Existing person re-identification models are poor for scaling up to large data required in real-world applications due to: (1) Complexity: They employ complex models for optimal performance resulting in high computational cost for training at a large scale; (2) Inadaptability: Once trained, they are unsuitable for incremental update to incorporate any new data available. This work proposes a truly scalable solution to re-id by addressing both problems. Specifically, a Highly Efficient Regression (HER) model is formulated by embedding the Fisher's criterion to a ridge regression model for very fast re-id model learning with scalable memory storage usage. Importantly, this new HER model supports faster than real-time incremental model updates therefore making real-time active learning feasible in re-id with human-in-the-loop. Extensive experiments show that such a simple and fast model not only outperforms notably the state-of-the-art re-id methods, but also is more scalable to large data with additional benefits to active learning for reducing human labelling effort in re-id deployment.
Linear discriminant analysis (LDA) is a popular dimensionality reduction and classification method that simultaneously maximizes between-class scatter and minimizes within-class scatter. In this paper, we verify the equivalence of LDA and least squares (LS) with a set of dependent variable matrices. The equivalence is in the sense that the LDA solution matrix and the LS solution matrix have the same range. The resulting LS provides an intuitive interpretation in which its solution performs data clustering according to class labels. Further, the fact that LDA and LS have the same range allows us to design a two-stage algorithm that computes the LDA solution given by generalized eigenvalue decomposition (GEVD), much faster than computing the original GEVD. Experimental results demonstrate the equivalence of the LDA solution and the proposed LS solution. During the past decade there has been an explosion in computation and information technology. With it have come vast amounts of data in a variety of fields such as medicine, biology, finance, and marketing. The challenge of understanding these data has led to the development of new tools in the field of statistics, and spawned new areas such as data mining, machine learning, and bioinformatics. Many of these tools have common underpinnings but are often expressed with different terminology. This book describes the important ideas in these areas in a common conceptual framework. While the approach is statistical, the emphasis is on concepts rather than mathematics. Many examples are given, with a liberal use of color graphics. It is a valuable resource for statisticians and anyone interested in data mining in science or industry. The book's coverage is broad, from supervised learning (prediction) to unsupervised learning. The many topics include neural networks, support vector machines, classification trees and boosting---the first comprehensive treatment of this topic in any book. @PARASPLIT This major new edition features many topics not covered in the original, including graphical models, random forests, ensemble methods, least angle regression and path algorithms for the lasso, non-negative matrix factorization, and spectral clustering. There is also a chapter on methods for wide'' data (p bigger than n), including multiple testing and false discovery rates. @PARASPLIT Trevor Hastie, Robert Tibshirani, and Jerome Friedman are professors of statistics at Stanford University. They are prominent researchers in this area: Hastie and Tibshirani developed generalized additive models and wrote a popular book of that title. Hastie co-developed much of the statistical modeling software and environment in R S-PLUS and invented principal curves and surfaces. Tibshirani proposed the lasso and is co-author of the very successful An Introduction to the Bootstrap. Friedman is the co-inventor of many data-mining tools including CART, MARS, projection pursuit and gradient boosting. An iterative method is given for solving Ax ffi b and minU Ax b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable numerical properties. Reliable stopping criteria are derived, along with estimates of standard errors for x and the condition number of A. These are used in the FORTRAN implementation of the method, subroutine LSQR. Numerical tests are described comparing I QR with several other conjugate-gradient algorithms, indicating that I QR is the most reliable algorithm when A is ill-conditioned. In this paper, a relationship between linear discriminant analysis (LDA) and the generalized minimum squared error (MSE) solution is presented. The generalized MSE solution is shown to be equivalent to applying a certain classification rule in the space defined by LDA. The relationship between the MSE solution and Fisher discriminant analysis is extended to multiclass problems and also to undersampled problems for which the classical LDA is not applicable due to singularity of the scatter matrices. In addition, an efficient algorithm for LDA is proposed exploiting its relationship with the MSE procedure. Extensive experiments verify the theoretical results. Linear discriminant analysis (LDA) is a well-known dimension reduction approach, which projects high-dimensional data into a low-dimensional space with the best separation of different classes. In many tasks, the data accumulates over time, and thus incremental LDA is more desirable than batch LDA. Several incremental LDA algorithms have been developed and achieved success; however, the eigen-problem involved requires a large computation cost, which hampers the efficiency of these algorithms. In this paper, we propose a new incremental LDA algorithm, LS-ILDA, based on the least square solution of LDA. When new samples are received, LS-ILDA incrementally updates the least square solution of LDA. Our analysis discloses that this algorithm produces the exact least square solution of batch LDA, while its computational cost is O(min(n; d) £ d) for one update on dataset containing n instances in d-dimensional space. Experimental results show that comparing with state-of-the-art incremental LDA algorithms, our proposed LS-ILDA achieves high accuracy with low time cost.     This completely revised second edition presents an introduction to statistical pattern recognition. Pattern recognition in general covers a wide range of problems: it is applied to engineering problems, such as character readers and wave form analysis as well as to brain modeling in biology and psychology. Statistical decision and estimation, which are the main subjects of this book, are regarded as fundamental to the study of pattern recognition. This book is appropriate as a text for introductory courses in pattern recognition and as a reference book for workers in the field. Each chapter contains computer projects as well as exercises. In multiple regression it is shown that parameter estimates based on minimum residual sum of squares have a high probability of being unsatisfactory, if not incorrect, if the prediction vectors are not orthogonal. Proposed is an estimation procedure based on adding small positive quantities to the diagonal of X′X. Introduced is the ridge trace, a method for showing in two dimensions the effects of nonorthogonality. It is then shown how to augment X′X to obtain biased estimates with smaller mean square error.