cluster variation method and probabilistic image processing -- loopy belief propagation --

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28 February, 200 3 University of Glasgow 1 Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation -- Kazuyuki Tanaka Graduate School of Information Scie nces Tohoku University [email protected] http://www.statp.is.tohoku.ac.jp/~kazu/in dex-e.html

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Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --. Kazuyuki Tanaka Graduate School of Information Sciences Tohoku University [email protected] http://www.statp.is.tohoku.ac.jp/~kazu/index-e.html. Noise. - PowerPoint PPT Presentation

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Page 1: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 1

Cluster Variation Method and Probabilistic Image Processing

-- Loopy Belief Propagation --

Kazuyuki TanakaGraduate School of Information Sciences

Tohoku [email protected]

http://www.statp.is.tohoku.ac.jp/~kazu/index-e.html

Page 2: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 2

Probabilistic Model and Image Restoration

Original Image Degraded Image

Transmission

Noise

Image Degraded

Image OriginalImage OriginalImage Degraded

Image DegradedImage Original

P

PP

P

Page 3: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 3

Image Restoration and Magnetic Material

Restored images are determined from a priori information and given data.

Ordered states are determined from interactions and external fields.

Feature detection from the data and image processing by means of filters.

Interpretation and prediction of physical property by means of physical model.

Similarity of Mathematical Structure

Regular lattice consisting of a lot of nodes.Neighbouring spin interactions and Markov random field

Page 4: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 4

Massive Information Processing and Probabilistic Information Processing

Computational Complexity.Approximation algorithms for massive information processing by means of advanced mean-field methods.

Application of the cluster variation method (Bethe/Kikuchi method) to massive information processing

Cluster Variation Method is equivalent to a generalized loopy belief propagation for probabilistic inference in the artificial intelligence.

Page 5: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 5

Important point in the application of cluster variation method to probabilistic image processing

Design of iterative algorithms for probabilistic inference based on cluster variation method (Computer Science).

Hyperparameter estimation (Statistics).

Cooperative phenomena in probabilistic models and probabilistic information processing (Physics).

Page 6: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 6

Degradation Process and A Priori Probability in Binary Image Restoration

Degradation

Process

(Binary Symmetric Channel)

A Priori

Probability

1, yxf

f

f

),(

21,,

2,1,

),(

21,,

2,1,

21

exp

2

1exp

yxyxyxyxyx

yxyxyxyxyx

ffff

ffff

P

M

x

N

yyxyx fgPP

1 1,,fg fP

yxyx fgP ,,

0

2

10 p

Page 7: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 7

A Priori Probability in Binary Image Restoration

f

f

),(

21,,

2,1,

),(

21,,

2,1,

21

exp

21

exp

yxyxyxyxyx

yxyxyxyxyx

ffff

ffff

P

2)(

50

1

.

1)(

1

1

)4(

250

1

.

Page 8: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 8

Bayes Formula and A Posteriori Probability

f

gf

gf

g

ffggf

E

E

P

PPP

exp

exp

),(2

1,,2

,1,

2,,

)()(

)(

2

1

yx yxyxyxyx

yxyx

ffff

fgE

gf

)(maxargˆ,,,

,

gyxyxf

yx fPfyx

yxf

yxyx PfP,

)()( ,,\f

gfg

Maximization of Posterior Marginal

01

ln2

1

p

p f

gfEZ exp,

Page 9: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 9

A Posteriori Probability in Binary Image Restoration

2

,,,

,, )(2

1exp

1yxyx

yxyxyx fg

ZfW

),( 1,1,,,

1,,1,

,

),( ,1,1,,

,1,,1

,

),(,,

)()(

),(

)()(

),(

,

1

yx yxyxyxyx

yxyxyxyx

yx yxyxyxyx

yxyxyx

yx

yxyxyx

fWfW

ffW

fWfW

ffWfW

ZP

gf

2',',

2','','

2,,','

,',',

',',

)(2

1exp

)(2

1exp)(

2

1exp

1,

yxyx

yxyxyxyxyxyx

yxyxyxyx

ff

fgfgZ

ffW

Page 10: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 10

Kullback-Leibler divergence

0ln)(

gf

ff

f P

QQPQD

f

ff 1)(,0 QQ

,ln][

,lnln)()(]|[

][

ZQF

ZQQEQPQD

QF

ffgff

ff

0 PQDPQ gff

,ln][1][min ZPFQQFQ

f

f

f

gfEZ exp,

Page 11: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 11

Kullback-Leibler Divergence

),( 1,1,,,

1,,1,

,

),( ,1,1,,

,1,,1

,

),(,, )()(

),(

)()(

),()(

yx yxyxyxyx

yxyxyxyx

yx yxyxyxyx

yxyxyx

yx

yxyxyx fQfQ

ffQ

fQfQ

ffQfQQ f

yxf

yxyx QfQ,

)()( ,,\f

f

ZFPQD ln

0ln)(

gf

ff

f P

QQPQD

f

ff 1)(,0 QQ

'',, ,',',

',', )(),(

yxyx ffyxyx

yxyx QffQ

\f

f

),(1,1,,,

1,,

1,,

),( ),(,1,1,,

,1,

,1,,,

]|[]|[]|[

]|[]|[]|[]|[}][{

yxyxyxyxyx

yxyx

yxyx

yx yxyxyxyxyx

yxyx

yxyxyxyx

WQDWQDWQD

WQDWQDWQDWQDQF

Page 12: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 12

Basic Framework of Pair Approximation in Cluster Variation Method

FPQDQQ

minargminarg

ZQFPQD ln

1,1,

,1,1

,1,,

1,1,,1,

,

,,1,

,1,1,,1

,,,

,,

,,

yxyx

yxyx

fyxyx

yxyx

fyxyx

yxyx

fyxyx

yxyx

fyxyx

yxyxyxyx

ffQffQ

ffQffQfQ

QFPQDQQminargminarg

),(1,1,,,

1,,

1,,

),( ),(,1,1,,

,1,

,1,,,

]|[]|[]|[

]|[]|[]|[]|[}][{

yxyxyxyxyx

yxyx

yxyx

yx yxyxyxyxyx

yxyx

yxyxyxyx

WQDWQDWQD

WQDWQDWQDWQDQF

yx yxyx yxyx f fyxyx

yxyx

f fyxyx

yxyx

fyxyx ffQffQfQ

, 1,, ,1,

1,, 1,,1,

,,1,,1

,,,

Page 13: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 13

Propagation Rule of Pair Approximation in Cluster Variation Method

yxfyx

yxyxyx

yxyxyx

yxyxyx

yxyxyxyx

yxyxyxyx

yxyxyx

yxyxyx

yxyxyxyx

yxyx fffffW

fffffWfQ

,

,1,

,,1,

,,,1

,,,1

,,,

,1,

,,1,

,,,1

,,,1

,,,,,

yx yx

yx

f fyx

yxyxyx

yxyxyx

yxyxyxyx

yxyx

fyx

yxyxyx

yxyxyx

yxyxyxyx

yxyx

yxyxyx fffffW

fffffW

f

,1 ,

,

,1,

,,1,

,,,1

,,1,,1

,

,1,

,,1,

,,,1

,,1,,1

,

,1,

,1 ,

,

yx yxf f yxyxyxyx

yxyxyx

yxyx

yxyxyxyx

yxyxyx

yxyxyxyx

yxyx

yxyxyxyx

yxyxyx

yxyx

yxyxyxyx

yxyxyx

yxyxyxyx

yxyx

yxyxyx

yx

fff

fffffW

fff

fffffW

ffQ

, ,1 ,11,1

,1,11,1

,1,1,2

,1

,1,

,,1,

,,,1

,,1,,1

,

,11,1

,1,11,1

,1,1,2

,1

,1,

,,1,

,,,1

,,1,,1

,

,1,,1

,

,

,

,

Update Rule is reduced to Loopy Belief Propagation

Page 14: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 14

One-Body Marginal Probability of Pair Approximation in CVM

),( yx

)1,( yx

),1( yx ),1( yx

)1,( yx

)( ,1,

, yxyxyx f

)( ,,1

, yxyx

yx f

)( ,1,

, yxyxyx f

)( ,,1

, yxyx

yx f

yxfyx

yxyxyx

yxyxyx

yxyxyx

yxyxyxyx

yxyxyxyx

yxyxyx

yxyxyx

yxyxyxyx

yxyx fffffW

fffffWfQ

,

,1,

,,1,

,,,1

,,,1

,,,

,1,

,,1,

,,,1

,,,1

,,,,,

Page 15: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 15

Two-Body Marginal Probability of Pair Approximation in CVM

)1,1( yx

),( yx

)1,( yx

),1( yx ),1( yx

)1,( yx

)( ,1,

, yxyxyx f

)( ,,1

, yxyx

yx f

)( ,1,

, yxyxyx f

)( ,11,1

,1 yxyxyx f

)1,1( yx

)( ,11,1

,1 yxyxyx f

),2( yx )( ,1

,2,1 yxyxyx f

yx yxf f yxyxyxyx

yxyxyx

yxyx

yxyxyxyx

yxyxyx

yxyxyxyx

yxyx

yxyxyxyx

yxyxyx

yxyx

yxyxyxyx

yxyxyx

yxyxyxyx

yxyx

yxyxyx

yx

fff

fffffW

fff

fffffW

ffQ

, ,1 ,11,1

,1,11,1

,1,1,2

,1

,1,

,,1,

,,,1

,,1,,1

,

,11,1

,1,11,1

,1,1,2

,1

,1,

,,1,

,,,1

,,1,,1

,

,1,,1

,

,

,

,

Page 16: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 16

Message Propagation Rule of Pair Approximation in CVM

),( yx

)1,( yx

),1( yx ),1( yx

)1,( yx

)( ,1,

, yxyxyx f

)( ,,1

, yxyx

yx f

)( ,1,

, yxyxyx f

)( ,1,

,1 yxyxyx f

yx yx

yx

f fyx

yxyxyx

yxyxyx

yxyx

yxyx

yxyxyx

yx

fyx

yxyxyx

yxyxyx

yxyx

yxyx

yxyxyx

yx

yxyxyx

ffffW

ffW

ffffW

ffW

f

, ,1

,

,1,

,,1,

,,,1

,,1,1

,1,,1

,

,1,

,,1,

,,,1

,,1,1

,1,,1

,

,1,

,1,

,

Page 17: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 17

Binary Image Restoration

Original images are generated by Monte Carlo simulations in the a priori probability.

Original Image Degraded Image (p=0.2) Restored Image

2)(

50

1

.

1)(

1

1

)4(

25.01

Page 18: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 18

Binary Image Restoration

Original Image Degraded Image Restored Image

Page 19: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 19

Hyperparameter Estimation

Maximization of Marginal Likelihood

0,,0

,,|,|,,|

ZZ

ZPPPP

ff

ffgfgg

,ˆ,ˆ,

gPmax arg

f

gfEZ exp,

M

x

N

y yxyxyxyx

yxyx

ffff

fgE

1 1 1,,,1,

,,

gf

p

p1ln

2

1

Page 20: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 20

Binary Image RestorationOriginal images are generated by Monte Carlo simulations in the a priori probability.

Original ImageDegraded Image

(p=0.2) Restored Image

2)(

50

1

.

1)(

1

1

)4(

25.01

0.151ˆ

0.431ˆ

p

0.160ˆ

0.408ˆ

p

0.257ˆ

0.364ˆ

p

Page 21: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 21

Binary Image Restoration

Original Image Degraded ImageMean Field

ApproximationPair Approximation

in CVM

Hyperparameters are determined so as to maximize the marginal likelihood.

Page 22: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 22

Multi-Valued Image Restoration

Degradation Process

),(

,,yx

yxyx fgPP fg

)()1(1

)(

,,

,,

,,yxyx

yxyx

yxyx fgpQ

fgpfgP

1,,1,0, Qf yx

Page 23: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 23

A Priori Probability in Multi-Valued Image Restoration

baba ,,

1,,1,0, Qf yx

f

f

),(

21,,

2,1,

),(

21,,

2,1,

exp

exp

yxyxyxyxyx

yxyxyxyxyx

ffff

ffff

P

Q-state Ising Model

f

f

),(1,,,1,

),(1,,,1,

,,exp

,,exp

yxyxyxyxyx

yxyxyxyxyx

ffff

ffff

P

Q-state Potts Model

Kronecker Delta

0

Page 24: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 24

Multi-Valued Image Restoration (Q=4)Hyperparameters are determined so as to maximize the marginal

likelihood.

Degraded Image Restored

Image

Original Image

4-state Ising Model

4-state Potts Model

75.0

25.1

27153.0ˆ3

0.62021ˆ

p

0.25871ˆ3

1.10223ˆ

p

3.03 p

Page 25: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 25

Multi-Valued Image Restoration (Q=4)Hyperparameters are determined so as to

maximize the marginal likelihood.

Degraded Image( 3p=0.3

4-state Potts Model

Original Image4-state Ising

Model

Page 26: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 26

Summary

Probabilistic Image Processing by Bayes Formula

Cluster Variation Method and Loopy Belief Propagation

Binary Image Restoration

Multi-Valued Image Restoration

Page 27: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 27

Other Practical Applications

Edge DetectionSegmentationTexture AnalysisImage CompressionMotion DetectionColor Image

Page 28: Cluster Variation Method and Probabilistic Image Processing -- Loopy Belief Propagation --

28 February, 2003 University of Glasgow 28

Other Theoretical Works

Hyperparameter Estimation by EM algorithmStatistical Performance Estimation and Spin Glass Theory

Replica methodInequality of Statistical Quantity

Line FieldGeneralized Loopy Belief Propagation and Cluster Variation MethodInformation Geometry and Cluster Variation Method