independent component analysis on images instructor: dr. longin jan latecki presented by: bo han
TRANSCRIPT
Motivation
• Decomposing a mixed signal into independent sources Ex.
Given: Mixed Signal Our Objective is to gain: Source1 News Source2 Song
• ICA (Independent Component Analysis) is a quite powerful technique to separate independent sources
What is ICA (From Math View)
• Given h measured mixture signals x1(k), x2(k), …, xh(k)
k is the discrete time index or pixels in images
• Assume a linear combination matrix form of q source signals:
X(k) = As(k) = Σsi(k)ai
A: mixing matrix
q source signals s1(k), s2(k), …, sq(k)
Assumptions
• Easy from A,S to compute X=AS
Difficult to compute A, S from X• Assumptions 1. Statistical independence for source signals
p[s1(k), s2(k), …, sq(k)] = П p[si(k)]
2. Each source signal has nongauss distribution
Important Properties of Independent Variables
• E[h1(y1) h2(y2)] = E[h1(y1)]E[h2(y2)]
h1, h2 are two functions
Prove:
)]y(h[E)]y(h[E
dy)y(p)y(hdy)y(p)y(h
dydy)y(p)y(p)y(h)y(h
dydy)y,y(p)y(h)y(h)]y(h)y(h[E
2211
22221111
21212211
212122112211
Uncorrelated: Partly Independent
• Uncorrelated:
E[ y1y2] = E[y1]E[y2]
Let h(y)=y, Independent Uncorrelated
y1
y24 points (0, 1) (0, -1) (-1, 0) (1, 0) with equal possibility ¼
E[ y1y2] = E[y1]E[y2]
But E[ y12y2
2]=0 E[y1
2]E[y22]=1/4
How ICA Compute
• Basic idea: X(k)=AS(k) Solution S(k)=A-1X(k)=WX(k)• 1. Centering: resulting a variable with 0-
mean value
• 2. Whiten the data Remove any correlations in the data and m
ake variance equal unity Advantage: reduce the dimensionality
How ICA Compute (cont)
• 3. The appropriate rotation is sought by maximizing the nongaussianity
How to measure nongaussianity Kurtosis: Kurt(y)=E[y4]-3(E[y2])2 (approac
h 0 for a Gaussian random var)
Negentropy: Neg(y)=H(ygauss)-H(y) (H is entropy)
Approximations of negentropy: J(y)=E[y3]2/12 + Kurt(y)2/48
Different ICA Algorithms
• With different measures on nongaussianity
FAST ICA
based on some nonquadratic functions
g(u)=tanh(a1u)
g(u)=uexp(-u2/2)
Fast ICA Steps
Iteration procedure for maximizing nongaussianity
Step1: choose an initial weight vector wStep2: Let w+=E[xg(wTx)]-E[g’(wTx)]w (g:
a non-quadratic function)Step3: Let w=w+/||w+||Step4: if not converged, go back to Step2
Compare ICA and PCA
PCA: Finds directions of maximal variance in gaussian dataICA: Finds directions of maximal independence in nongaussian data
Ambiguities with ICA
• The ICA expansionX(k) = AS(k)
• Amplitudes of separated signals cannot be determined.
• There is a sign ambiguity associated with separated signals.
• The order of separated signals cannot be determined.
Apply ICA On Images
• Objective: Gain independent information from images
• 1. To get X, change each image into a vector• 2. Generate a series of images which share
some common information but changing other fixed parts
• 3. Apply ICA• 4. Convert the ICs to images• 5. Sensitive to the position change
Apply ICA on Video
• Video is a good application of ICA
1) Little information change between neighborhood frames
Easy to detect independent parts in images
2) Time series data
Conclusions
• ICA can be used to detect independent changing/moving parts in
images and videos
• But ICA is very sensitive to the position change
• ICA simplify the work of motion detection
References
• Aapo Hyvärinen and Erkki Oja, Independent Component Analysis: Algorithms and Applications. Neural Netw
orks, 13(4-5):411-430, 2000 • Alphan Altinok, Independent Component Analysis. • Aapo Hyvärinen – Survey on ICA
• D. Pokrajac and L. J. Latecki: Spatiotemporal Blocks-Based Moving Objects Identification and Tracking, IEEE Visual Surveillance and Performance Evaluation of Tracking and Surveillance (VS-PETS), October 2003.