Foreground/Background Segmentation using ADMM algorithm.

ADMM_fore_background_segmentation.py

import time
import math
import numpy as np
import pandas as pd

import pickle
import wandb
wandb.init(project="dsa5103-assignment3")

# helper functions
def nuclear_norm(X):
    return np.linalg.norm(X, ord='nuc')
    # or manually sum the singular values, i.e. \Sigma
    # return np.sum(np.linalg.svd(A)[1]) 

def l1_norm(X):
    return np.linalg.norm(X, ord=1)

def frobenius_norm(X):
    return np.linalg.norm(X, ord='fro')

X = np.random.randn(100, 100)
assert np.isclose(nuclear_norm(np.array(X)), np.sum(np.linalg.svd(X)[1])), \
    f"nuclear norm is not correct, should be {np.sum(np.linalg.svd(X)[1])} but got {nuclear_norm(np.array(X))} "

# soft thresholding element-wise
def soft_thresholding(X, tau):
    return np.multiply(np.sign(X), np.maximum(np.abs(X) - tau, 0))

# set the random seed
np.random.seed(677)
MAX_ITER = 200

def reduced_SVD_tuned_sigma(M): 
  m, n = M.shape
  k = 0
  residual = 0
  L = np.zeros((m, n), dtype=np.float64)
  S = np.zeros((m, n), dtype=np.float64)
  Z = np.zeros((m, n), dtype=np.float64)
  rho = 1.1
  lam = 1/math.sqrt(max(m, n))
  tau = 1
  # set sigma the inverse of the largest singular value of M
  sigma = 1/np.linalg.svd(M, full_matrices=False)[1][0]

  start = time.time()
  for k in range(MAX_ITER):
    old_L = L
    old_S = S

    # update sigma
    sigma = sigma * rho
    # calculate T^k
    T = M - S - 1/sigma * Z
    # reduced SVD decomposition on T
    U, d, V = np.linalg.svd(T, full_matrices=False)
    # apply soft thresholding
    gamma = soft_thresholding(d, 1/sigma)
    # calcluate new L using full SVD value
    L = U @ np.diag(gamma) @ V
    # calculate new S
    S = soft_thresholding(M - L - 1/sigma * Z, lam/sigma)
    # calculate new Z
    Z = Z + tau * sigma * (L + S - M)

    residual = max(frobenius_norm(L - old_L)/(1+frobenius_norm(L)), frobenius_norm(S - old_S)/(1+frobenius_norm(S)))
    if residual < 1e-4 or k > MAX_ITER:
      break
    wandb.log({"residual": residual, "iteration": k})
    print(f"number of iterations: {k}, the break residual is {residual}")
  end = time.time()
  return L, S, k, residual, end-start


raw_data = pd.read_csv("./BasketballPlayer.csv", header=None)
m, n = raw_data.shape

#L, S, k, residual, time_cost = reduced_SVD_tuned_sigma(raw_data)
L, S, k, residual, time_cost = reduced_SVD_tuned_sigma(raw_data)
# save result to pickle files
with open("L.pkl", "wb") as f:
  pickle.dump(L, f)
with open("S.pkl", "wb") as f:
  pickle.dump(S, f)
print(f"number of iterations: {k}, the break residual is {residual}, time cost: {time_cost} seconds")

The foreground is stable:

The moving object is: