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2015


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Joint 3D Object and Layout Inference from a single RGB-D Image

(Best Paper Award)

Geiger, A., Wang, C.

In German Conference on Pattern Recognition (GCPR), 9358, pages: 183-195, Lecture Notes in Computer Science, Springer International Publishing, 2015 (inproceedings)

Abstract
Inferring 3D objects and the layout of indoor scenes from a single RGB-D image captured with a Kinect camera is a challenging task. Towards this goal, we propose a high-order graphical model and jointly reason about the layout, objects and superpixels in the image. In contrast to existing holistic approaches, our model leverages detailed 3D geometry using inverse graphics and explicitly enforces occlusion and visibility constraints for respecting scene properties and projective geometry. We cast the task as MAP inference in a factor graph and solve it efficiently using message passing. We evaluate our method with respect to several baselines on the challenging NYUv2 indoor dataset using 21 object categories. Our experiments demonstrate that the proposed method is able to infer scenes with a large degree of clutter and occlusions.

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pdf suppmat video project DOI [BibTex]

2015


pdf suppmat video project DOI [BibTex]


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Probabilistic Line Searches for Stochastic Optimization

Mahsereci, M., Hennig, P.

In Advances in Neural Information Processing Systems 28, pages: 181-189, (Editors: C. Cortes, N.D. Lawrence, D.D. Lee, M. Sugiyama and R. Garnett), Curran Associates, Inc., 29th Annual Conference on Neural Information Processing Systems (NIPS), 2015 (inproceedings)

Abstract
In deterministic optimization, line searches are a standard tool ensuring stability and efficiency. Where only stochastic gradients are available, no direct equivalent has so far been formulated, because uncertain gradients do not allow for a strict sequence of decisions collapsing the search space. We construct a probabilistic line search by combining the structure of existing deterministic methods with notions from Bayesian optimization. Our method retains a Gaussian process surrogate of the univariate optimization objective, and uses a probabilistic belief over the Wolfe conditions to monitor the descent. The algorithm has very low computational cost, and no user-controlled parameters. Experiments show that it effectively removes the need to define a learning rate for stochastic gradient descent. [You can find the matlab research code under `attachments' below. The zip-file contains a minimal working example. The docstring in probLineSearch.m contains additional information. A more polished implementation in C++ will be published here at a later point. For comments and questions about the code please write to mmahsereci@tue.mpg.de.]

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Matlab research code link (url) [BibTex]

Matlab research code link (url) [BibTex]


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Discrete Optimization for Optical Flow

Menze, M., Heipke, C., Geiger, A.

In German Conference on Pattern Recognition (GCPR), 9358, pages: 16-28, Springer International Publishing, 2015 (inproceedings)

Abstract
We propose to look at large-displacement optical flow from a discrete point of view. Motivated by the observation that sub-pixel accuracy is easily obtained given pixel-accurate optical flow, we conjecture that computing the integral part is the hardest piece of the problem. Consequently, we formulate optical flow estimation as a discrete inference problem in a conditional random field, followed by sub-pixel refinement. Naive discretization of the 2D flow space, however, is intractable due to the resulting size of the label set. In this paper, we therefore investigate three different strategies, each able to reduce computation and memory demands by several orders of magnitude. Their combination allows us to estimate large-displacement optical flow both accurately and efficiently and demonstrates the potential of discrete optimization for optical flow. We obtain state-of-the-art performance on MPI Sintel and KITTI.

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pdf suppmat project DOI [BibTex]

pdf suppmat project DOI [BibTex]


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A Random Riemannian Metric for Probabilistic Shortest-Path Tractography

Hauberg, S., Schober, M., Liptrot, M., Hennig, P., Feragen, A.

In 18th International Conference on Medical Image Computing and Computer Assisted Intervention, 9349, pages: 597-604, Lecture Notes in Computer Science, MICCAI, 2015 (inproceedings)

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PDF DOI [BibTex]

PDF DOI [BibTex]


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Joint 3D Estimation of Vehicles and Scene Flow

Menze, M., Heipke, C., Geiger, A.

In Proc. of the ISPRS Workshop on Image Sequence Analysis (ISA), 2015 (inproceedings)

Abstract
Three-dimensional reconstruction of dynamic scenes is an important prerequisite for applications like mobile robotics or autonomous driving. While much progress has been made in recent years, imaging conditions in natural outdoor environments are still very challenging for current reconstruction and recognition methods. In this paper, we propose a novel unified approach which reasons jointly about 3D scene flow as well as the pose, shape and motion of vehicles in the scene. Towards this goal, we incorporate a deformable CAD model into a slanted-plane conditional random field for scene flow estimation and enforce shape consistency between the rendered 3D models and the parameters of all superpixels in the image. The association of superpixels to objects is established by an index variable which implicitly enables model selection. We evaluate our approach on the challenging KITTI scene flow dataset in terms of object and scene flow estimation. Our results provide a prove of concept and demonstrate the usefulness of our method.

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PDF [BibTex]

PDF [BibTex]


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Probabilistic numerics and uncertainty in computations

Hennig, P., Osborne, M. A., Girolami, M.

Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 471(2179), 2015 (article)

Abstract
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.

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PDF DOI [BibTex]

PDF DOI [BibTex]

2014


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Omnidirectional 3D Reconstruction in Augmented Manhattan Worlds

Schoenbein, M., Geiger, A.

International Conference on Intelligent Robots and Systems, pages: 716 - 723, IEEE, Chicago, IL, USA, IEEE/RSJ International Conference on Intelligent Robots and System, October 2014 (conference)

Abstract
This paper proposes a method for high-quality omnidirectional 3D reconstruction of augmented Manhattan worlds from catadioptric stereo video sequences. In contrast to existing works we do not rely on constructing virtual perspective views, but instead propose to optimize depth jointly in a unified omnidirectional space. Furthermore, we show that plane-based prior models can be applied even though planes in 3D do not project to planes in the omnidirectional domain. Towards this goal, we propose an omnidirectional slanted-plane Markov random field model which relies on plane hypotheses extracted using a novel voting scheme for 3D planes in omnidirectional space. To quantitatively evaluate our method we introduce a dataset which we have captured using our autonomous driving platform AnnieWAY which we equipped with two horizontally aligned catadioptric cameras and a Velodyne HDL-64E laser scanner for precise ground truth depth measurements. As evidenced by our experiments, the proposed method clearly benefits from the unified view and significantly outperforms existing stereo matching techniques both quantitatively and qualitatively. Furthermore, our method is able to reduce noise and the obtained depth maps can be represented very compactly by a small number of image segments and plane parameters.

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pdf DOI [BibTex]

2014


pdf DOI [BibTex]


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Probabilistic Progress Bars

Kiefel, M., Schuler, C., Hennig, P.

In Conference on Pattern Recognition (GCPR), 8753, pages: 331-341, Lecture Notes in Computer Science, (Editors: Jiang, X., Hornegger, J., and Koch, R.), Springer, GCPR, September 2014 (inproceedings)

Abstract
Predicting the time at which the integral over a stochastic process reaches a target level is a value of interest in many applications. Often, such computations have to be made at low cost, in real time. As an intuitive example that captures many features of this problem class, we choose progress bars, a ubiquitous element of computer user interfaces. These predictors are usually based on simple point estimators, with no error modelling. This leads to fluctuating behaviour confusing to the user. It also does not provide a distribution prediction (risk values), which are crucial for many other application areas. We construct and empirically evaluate a fast, constant cost algorithm using a Gauss-Markov process model which provides more information to the user.

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website+code pdf DOI [BibTex]

website+code pdf DOI [BibTex]


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Simultaneous Underwater Visibility Assessment, Enhancement and Improved Stereo

Roser, M., Dunbabin, M., Geiger, A.

IEEE International Conference on Robotics and Automation, pages: 3840 - 3847 , Hong Kong, China, IEEE International Conference on Robotics and Automation, June 2014 (conference)

Abstract
Vision-based underwater navigation and obstacle avoidance demands robust computer vision algorithms, particularly for operation in turbid water with reduced visibility. This paper describes a novel method for the simultaneous underwater image quality assessment, visibility enhancement and disparity computation to increase stereo range resolution under dynamic, natural lighting and turbid conditions. The technique estimates the visibility properties from a sparse 3D map of the original degraded image using a physical underwater light attenuation model. Firstly, an iterated distance-adaptive image contrast enhancement enables a dense disparity computation and visibility estimation. Secondly, using a light attenuation model for ocean water, a color corrected stereo underwater image is obtained along with a visibility distance estimate. Experimental results in shallow, naturally lit, high-turbidity coastal environments show the proposed technique improves range estimation over the original images as well as image quality and color for habitat classification. Furthermore, the recursiveness and robustness of the technique allows real-time implementation onboard an Autonomous Underwater Vehicles for improved navigation and obstacle avoidance performance.

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pdf DOI [BibTex]

pdf DOI [BibTex]


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Calibrating and Centering Quasi-Central Catadioptric Cameras

Schoenbein, M., Strauss, T., Geiger, A.

IEEE International Conference on Robotics and Automation, pages: 4443 - 4450, Hong Kong, China, IEEE International Conference on Robotics and Automation, June 2014 (conference)

Abstract
Non-central catadioptric models are able to cope with irregular camera setups and inaccuracies in the manufacturing process but are computationally demanding and thus not suitable for robotic applications. On the other hand, calibrating a quasi-central (almost central) system with a central model introduces errors due to a wrong relationship between the viewing ray orientations and the pixels on the image sensor. In this paper, we propose a central approximation to quasi-central catadioptric camera systems that is both accurate and efficient. We observe that the distance to points in 3D is typically large compared to deviations from the single viewpoint. Thus, we first calibrate the system using a state-of-the-art non-central camera model. Next, we show that by remapping the observations we are able to match the orientation of the viewing rays of a much simpler single viewpoint model with the true ray orientations. While our approximation is general and applicable to all quasi-central camera systems, we focus on one of the most common cases in practice: hypercatadioptric cameras. We compare our model to a variety of baselines in synthetic and real localization and motion estimation experiments. We show that by using the proposed model we are able to achieve near non-central accuracy while obtaining speed-ups of more than three orders of magnitude compared to state-of-the-art non-central models.

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pdf DOI [BibTex]

pdf DOI [BibTex]


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3D Traffic Scene Understanding from Movable Platforms

Geiger, A., Lauer, M., Wojek, C., Stiller, C., Urtasun, R.

IEEE Transactions on Pattern Analysis and Machine Intelligence (PAMI), 36(5):1012-1025, published, IEEE, Los Alamitos, CA, May 2014 (article)

Abstract
In this paper, we present a novel probabilistic generative model for multi-object traffic scene understanding from movable platforms which reasons jointly about the 3D scene layout as well as the location and orientation of objects in the scene. In particular, the scene topology, geometry and traffic activities are inferred from short video sequences. Inspired by the impressive driving capabilities of humans, our model does not rely on GPS, lidar or map knowledge. Instead, it takes advantage of a diverse set of visual cues in the form of vehicle tracklets, vanishing points, semantic scene labels, scene flow and occupancy grids. For each of these cues we propose likelihood functions that are integrated into a probabilistic generative model. We learn all model parameters from training data using contrastive divergence. Experiments conducted on videos of 113 representative intersections show that our approach successfully infers the correct layout in a variety of very challenging scenarios. To evaluate the importance of each feature cue, experiments using different feature combinations are conducted. Furthermore, we show how by employing context derived from the proposed method we are able to improve over the state-of-the-art in terms of object detection and object orientation estimation in challenging and cluttered urban environments.

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pdf link (url) [BibTex]

pdf link (url) [BibTex]


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Probabilistic Solutions to Differential Equations and their Application to Riemannian Statistics

Hennig, P., Hauberg, S.

In Proceedings of the 17th International Conference on Artificial Intelligence and Statistics, 33, pages: 347-355, JMLR: Workshop and Conference Proceedings, (Editors: S Kaski and J Corander), Microtome Publishing, Brookline, MA, AISTATS, April 2014 (inproceedings)

Abstract
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian manifolds, where non-analytic ordinary differential equations are involved in virtually all computations. The probabilistic formulation permits marginalising the uncertainty of the numerical solution such that statistics are less sensitive to inaccuracies. This leads to new Riemannian algorithms for mean value computations and principal geodesic analysis. Marginalisation also means results can be less precise than point estimates, enabling a noticeable speed-up over the state of the art. Our approach is an argument for a wider point that uncertainty caused by numerical calculations should be tracked throughout the pipeline of machine learning algorithms.

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pdf Youtube Supplements Project page link (url) [BibTex]

pdf Youtube Supplements Project page link (url) [BibTex]


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Local Gaussian Regression

Meier, F., Hennig, P., Schaal, S.

arXiv preprint, March 2014, clmc (misc)

Abstract
Abstract: Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is that it can work with ...

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Web link (url) [BibTex]

Web link (url) [BibTex]


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Probabilistic ODE Solvers with Runge-Kutta Means

Schober, M., Duvenaud, D., Hennig, P.

In Advances in Neural Information Processing Systems 27, pages: 739-747, (Editors: Z. Ghahramani, M. Welling, C. Cortes, N.D. Lawrence and K.Q. Weinberger), Curran Associates, Inc., 28th Annual Conference on Neural Information Processing Systems (NIPS), 2014 (inproceedings)

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Web link (url) [BibTex]

Web link (url) [BibTex]


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Active Learning of Linear Embeddings for Gaussian Processes

Garnett, R., Osborne, M., Hennig, P.

In Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence, pages: 230-239, (Editors: NL Zhang and J Tian), AUAI Press , Corvallis, Oregon, UAI2014, 2014, another link: http://arxiv.org/abs/1310.6740 (inproceedings)

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PDF Web [BibTex]

PDF Web [BibTex]


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Probabilistic Shortest Path Tractography in DTI Using Gaussian Process ODE Solvers

Schober, M., Kasenburg, N., Feragen, A., Hennig, P., Hauberg, S.

In Medical Image Computing and Computer-Assisted Intervention – MICCAI 2014, Lecture Notes in Computer Science Vol. 8675, pages: 265-272, (Editors: P. Golland, N. Hata, C. Barillot, J. Hornegger and R. Howe), Springer, Heidelberg, MICCAI, 2014 (inproceedings)

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DOI [BibTex]

DOI [BibTex]


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Sampling for Inference in Probabilistic Models with Fast Bayesian Quadrature

Gunter, T., Osborne, M., Garnett, R., Hennig, P., Roberts, S.

In Advances in Neural Information Processing Systems 27, pages: 2789-2797, (Editors: Z. Ghahramani, M. Welling, C. Cortes, N.D. Lawrence and K.Q. Weinberger), Curran Associates, Inc., 28th Annual Conference on Neural Information Processing Systems (NIPS), 2014 (inproceedings)

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Web link (url) [BibTex]

Web link (url) [BibTex]


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Incremental Local Gaussian Regression

Meier, F., Hennig, P., Schaal, S.

In Advances in Neural Information Processing Systems 27, pages: 972-980, (Editors: Z. Ghahramani, M. Welling, C. Cortes, N.D. Lawrence and K.Q. Weinberger), 28th Annual Conference on Neural Information Processing Systems (NIPS), 2014, clmc (inproceedings)

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PDF link (url) [BibTex]

PDF link (url) [BibTex]


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Efficient Bayesian Local Model Learning for Control

Meier, F., Hennig, P., Schaal, S.

In Proceedings of the IEEE International Conference on Intelligent Robots and Systems, pages: 2244 - 2249, IROS, 2014, clmc (inproceedings)

Abstract
Model-based control is essential for compliant controland force control in many modern complex robots, like humanoidor disaster robots. Due to many unknown and hard tomodel nonlinearities, analytical models of such robots are oftenonly very rough approximations. However, modern optimizationcontrollers frequently depend on reasonably accurate models,and degrade greatly in robustness and performance if modelerrors are too large. For a long time, machine learning hasbeen expected to provide automatic empirical model synthesis,yet so far, research has only generated feasibility studies butno learning algorithms that run reliably on complex robots.In this paper, we combine two promising worlds of regressiontechniques to generate a more powerful regression learningsystem. On the one hand, locally weighted regression techniquesare computationally efficient, but hard to tune due to avariety of data dependent meta-parameters. On the other hand,Bayesian regression has rather automatic and robust methods toset learning parameters, but becomes quickly computationallyinfeasible for big and high-dimensional data sets. By reducingthe complexity of Bayesian regression in the spirit of local modellearning through variational approximations, we arrive at anovel algorithm that is computationally efficient and easy toinitialize for robust learning. Evaluations on several datasetsdemonstrate very good learning performance and the potentialfor a general regression learning tool for robotics.

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PDF link (url) DOI [BibTex]

PDF link (url) DOI [BibTex]

2013


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Understanding High-Level Semantics by Modeling Traffic Patterns

Zhang, H., Geiger, A., Urtasun, R.

In International Conference on Computer Vision, pages: 3056-3063, Sydney, Australia, December 2013 (inproceedings)

Abstract
In this paper, we are interested in understanding the semantics of outdoor scenes in the context of autonomous driving. Towards this goal, we propose a generative model of 3D urban scenes which is able to reason not only about the geometry and objects present in the scene, but also about the high-level semantics in the form of traffic patterns. We found that a small number of patterns is sufficient to model the vast majority of traffic scenes and show how these patterns can be learned. As evidenced by our experiments, this high-level reasoning significantly improves the overall scene estimation as well as the vehicle-to-lane association when compared to state-of-the-art approaches. All data and code will be made available upon publication.

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pdf [BibTex]

2013


pdf [BibTex]


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Camera-specific Image Denoising

Schober, M.

Eberhard Karls Universität Tübingen, Germany, October 2013 (diplomathesis)

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PDF [BibTex]

PDF [BibTex]


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Vision meets Robotics: The KITTI Dataset

Geiger, A., Lenz, P., Stiller, C., Urtasun, R.

International Journal of Robotics Research, 32(11):1231 - 1237 , Sage Publishing, September 2013 (article)

Abstract
We present a novel dataset captured from a VW station wagon for use in mobile robotics and autonomous driving research. In total, we recorded 6 hours of traffic scenarios at 10-100 Hz using a variety of sensor modalities such as high-resolution color and grayscale stereo cameras, a Velodyne 3D laser scanner and a high-precision GPS/IMU inertial navigation system. The scenarios are diverse, capturing real-world traffic situations and range from freeways over rural areas to inner-city scenes with many static and dynamic objects. Our data is calibrated, synchronized and timestamped, and we provide the rectified and raw image sequences. Our dataset also contains object labels in the form of 3D tracklets and we provide online benchmarks for stereo, optical flow, object detection and other tasks. This paper describes our recording platform, the data format and the utilities that we provide.

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pdf DOI [BibTex]

pdf DOI [BibTex]


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Lost! Leveraging the Crowd for Probabilistic Visual Self-Localization

(CVPR13 Best Paper Runner-Up)

Brubaker, M. A., Geiger, A., Urtasun, R.

In IEEE Conf. on Computer Vision and Pattern Recognition (CVPR 2013), pages: 3057-3064, IEEE, Portland, OR, June 2013 (inproceedings)

Abstract
In this paper we propose an affordable solution to self- localization, which utilizes visual odometry and road maps as the only inputs. To this end, we present a probabilis- tic model as well as an efficient approximate inference al- gorithm, which is able to utilize distributed computation to meet the real-time requirements of autonomous systems. Because of the probabilistic nature of the model we are able to cope with uncertainty due to noisy visual odometry and inherent ambiguities in the map ( e.g ., in a Manhattan world). By exploiting freely available, community devel- oped maps and visual odometry measurements, we are able to localize a vehicle up to 3m after only a few seconds of driving on maps which contain more than 2,150km of driv- able roads.

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pdf supplementary project page [BibTex]

pdf supplementary project page [BibTex]


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Quasi-Newton Methods: A New Direction

Hennig, P., Kiefel, M.

Journal of Machine Learning Research, 14(1):843-865, March 2013 (article)

Abstract
Four decades after their invention, quasi-Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to the objective function. We show that many, including the most popular, quasi-Newton methods can be interpreted as approximations of Bayesian linear regression under varying prior assumptions. This new notion elucidates some shortcomings of classical algorithms, and lights the way to a novel nonparametric quasi-Newton method, which is able to make more efficient use of available information at computational cost similar to its predecessors.

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website+code pdf link (url) [BibTex]

website+code pdf link (url) [BibTex]


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The Randomized Dependence Coefficient

Lopez-Paz, D., Hennig, P., Schölkopf, B.

In Advances in Neural Information Processing Systems 26, pages: 1-9, (Editors: C.J.C. Burges, L. Bottou, M. Welling, Z. Ghahramani, and K.Q. Weinberger), 27th Annual Conference on Neural Information Processing Systems (NIPS), 2013 (inproceedings)

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PDF [BibTex]

PDF [BibTex]


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Fast Probabilistic Optimization from Noisy Gradients

Hennig, P.

In Proceedings of The 30th International Conference on Machine Learning, JMLR W&CP 28(1), pages: 62–70, (Editors: S Dasgupta and D McAllester), ICML, 2013 (inproceedings)

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PDF [BibTex]

PDF [BibTex]


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Nonparametric dynamics estimation for time periodic systems

Klenske, E., Zeilinger, M., Schölkopf, B., Hennig, P.

In Proceedings of the 51st Annual Allerton Conference on Communication, Control, and Computing, pages: 486-493 , 2013 (inproceedings)

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PDF DOI [BibTex]

PDF DOI [BibTex]


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The Randomized Dependence Coefficient

Lopez-Paz, D., Hennig, P., Schölkopf, B.

Neural Information Processing Systems (NIPS), 2013 (poster)

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PDF [BibTex]

PDF [BibTex]


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Analytical probabilistic modeling for radiation therapy treatment planning

Bangert, M., Hennig, P., Oelfke, U.

Physics in Medicine and Biology, 58(16):5401-5419, 2013 (article)

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PDF DOI [BibTex]

PDF DOI [BibTex]


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Analytical probabilistic proton dose calculation and range uncertainties

Bangert, M., Hennig, P., Oelfke, U.

In 17th International Conference on the Use of Computers in Radiation Therapy, pages: 6-11, (Editors: A. Haworth and T. Kron), ICCR, 2013 (inproceedings)

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[BibTex]

[BibTex]


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Animating Samples from Gaussian Distributions

Hennig, P.

(8), Max Planck Institute for Intelligent Systems, Tübingen, Germany, 2013 (techreport)

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PDF [BibTex]

PDF [BibTex]

2012


Thumb xl thumb hennigk2012
Quasi-Newton Methods: A New Direction

Hennig, P., Kiefel, M.

In Proceedings of the 29th International Conference on Machine Learning, pages: 25-32, ICML ’12, (Editors: John Langford and Joelle Pineau), Omnipress, New York, NY, USA, ICML, July 2012 (inproceedings)

Abstract
Four decades after their invention, quasi- Newton methods are still state of the art in unconstrained numerical optimization. Although not usually interpreted thus, these are learning algorithms that fit a local quadratic approximation to the objective function. We show that many, including the most popular, quasi-Newton methods can be interpreted as approximations of Bayesian linear regression under varying prior assumptions. This new notion elucidates some shortcomings of classical algorithms, and lights the way to a novel nonparametric quasi-Newton method, which is able to make more efficient use of available information at computational cost similar to its predecessors.

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website+code pdf link (url) [BibTex]

2012


website+code pdf link (url) [BibTex]


Thumb xl screen shot 2017 09 21 at 00.54.33
Entropy Search for Information-Efficient Global Optimization

Hennig, P., Schuler, C.

Journal of Machine Learning Research, 13, pages: 1809-1837, -, June 2012 (article)

Abstract
Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corresponding inference problem is intractable in several ways. This paper develops desiderata for probabilistic optimization algorithms, then presents a concrete algorithm which addresses each of the computational intractabilities with a sequence of approximations and explicitly adresses the decision problem of maximizing information gain from each evaluation.

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PDF Web Project Page [BibTex]

PDF Web Project Page [BibTex]


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Learning Tracking Control with Forward Models

Bócsi, B., Hennig, P., Csató, L., Peters, J.

In pages: 259 -264, IEEE International Conference on Robotics and Automation (ICRA), May 2012 (inproceedings)

Abstract
Performing task-space tracking control on redundant robot manipulators is a difficult problem. When the physical model of the robot is too complex or not available, standard methods fail and machine learning algorithms can have advantages. We propose an adaptive learning algorithm for tracking control of underactuated or non-rigid robots where the physical model of the robot is unavailable. The control method is based on the fact that forward models are relatively straightforward to learn and local inversions can be obtained via local optimization. We use sparse online Gaussian process inference to obtain a flexible probabilistic forward model and second order optimization to find the inverse mapping. Physical experiments indicate that this approach can outperform state-of-the-art tracking control algorithms in this context.

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PDF Web DOI [BibTex]

PDF Web DOI [BibTex]


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Approximate Gaussian Integration using Expectation Propagation

Cunningham, J., Hennig, P., Lacoste-Julien, S.

In pages: 1-11, -, January 2012 (inproceedings) Submitted

Abstract
While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We offer here an empirical study of the utility of Expectation Propagation (EP) as an approximate integration method for this problem. For rectangular integration regions, the approximation is highly accurate. We also extend the derivations to the more general case of polyhedral integration regions. However, we find that in this polyhedral case, EP's answer, though often accurate, can be almost arbitrarily wrong. These unexpected results elucidate an interesting and non-obvious feature of EP not yet studied in detail, both for the problem of Gaussian probabilities and for EP more generally.

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Web [BibTex]

Web [BibTex]


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Kernel Topic Models

Hennig, P., Stern, D., Herbrich, R., Graepel, T.

In Fifteenth International Conference on Artificial Intelligence and Statistics, 22, pages: 511-519, JMLR Proceedings, (Editors: Lawrence, N. D. and Girolami, M.), JMLR.org, AISTATS , 2012 (inproceedings)

Abstract
Latent Dirichlet Allocation models discrete data as a mixture of discrete distributions, using Dirichlet beliefs over the mixture weights. We study a variation of this concept, in which the documents' mixture weight beliefs are replaced with squashed Gaussian distributions. This allows documents to be associated with elements of a Hilbert space, admitting kernel topic models (KTM), modelling temporal, spatial, hierarchical, social and other structure between documents. The main challenge is efficient approximate inference on the latent Gaussian. We present an approximate algorithm cast around a Laplace approximation in a transformed basis. The KTM can also be interpreted as a type of Gaussian process latent variable model, or as a topic model conditional on document features, uncovering links between earlier work in these areas.

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PDF Web [BibTex]

PDF Web [BibTex]

2011


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Optimal Reinforcement Learning for Gaussian Systems

Hennig, P.

In Advances in Neural Information Processing Systems 24, pages: 325-333, (Editors: J Shawe-Taylor and RS Zemel and P Bartlett and F Pereira and KQ Weinberger), Twenty-Fifth Annual Conference on Neural Information Processing Systems (NIPS), 2011 (inproceedings)

Abstract
The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to what extent analytic statements about optimal learning are possible if all beliefs are Gaussian processes. A first order approximation of learning of both loss and dynamics, for nonlinear, time-varying systems in continuous time and space, subject to a relatively weak restriction on the dynamics, is described by an infinite-dimensional partial differential equation. An approximate finitedimensional projection gives an impression for how this result may be helpful.

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PDF Web [BibTex]

2011


PDF Web [BibTex]

2010


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Using an Infinite Von Mises-Fisher Mixture Model to Cluster Treatment Beam Directions in External Radiation Therapy

Bangert, M., Hennig, P., Oelfke, U.

In pages: 746-751 , (Editors: Draghici, S. , T.M. Khoshgoftaar, V. Palade, W. Pedrycz, M.A. Wani, X. Zhu), IEEE, Piscataway, NJ, USA, Ninth International Conference on Machine Learning and Applications (ICMLA), December 2010 (inproceedings)

Abstract
We present a method for fully automated selection of treatment beam ensembles for external radiation therapy. We reformulate the beam angle selection problem as a clustering problem of locally ideal beam orientations distributed on the unit sphere. For this purpose we construct an infinite mixture of von Mises-Fisher distributions, which is suited in general for density estimation from data on the D-dimensional sphere. Using a nonparametric Dirichlet process prior, our model infers probability distributions over both the number of clusters and their parameter values. We describe an efficient Markov chain Monte Carlo inference algorithm for posterior inference from experimental data in this model. The performance of the suggested beam angle selection framework is illustrated for one intra-cranial, pancreas, and prostate case each. The infinite von Mises-Fisher mixture model (iMFMM) creates between 18 and 32 clusters, depending on the patient anatomy. This suggests to use the iMFMM directly for beam ensemble selection in robotic radio surgery, or to generate low-dimensional input for both subsequent optimization of trajectories for arc therapy and beam ensemble selection for conventional radiation therapy.

ei pn

Web DOI [BibTex]

2010


Web DOI [BibTex]


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Coherent Inference on Optimal Play in Game Trees

Hennig, P., Stern, D., Graepel, T.

In JMLR Workshop and Conference Proceedings Volume 9: AISTATS 2010, pages: 326-333, (Editors: Teh, Y.W. , M. Titterington ), JMLR, Cambridge, MA, USA, Thirteenth International Conference on Artificial Intelligence and Statistics, May 2010 (inproceedings)

Abstract
Round-based games are an instance of discrete planning problems. Some of the best contemporary game tree search algorithms use random roll-outs as data. Relying on a good policy, they learn on-policy values by propagating information upwards in the tree, but not between sibling nodes. Here, we present a generative model and a corresponding approximate message passing scheme for inference on the optimal, off-policy value of nodes in smooth AND/OR trees, given random roll-outs. The crucial insight is that the distribution of values in game trees is not completely arbitrary. We define a generative model of the on-policy values using a latent score for each state, representing the value under the random roll-out policy. Inference on the values under the optimal policy separates into an inductive, pre-data step and a deductive, post-data part. Both can be solved approximately with Expectation Propagation, allowing off-policy value inference for any node in the (exponentially big) tree in linear time.

ei pn

PDF Web [BibTex]

PDF Web [BibTex]


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Geometric Image Synthesis

Alhaija, H. A., Mustikovela, S. K., Geiger, A., Rother, C.

(conference)

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Project Page [BibTex]


Project Page [BibTex]