scientific foundations of the defuse

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Informatics and Mathematical Modelling / Intelligent Signal Processing 1 Jan Larsen Scientific foundations of the DeFuse project – demining by fusion of techniques Jan Larsen Intelligent Signal Processing, IMM Technical University of Denmark [email protected] , www.imm.dtu.dk/~jl DeFuse

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Page 1: Scientific foundations of the DeFuse

Informatics and Mathematical Modelling / Intelligent Signal Processing

1Jan Larsen

Scientific foundations of the DeFuseproject – demining by fusion of techniques

Jan LarsenIntelligent Signal Processing, IMMTechnical University of [email protected], www.imm.dtu.dk/~jl

DeFuse

Page 2: Scientific foundations of the DeFuse

Jan Larsen 2

Informatics and Mathematical Modelling / Intelligent Signal Processing

Scientific objectivesObtain general scientific knowledge about the advantages of deploying a combined approachEliminate confounding factors through careful experimental design and specific scientific hypotheses Test the general scientific hypothesis is that there is little dependence between missed detections in successive runs of the same or different methodsTo accept the hypothesis under varying detection/clearanceprobability levelsTo lay the foundation for new practices for mine action, but it is not within scope of the pilot project

Page 3: Scientific foundations of the DeFuse

Jan Larsen 3

Informatics and Mathematical Modelling / Intelligent Signal Processing

Are today’s methods not good enough?

some operators believe that we already have sufficient clearance efficiencyno single method achieve more than 90% efficiency clearance efficiency is perceived to be higher since many mine suspected areas actually have very few mines or a very uneven mine densitytoday’s post clearance control requires an unrealistically high number of sample to get statistically reliable results

Page 4: Scientific foundations of the DeFuse

Jan Larsen 4

Informatics and Mathematical Modelling / Intelligent Signal Processing

Are combined methods not already the common practice?

today’s combined schemes are ad hoc practices with limited scientific support and qualificationwe believe that the full advantage of combined methods and procedures has not yet been exploited

Page 5: Scientific foundations of the DeFuse

Jan Larsen 5

Informatics and Mathematical Modelling / Intelligent Signal Processing

Does the project require a lot of new R&D?

no detection system R&D is requiredstart from today’s best practice and increase knowledge about the optimal use of the existing “toolbox”

Page 6: Scientific foundations of the DeFuse

Jan Larsen 6

Informatics and Mathematical Modelling / Intelligent Signal Processing

Is it realistic to design optimal strategies under highly variable operational conditions?

it is already very hard to adapt existing methods to work with constantly high and proven efficiency under variable operational conditionsproposed combined framework sets lower demand on clearance efficiency of the individual method and hence less sensitivity to environmental changesthe uncertainty about clearance efficiency will be much less important when combining methodsoverall system will have an improved robustness to changing operational conditions

Page 7: Scientific foundations of the DeFuse

Jan Larsen 7

Informatics and Mathematical Modelling / Intelligent Signal Processing

OutlineDeFuse objectivesStatistical modelingThe design and evaluation of mine equipmentImproving performance by statistical learning and information fusion

Page 8: Scientific foundations of the DeFuse

Jan Larsen 8

Informatics and Mathematical Modelling / Intelligent Signal Processing

Scientific approach

Scientist are born sceptical: they don’t believe facts unless they see them often enough

Page 9: Scientific foundations of the DeFuse

Jan Larsen 9

Informatics and Mathematical Modelling / Intelligent Signal Processing

Why do we need statistical models?

Mine action is influenced by many uncertain factors –statistical modeling is the principled framework to handle uncertaintyThe use of statistical modeling enables consistent and robust decisions with associated risk estimates from acquired empirical data and prior knowledgePitfalls and misuse of statistical methods sometimes wrongly leads to the conclusion that they are of little practical use

Page 10: Scientific foundations of the DeFuse

Jan Larsen 10

Informatics and Mathematical Modelling / Intelligent Signal Processing

The elements of statistical decision theory

Data•Sensor

•Calibration

•Post clearance

•External factors

Prior knowledge•Physical knowledge

•Experience

•Environment

Sta

tist

ical

model

s

Loss

funct

ion

•Decision

•Risk assessment

Inference:

Assign probabiltiesto hypotheses

Page 11: Scientific foundations of the DeFuse

Jan Larsen 11

Informatics and Mathematical Modelling / Intelligent Signal Processing

What are the requirements for mine action risk

Tolerable risk for individuals comparable to other natural risksAs high cost efficiency as possible requires detailed risk analysis – e.g. some areas might better be fenced than clearedNeed for professional risk analysis, management and control involving all partners (MAC, NGOs, commercial etc.)

Goal

•99.6% is not an unrealistic requirement•But… today’s methods achieve at most 90% and are hard to evaluate!!!

GICHD and FFI are currently working on such methods [HåvardBach, Ove Dullum NDRF SC2006]

Page 12: Scientific foundations of the DeFuse

Jan Larsen 12

Informatics and Mathematical Modelling / Intelligent Signal Processing

OutlineDeFuse objectivesStatistical modelingThe design and evaluation of mine equipmentImproving performance by statistical learning and information fusion

Page 13: Scientific foundations of the DeFuse

Jan Larsen 13

Informatics and Mathematical Modelling / Intelligent Signal Processing

Evaluation and testing

How do we assess the performance/detection probability?What is the confidence?

operation phase

evaluation phase

system design phase

Page 14: Scientific foundations of the DeFuse

Jan Larsen 14

Informatics and Mathematical Modelling / Intelligent Signal Processing

Detecting a mine – flipping a coin

no of headsno of tosses

Frequency =

when infinitely many tossesprobability frequency=

Page 15: Scientific foundations of the DeFuse

Jan Larsen 15

Informatics and Mathematical Modelling / Intelligent Signal Processing

99,6% detection probability

996 99,6%1000

Frequency = =

One more or less detection changes the frequency a lot!

9960 99,60%10000

Frequency = =

Page 16: Scientific foundations of the DeFuse

Jan Larsen 16

Informatics and Mathematical Modelling / Intelligent Signal Processing

Inferring the detection probabilityindependent mine areas

for evaluationdetections observed

true detection probability θ

θ θ θ θ −⎛ ⎞= ⎜ ⎟⎝ ⎠

( | ) ~ Binom( | ) y N yNP y N

y

y

N

Page 17: Scientific foundations of the DeFuse

Jan Larsen 17

Informatics and Mathematical Modelling / Intelligent Signal Processing

Incorporating prior knowledge via Bayes formula

θ θθ = ( | ) ( )( | )

( )P y p

P yP y

prior

Page 18: Scientific foundations of the DeFuse

Jan Larsen 18

Informatics and Mathematical Modelling / Intelligent Signal Processing

Prior probability of

No priorNon-informative prior

Informative prior

θ θ=( ) ( | 0,1)p Uniform

θ

θ θ α β=( ) ( | , )p Beta

Page 19: Scientific foundations of the DeFuse

Jan Larsen 19

Informatics and Mathematical Modelling / Intelligent Signal Processing

Prior distribution

mean=0.6

Page 20: Scientific foundations of the DeFuse

Jan Larsen 20

Informatics and Mathematical Modelling / Intelligent Signal Processing

Posterior probability is also Beta

α βθ θ α β θ θ+ − += + + − ∼( | ) ( | , ) y n yP y Beta y n y

Page 21: Scientific foundations of the DeFuse

Jan Larsen 21

Informatics and Mathematical Modelling / Intelligent Signal Processing

HPD credible sets – the Bayesian confidence interval { }ε θ θ ε ε≥ > −1-C = : P( | ) ( ) , P( | ) 1y k C y

Page 22: Scientific foundations of the DeFuse

Jan Larsen 22

Informatics and Mathematical Modelling / Intelligent Signal Processing

The required number of samples NWe need to be confident about the estimated detection probability

εθ −> = 1Prob( 99.6%) C

39952285

189949303θ = 99.7%est

θ = 99.8%est

99%C95%C

Uniform prior

34932147

183018317θ = 99.7%est

θ = 99.8%est

99%C95%C

Informative priorα β=0.9, =0.6

Page 23: Scientific foundations of the DeFuse

Jan Larsen 23

Informatics and Mathematical Modelling / Intelligent Signal Processing

The required number of samples NWe need to be confident about the estimated detection probability

εθ −> = 1Prob( 70%) C

9944

3913θ = 85%est

θ = 80%est

99%C95%C

Uniform prior

8939

3312θ = 85%est

θ = 80%est

99%C95%C

Informative priorα β=0.9, =0.6

Page 24: Scientific foundations of the DeFuse

Jan Larsen 24

Informatics and Mathematical Modelling / Intelligent Signal Processing

Probability of seeing a sequence of only true detections

Page 25: Scientific foundations of the DeFuse

Jan Larsen 25

Informatics and Mathematical Modelling / Intelligent Signal Processing

Credible sets when detecting 100%

4602114820

299474713

θ >Prob( 80%) θ >Prob( 99.6%) θ >Prob( 99.9%)

95%C

99%C

Minimum number of samples N

Page 26: Scientific foundations of the DeFuse

Jan Larsen 26

Informatics and Mathematical Modelling / Intelligent Signal Processing

Consequences

It is unrealistic to check 99.6% detection rate is post clearance testsIt is realistic to certify individual method to e.g. 70% detection rate

certify individual

methods to low levels

use DeFuseresults for combining

combined detection provides 99.6%

Page 27: Scientific foundations of the DeFuse

Jan Larsen 27

Informatics and Mathematical Modelling / Intelligent Signal Processing

OutlineDeFuse objectivesStatistical modelingThe design and evaluation of mine equipmentImproving performance by statistical learning and information fusion

Page 28: Scientific foundations of the DeFuse

Jan Larsen 28

Informatics and Mathematical Modelling / Intelligent Signal Processing

Confusion matrix captures inherent trade-off

True

yes no

yes a b

no c d

Detection probability (sensitivity): a/(a+c)False alarm: b/(a+b)

Est

imat

ed

Page 29: Scientific foundations of the DeFuse

Jan Larsen 29

Informatics and Mathematical Modelling / Intelligent Signal Processing

Receiver operations curve (ROC)

false alarm %

detection probability %

0 1000

100

Page 30: Scientific foundations of the DeFuse

Jan Larsen 30

Informatics and Mathematical Modelling / Intelligent Signal Processing

Improving performance by fusion of methods

Methods (sensors, mechanical etc.) supplement each other by exploiting different aspect of physical environment

Early integration

Hierarchical integration

Late integration

Page 31: Scientific foundations of the DeFuse

Jan Larsen 31

Informatics and Mathematical Modelling / Intelligent Signal Processing

Late integration by decision fusion

Sensor Signal processing

Mechanical system

Decision fusion

Dec

isio

n

Page 32: Scientific foundations of the DeFuse

Jan Larsen 32

Informatics and Mathematical Modelling / Intelligent Signal Processing

Pros and cons

☺ Combination leads to a possible exponential increase in detection performance

☺ Combination leads to better robustness against changes in environmental conditionsCombination leads to a possible linear increase in false alarm rate

Page 33: Scientific foundations of the DeFuse

Jan Larsen 33

Informatics and Mathematical Modelling / Intelligent Signal Processing

Dependencies between methods

Method j

Mine present

Method i

yes no

yes c11 c10

no c01 c00

Contingencytables

Page 34: Scientific foundations of the DeFuse

Jan Larsen 34

Informatics and Mathematical Modelling / Intelligent Signal Processing

Optimal combination

Method 1

Method K

Combiner

0/1

0/1

0/1

Optimal combiner depends on contingency tables

Page 35: Scientific foundations of the DeFuse

Jan Larsen 35

Informatics and Mathematical Modelling / Intelligent Signal Processing

Optimal combiner

101010111

110011001

111100010

000000000

765432121

CombinerMethod

122 1K −

− possible combiners

OR rule is optimal for independent methods

Page 36: Scientific foundations of the DeFuse

Jan Larsen 36

Informatics and Mathematical Modelling / Intelligent Signal Processing

OR rule is optimal for independent methods

Method 1: 1 0 0 1 0 0 1 0 1 0Method 2: 0 1 0 0 1 0 1 1 1 0Combined: 1 1 0 1 1 0 1 1 1 0

1 2

1 2

1 2

1 2

ˆ ˆ( ) ( y 1| 1)

ˆ ˆ1 ( 0 0 | 1)

ˆ ˆ1 ( 0 | 1) ( 0 | 1)

1 (1 ) (1 )

d

d d

P OR P y y

P y y y

P y y P y y

P P

= ∨ = =

= − = ∧ = =

= − = = ⋅ = == − − ⋅ −

Inde

pend

ence

to b

e

conf

irmed

by Fis

her’s

test

Page 37: Scientific foundations of the DeFuse

Jan Larsen 37

Informatics and Mathematical Modelling / Intelligent Signal Processing

False alarm follows a similar rule

1 2

1 2

1 2

1 2

( )

ˆ ˆ( y 1| 0)

ˆ ˆ1 ( 0 0 | 0)

ˆ ˆ1 ( 0 | 0) ( 0 | 0)

1 (1 ) (1 )

fa

fa fa

P OR

P y y

P y y y

P y y P y y

P P

=

∨ = =

= − = ∧ = =

= − = = ⋅ = == − − ⋅ −

Page 38: Scientific foundations of the DeFuse

Jan Larsen 38

Informatics and Mathematical Modelling / Intelligent Signal Processing

Example

1 10.8, 0.1d fap p= = = =2 20.7, 0.1d fap p

= − − ⋅ − == − − ⋅ − =1 (1 0.8) (1 0.7) 0.94

1 (1 0.1) (1 0.1) 0.19d

fa

p

p

Exponential increase in detection rateLinear increase in false alarm rate

Joint discussions with: Bjarne Haugstad

Page 39: Scientific foundations of the DeFuse

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Informatics and Mathematical Modelling / Intelligent Signal Processing

Artificial exampleN=23 minesMethod 1: P(detection)=0.8, P(false alarm)=0.1Method 2: P(detection)=0.7, P(false alarm)=0.1Resolution: 64 cells

● ● ●

● ●

● ●

● ● ● ●

● ● ●

● ● ●

● ● ●

● ● ●

True

364no

519yes

noyes

Est

imat

ed

Confusion table for method 1

Page 40: Scientific foundations of the DeFuse

Jan Larsen 40

Informatics and Mathematical Modelling / Intelligent Signal Processing

2 4 6 1 3 5 70

10

20

30

40

50

60

70

80

90

100

Combined

Flail Metal detector

combination number

%

Detection rates

Flail : 82.6Metal detector: 69.6Combined: 91.3

Statistical test confirms the increased

performance of the combined approach

Page 41: Scientific foundations of the DeFuse

Jan Larsen 41

Informatics and Mathematical Modelling / Intelligent Signal Processing

2 4 6 1 3 5 70

5

10

15

20

25

30

35

40

CombinedFlail

Metal detector

combination number

%

False alarm rates

Flail : 12.2Metal detector: 7.3Combined: 17.1

Page 42: Scientific foundations of the DeFuse

Jan Larsen 42

Informatics and Mathematical Modelling / Intelligent Signal Processing

Conclusions

Statistical decision theory and modeling is essential for optimal use of prior information and empirical evidenceIt is very hard to assess the necessary high performance which is required to have a tolerable risk of casualtyCombination of methods is a promising avenue to overcome current problems

certify methods

DeFuseresults

combine