1, and we want to find ut , the pose at time t. This problem can be solved by minimizing the following form with respect to ut : ut = argmin ˆ ut 1 2 n 2 [yt (xi (ut )) − yt−1 (xi (ut−1 ))] . (3) i=1 In the special case in which the xi (ut ) are neighboring points that move with the same 2D displacement, this reduces to the standard Lucas-Kanade optic flow algorithm [9, 1]. Recent work [10, 2, 11] has shown that in the general case, this optimization problem can be solved efficiently using the Gauss-Newton method. We will take advantage of this fact to develop an efficient stochastic inference algorithm within the framework of G-flow. Notational conventions Unless otherwise stated, capital letters are used for random variables, small letters for specific values taken by random variables, and Greek letters for fixed model parameters. Subscripted colons indicate sequences: e.g., X1:t = X1 · · · Xt . The term In stands for the n × n identity matrix, E for expected value, V ar for the covariance matrix, and V ar−1 for the inverse of the covariance matrix (precision matrix). 2 The Generative Model for G-Flow Figure 1: Left: a(Ut ) determines which texel (color at a vertex of the object model or a pixel of the background model) is responsible for rendering each image pixel. Right: G-flow video generation model: At time t, the object’s 3D pose, Ut , is used to project the object texture, Vt , into 2D. This projection is combined with the background texture, Bt , to generate the observed image, Yt . We model the image sequence Y as a stochastic process generated by three hidden causes, U , V , and B, as shown in the graphical model (Figure 1, right). The m × 1 random vector Yt represents the m-pixel image at time t. The n × 1 random vector Vt and the m × 1 random vector Bt represent the n-texel object texture and the m-texel background texture, respectively. As illustrated in Figure 1, left, the object pose, Ut , determines onto which image pixels the object and background texels project at time t. This is formulated using the projection function a(Ut ). For a given pose, ut , the projection a(ut ) is a block matrix, def a(ut ) = av (ut ) ab (ut ) . Here av (ut ), the object projection function, is an m × n matrix of 0s and 1s that tells onto which image pixel each object vertex projects; e.g., a 1 at row j, column i it means that the ith object point projects onto image pixel j. Matrix ab plays the same role for background pixels. Assuming the foreground mapping is one-toone, we let ab = Im −av (ut )av (ut )T , expressing the simple occlusion constraint that every image pixel is rendered by object or background, but not both. In the G-flow generative model: Vt Yt = a(Ut ) + Wt Wt ∼ N (0, σw Im ), σw > 0 Bt (4) Ut ∼ p(ut | ut−1 ) v v Vt = Vt−1 + Zt−1 Zt−1 ∼ N (0, Ψv ), Ψv is diagonal b b Bt = Bt−1 + Zt−1 Zt−1 ∼ N (0, Ψb ), Ψb is diagonal where p(ut | ut−1 ) is the pose transition distribution, and Z v , Z b , W are independent of each other, of the initial conditions, and over time. The form of the pose distribution is left unspecified since the algorithm proposed here does not require the pose distribution or the pose dynamics to be Gaussian. For the initial conditions, we require that the variance of V1 and the variance of B1 are both diagonal. Non-rigid 3D tracking is a difficult nonlinear filtering problem because changing the pose has a nonlinear effect on the image pixels. Fortunately, the problem has a rich structure that we can exploit: under the G-flow model, video generation is a conditionally Gaussian process [3, 6, 4, 5]. If the specific values taken by the pose sequence, u1:t , were known, then the texture processes, V and B, and the image process, Y , would be jointly Gaussian. This suggests the following scheme: we could use particle filtering to obtain a distribution of pose experts (each expert corresponds to a highly probable sample of pose, u1:t ). For each expert we could then use Kalman filtering equations to infer the posterior distribution of texture given the observed images. This method is known in the statistics community as a Monte Carlo filtering solution for conditionally Gaussian processes [3, 4], and in the machine learning community as Rao-Blackwellized particle filtering [6, 5]. We found that in addition to Rao-Blackwellization, it was also critical to use Laplace’s method to generate the proposal distributions for importance sampling [7]. In the context of G-flow, we accomplished this by performing an optic flow-like optimization, using an efficient algorithm similar to those in [10, 2]. 3 Inference Our goal is to find an expression for the filtering distribution, p(ut , vt , bt | y1:t ). Using the law of total probability, we have the following equation for the filtering distribution: p(ut , vt , bt | y1:t ) = p(ut , vt , bt | u1:t−1 , y1:t ) p(u1:t−1 | y1:t ) du1:t−1 Opinion of expert (5) Credibility of expert We can think of the integral in (5) as a sum over a distribution of experts, where each expert corresponds to a single pose history, u1:t−1 . Based on its hypothesis about pose history, each expert has an opinion about the current pose of the object, Ut , and the texture maps of the object and background, Vt and Bt . Each expert also has a credibility, a scalar that measures how well the expert’s opinion matches the observed image yt . Thus, (5) can be interpreted as follows: The filtering distribution at time t is obtained by integrating over the entire ensemble of experts the opinion of each expert weighted by that expert’s credibility. The opinion distribution of expert u1:t−1 can be factorized into the expert’s opinion about the pose Ut times the conditional distribution of texture Vt , Bt given pose: p(ut , vt , bt | u1:t−1 , y1:t ) = p(ut | u1:t−1 , y1:t ) p(vt , bt | u1:t , y1:t ) (6) Opinion of expert Pose Opinion Texture Opinion given pose The rest of this section explains how we evaluate each term in (5) and (6). We cover the distribution of texture given pose in 3.1, pose opinion in 3.2, and credibility in 3.3. 3.1 Texture opinion given pose The distribution of Vt and Bt given the pose history u1:t is Gaussian with mean and covariance that can be obtained using the Kalman filter estimation equations: −1 V ar−1 (Vt , Bt | u1:t , y1:t ) = V ar−1 (Vt , Bt | u1:t−1 , y1:t−1 ) + a(ut )T σw a(ut ) E(Vt , Bt | u1:t , y1:t ) = V ar(Vt , Bt | u1:t , y1:t ) −1 × V ar−1 (Vt , Bt | u1:t−1 , y1:t−1 )E(Vt , Bt | u1:t−1 , y1:t−1 ) + a(ut )T σw yt (7) (8) This requires p(Vt , Bt |u1:t−1 , y1:t−1 ), which we get from the Kalman prediction equations: E(Vt , Bt | u1:t−1 , y1:t−1 ) = E(Vt−1 , Bt−1 | u1:t−1 , y1:t−1 ) V ar(Vt , Bt | u1:t−1 , y1:t−1 ) = V ar(Vt−1 , Bt−1 | u1:t−1 , y1:t−1 ) + (9) Ψv 0 0 Ψb (10) In (9), the expected value E(Vt , Bt | u1:t−1 , y1:t−1 ) consists of texture maps (templates) for the object and background. In (10), V ar(Vt , Bt | u1:t−1 , y1:t−1 ) represents the degree of uncertainty about each texel in these texture maps. Since this is a diagonal matrix, we can refer to the mean and variance of each texel individually. For the ith texel in the object texture map, we use the following notation: µv (i) t v σt (i) def = ith element of E(Vt | u1:t−1 , y1:t−1 ) def = (i, i)th element of V ar(Vt | u1:t−1 , y1:t−1 ) b Similarly, define µb (j) and σt (j) as the mean and variance of the jth texel in the backt ground texture map. (This notation leaves the dependency on u1:t−1 and y1:t−1 implicit.) 3.2 Pose opinion Based on its current texture template (derived from the history of poses and images up to time t−1) and the new image yt , each expert u1:t−1 has a pose opinion, p(ut |u1:t−1 , y1:t ), a probability distribution representing that expert’s beliefs about the pose at time t. Since the effect of ut on the likelihood function is nonlinear, we will not attempt to find an analytical solution for the pose opinion distribution. However, due to the spatio-temporal smoothness of video signals, it is possible to estimate the peak and variance of an expert’s pose opinion. 3.2.1 Estimating the peak of an expert’s pose opinion We want to estimate ut (u1:t−1 ), the value of ut that maximizes the pose opinion. Since ˆ p(ut | u1:t−1 , y1:t ) = p(y1:t−1 | u1:t−1 ) p(ut | ut−1 ) p(yt | u1:t , y1:t−1 ), p(y1:t | u1:t−1 ) (11) def ut (u1:t−1 ) = argmax p(ut | u1:t−1 , y1:t ) = argmax p(ut | ut−1 ) p(yt | u1:t , y1:t−1 ). ˆ ut ut (12) We now need an expression for the final term in (12), the predictive distribution p(yt | u1:t , y1:t−1 ). By integrating out the hidden texture variables from p(yt , vt , bt | u1:t , y1:t−1 ), and using the conditional independence relationships defined by the graphical model (Figure 1, right), we can derive: 1 m log p(yt | u1:t , y1:t−1 ) = − log 2π − log |V ar(Yt | u1:t , y1:t−1 )| 2 2 n v 2 1 (yt (xi (ut )) − µt (i)) 1 (yt (j) − µb (j))2 t − − , (13) v (i) + σ b 2 i=1 σt 2 σt (j) + σw w j∈X (ut ) where xi (ut ) is the image pixel rendered by the ith object vertex when the object assumes pose ut , and X (ut ) is the set of all image pixels rendered by the object under pose ut . Combining (12) and (13), we can derive ut (u1:t−1 ) = argmin − log p(ut | ut−1 ) ˆ (14) ut + 1 2 n i=1 [yt (xi (ut )) − µv (i)]2 [yt (xi (ut )) − µb (xi (ut ))]2 t t b − − log[σt (xi (ut )) + σw ] v b σt (i) + σw σt (xi (ut )) + σw Foreground term Background terms Note the similarity between (14) and constrained optic flow (3). For example, focus on the foreground term in (14) and ignore the weights in the denominator. The previous image yt−1 from (3) has been replaced by µv (·), the estimated object texture based on the images t and poses up to time t − 1. As in optic flow, we can find the pose estimate ut (u1:t−1 ) ˆ efficiently using the Gauss-Newton method. 3.2.2 Estimating the distribution of an expert’s pose opinion We estimate the distribution of an expert’s pose opinion using a combination of Laplace’s method and importance sampling. Suppose at time t − 1 we are given a sample of experts (d) (d) indexed by d, each endowed with a pose sequence u1:t−1 , a weight wt−1 , and the means and variances of Gaussian distributions for object and background texture. For each expert (d) (d) u1:t−1 , we use (14) to compute ut , the peak of the pose distribution at time t according ˆ (d) to that expert. Define σt as the inverse Hessian matrix of (14) at this peak, the Laplace ˆ estimate of the covariance matrix of the expert’s opinion. We then generate a set of s (d,e) (d) independent samples {ut : e = 1, · · · , s} from a Gaussian distribution with mean ut ˆ (d) (d) (d) and variance proportional to σt , g(·|ˆt , αˆt ), where the parameter α > 0 determines ˆ u σ the sharpness of the sampling distribution. (Note that letting α → 0 would be equivalent to (d,e) (d) simply setting the new pose equal to the peak of the pose opinion, ut = ut .) To find ˆ the parameters of this Gaussian proposal distribution, we use the Gauss-Newton method, ignoring the second of the two background terms in (14). (This term is not ignored in the importance sampling step.) To refine our estimate of the pose opinion we use importance sampling. We assign each sample from the proposal distribution an importance weight wt (d, e) that is proportional to the ratio between the posterior distribution and the proposal distribution: s (d) p(ut | u1:t−1 , y1:t ) = ˆ (d,e) δ(ut − ut ) wt (d, e) s f =1 wt (d, f ) (15) e=1 (d,e) (d) (d) (d,e) p(ut | ut−1 )p(yt | u1:t−1 , ut , y1:t−1 ) wt (d, e) = (16) (d,e) (d) (d) g(ut | ut , αˆt ) ˆ σ (d,e) (d) The numerator of (16) is proportional to p(ut |u1:t−1 , y1:t ) by (12), and the denominator of (16) is the sampling distribution. 3.3 Estimating an expert’s credibility (d) The credibility of the dth expert, p(u1:t−1 | y1:t ), is proportional to the product of a prior term and a likelihood term: (d) (d) p(u1:t−1 | y1:t−1 )p(yt | u1:t−1 , y1:t−1 ) (d) p(u1:t−1 | y1:t ) = . (17) p(yt | y1:t−1 ) Regarding the likelihood, p(yt |u1:t−1 , y1:t−1 ) = p(yt , ut |u1:t−1 , y1:t−1 )dut = p(yt |u1:t , y1:t−1 )p(ut |ut−1 )dut (18) (d,e) We already generated a set of samples {ut : e = 1, · · · , s} that estimate the pose opin(d) ion of the dth expert, p(ut | u1:t−1 , y1:t ). We can now use these samples to estimate the likelihood for the dth expert: (d) p(yt | u1:t−1 , y1:t−1 ) = (d) (d) p(yt | u1:t−1 , ut , y1:t−1 )p(ut | ut−1 )dut (19) (d) (d) (d) (d) = p(yt | u1:t−1 , ut , y1:t−1 )g(ut | ut , αˆt ) ˆ σ 3.4 p(ut | ut−1 ) s e=1 dut ≈ wt (d, e) s Updating the filtering distribution g(ut | (d) (d) ut , αˆt ) ˆ σ Once we have calculated the opinion and credibility of each expert u1:t−1 , we evaluate the integral in (5) as a weighted sum over experts. The credibilities of all of the experts are normalized to sum to 1. New experts u1:t (children) are created from the old experts u1:t−1 (parents) by appending a pose ut to the parent’s history of poses u1:t−1 . Every expert in the new generation is created as follows: One parent is chosen to sire the child. The probability of being chosen is proportional to the parent’s credibility. The child’s value of ut is chosen at random from its parent’s pose opinion (the weighted samples described in Section 3.2.2). 4 Relation to Optic Flow and Template Matching In basic template-matching, the same time-invariant texture map is used to track every frame in the video sequence. Optic flow can be thought of as template-matching with a template that is completely reset at each frame for use in the subsequent frame. In most cases, optimal inference under G-flow involves a combination of optic flow-based and template-based tracking, in which the texture template gradually evolves as new images are presented. Pure optic flow and template-matching emerge as special cases. Optic Flow as a Special Case Suppose that the pose transition probability p(ut | ut−1 ) is uninformative, that the background is uninformative, that every texel in the initial object texture map has equal variance, V ar(V1 ) = κIn , and that the texture transition uncertainty is very high, Ψv → diag(∞). Using (7), (8), and (10), it follows that: µv (i) = [av (ut−1 )]T yt−1 = yt−1 (xi (ut−1 )) , t (20) i.e., the object texture map at time t is determined by the pixels from image yt−1 that according to pose ut−1 were rendered by the object. As a result, (14) reduces to: ut (u1:t−1 ) = argmin ˆ ut 1 2 n yt (xi (ut )) − yt−1 (xi (ut−1 )) 2 (21) i=1 which is identical to (3). Thus constrained optic flow [10, 2, 11] is simply a special case of optimal inference under G-flow, with a single expert and with sampling parameter α → 0. The key assumption that Ψv → diag(∞) means that the object’s texture is very different in adjacent frames. However, optic flow is typically applied in situations in which the object’s texture in adjacent frames is similar. The optimal solution in such situations calls not for optic flow, but for a texture map that integrates information across multiple frames. Template Matching as a Special Case Suppose the initial texture map is known precisely, V ar(V1 ) = 0, and the texture transition uncertainty is very low, Ψv → 0. By (7), (8), and (10), it follows that µv (i) = µv (i) = µv (i), i.e., the texture map does not change t t−1 1 over time, but remains fixed at its initial value (it is a texture template). Then (14) becomes: n yt (xi (ut )) − µv (i) 1 ut (u1:t−1 ) = argmin ˆ ut 2 (22) i=1 where µv (i) is the ith texel of the fixed texture template. This is the error function mini1 mized by standard template-matching algorithms. The key assumption that Ψv → 0 means the object’s texture is constant from each frame to the next, which is rarely true in real data. G-flow provides a principled way to relax this unrealistic assumption of template methods. General Case In general, if the background is uninformative, then minimizing (14) results in a weighted combination of optic flow and template matching, with the weight of each approach depending on the current level of certainty about the object template. In addition, when there is useful information in the background, G-flow infers a model of the background which is used to improve tracking. Figure 2: G-flow tracking an outdoor video. Results are shown for frames 1, 81, and 620. 5 Simulations We collected a video (30 frames/sec) of a subject in an outdoor setting who made a variety of facial expressions while moving her head. A later motion-capture session was used to create a 3D morphable model of her face, consisting of a set of 5 morph bases (k = 5). Twenty experts were initialized randomly near the correct pose on frame 1 of the video and propagated using G-flow inference (assuming an uninformative background). See http://mplab.ucsd.edu for video. Figure 2 shows the distribution of experts for three frames. In each frame, every expert has a hypothesis about the pose (translation, rotation, scale, and morph coefficients). The 38 points in the model are projected into the image according to each expert’s pose, yielding 760 red dots in each frame. In each frame, the mean of the experts gives a single hypothesis about the 3D non-rigid deformation of the face (lower right) as well as the rigid pose of the face (rotated 3D axes, lower left). Notice G-flow’s ability to recover from error: bad initial hypotheses are weeded out, leaving only good hypotheses. To compare G-flow’s performance versus deterministic constrained optic flow algorithms such as [10, 2, 11] , we used both G-flow and the method from [2] to track the same video sequence. We ran each tracker several times, introducing small errors in the starting pose. Figure 3: Average error over time for G-flow (green) and for deterministic optic flow [2] (blue). Results were averaged over 16 runs (deterministic algorithm) or 4 runs (G-flow) and smoothed. As ground truth, the 2D locations of 6 points were hand-labeled in every 20th frame. The error at every 20th frame was calculated as the distance from these labeled locations to the inferred (tracked) locations, averaged across several runs. Figure 3 compares this tracking error as a function of time for the deterministic constrained optic flow algorithm and for a 20-expert version of the G-flow tracking algorithm. Notice that the deterministic system has a tendency to drift (increase in error) over time, whereas G-flow can recover from drift. Acknowledgments Tim K. Marks was supported by NSF grant IIS-0223052 and NSF grant DGE-0333451 to GWC. John Hershey was supported by the UCDIMI grant D00-10084. J. Cooper Roddey was supported by the Swartz Foundation. Javier R. Movellan was supported by NSF grants IIS-0086107, IIS-0220141, and IIS-0223052, and by the UCDIMI grant D00-10084. References [1] Simon Baker and Iain Matthews. Lucas-kanade 20 years on: A unifying framework. International Journal of Computer Vision, 56(3):221–255, 2002. [2] M. Brand. Flexible flow for 3D nonrigid tracking and shape recovery. In CVPR, volume 1, pages 315–322, 2001. [3] H. Chen, P. Kumar, and J. van Schuppen. On Kalman filtering for conditionally gaussian systems with random matrices. Syst. Contr. Lett., 13:397–404, 1989. [4] R. Chen and J. Liu. Mixture Kalman filters. J. R. Statist. Soc. B, 62:493–508, 2000. [5] A. Doucet and C. Andrieu. Particle filtering for partially observed gaussian state space models. J. R. Statist. Soc. B, 64:827–838, 2002. [6] A. Doucet, N. de Freitas, K. Murphy, and S. Russell. Rao-blackwellised particle filtering for dynamic bayesian networks. In 16th Conference on Uncertainty in AI, pages 176–183, 2000. [7] A. Doucet, S. J. Godsill, and C. Andrieu. On sequential monte carlo sampling methods for bayesian filtering. Statistics and Computing, 10:197–208, 2000. [8] Zoubin Ghahramani and Geoffrey E. Hinton. Variational learning for switching state-space models. Neural Computation, 12(4):831–864, 2000. [9] B. Lucas and T. Kanade. An iterative image registration technique with an application to stereo vision. In Proceedings of the International Joint Conference on Artificial Intelligence, 1981. [10] L. Torresani, D. Yang, G. Alexander, and C. Bregler. Tracking and modeling non-rigid objects with rank constraints. In CVPR, pages 493–500, 2001. [11] Lorenzo Torresani, Aaron Hertzmann, and Christoph Bregler. Learning non-rigid 3d shape from 2d motion. In Advances in Neural Information Processing Systems 16. MIT Press, 2004.
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