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Primal-dual Algorithm for Convex Markov Random Fields Vladimir Kolmogorov University College London GDR (Optimisation Discrète, Graph Cuts et Analyse d'Images) Paris, 29 November 2005 Note: these slides contain animation

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Convex MRF functions Functions D p (.), V pq (.) are convex x p [0,…,K-1] (K is # of labels) Goal: compute global minimum of E

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Example: Panoramic image stitching [Levin,Zomet,Peleg,Weiss04] Main idea: gradients of output image x should match gradients of input images

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Energy function: – - output image (e.g. x p [0,…,255]) V pq x q - x p 0 255-255 V pq (.) is convex! Example: Panoramic image stitching [Levin,Zomet,Peleg,Weiss04]

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Algorithms for MRF minimisation Arbitrary D p (.), convex V pq (.) –Battleship construction [Ishikawa03], [Ahuja et al.04] Construct graph with O(nK) nodes Minimum cut gives global minimum –Needs a lot of memory! Convex D p (.), convex V pq (.) –Dual algorithms (maintain dual variables - flow f) [Karzanov et al. 97], [Ahuja et al. 03]. Best complexity is O(n m log (n 2 /m) log(nK)) –Primal algorithm (maintains primal variables - configuration x) Iterative min cut [Bioucas-Dias & Valadão05] Advantage: relies on maxflow algorithm Complexity?

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New results (convex D p, convex V pq ): –Establishing complexity of primal algorithm At most 2K steps –Extending primal algorithm to primal-dual algorithm Maintains both primal and dual variables Can be speeded up using Dijkstras shortest path procedure Experimentally much faster than primal algorithm Algorithms for MRF minimisation

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Overview of primal algorithm (iterative min cut)

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label K-1 label 0 label 1 Primal algorithm (iterative min cut) Graph:

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label K-1 label 0 label 1 Start with arbitrary configuration xProcedure UP: Primal algorithm (iterative min cut)

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label K-1 label 0 label 1 Procedure UP:

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label K-1 label 0 label 1 Procedure DOWN: Primal algorithm (iterative min cut)

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label K-1 label 0 label 1 Procedure DOWN: Primal algorithm (iterative min cut)

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label K-1 label 0 label 1 UP: Primal algorithm (iterative min cut)

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label K-1 label 0 label 1 UP: DOWN: Primal algorithm (iterative min cut)

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label K-1 label 0 label 1 DOWN: Primal algorithm (iterative min cut)

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label K-1 label 0 label 1 DOWN: Done! –UP and DOWN do not decrease energy Primal algorithm (iterative min cut)

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Discussion [Bioucas-Dias & Valadão05]: –Procedure yields global minimum! No unary terms D p, terms V pq are convex –Straighforward extension to convex MRF functions Convex D p, convex V pq –Non-polynomial bound on the number of steps [Murota 00,03] (steepest descent algorithm) –Procedure yields global minimum for L -convex functions Convex MRF functions are special case of L -convex functions –O(nK) bound on the number of steps New result: –Global minimum after at most 2K steps –Holds for L -convex functions (including convex MRF functions)

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Contribution #1: Complexity of primal algorithm Background

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Two classes of functions Consider function E(x) = E(x 1,…,x n ) –x p [0,…,K-1] Algorithm can be applied to any such function: UP: DOWN: Question #1: When UP and DOWN can be solved efficiently? Question #2: When does it yield global minimum? Submodular functions L -convex functions

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Submodular functions E is submodular if for all configurations x, y – and are component-wise minimum/maximum: Definition is extended from binary variables (K=2) to multi-valued variables (K>2) Can be minimised in time polynomial in K, n, m –Functions with unary, pairwise and ternary terms: reduction to min cut/max flow [Kovtun04]

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L -convex functions E is L -convex if for all configurations x, y – and are component-wise round-down and round-up (floor and ceiling) Note: in continuous case, E is convex if for all x, y

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Submodulariry and L -convexity K=2: submodular functions = L -convex functions K>2: submodular functions L -convex functions Example: D p arbitrary V pq convex E is submodular D p convex V pq convex E is L -convex D1D1 x1x1 D1D1 x1x1

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Contribution #1: Complexity of primal algorithm for L -convex functions Proof

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For configuration x, define + (x), (x) – 0 + (x), (x) < K Prove that UP and DOWN do not increase + (x), (x) Prove that if + (x) > 0, then UP will decrease it –Similarly for (x) and DOWN Prove that + (x) = (x) = 0 implies that x is a global minimum Overview

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Property of submodular functions Let OPT(E) be the set of global minima of E There exists minimal and maximal optimal configurations: In general, not true for non-submodular functions! (e.g. Potts interactions)

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Step 1: Let E + be a restriction of E to configurations y x Defining + (x) Step 3: Define + (x) = || x + - x || = max { x + p - x p } Step 2: Let x + be the minimal optimal configuration of E + x x+x+

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Step 1: Let E ¯ be a restriction of E to configurations y x Defining (x) Step 3: Define (x) = || x - x ¯ || = max { x p - x ¯ p } Step 2: Let x ¯ be the maximal optimal configuration of E ¯ x x¯x¯

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Algorithms behaviour (x) = 2 (x) = 3

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Algorithms behaviour (x) = 1 (x) = 3

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Algorithms behaviour (x) = 0 (x) = 3

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Algorithms behaviour (x) = 0 (x) = 2

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Algorithms behaviour (x) = 0 (x) = 1

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Algorithms behaviour (x) = 0

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Contribution #2: Primal-dual algorithm

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Primal-dual algorithm Primal algorithm maintains only primal variables (configuration x) –Each maxflow problem is solved independently Motivation: reuse flow from previous computation New primal-dual algorithm –Applies to convex MRF functions –Maintains both primal variables (configuration x) and dual variables (flow f ) –Upon termination, optimal x and f –Can be speeded up via Dijkstras algorithm –Experimentally much faster than primal algorithm

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Flow and reparameterisation Dp(xp)Dp(xp) xpxp xqxq x q -x p V pq (x q -x p ) Dq(xq)Dq(xq) D p (x p ) + f·x p xpxp xqxq x q -x p V pq (x q -x p ) + f·(x q -x p ) D p (x p ) f·x q

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Flow and reparameterisation D p (x p ) + f p ·x p xpxp x q -x p V pq (x q -x p ) + f pq ·(x q -x p ) Flow: vector f = { f p, f pq } satisfying antisymmetry and flow conservation constraints Any flow defines reparameterisation

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Optimality conditions D p (x p ) + f p ·x p xpxp x q -x p V pq (x q -x p ) + f pq ·(x q -x p ) ( x, f ) is an optimal primal-dual pair iff

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Primal-dual algorithm UP: –MAXFLOW-UP Construct graph for minimising E(x + b), b {0,1} n Compute maximum flow Update x and f accordingly –DIJKSTRA-UP Update x DOWN: similar nodes edges Algorithms property: –Maintains optimality condition for edges (but not necessarily for nodes)

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DIJKSTRA-UP Increase x p until D p (x p ) starts increasing Maintain optimality condition for edges Compute maximal such labeling x –Dijkstras shortest path algorithm nodes edges Complexity is preserved (at most 2K steps)

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Experimental results input pair maximal optimal configuration minimal optimal configuration average

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Experimental results input pair maximal optimal configuration minimal optimal configuration average

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Experimental results input pair maximal optimal configuration minimal optimal configuration average

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Running times Primal Primal-dual

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Running times Initialisation is important –If x = global minimum, then terminates in 2 steps Two-stage process: –Solve the problem in the overlap area Small graph –Use it as initialisation for the full image Experimentally, second stage takes 3 steps

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Running times MCNF (minimum cost network flow, [Goldberg97]) Primal-dual, 1 stage Primal-dual, 2 stages

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Conclusions Complexity of primal algorithm for minimising L -convex functions –Tight bound on the number of steps –Improves bounds of Murota and Bioucas-Dias et al. New primal-dual algorithm –Applies to convex MRF functions –Experimentally much faster than primal algorithm –With good initialisation, outperforms MCNF

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