### ppt

```EE462 MLCV
Lecture 3-4
Clustering (1hr)
Gaussian Mixture and EM
(1hr)
Tae-Kyun Kim
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Vector Clustering
Data points (green), 2D vectors, are grouped to two
homogenous clusters (blue and red).
Clustering is achieved by an iterative algorithm (left to right).
The cluster centers are marked x.
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Pixel Clustering (Image Quantisation)
Image pixels are represented by 3D vectors of R,G,B values.
The vectors are grouped to K=10,3,2 clusters, and
represented by the mean values of the respective clusters.
R
G
B
∈ R3
`
`
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Patch Clustering
Lecture 9-10 (BoW)
Image patches are harvested around interest points from a large number of images.
They are represented by finite dimensional vectors, and clustered to form a visual
dictionary.
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……
……
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or raw pixels
…
dimension D
SIFT
D=400
K codewords
…
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Image Clustering
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Whole images are represented as finite dimensional vectors.
Homogenous vectors are grouped together in Euclidean
space.
Lecture 910 (BoW)
……
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K-means vs GMM
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Two standard methods are k-means and Gaussian Mixture Model (GMM).
K-means assigns data points to the nearest clusters, while GMM represents data
by multiple Gaussian densities.
Hard clustering: a
data point is
assigned a cluster.
Soft clustering: a
data point is
explained by a mix
of multiple
Gaussians
probabilistically.
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Matrix and Vector Derivatives
Matrix and vector derivatives are obtained first by element-wise derivatives
and then reforming them into matrices and vectors.
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Matrix and Vector Derivatives
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K-means Clustering
Given a data set {x1,…, xN} of N observations in a Ddimensional space, our goal is to partition the data set into K
clusters or groups.
The vectors μk, where k = 1,...,K, represent k-th cluster, e.g.
the centers of the clusters.
Binary indicator variables are defined for each data point xn,
rnk∈ {0, 1}, where k = 1,...,K.
1-of-K coding scheme: xn is assigned to cluster k then rnk = 1,
and rnj = 0 for j ≠ k.
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The objective function that measures distortion is
We ought to find {rnk} and {μk} that minimise J.
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• Iterative solution:
First we choose some initial values for μk.
Step 1: We minimise J with respect to rnk, keeping μk fixed. J is a linear
function of rnk, we have a closed form solution
till converge
Step 2: We minimise J with respect to μk keeping rnk fixed. J is a quadratic
of μk. We set its derivative with respect to μk to zero,
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K=2
rnk
μ1
μ2
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It provides convergence proof.
Local minimum: its result depends on initial values of μk .
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Generalisation of K-means
• Generalisation of K-means using a more generic dissimilarity measure
V (xn, μk). The objective function to minimise is
V = (xn - uk ) T Σk-1(xn - uk ) , where Σk denotes the covariance matrix.
•
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Cluster shapes by different Σk: =

Σk: = I

2
Circles in the same size
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Generalisation of K-means
Σk: an isotropic matrix
Σk: a diagonal matrix
Σk: a full matrix
Different sized circles
Ellipses
Rotated
ellipses
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Statistical Pattern Recognition
Toolbox for Matlab
http://cmp.felk.cvut.cz/cmp/software/stp
rtool/
…\stprtool\probab\cmeans.m
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Mixture of Gaussians
Denote z as 1-of-K representation: zk ∈ {0, 1} and Σk zk = 1.
We define the joint distribution p(x, z) by a marginal
distribution p(z) and a conditional distribution p(x|z).
Hidden variable
Observable variable: data
Lecture 11-12 (Prob.
Graphical models)
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The marginal distribution over z is written by the mixing
coefficients πk
where
The marginal distribution is in the form of
Similarly,
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The marginal distribution of x is
, which is as a linear superposition of Gaussians.
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The conditional probability p(zk = 1|x) denoted by γ(zk ) is
obtained by Bayes' theorem,
We view πk as the prior probability of zk = 1, and γ(zk ) as the
posterior probability.
γ(zk ) is the responsibility that k-component takes for
explaining the observation x.
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Maximum Likelihood Estimation
Given a data set of X = {x1,…, xN}, the log of the likelihood
function is
s.t.
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Setting the derivatives of ln p(X|π, μ, Σ) with respect to μk
to zero, we obtain
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Setting the derivatives of ln p(X|π, μ, Σ) with respect to Σk
to zero, we obtain
Finally, we maximise ln p(X|π, μ, Σ) with respect to the
mixing coefficients πk. We use a Largrange multiplier
objective ftn. f(x)
max f(x) s.t. g(x)=0
constraints g(x)
max f(x) + g(x)
Refer to Optimisation course or http://en.wikipedia.org/wiki/Lagrange_multiplier
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which gives
we find λ = -N and
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EM (Expectation Maximisation) for Gaussian
Mixtures
1. Initialise the means μk , covariances Σk and mixing
coefficients πk.
2. Ε step: Evaluate the responsibilities using the current
parameter values
3. M step: RE-estimate the parameters using the current
responsibilities
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EM (Expectation Maximisation) for Gaussian
Mixtures
4. Evaluate the log likelihood
and check for convergence of either the parameters or the
log likelihood. If the convergence criterion is not satisfied,
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Statistical Pattern Recognition
Toolbox for Matlab
http://cmp.felk.cvut.cz/cmp/software/stp
rtool/
…\stprtool\visual\pgmm.m
…\stprtool\demos\demo_emgmm.m
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Information Theory
Lecture 7 (Random forest)
The amount of information can be viewed as the degree
of surprise on the value of x.
If we have two events x and y that are unrelated, h(x,y) =
h(x) + h(y).
As p(x,y) = p(x)p(y), thus h(x) takes the logarithm of p(x) as
where the minus sign ensures that
information is positive or zero.
0
1
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The average amount of information (called entropy) is
given by
The differential entropy for a multivariate continuous
variable x is
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```