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Deep Scale-spaces: Equivariance Over Scale Daniel E. Worrall AMLAB, Philips Lab University of Amsterdam d.e.worralluva.nl Max Welling AMLAB, Philips Lab University of Amsterdam m.wellinguva.nl Abstract We introduce deep scale-spaces (DSS), a generalization of convolutional neural net- works, exploiting the scale symmetry structure of conventional image recognition tasks. Put plainly, the class of an image is invariant to the scale at which it is viewed. We construct scale equivariant cross-correlations based on a principled extension of convolutions, grounded in the theory of scale-spaces and semigroups. As a very basic operation, these cross-correlations can be used in almost any modern deep learning architecture in a plug-and-play manner. We demonstrate our networks on the Patch Camelyon and Cityscapes datasets, to prove their utility and perform introspective studies to further understand their properties. 1Introduction Scale is inherent in the structure of the physical world around us and the measurements we make of it. Ideally, the machine learning models we run on this perceptual data should have a notion of scale, which is either learnt or built directly into them. However, the state-of-the-art models of our time, convolutional neural networks (CNNs) Lecun et al., 1998, are predominantly local in nature due to small fi lter sizes. It is not thoroughly understood how they account for and reason about multiscale interactions in their deeper layers, and empirical evidence Chen et al., 2018, Yu and Koltun, 2015, Yu et al., 2017 using dilated convolutions suggests that there is still work to be done in this arena. In computer vision, typical methods to circumvent scale are: scale averaging, where multiple scaled versions of an image are fed through a network and then averaged Kokkinos, 2015; scale selection, where an objects scale is found and local computations are adapted accordingly Girshick et al., 2014, Shelhamer et al., 2019; and scale augmentation, where multiple scaled versions of an image are added to the training set Barnard and Casasent, 1991. While these methods help, they lack explicit mechanisms to fuse information from different scales into the same representation. Many works do indeed follow this approach Ke et al. 2017, Saxena and Verbeek 2016, Lin et al. 2017, Kanazawa et al. 2014, Huang et al. 2018 and in this work, we follow this line of thinking and construct a generalized convolution taking, as input, information from different scales. The utility of convolutions arises in scenarios where there is a translational symmetry (translation invariance) inherent in the task of interest Cohen and Welling, 2016a. Examples of such tasks are object classifi cation Krizhevsky et al., 2012, object detection Girshick et al., 2014, or dense image labelling Long et al., 2015. By using translational weight-sharing Lecun et al., 1998 for these tasks, we reduce the parameter count while preserving symmetry in the deeper layers. The overall effect is to improve sample complexity and thus reduce generalization error Sokolic et al., 2017. Furthermore, it has been shown that convolutions (and various reparameterizations of them) are the only linear operators that preserve symmetry Kondor and Trivedi, 2018. Attempts have been made to extend convolutions to scale, but they either suffer from breaking translation symmetry Henriques and Vedaldi, 2017, Esteves et al., 2017, making the assumption that scalings can be modelled in the same way as rotations Marcos et al., 2018, or ignoring symmetry constraints Hilbert et al., 2018. deworrall92.github.io 33rd Conference on Neural Information Processing Systems (NeurIPS 2019), Vancouver, Canada. OriginalNaive subsamplingBandlimitedBandlimited + Subsampled Figure 1: How to correctly downsample an image. Left to right: The original high-resolution image; an1/8subsampled image, notice how a lot of the image structure has been destroyed; a high- resolution, bandlimited (blurred) image; a bandlimited and1/8subsampled image. Compare the bandlimited and subsampled image with the navely subsampled image. Much of the low-frequency image structure is preserved in the bandlimited and subsampled image. Image source: ImageNet. The problem with the aforementioned approaches is that they fail to account for the unidirectional nature of scalings. In data there exist many one-way transformations, which cannot be inverted. Examples are occlusions, causal translations, downscalings of discretized images, and pixel lighting normalization. In each example the transformation deletes information from the original signal, which cannot be regained, and thus it is non-invertible. We extend convolutions to these classes of symmetry under noninvertible transformations via the theory of semigroups. Our contributions are the introduction of a semigroup equivariant correlation and a scale-equivariant CNN. 2Background This section introduces some key concepts such as groups, semigroups, actions, equivariance, group convolution, and scale-spaces. These concepts are presented for the benefi t of the reader, who is not expected to have a deep knowledge of any of these topics a priori. Downsizing imagesWe consider sampled imagesf L2(Z2)such as in Figure 1. For imagef,x is pixel position andf(x)is pixel intensity. If we wish to downsize by a factor of 8, a nave approach would be to subsample every 8thpixel:fdown(x) = f(8x). This leads to an artifact, aliasing Mallat, 2009, p.43, where the subsampled image contains information at a higher-frequency than can be represented by its resolution. The fi x is to bandlimit pre-subsampling, suppressing high-frequencies with a blur. Thus a better model for downsampling isfdown(x) = G Zdf(8x), whereZddenotes convolution overZd, andGis an appropriate blur kernel (discussed later). Downsizing involves necessary information loss and cannot be inverted Lindeberg, 1997. Thus upsampling of images is not well-defi ned, since it involves imputing high-frequency information, not present in the low resolution image. As such, in this paper we only consider image downscaling. Scale-spaces Scale-spaces have a long history, dating back to the late fi fties with the work of Iijima 1959. They consist of an imagef0 L2(Rd)and multiple blurred versions of it. Although sampled images live onZd, scale-space analysis tends to be overRd, but many of the results we present are valid on both domains. Among all variants, the Gaussian scale-space (GSS) is the commonest Witkin, 1983. Given an initial imagef0, we construct a GSS by convolvingf0with an isotropic (rotation invariant) Gauss-Weierstrass kernelG(x,t) = (4t)d/2exp ?kxk2/4t? of variable width t and spatial positions x. The GSS is the complete set of responses f(t,x): f(t,x) = G(,t) Rdf0(x),t 0(1) f(0,x) = f0(x),(2) whereRddenotes convolution overRd. The higher the levelt(larger blur) in the image, the more high frequency details are removed. An example of a scale-spacef(t,x)can be seen in Figure 2. An interesting property of scale-spaces is the semigroup property Florack et al., 1992, sometimes referred to as the recursivity principle Pauwels et al., 1995, which is f(s + t,) = G(,s) Rdf(t,)(3) 2 fors,t 0. It says that we can generate a scale-space from other levels of the scale-space, not just fromf0.Furthermore, sinces,t 0it also says that we cannot generate sharper images from blurry ones, using just a Gaussian convolution.Thus moving to blurrier levels encodes a degree of information loss. This property emanates from the closure of Gaussians under convolution, namely for multidimensional Gaussians with covariance matricesandT Figure 2:A Scale-space: For implementations we log- arithmically discretize the scale-axis in a1. G(, + T) = G(,) RdG(,T).(4) We assume the initial imagef0has a maximum spatial frequency contentdictated by pixel pitch in discretized imageswhich we model by assuming the image has already been convolved with a width s0Gaussian, which we call the zero-scale. Thus an image of bandlimit sin the scale-space is found at GSS slicef(s s0,), which we see from Equation 3. There are many varieties of scale-spaces: the- scale-spaces Pauwels et al., 1995, the discrete Gaussian scale-spaces Lindeberg, 1990, the binomial scale-spaces Burt, 1981, etc. These all have specifi c kernels, analogous to the Gaussian, which are closed under convolution (details in supplement). Slices at leveltin the GSS correspond to images downsized by a dila- tion factor0 a 1(1 = no downsizing,0 = shrinkage to a point). Ana-dilated and appropriately bandlimited imagep(a,x)is found as (details in supplement) p(a,x) = f(t(a,s0),a1x),t(a,s0) := s0 a2 s0.(5) For clarity, we refer to decreases in the spatial dimensions of an image as dilation and increases in the blurriness of an image as scaling. For a generalization to anisotropic scaling we replace scalar scalet with matrix T, zero-scale s0with covariance matrix 0, and dilation parameter a with matrix A, so T(A,0) = A10AT 0.(6) SemigroupsThe semigroup property of Equation 3 is the gateway between classical scale-spaces and the group convolution Cohen and Welling, 2016a (see end of section). Semigroups(S,)consist of a non-empty setSand a (binary) composition operator : S S S. Typically, the composition stof elementss,t Sis abbreviatedst. For our purposes, these individual elements will represent dilation parameters. For S to be a semigroup, it must satisfy the following two properties Closure: st S for all s,t S Associativity: (st)r = s(tr) = str for all s,t,r S Note that commutativity is not a given, sost 6= ts. The family of Gaussian densities under spatial convolution is a semigroup2. Semigroups are a generalization of groups, which are used in Cohen and Welling 2016a to model invertible transformations. For a semigroup to be a group, it must also satisfy the following conditions Identity element: there exists an e S such that es = se = s for all s S Inverses: for each s S there exists a s1such that s1s = ss1= e. ActionsSemigroups are useful because we can use them to model transformations, also known as (semigroup) actions. Given a semigroupS, with elementss Sand a domainX, the action LX s : X Xis a map, also writtenx 7 LX s xforx X . The defi ning property of the semigroup action is that it is associative and closed under composition, inheriting its compositional structure from the semigroupS. There are, in fact, two versions of the action, a left and a right action (Equation 7). For the left action LX st , we fi rst apply LX t then LX s , but for the right action RX st, this is reversed. Left action: LX stx = L X s LX t xRight action: RX stx = R X t RX s x.(7) 2 For the Gaussians we fi nd the identity element as the limitlimt0G(,t), which is a Dirac delta. Note that this element is not strictly in the set of Gaussians, thus the Gaussian family has no identity element. 3 Actions can also be applied to functionsf : X Yby viewingfas a point in a function space F(X). Note, when the function domain is obvious, we just writeFfor brevity. The result of the action is a new function, denotedLF sf. Since the domain offisX, we commonly writeLFsf(x). Say the domain is a semigroupSthen an example left action isLF sf(x) = f(RXs x) = f(xs). This highlights a connection between left actions on functions and right actions on their domains, which we return to later in our discussion on nonlinearities. Another example, which we shall use later, is the action S0 A,z used to form scale-spaces, namely S0 A,zf0(x) = G 0 A Zdf0(A1x + z),G0 A := G(,A10A 0).(8) The elements of the semigroup are the tuples(A,z)(dilationA, shiftz) andG0 A is an anisotropic discrete Gaussian. The action fi rst bandlimits byG0 A Zdf0then dilates and shifts the domain by A1 x + z. Note for fi xed (A,z) this maps functions on Zdto functions on Zd. LiftingWe can also view actions as maps from functions onXto functions on the semigroupS, so F(X) F(S). We call this a lift Kondor and Trivedi, 2018, denoting lifted functions asf. One example is the scale-space action (Equation 8). If we set x = 0, then f(A,z) = S0 A,zf0(0) = G 0 A Rdf0(z),(9) which is the expression for an anisotropic scale-space (parameterized by the dilationArather than the scaleT(A,0) = A10AT0). To lift a function on to a semigroup, we do not necessarily have to setxequal to a constant, but we could also integrate it out. An important property of lifted functions is that actions become simpler. For instance, if we defi ne f(s) = LF sf(0) then (LF tf) (s) = LF sLtf(0) = L F stf(0) = f (st). (10) The action onfcould be complicated, like a Gaussian blur, but the action onfis simply a shift on f(s) 7 f(st) . We can then defi ne the actionLF(S) t on lifted functions asLF(S) t f(s) = f(st). This action is another example of where the left action on the function is a right action on the domain. Equivariance and Group CorrelationsCNNs rely heavily on the (cross-)correlation3. Correla- tions ?Zdare a special class of linear map of the form f ?Zd(s) = X xZd f(x)(x s).(11) Given a signalf and fi lter, we interpret the correlation as the collection of inner products offwith alls-translated versions of. This basic correlation has been extended to transformations other than translation via the group correlation, which as presented in Cohen and Welling 2016a is f ?H(s) = X xX f(x)(LX s1x), (12) whereHis the relevant group andLX s is a group action e.g.for 2D rotationLX s x = Rsx, whereRs is a rotation matrix. Most importantly, the domain of the output isH. It highlights how this is an inner product offandunder alls -transformations of the fi lter. If we denote4LF sf(x) = f(LXs1x), the correlation exhibits a special property. It is equivariant under actions of the group H. In math LF(S) s f ?H = LF(X) s f ?H.(13) Group correlation followed by the action is equivalent to the action followed by the group correlation, albeit the action is over a different domain. Note, the group action may look different depending on whether it was applied before or after the group correlation, but it represents the exact same transformation. NotationAs a shorthand, we just writeLsfrom now on; the domain of the action should be obvious from context. 3In the deep learning literature these are inconveniently referred to as convolutions, but we stick to correlation. 4Recall how earlier we gave an example of left actions on functions as LF sf(x) = f(R X sx) = f(xs), the group action we present here is an example of this, because LX s1x is a right action. 4 3Method We aim to construct a scale-equivariant convolution. We shall achieve this here by introducing an extension of the correlation to semigroups, which we then tailor to scalings. Semigroup CorrelationThere are multiple candidates for a semigroup correlation?S. The basic ingredients of such a correlation will be the inner product, the semigroup actionLs, and the functions Fandf F. Furthermore, it must be equivariant to (left) actions onf. For a semigroupS, domain X, and action Ls : F F, we defi ne: ?Sf(s) = X xX (x)Lsf(x).(14) It is the set of responses formed from taking the inner product between a fi lterand a signalfunder all transformations of the signal. Notice that we transform the signal and not the fi lter and that we write ?Sf, notf ?S it turns out that a similar expression where we apply the action to the fi lter is not equivariant to actions on the signal. Furthermore this expression lifts a function fromXtoS, so we expect actions onfto look like a shift on the semigroup. A proof of equivariance to (left) actions on f is as follows ? Ltf(s) = X xX (x)LsLtf(x) = X xX (x)Lstf(x) = ? f(st) = Lt ? f(s) (15) We have used the defi nition of the left actionLsLt= Lst, the semigroup correlation, and our defi nition of the action for lifted functions. We can recover the standard convolution, by substituting S = Zd, X = Zd, and the translation action Lsf(x) = f(x + s): ?Zdf(s) = X xZd (x)f(x + s) = X x0Zd (x0 s)f(x0).(16) wherex0= x + s. We can also recover the group correlation by settingS = H,X = H, whereHis a discrete group, and Lsf(x) = f(Rsx), where Rsis a right action acting on the domain X = H: ?Hf(s) = X xH (x)f(Rsx) = X x0H (Rs1x0)f(x0).(17) wherex0= Rsxand sinceRsis a group action inverses exist, sox = Rs1x0. The semigroup correlation has a two notable differences from the group correlation: i) In the semigroup correlation we transform the signal and not the fi lter. When we restrict to the group and standard convolution, transforming the signal or the fi lter are equivalent operations since we can apply a change of variables. This is not possible in the semigroup case, since this change of variables requires an inverse, which we do not necessarily have. ii) In the semigroup correlation, we apply an action to the whole signal as Lsf, as opposed to just the domain (f(Rsx). This allows for more general transformations than allowed by the group correlation of Cohen and Welling 2016a, since transformations of the form f(Rsx)can only move pixel locations, but transformations of the formLsfcan alter the values of the pixels as well, and can incorporate neighbourhood information into the transformation. The Scale-space CorrelationWe now have the tools to create a scale-equivariant correlation. All we have to choose is an appropriate action forLs. We choose the scale-space action of Equation 8. The scale-space action S0 z,Afor functions on Z d is given by S0 A,zf(x) = G 0 A Zdf(A1x + z),S0 A,zS 0 B,y = S0 AB,Ay+z. (18) Since our scale-space correlation only works for discrete semigroups, we ha
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