Conditional Extreme Value Theory for Open Set Video Domain Adaptation
With the advent of media streaming, video action recognition has become progressively important for various applications, yet at the high expense of requiring large-scale data labelling. To overcome the problem of expensive data labelling, domain adaptation techniques have been proposed that transfers knowledge from fully labelled data (i.e., source domain) to unlabelled data (i.e., target domain). The majority of video domain adaptation algorithms are proposed for closed-set scenarios in which all the classes are shared among the domains. In this work, we propose an open-set video domain adaptation approach to mitigate the domain discrepancy between the source and target data, allowing the target data to contain additional classes that do not belong to the source domain. Different from previous works, which only focus on improving accuracy for shared classes, we aim to jointly enhance the alignment of shared classes and recognition of unknown samples. Towards this goal, class-conditional extreme value theory is applied to enhance the unknown recognition. Specifically, the entropy values of target samples are modelled as generalised extreme value distributions, which allows separating unknown samples lying in the tail of the distribution. To alleviate the negative transfer issue, weights computed by the distance from the sample entropy to the threshold are leveraged in adversarial learning in the sense that confident source and target samples are aligned, and unconfident samples are pushed away. The proposed method has been thoroughly evaluated on both small-scale and large-scale cross-domain video datasets and achieved the state-of-the-art performance.
Code (1)
Tasks
Action RecognitionDomain AdaptationTemporal Action LocalizationSimilar Papers 제목 키워드 기반
Extreme Value Theory for Open Set Classification -- GPD and GEV Classifiers
Classification tasks usually assume that all possible classes are present during the training phase. This is restrictive if the algorithm is used over a long time and possibly encounters samples from unknown classes. The…
General Classificationopen-set classificationRisk-Averse Action Selection Using Extreme Value Theory Estimates of the CVaR
In a wide variety of sequential decision making problems, it can be important to estimate the impact of rare events in order to minimize risk exposure. A popular risk measure is the conditional value-at-risk (CVaR), whic…
Decision MakingReinforcement LearningSequential Decision MakingEstimation of tail risk measures in finance: Approaches to extreme value mixture modeling
This thesis evaluates most of the extreme mixture models and methods that have appended in the literature and implements them in the context of finance and insurance. The paper also reviews and studies extreme value theo…
Density EstimationTime SeriesSparse Recovery from Extreme Eigenvalues Deviation Inequalities
This article provides a new toolbox to derive sparse recovery guarantees from small deviations on extreme singular values or extreme eigenvalues obtained in Random Matrix Theory. This work is based on Restricted Isometry…
compressed sensing2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models
Conditional extreme value theory (EVT) methods promise enhanced forecasting of the extreme tail events that often dominate systemic risk. We present an improved two-tailed peaks-over-threshold (2T-POT) Hawkes model that …
Time SeriesTime Series Analysis