Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package--PMTK (probabilistic modeling toolkit)--that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.

Machine Learning : A Probabilistic Perspective

A common method for real-time segmentation of moving regions in image sequences involves "background subtraction", or thresholding the error between an estimate of the image without moving objects and the current image. The numerous approaches to this problem differ in the type of background model used and the procedure used to update the model. This paper discusses modeling each pixel as a mixture of Gaussians and using an on-line approximation to update the model. The Gaussian, distributions of the adaptive mixture model are then evaluated to determine which are most likely to result from a background process. Each pixel is classified based on whether the Gaussian distribution which represents it most effectively is considered part of the background model. This results in a stable, real-time outdoor tracker which reliably deals with lighting changes, repetitive motions from clutter, and long-term scene changes. This system has been run almost continuously for 16 months, 24 hours a day, through rain and snow.

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Adaptive background mixture models for real-time tracking

Monte Carlo methods are revolutionizing the on-line analysis of data in fields as diverse as financial modeling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survival of the fittest, have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modeling, neural networks, optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection, computer vision, semiconductor design, population biology, dynamic Bayesian networks, and time series analysis. This will be of great value to students, researchers and practitioners, who have some basic knowledge of probability. Arnaud Doucet received the Ph. D. degree from the University of Paris-XI Orsay in 1997. From 1998 to 2000, he conducted research at the Signal Processing Group of Cambridge University, UK. He is currently an assistant professor at the Department of Electrical Engineering of Melbourne University, Australia. His research interests include Bayesian statistics, dynamic models and Monte Carlo methods. Nando de Freitas obtained a Ph.D. degree in information engineering from Cambridge University in 1999. He is presently a research associate with the artificial intelligence group of the University of California at Berkeley. His main research interests are in Bayesian statistics and the application of on-line and batch Monte Carlo methods to machine learning. Neil Gordon obtained a Ph.D. in Statistics from Imperial College, University of London in 1993. He is with the Pattern and Information Processing group at the Defence Evaluation and Research Agency in the United Kingdom. His research interests are in time series, statistical data analysis, and pattern recognition with a particular emphasis on target tracking and missile guidance.

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Sequential Monte Carlo methods in practice

The goal of this article is to review the state-of-the-art tracking methods, classify them into different categories, and identify new trends. Object tracking, in general, is a challenging problem. Difficulties in tracking objects can arise due to abrupt object motion, changing appearance patterns of both the object and the scene, nonrigid object structures, object-to-object and object-to-scene occlusions, and camera motion. Tracking is usually performed in the context of higher-level applications that require the location and/or shape of the object in every frame. Typically, assumptions are made to constrain the tracking problem in the context of a particular application. In this survey, we categorize the tracking methods on the basis of the object and motion representations used, provide detailed descriptions of representative methods in each category, and examine their pros and cons. Moreover, we discuss the important issues related to tracking including the use of appropriate image features, selection of motion models, and detection of objects.

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Object tracking: A survey

Our goal is to develop a visual monitoring system that passively observes moving objects in a site and learns patterns of activity from those observations. For extended sites, the system will require multiple cameras. Thus, key elements of the system are motion tracking, camera coordination, activity classification, and event detection. In this paper, we focus on motion tracking and show how one can use observed motion to learn patterns of activity in a site. Motion segmentation is based on an adaptive background subtraction method that models each pixel as a mixture of Gaussians and uses an online approximation to update the model. The Gaussian distributions are then evaluated to determine which are most likely to result from a background process. This yields a stable, real-time outdoor tracker that reliably deals with lighting changes, repetitive motions from clutter, and long-term scene changes. While a tracking system is unaware of the identity of any object it tracks, the identity remains the same for the entire tracking sequence. Our system leverages this information by accumulating joint co-occurrences of the representations within a sequence. These joint co-occurrence statistics are then used to create a hierarchical binary-tree classification of the representations. This method is useful for classifying sequences, as well as individual instances of activities in a site.

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Learning patterns of activity using real-time tracking

Automatic symbolic traffic scene analysis is essential to many areas of IVHS (Intelligent Vehicle Highway Systems). Traffic scene information can be used to optimize traffic flow during busy periods, identify stalled vehicles and accidents, and aid the decision-making of an autonomous vehicle controller. Improvements in technologies for machine vision-based surveillance and high-level symbolic reasoning have enabled the authors to develop a system for detailed, reliable traffic scene analysis. The machine vision component of the system employs a contour tracker and an affine motion model based on Kalman filters to extract vehicle trajectories over a sequence of traffic scene images. The symbolic reasoning component uses a dynamic belief network to make inferences about traffic events such as vehicle lane changes and stalls. In this paper, the authors discuss the key tasks of the vision and reasoning components as well as their integration into a working prototype. Preliminary results of an implementation on special purpose hardware using C-40 Digital Signal Processors show that near real-time performance can be achieved without further improvements.

Towards robust automatic traffic scene analysis in real-time

Object identification--the task of deciding that two observed objects are in fact one and the same object--is a fundamental requirement for any situated agent that reasons about individuals Object identity, as represented by the equality operator between two terms in predicate calculus, is essentially a first-order concept Raw sensory observations, on the other hand, are essentially propositional-- especially when formulated as evidence in standard probability theory This paper describes patterns of reasoning that allow identity sentences to be grounded in sensory observations, thereby bridging the gap We begin by defining a physical event space over which probabilities are defined We then introduce an identity criterion, which selects those events that correspond to identity between observed objects From this, we are able to compute the probability that any two objects are the same, given a stream of observations of many objects We show that the appearance probability, which defines how an object can be expected to appear at subsequent observations given its current appearance, is a natural model for this type of reasoning We apply the theory to the task of recognizing cars observed by cameras at widely separated sites in a freeway network, with new heuristics to handle the inevitable complexity of matching large numbers of objects and with online learning of appearance probability models Despite extremely noisy observations, we are able to achieve high levels of performance

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Object identification in a Bayesian context

The problem of driving an autonomous vehicle in normal traffic engages many areas of AI research and has substantial economic significance. We describe work in progress on a new approach to this problem that uses a decision-theoretic architecture using dynamic probabilistic networks. The architecture provides a sound solution to the problems of sensor noise, sensor failure, and uncertainty about the behavior of other vehicles and about the effects of one's own actions. We report on advances in the theory of inference and decision making in dynamic, partially observable domains. Our approach has been implemented in a simulation system, and the autonomous vehicle successfully negotiates a variety of difficult situations.

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The BATmobile: towards a Bayesian automated taxi

Automatic symbolic traffic scene analysis is essential to many areas of IVHS (Intelligent Vehicle Highway Systems) Traffic scene information can be used to optimize traffic flow during busy periods, identify stalled vehicles and accidents, and aid the decision-making of an autonomous vehicle controller Improvements in technologies for machine vision-based surveillance and high-level symbolic reasoning have enabled us to develop a system for detailed, reliable traffic scene analysis The machine vision component of our system employs a contour tracker and an affine motion model based on Kalman filters to extract vehicle trajectories over a sequence of traffic scene images The symbolic reasoning component uses a dynamic belief network to make inferences about traffic events such as vehicle lane changes and stalls In this paper, we discuss the key tasks of the vision and reasoning components as well as their integration into a working prototype

Tim Huang

Papers

Towards robust automatic traffic scene analysis in real-time

Object identification in a Bayesian context

The BATmobile: towards a Bayesian automated taxi

Automatic symbolic traffic scene analysis using belief networks

Object identification: a Bayesian analysis with application to traffic surveillance