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Model Selection by Linear Programming

  • Joseph Wang
  • Tolga Bolukbasi
  • Kirill Trapeznikov
  • Venkatesh Saligrama
Part of the Lecture Notes in Computer Science book series (LNCS, volume 8690)

Abstract

Budget constraints arise in many computer vision problems. Computational costs limit many automated recognition systems while crowdsourced systems are hindered by monetary costs. We leverage wide variability in image complexity and learn adaptive model selection policies. Our learnt policy maximizes performance under average budget constraints by selecting “cheap” models for low complexity instances and utilizing descriptive models only for complex ones. During training, we assume access to a set of models that utilize features of different costs and types. We consider a binary tree architecture where each leaf corresponds to a different model. Internal decision nodes adaptively guide model-selection process along paths on a tree. The learning problem can be posed as an empirical risk minimization over training data with a non-convex objective function. Using hinge loss surrogates we show that adaptive model selection reduces to a linear program thus realizing substantial computational efficiencies and guaranteed convergence properties.

Keywords

test-time budget adaptive model selection cost-sensitive learning 

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Supplementary material

978-3-319-10605-2_42_MOESM1_ESM.pdf (299 kb)
Electronic Supplementary Material (PDF 300 KB)

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  • Joseph Wang
    • 1
  • Tolga Bolukbasi
    • 1
  • Kirill Trapeznikov
    • 1
  • Venkatesh Saligrama
    • 1
  1. 1.Boston UniversityUSA

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