scispace - formally typeset
Search or ask a question
Journal ArticleDOI

Treelets--An adaptive multi-scale basis for sparse unordered data

TL;DR: Treelets as discussed by the authors extends wavelet wavelet to nonsmooth signals and returns a hierarchical tree and an orthonormal basis which both reflect the internal structure of the data, and are especially wellsuited as a dimensionality reduction and feature selection tool prior to regression and classification.
Abstract: In many modern applications, including analysis of gene expression and text documents, the data are noisy, high-dimensional, and unordered--with no particular meaning to the given order of the variables. Yet, successful learning is often possible due to sparsity: the fact that the data are typically redundant with underlying structures that can be represented by only a few features. In this paper we present treelets--a novel construction of multi-scale bases that extends wavelets to nonsmooth signals. The method is fully adaptive, as it returns a hierarchical tree and an orthonormal basis which both reflect the internal structure of the data. Treelets are especially well-suited as a dimensionality reduction and feature selection tool prior to regression and classification, in situations where sample sizes are small and the data are sparse with unknown groupings of correlated or collinear variables. The method is also simple to implement and analyze theoretically. Here we describe a variety of situations where treelets perform better than principal component analysis, as well as some common variable selection and cluster averaging schemes. We illustrate treelets on a blocked covariance model and on several data sets (hyperspectral image data, DNA microarray data, and internet advertisements) with highly complex dependencies between variables.
Citations
More filters
Journal ArticleDOI
TL;DR: A novel method for constructing wavelet transforms of functions defined on the vertices of an arbitrary finite weighted graph using the spectral decomposition of the discrete graph Laplacian L, based on defining scaling using the graph analogue of the Fourier domain.

1,681 citations

Proceedings ArticleDOI
02 Dec 2013
TL;DR: The evaluation protocol of the VOT2013 challenge and the results of a comparison of 27 trackers on the benchmark dataset are presented, offering a more systematic comparison of the trackers.
Abstract: Visual tracking has attracted a significant attention in the last few decades. The recent surge in the number of publications on tracking-related problems have made it almost impossible to follow the developments in the field. One of the reasons is that there is a lack of commonly accepted annotated data-sets and standardized evaluation protocols that would allow objective comparison of different tracking methods. To address this issue, the Visual Object Tracking (VOT) workshop was organized in conjunction with ICCV2013. Researchers from academia as well as industry were invited to participate in the first VOT2013 challenge which aimed at single-object visual trackers that do not apply pre-learned models of object appearance (model-free). Presented here is the VOT2013 benchmark dataset for evaluation of single-object visual trackers as well as the results obtained by the trackers competing in the challenge. In contrast to related attempts in tracker benchmarking, the dataset is labeled per-frame by visual attributes that indicate occlusion, illumination change, motion change, size change and camera motion, offering a more systematic comparison of the trackers. Furthermore, we have designed an automated system for performing and evaluating the experiments. We present the evaluation protocol of the VOT2013 challenge and the results of a comparison of 27 trackers on the benchmark dataset. The dataset, the evaluation tools and the tracker rankings are publicly available from the challenge website (http://votchallenge.net).

239 citations

Journal ArticleDOI
TL;DR: The proposed wavelet transform generalizes the Haar-like transform recently introduced by Gavish, and can also construct data adaptive orthonormal wavelets beyond Haar, and is applied to the data using a modified version of the common one-dimensional wavelet filtering and decimation scheme.
Abstract: In this paper we propose a new wavelet transform applicable to functions defined on high dimensional data, weighted graphs and networks. The proposed method generalizes the Haar-like transform recently introduced by Gavish , and can also construct data adaptive orthonormal wavelets beyond Haar. It is defined via a hierarchical tree, which is assumed to capture the geometry and structure of the input data, and is applied to the data using a modified version of the common one-dimensional (1D) wavelet filtering and decimation scheme. The adaptivity of this wavelet scheme is obtained by permutations derived from the tree and applied to the approximation coefficients in each decomposition level, before they are filtered. We show that the proposed transform is more efficient than both the 1D and two-dimension 2D separable wavelet transforms in representing images. We also explore the application of the proposed transform to image denoising, and show that combined with a subimage averaging scheme, it achieves denoising results which are similar to those obtained with the K-SVD algorithm.

97 citations

Journal ArticleDOI
TL;DR: A critically sampled compact-support biorthogonal transform for graph signals, via graph filterbanks, based on a partition of the graph in connected subgraphs, which applies successfully to decompose graph signals and shows promising performance on compression and denoising.
Abstract: We design a critically sampled compact-support biorthogonal transform for graph signals, via graph filterbanks. Instead of partitioning the nodes in two sets so as to remove one every two nodes in the filterbank downsampling operations, the design is based on a partition of the graph in connected subgraphs. Coarsening is achieved by defining one “supernode” for each subgraph and the edges for this coarsened graph derives from the connectivity between the subgraphs. Unlike the “one every two nodes” downsampling on bipartite graphs, this coarsening operation does not have an exact formulation in the graph Fourier domain. Instead, we rely on the local Fourier bases of each subgraph to define filtering operations. We apply successfully this method to decompose graph signals and show promising performance on compression and denoising.

89 citations

Journal ArticleDOI
TL;DR: This paper proposes a maximum likelihood (ML) approach to covariance estimation, which employs a novel non-linear sparsity constraint to have an eigen decomposition which can be represented as a sparse matrix transform (SMT).
Abstract: Covariance estimation for high dimensional signals is a classically difficult problem in statistical signal analysis and machine learning. In this paper, we propose a maximum likelihood (ML) approach to covariance estimation, which employs a novel non-linear sparsity constraint. More specifically, the covariance is constrained to have an eigen decomposition which can be represented as a sparse matrix transform (SMT). The SMT is formed by a product of pairwise coordinate rotations known as Givens rotations. Using this framework, the covariance can be efficiently estimated using greedy optimization of the log-likelihood function, and the number of Givens rotations can be efficiently computed using a cross-validation procedure. The resulting estimator is generally positive definite and well-conditioned, even when the sample size is limited. Experiments on a combination of simulated data, standard hyperspectral data, and face image sets show that the SMT-based covariance estimates are consistently more accurate than both traditional shrinkage estimates and recently proposed graphical lasso estimates for a variety of different classes and sample sizes. An important property of the new covariance estimate is that it naturally yields a fast implementation of the estimated eigen-transformation using the SMT representation. In fact, the SMT can be viewed as a generalization of the classical fast Fourier transform (FFT) in that it uses “butterflies” to represent an orthonormal transform. However, unlike the FFT, the SMT can be used for fast eigen-signal analysis of general non-stationary signals.

65 citations

References
More filters
Journal ArticleDOI
TL;DR: A new method for estimation in linear models called the lasso, which minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant, is proposed.
Abstract: SUMMARY We propose a new method for estimation in linear models. The 'lasso' minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of the nature of this constraint it tends to produce some coefficients that are exactly 0 and hence gives interpretable models. Our simulation studies suggest that the lasso enjoys some of the favourable properties of both subset selection and ridge regression. It produces interpretable models like subset selection and exhibits the stability of ridge regression. There is also an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and tree-based models are briefly described.

40,785 citations

Book
01 Jan 1983

34,729 citations

Book
01 Jan 1998
TL;DR: An introduction to a Transient World and an Approximation Tour of Wavelet Packet and Local Cosine Bases.
Abstract: Introduction to a Transient World. Fourier Kingdom. Discrete Revolution. Time Meets Frequency. Frames. Wavelet Zoom. Wavelet Bases. Wavelet Packet and Local Cosine Bases. An Approximation Tour. Estimations are Approximations. Transform Coding. Appendix A: Mathematical Complements. Appendix B: Software Toolboxes.

17,693 citations

Journal ArticleDOI
TL;DR: It is shown that the elastic net often outperforms the lasso, while enjoying a similar sparsity of representation, and an algorithm called LARS‐EN is proposed for computing elastic net regularization paths efficiently, much like algorithm LARS does for the lamba.
Abstract: Summary. We propose the elastic net, a new regularization and variable selection method. Real world data and a simulation study show that the elastic net often outperforms the lasso, while enjoying a similar sparsity of representation. In addition, the elastic net encourages a grouping effect, where strongly correlated predictors tend to be in or out of the model together.The elastic net is particularly useful when the number of predictors (p) is much bigger than the number of observations (n). By contrast, the lasso is not a very satisfactory variable selection method in the

16,538 citations