We present an intriguing discovery related to Random Fourier Features: in Gaussian kernel approximation, replacing the random Gaussian matrix by a properly scaled random orthogonal matrix significantly decreases kernel approximation error. We call this technique Orthogonal Random Features (ORF), and provide theoretical and empirical justification for this behavior. Motivated by this discovery, we further propose Structured Orthogonal Random Features (SORF), which uses a class of structured discrete orthogonal matrices to speed up the computation. The method reduces the time cost from @math to @math , where @math is the data dimensionality, with almost no compromise in kernel approximation quality compared to ORF. Experiments on several datasets verify the effectiveness of ORF and SORF over the existing methods. We also provide discussions on using the same type of discrete orthogonal structure for a broader range of applications.
Key to the RFF technique is Monte-Carlo sampling. It is well known that the convergence of Monte-Carlo can be largely improved by carefully choosing a deterministic sequence instead of random samples @cite_18 . Following this line of reasoning, @cite_16 proposed to use low-displacement rank sequences in RFF. @cite_1 studied optimizing the sequences in a data-dependent fashion to achieve more compact maps. In contrast to the above works, this paper is motivated by an intriguing new discovery that using orthogonal random samples provides much faster convergence. Compared to @cite_16 , the proposed SORF method achieves both lower kernel approximation error and greatly reduced computation and memory costs. Furthermore, unlike @cite_1 , the results in this paper are data independent.
@cite_18 @cite_16 @cite_1
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Abstract Visual tracking algorithms based on structured output support vector machine (SOSVM) have demonstrated excellent performance. However, sampling methods and optimization strategies of SOSVM undesirably increase the computational overloads, which hinder real-time application of these algorithms. Moreover, due to the lack of high-dimensional features and dense training samples, SOSVM-based algorithms are unstable to deal with various challenging scenarios, such as occlusions and scale variations. Recently, visual tracking algorithms based on discriminative correlation filters (DCF), especially the combination of DCF and features from deep convolutional neural networks (CNN), have been successfully applied to visual tracking, and attains surprisingly good performance on recent benchmarks. The success is mainly attributed to two aspects: the circular correlation properties of DCF and the powerful representation capabilities of CNN features. Nevertheless, compared with SOSVM, DCF-based algorithms are restricted to simple ridge regression which has a weaker discriminative ability. In this paper, a novel circular and structural operator tracker (CSOT) is proposed for high performance visual tracking, it not only possesses the powerful discriminative capability of SOSVM but also efficiently inherits the superior computational efficiency of DCF. Based on the proposed circular and structural operators, a set of primal confidence score maps can be obtained by circular correlating feature maps with their corresponding structural correlation filters. Furthermore, an implicit interpolation is applied to convert the multi-resolution feature maps to the continuous domain and make all primal confidence score maps have the same spatial resolution. Then, we exploit an efficient ensemble post-processor based on relative entropy, which can coalesce primal confidence score maps and create an optimal confidence score map for more accurate localization. The target is localized on the peak of the optimal confidence score map. Besides, we introduce a collaborative optimization strategy to update circular and structural operators by iteratively training structural correlation filters, which significantly reduces computational complexity and improves robustness. Experimental results demonstrate that our approach achieves state-of-the-art performance in mean AUC scores of 71.5 and 69.4 on the OTB2013 and OTB2015 benchmarks respectively, and obtains a third-best expected average overlap (EAO) score of 29.8 on the VOT2017 benchmark. Random forests (RFs) are recognized as one type of ensemble learning method and are effective for the most classification and regression tasks. Despite their impressive empirical performance, the theory of RFs has yet been fully proved. Several theoretically guaranteed RF variants have been presented, but their poor practical performance has been criticized. In this paper, a novel RF framework is proposed, named Bernoulli RFs (BRFs), with the aim of solving the RF dilemma between theoretical consistency and empirical performance. BRF uses two independent Bernoulli distributions to simplify the tree construction, in contrast to the RFs proposed by Breiman. The two Bernoulli distributions are separately used to control the splitting feature and splitting point selection processes of tree construction. Consequently, theoretical consistency is ensured in BRF, i.e., the convergence of learning performance to optimum will be guaranteed when infinite data are given. Importantly, our proposed BRF is consistent for both classification and regression. The best empirical performance is achieved by BRF when it is compared with state-of-the-art theoretical consistent RFs. This advance in RF research toward closing the gap between theory and practice is verified by the theoretical and experimental studies in this paper. We propose a new Monte Carlo method, based on dynamic importance sampling, to estimate the probability that a given set of nodes is connected in a graph (or network) where each link is failed with a given probability. The method generates the link states one by one, using a sampling strategy that approximates an ideal zero-variance importance sampling scheme. The approximation is based on minimal cuts in subgraphs. In an asymptotic rare-event regime where failure probability becomes very small, we prove that the relative error of our estimator remains bounded, and even converges to 0 under additional conditions, when the unreliability of individual links converges to 0. The empirical performance of the new sampling scheme is illustrated by examples. Recent development of compressive sensing has greatly benefited radar imaging problems. In this paper, we investigate the problem of obtaining enhanced targets such as ships and airplanes, where targets often exhibit structured sparsity. A novel structured sparsity-driven autofocus algorithm is proposed based on sparse Bayesian framework.The structured sparse prior is imposed on the target scene in a statistical manner. Based on a statistical framework, the proposed algorithm can simultaneously cope with structured sparse recovery and phase error correction problem. The focused high-resolution radar image can be obtained by iteratively estimating scattering coefficients and phase. Due to the structured sparse constraint, the proposed algorithm can desirably preserve the target region and alleviate over-shrinkage problem, compared to previous sparsity-driven auto-focus approaches.Moreover, to accelerate convergence rate of the algorithm, we propose to adaptively eliminate noise-only range cells in estimating phase errors. The selection is conveniently conducted based on the parameters controlling sparsity degree of the signal in the proposed hierarchical model.The simulated and real data experimental results demonstrate that the proposed algorithm can obtain more concentrated images with much smaller number of iterations, particularly in low SNR and highly under-sampling scenarios. HighlightsA novel structured sparsity-driven autofocus algorithm is proposed based on sparse Bayesian framework.To accelerate convergence rate of the algorithm, we propose to adaptively eliminate noise-only range cells in phase error estimation stage.The proposed algorithm can obtain more concentrated images with much smaller number of iterations, particularly in low SNR and highly under-sampling scenarios.