TL;DR: This work presents two algorithms based on graph cuts that efficiently find a local minimum with respect to two types of large moves, namely expansion moves and swap moves that allow important cases of discontinuity preserving energies.
Abstract: Many tasks in computer vision involve assigning a label (such as disparity) to every pixel. A common constraint is that the labels should vary smoothly almost everywhere while preserving sharp discontinuities that may exist, e.g., at object boundaries. These tasks are naturally stated in terms of energy minimization. The authors consider a wide class of energies with various smoothness constraints. Global minimization of these energy functions is NP-hard even in the simplest discontinuity-preserving case. Therefore, our focus is on efficient approximation algorithms. We present two algorithms based on graph cuts that efficiently find a local minimum with respect to two types of large moves, namely expansion moves and swap moves. These moves can simultaneously change the labels of arbitrarily large sets of pixels. In contrast, many standard algorithms (including simulated annealing) use small moves where only one pixel changes its label at a time. Our expansion algorithm finds a labeling within a known factor of the global minimum, while our swap algorithm handles more general energy functions. Both of these algorithms allow important cases of discontinuity preserving energies. We experimentally demonstrate the effectiveness of our approach for image restoration, stereo and motion. On real data with ground truth, we achieve 98 percent accuracy.
TL;DR: This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic by combining algorithmic derivations, perturbation theory, and rounding error analysis.
Abstract: From the Publisher:
What is the most accurate way to sum floating point numbers? What are the advantages of IEEE arithmetic? How accurate is Gaussian elimination and what were the key breakthroughs in the development of error analysis for the method? The answers to these and many related questions are included here.
This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis. Software practicalities are emphasized throughout, with particular reference to LAPACK and MATLAB. The best available error bounds, some of them new, are presented in a unified format with a minimum of jargon. Because of its central role in revealing problem sensitivity and providing error bounds, perturbation theory is treated in detail.
Historical perspective and insight are given, with particular reference to the fundamental work of Wilkinson and Turing, and the many quotations provide further information in an accessible format.
The book is unique in that algorithmic developments and motivations are given succinctly and implementation details minimized, so that attention can be concentrated on accuracy and stability results. Here, in one place and in a unified notation, is error analysis for most of the standard algorithms in matrix computations. Not since Wilkinson's Rounding Errors in Algebraic Processes (1963) and The Algebraic Eigenvalue Problem (1965) has any volume treated this subject in such depth. A number of topics are treated that are not usually covered in numerical analysis textbooks, including floating point summation, block LU factorization, condition number estimation, the Sylvester equation, powers of matrices, finite precision behavior of stationary iterative methods, Vandermonde systems, and fast matrix multiplication.
Although not designed specifically as a textbook, this volume is a suitable reference for an advanced course, and could be used by instructors at all levels as a supplementary text from which to draw examples, historical perspective, statements of results, and exercises (many of which have never before appeared in textbooks). The book is designed to be a comprehensive reference and its bibliography contains more than 1100 references from the research literature.
Audience
Specialists in numerical analysis as well as computational scientists and engineers concerned about the accuracy of their results will benefit from this book. Much of the book can be understood with only a basic grounding in numerical analysis and linear algebra.
About the Author
Nicholas J. Higham is a Professor of Applied Mathematics at the University of Manchester, England. He is the author of more than 40 publications and is a member of the editorial boards of the SIAM Journal on Matrix Analysis and Applications and the IMA Journal of Numerical Analysis. His book Handbook of Writing for the Mathematical Sciences was published by SIAM in 1993.
TL;DR: The paper presents an SA algorithm that is based on a simultaneous perturbation gradient approximation instead of the standard finite-difference approximation of Keifer-Wolfowitz type procedures that can be significantly more efficient than the standard algorithms in large-dimensional problems.
Abstract: The problem of finding a root of the multivariate gradient equation that arises in function minimization is considered. When only noisy measurements of the function are available, a stochastic approximation (SA) algorithm for the general Kiefer-Wolfowitz type is appropriate for estimating the root. The paper presents an SA algorithm that is based on a simultaneous perturbation gradient approximation instead of the standard finite-difference approximation of Keifer-Wolfowitz type procedures. Theory and numerical experience indicate that the algorithm can be significantly more efficient than the standard algorithms in large-dimensional problems. >
TL;DR: Higham as discussed by the authors gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic, combining algorithmic derivations, perturbation theory, and rounding error analysis.
Abstract: From the Publisher:
What is the most accurate way to sum floating point numbers? What are the advantages of IEEE arithmetic? How accurate is Gaussian elimination and what were the key breakthroughs in the development of error analysis for the method? The answers to these and many related questions are included here.
This book gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis. Software practicalities are emphasized throughout, with particular reference to LAPACK and MATLAB. The best available error bounds, some of them new, are presented in a unified format with a minimum of jargon. Because of its central role in revealing problem sensitivity and providing error bounds, perturbation theory is treated in detail.
Historical perspective and insight are given, with particular reference to the fundamental work of Wilkinson and Turing, and the many quotations provide further information in an accessible format.
The book is unique in that algorithmic developments and motivations are given succinctly and implementation details minimized, so that attention can be concentrated on accuracy and stability results. Here, in one place and in a unified notation, is error analysis for most of the standard algorithms in matrix computations. Not since Wilkinson's Rounding Errors in Algebraic Processes (1963) and The Algebraic Eigenvalue Problem (1965) has any volume treated this subject in such depth. A number of topics are treated that are not usually covered in numerical analysis textbooks, including floating point summation, block LU factorization, condition number estimation, the Sylvester equation, powers of matrices, finite precision behavior of stationary iterative methods, Vandermonde systems, and fast matrix multiplication.
Although not designed specifically as a textbook, this volume is a suitable reference for an advanced course, and could be used by instructors at all levels as a supplementary text from which to draw examples, historical perspective, statements of results, and exercises (many of which have never before appeared in textbooks). The book is designed to be a comprehensive reference and its bibliography contains more than 1100 references from the research literature.
Audience
Specialists in numerical analysis as well as computational scientists and engineers concerned about the accuracy of their results will benefit from this book. Much of the book can be understood with only a basic grounding in numerical analysis and linear algebra.
About the Author
Nicholas J. Higham is a Professor of Applied Mathematics at the University of Manchester, England. He is the author of more than 40 publications and is a member of the editorial boards of the SIAM Journal on Matrix Analysis and Applications and the IMA Journal of Numerical Analysis. His book Handbook of Writing for the Mathematical Sciences was published by SIAM in 1993.
TL;DR: Algorithmic techniques are presented that substantially improve the running time of the loopy belief propagation approach and reduce the complexity of the inference algorithm to be linear rather than quadratic in the number of possible labels for each pixel, which is important for problems such as image restoration that have a large label set.
Abstract: Markov random field models provide a robust and unified framework for early vision problems such as stereo and image restoration. Inference algorithms based on graph cuts and belief propagation have been found to yield accurate results, but despite recent advances are often too slow for practical use. In this paper we present some algorithmic techniques that substantially improve the running time of the loopy belief propagation approach. One of the techniques reduces the complexity of the inference algorithm to be linear rather than quadratic in the number of possible labels for each pixel, which is important for problems such as image restoration that have a large label set. Another technique speeds up and reduces the memory requirements of belief propagation on grid graphs. A third technique is a multi-grid method that makes it possible to obtain good results with a small fixed number of message passing iterations, independent of the size of the input images. Taken together these techniques speed up the standard algorithm by several orders of magnitude. In practice we obtain results that are as accurate as those of other global methods (e.g., using the Middlebury stereo benchmark) while being nearly as fast as purely local methods.