I am trying to plot a 2 GB matrix using MATLAB hist on a computer with 4 GB RAM. The operation is taking hours. Are there ways to increase the performance of the computation, by pre-sorting the data, pre-determining bin sizes, breaking the data into smaller groups, deleting the raw data as the data is added to bins, etc?
Also, after the data is plotted, I need to adjust the binning to ensure the curve is smooth. This requires starting over and re-binning the raw data. I assume the strategy involving the least computation would be to first bin the data using very small bins and then manipulate the bin size of the output, rather than re-binning the raw data. What is the best way to adjust bin sizes post-binning (assuming the bin sizes can only grow and not shrink)?
I don't like answers to StackOverflow Questions of the form "well even though you asked how to do X, you don't really want to do X, you really want to do Y, so here's a solution to Y"
But that's what i am going to do here. I think such an answer is justified in this rare instance becuase the answer below is in accord with sound practices in statistical analysis and because it avoids the current problem in front of you which is crunching 4 GB of datda.
If you want to represent the distribution of a population using a non-parametric density estimator, and you wwish to avoid poor computational performance, a kernel density estimator (KDE) will do the job far better than a histogram.
To begin with, there's a clear preference for KDEs versus histograms among the majority of academic and practicing statisticians. Among the numerous texts on this topic, ne that i think is particularly good is An introduction to kernel density estimation )
Reasons why KDE is preferred to histogram
the shape of a histogram is strongly influenced by the choice of
total number of bins; yet there is no authoritative technique for
calculating or even estimating a suitable value. (Any doubts about this, just plot a histogram from some data, then watch the entire shape of the histogram change as you adjust the number of bins.)
the shape of the histogram is strongly influenced by the choice of
location of the bin edges.
a histogram gives a density estimate that is not smooth.
KDE eliminates completely histogram properties 2 and 3. Although KDE doesn't produce a density estimate with discrete bins, an analogous parameter, "bandwidth" must still be supplied.
To calculate and plot a KDE, you need to pass in two parameter values along with your data:
kernel function: the most common options (all available in the MATLAB kde function) are: uniform, triangular, biweight, triweight, Epanechnikov, and normal. Among these, gaussian (normal) is probably most often used.
bandwith: the choice of value for bandwith will almost certainly have a huge effect on the quality of your KDE. Therefore, sophisticated computation platforms like MATLAB, R, etc. include utility functions (e.g., rusk function or MISE) to estimate bandwith given oother parameters.
KDE in MATLAB
kde.m is the function in MATLAB that implementes KDE:
[h, fhat, xgrid] = kde(x, 401);
Notice that bandwith and kernel are not supplied when calling kde.m. For bandwitdh: kde.m wraps a function for bandwidth selection; and for the kernel function, gaussian is used.
But will using KDE in place of a histogram solve or substantially eliminate the very slow performance given your 2 GB dataset?
It certainly should.
In your Question, you stated that the lagging performance occurred during plotting. A KDE does not require mapping of thousands (missions?) of data points a symbol, color, and specific location on a canvas--instead it plots a single smooth line. And because the entire data set doesn't need to be rendered one point at a time on the canvas, they don't need to be stored (in memory!) while the plot is created and rendered.
Related
I am trying to classify human activities in videos(six classes and almost 100 videos per class, 6*100=600 videos). I am using 3D SIFT(both xy and t scale=1) from UCF.
for f= 1:20
f
offset = 0;
c=strcat('running',num2str(f),'.mat');
load(c)
pix=video3Dm;
% Generate descriptors at locations given by subs matrix
for i=1:100
reRun = 1;
while reRun == 1
loc = subs(i+offset,:);
fprintf(1,'Calculating keypoint at location (%d, %d, %d)\n',loc);
% Create a 3DSIFT descriptor at the given location
[keys{i} reRun] = Create_Descriptor(pix,1,1,loc(1),loc(2),loc(3));
if reRun == 1
offset = offset + 1;
end
end
end
fprintf(1,'\nFinished...\n%d points thrown out do to poor descriptive ability.\n',offset);
for t1=1:20
des(t1+((f-1)*100),:)=keys{1,t1}.ivec;
end
f
end
My approach is to first get 50 descriptors(of 640 dimension) for one video, and then perform bag of words with all descriptors(on 50*600= 30000 descriptors). After performing Kmeans(with 1000 k value)
idx1000=kmeans(double(total_des),1000);
I am getting 30k of length index vector. Then I am creating histogram signature of each video based on their index values in clusters. Then perform svmtrain(sum in matlab) on signetures(dim-600*1000).
Some potential problems-
1-I am generating random 300 points in 3D to calculate 50 descriptors on any 50 points from those points 300 points.
2- xy, and time scale values, by default they are "1".
3-Cluster numbers, I am not sure that k=1000 is enough for 30000x640 data.
4-svmtrain, I am using this matlab library.
NOTE: Everything is on MATLAB.
Your basic setup seems correct especially given that you are getting 85-95% accuracy. Now, it's just a matter of tuning your procedure. Unfortunately, there is no way to do this other than testing a variety of parameters examining the results and repeating. I going to break this answer into two parts. Advice about bag of words features, and advice about SVM classifiers.
Tuning Bag of Words Features
You are using 50 3D SIFT Features per video from randomly selected points with a vocabulary of 1000 visual words. As you've already mentioned, the size of the vocabulary is one parameter you can adjust. So is the number of descriptors per video.
Let's say that each video is 60 frames long, (at 30 fps only 2 sec, but let's assume you are sampling at 1fps for a 1 minute video). That means you are capturing less than one descriptor per frame. That seems very low to me even with 3D descriptors especially if the locations are randomly chosen.
I would manually examine the points for which you are generating features. Do they appear be well distributed in both space and time? Are you capturing too much background? Ask yourself, would I be able to distinguish between actions given these features?
If you find that many of the selected points are uninformative, increasing the number of points may help. The kmeans clustering can make a few groups for uninformative outliers, and more points means you hopefully capture a few more informative points. You can also try other methods for selecting points. For example, you could use corner points.
You can also manually examine the points that are clustered together. What sorts of structures do the groups have in common? Are the clusters too mixed? That's usually a sign that you need a larger vocabulary.
Tuning SVMs
Using the Matlab SVM implementation or the Libsvm implementation should not make a difference. They are both the same method and have similar tuning options.
First off, you should really be using cross-validation to tune the SVM to avoid overfitting on your test set.
The most powerful parameter for the SVM is the kernel choice. In Matlab, there are five built in kernel options, and you can also define your own. The kernels also have parameters of their own. For example, the gaussian kernel has a scaling factor, sigma. Typically, you start off with a simple kernel and compare to more complex kernels. For example, start with linear, then test quadratic, cubic and gaussian. To compare, you can simply look at your mean cross-validation accuracy.
At this point, the last option is to look at individual instances that are misclassified and try to identify reasons that they may be more difficult than others. Are there commonalities such as occlusion? Also look directly at the visual words that were selected for these instances. You may find something you overlooked when you were tuning your features.
Good luck!
(Note: This is intended to be a community Wiki.)
Suppose I have a set of points xi = {x0,x1,x2,...xn} and corresponding function values fi = f(xi) = {f0,f1,f2,...,fn}, where f(x) is, in general, an unknown function. (In some situations, we might know f(x) ahead of time, but we want to do this generally, since we often don't know f(x) in advance.) What's a good way to approximate the derivative of f(x) at each point xi? That is, how can I estimate values of dfi == d/dx fi == df(xi)/dx at each of the points xi?
Unfortunately, MATLAB doesn't have a very good general-purpose, numerical differentiation routine. Part of the reason for this is probably because choosing a good routine can be difficult!
So what kinds of methods are there? What routines exist? How can we choose a good routine for a particular problem?
There are several considerations when choosing how to differentiate in MATLAB:
Do you have a symbolic function or a set of points?
Is your grid evenly or unevenly spaced?
Is your domain periodic? Can you assume periodic boundary conditions?
What level of accuracy are you looking for? Do you need to compute the derivatives within a given tolerance?
Does it matter to you that your derivative is evaluated on the same points as your function is defined?
Do you need to calculate multiple orders of derivatives?
What's the best way to proceed?
These are just some quick-and-dirty suggestions. Hopefully somebody will find them helpful!
1. Do you have a symbolic function or a set of points?
If you have a symbolic function, you may be able to calculate the derivative analytically. (Chances are, you would have done this if it were that easy, and you would not be here looking for alternatives.)
If you have a symbolic function and cannot calculate the derivative analytically, you can always evaluate the function on a set of points, and use some other method listed on this page to evaluate the derivative.
In most cases, you have a set of points (xi,fi), and will have to use one of the following methods....
2. Is your grid evenly or unevenly spaced?
If your grid is evenly spaced, you probably will want to use a finite difference scheme (see either of the Wikipedia articles here or here), unless you are using periodic boundary conditions (see below). Here is a decent introduction to finite difference methods in the context of solving ordinary differential equations on a grid (see especially slides 9-14). These methods are generally computationally efficient, simple to implement, and the error of the method can be simply estimated as the truncation error of the Taylor expansions used to derive it.
If your grid is unevenly spaced, you can still use a finite difference scheme, but the expressions are more difficult and the accuracy varies very strongly with how uniform your grid is. If your grid is very non-uniform, you will probably need to use large stencil sizes (more neighboring points) to calculate the derivative at a given point. People often construct an interpolating polynomial (often the Lagrange polynomial) and differentiate that polynomial to compute the derivative. See for instance, this StackExchange question. It is often difficult to estimate the error using these methods (although some have attempted to do so: here and here). Fornberg's method is often very useful in these cases....
Care must be taken at the boundaries of your domain because the stencil often involves points that are outside the domain. Some people introduce "ghost points" or combine boundary conditions with derivatives of different orders to eliminate these "ghost points" and simplify the stencil. Another approach is to use right- or left-sided finite difference methods.
Here's an excellent "cheat sheet" of finite difference methods, including centered, right- and left-sided schemes of low orders. I keep a printout of this near my workstation because I find it so useful.
3. Is your domain periodic? Can you assume periodic boundary conditions?
If your domain is periodic, you can compute derivatives to a very high order accuracy using Fourier spectral methods. This technique sacrifices performance somewhat to gain high accuracy. In fact, if you are using N points, your estimate of the derivative is approximately N^th order accurate. For more information, see (for example) this WikiBook.
Fourier methods often use the Fast Fourier Transform (FFT) algorithm to achieve roughly O(N log(N)) performance, rather than the O(N^2) algorithm that a naively-implemented discrete Fourier transform (DFT) might employ.
If your function and domain are not periodic, you should not use the Fourier spectral method. If you attempt to use it with a function that is not periodic, you will get large errors and undesirable "ringing" phenomena.
Computing derivatives of any order requires 1) a transform from grid-space to spectral space (O(N log(N))), 2) multiplication of the Fourier coefficients by their spectral wavenumbers (O(N)), and 2) an inverse transform from spectral space to grid space (again O(N log(N))).
Care must be taken when multiplying the Fourier coefficients by their spectral wavenumbers. Every implementation of the FFT algorithm seems to have its own ordering of the spectral modes and normalization parameters. See, for instance, the answer to this question on the Math StackExchange, for notes about doing this in MATLAB.
4. What level of accuracy are you looking for? Do you need to compute the derivatives within a given tolerance?
For many purposes, a 1st or 2nd order finite difference scheme may be sufficient. For higher precision, you can use higher order Taylor expansions, dropping higher-order terms.
If you need to compute the derivatives within a given tolerance, you may want to look around for a high-order scheme that has the error you need.
Often, the best way to reduce error is reducing the grid spacing in a finite difference scheme, but this is not always possible.
Be aware that higher-order finite difference schemes almost always require larger stencil sizes (more neighboring points). This can cause issues at the boundaries. (See the discussion above about ghost points.)
5. Does it matter to you that your derivative is evaluated on the same points as your function is defined?
MATLAB provides the diff function to compute differences between adjacent array elements. This can be used to calculate approximate derivatives via a first-order forward-differencing (or forward finite difference) scheme, but the estimates are low-order estimates. As described in MATLAB's documentation of diff (link), if you input an array of length N, it will return an array of length N-1. When you estimate derivatives using this method on N points, you will only have estimates of the derivative at N-1 points. (Note that this can be used on uneven grids, if they are sorted in ascending order.)
In most cases, we want the derivative evaluated at all points, which means we want to use something besides the diff method.
6. Do you need to calculate multiple orders of derivatives?
One can set up a system of equations in which the grid point function values and the 1st and 2nd order derivatives at these points all depend on each other. This can be found by combining Taylor expansions at neighboring points as usual, but keeping the derivative terms rather than cancelling them out, and linking them together with those of neighboring points. These equations can be solved via linear algebra to give not just the first derivative, but the second as well (or higher orders, if set up properly). I believe these are called combined finite difference schemes, and they are often used in conjunction with compact finite difference schemes, which will be discussed next.
Compact finite difference schemes (link). In these schemes, one sets up a design matrix and calculates the derivatives at all points simultaneously via a matrix solve. They are called "compact" because they are usually designed to require fewer stencil points than ordinary finite difference schemes of comparable accuracy. Because they involve a matrix equation that links all points together, certain compact finite difference schemes are said to have "spectral-like resolution" (e.g. Lele's 1992 paper--excellent!), meaning that they mimic spectral schemes by depending on all nodal values and, because of this, they maintain accuracy at all length scales. In contrast, typical finite difference methods are only locally accurate (the derivative at point #13, for example, ordinarily doesn't depend on the function value at point #200).
A current area of research is how best to solve for multiple derivatives in a compact stencil. The results of such research, combined, compact finite difference methods, are powerful and widely applicable, though many researchers tend to tune them for particular needs (performance, accuracy, stability, or a particular field of research such as fluid dynamics).
Ready-to-Go Routines
As described above, one can use the diff function (link to documentation) to compute rough derivatives between adjacent array elements.
MATLAB's gradient routine (link to documentation) is a great option for many purposes. It implements a second-order, central difference scheme. It has the advantages of computing derivatives in multiple dimensions and supporting arbitrary grid spacing. (Thanks to #thewaywewalk for pointing out this glaring omission!)
I used Fornberg's method (see above) to develop a small routine (nderiv_fornberg) to calculate finite differences in one dimension for arbitrary grid spacings. I find it easy to use. It uses sided stencils of 6 points at the boundaries and a centered, 5-point stencil in the interior. It is available at the MATLAB File Exchange here.
Conclusion
The field of numerical differentiation is very diverse. For each method listed above, there are many variants with their own set of advantages and disadvantages. This post is hardly a complete treatment of numerical differentiation.
Every application is different. Hopefully this post gives the interested reader an organized list of considerations and resources for choosing a method that suits their own needs.
This community wiki could be improved with code snippets and examples particular to MATLAB.
I believe there is more in to these particular questions. So I have elaborated on the subject further as follows:
(4) Q: What level of accuracy are you looking for? Do you need to compute the derivatives within a given tolerance?
A: The accuracy of numerical differentiation is subjective to the application of interest. Usually the way it works is, if you are using the ND in forward problem to approximate the derivatives to estimate features from signal of interest, then you should be aware of noise perturbations. Usually such artifacts contain high frequency components and by the definition of the differentiator, the noise effect will be amplified in the magnitude order of $i\omega^n$. So, increasing the accuracy of differentiator (increasing the polynomial accuracy) will no help at all. In this case you should be able to cancelt the effect of noise for differentiation. This can be done in casecade order: first smooth the signal, and then differentiate. But a better way of doing this is to use "Lowpass Differentiator". A good example of MATLAB library can be found here.
However, if this is not the case and you're using ND in inverse problems, such as solvign PDEs, then the global accuracy of differentiator is very important. Depending on what kind of bounady condition (BC) suits your problem, the design will be adapted accordingly. The rule of thump is to increase the numerical accuracy known is the fullband differentiator. You need to design a derivative matrix that takes care of suitable BC. You can find comprehensive solutions to such designs using the above link.
(5) Does it matter to you that your derivative is evaluated on the same points as your function is defined?
A: Yes absolutely. The evaluation of the ND on the same grid points is called "centralized" and off the points "staggered" schemes. Note that using odd order of derivatives, centralized ND will deviate the accuracy of frequency response of the differentiator. Therefore, if you're using such design in inverse problems, this will perturb your approximation. Also, the opposite applies to the case of even order of differentiation utilized by staggered schemes. You can find comprehensive explanation on this subject using the link above.
(6) Do you need to calculate multiple orders of derivatives?
This totally depends on your application at hand. You can refer to the same link I have provided and take care of multiple derivative designs.
I am registering multi-modal MRI slices that are 512x512 greyscale (each normalised to 0..1 range). The slices are of the same object but taken with different sequences and have very different intensities. I am currently finding the translation-only transformation between the two slices using imregister(moving,fixed,'translation',optimizer,metric) where optimizer and metric are from imregconfig('multimodal').
However, the transformation it finds (inspecting tform) is like '2.283' in the x and '-0.019' in the y, and actually I only wish for whole value translations i.e. '2' and '0' in this case.
How to modify imregister (or a similar function) to check only whole-pixel translations? This would save a lot of computation and it suits my needs better.
Without modifying imregister I assume the easiest solution to just round the x and y translations?
I'm not sure how imregister is implemented for the 'multimodal' case, but pure translation estimation for conventional image registration is done using image gradients and taylor apporximation and gives sub-pixel accuracy at the same cost as pixel-level accuracy.
So, in that case limiting yourself to pixel-wise translation does not seems to benefit you in any way.
If you do not want to bother with sib-pixel shifts, I suppose rounding would be the simplest approach.
I have a set of 3d points in Matlab but the problem is that my data found here. And as you can see there are some outliers which are affecting my clustering results. So if anyone could please advise how I can delete these outliers from my data.
Having looked at your data, I don't think any clustering algorithm will do what you want. Instead, you will probably need to train a classifier. This is what the Kinect people did, train a classifier using millions of real and synthetic postures, to have it label limbs, head, etc.
The reason why I don't think density based clustering will work either is because your data is a single, density-connected, body-with-two-boxes-shaped blob. But without knowing what a "body" and a "box" is, segmentation will be rather arbitrary. Or in the case of density based clustering: it will not segment at all, or it will segment e.g. by the rather low resultion of your z axis. Furthermore, your X and Y axes come from a grid based image scan (I assume), so you have a very uniform density on the X and Y axes - but the arms, for example, are not of a lower density than the body or boxes.
You can, however, use DBSCAN with rather broad (and easy to set) parameters to remove the noise.
E.g. in ELKI the following parameters yield reasonable results:
java -jar elki.jar -dbc.in /tmp/XX.csv -algorithm clustering.DBSCAN \
-dbscan.epsilon 0.05 -dbscan.minpts 100
The majority cluster is your data with the outliers removed; even with this blob near the foot removed.
To speed up the clustering process, you can add the parameters
-db.index tree.spatial.rstarvariants.rstar.RStarTreeFactory \
-pagefile.pagesize 1000 -spatial.bulkstrategy SortTileRecursiveBulkSplit
which yields a runtime opf 4.5 seconds here. This obviously is not good enough for realtime operation as on a Kinect; but it is not surprising to see a directed classification algorithm to outperform an unsupervised method - this is in fact to be expected.
Here is the result of clustering the data set with the parameters above:
I am trying to resample/recreate already recorded data for plotting purposes. I thought this is best place to ask the question (besides dsp.se).
The data is sampled at high frequency, contains to much data points and not suitable for plotting in time domain (not enough memory). i want to sample it with minimal loss. The sampling interval of the resulting data doesn't need to be same (well it is again for plotting purposes, not analysis) although input data in equally sampled.
When we use the regular resample command from matlab/octave, it can distort stiff pieces of the curve.
What is the best approach here?
For reference I put two pictures found in tex.se)
First image is regular resample
Second image is a better resampled data that can well behave around peaks.
You should try this set of files from the File Exchange. It computes optimal lookup table based on either the maximum set of points or a given error. You can choose from natural, linear, or spline for the interpolation methods. Spline will have the smallest table size but is slower than linear. I don't use natural unless I have a really good reason.
Sincerely,
Jason