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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Reduction of the computational complexity of stochastic gradient algorithms of image parameters estimation for a priori optimization of the local sample volume</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>A G Tashlinskii</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>M G Tsaryov</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>D G Kraus</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Ulyanovsk State Technical University</institution>
          ,
          <addr-line>Severny Venets str. 32, Ulyanovsk, Russia, 432027</addr-line>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2018</year>
      </pub-date>
      <fpage>424</fpage>
      <lpage>428</lpage>
      <abstract>
        <p>At stochastic gradient estimation of image parameters the estimates convergence character and computational expenses essentially depend on image samples local sample size used for obtaining the stochastic gradient. In the paper the possibility of a priori optimization of the volume of a local sample to minimize computational costs at geometrical images deformations estimation is considered. The minimum of the given computational costs for the conventional unit of expectation of the improvement of the evaluation is chosen as an optimization criterion. The block diagram of one of the algorithms and the examples of calculation results are presented.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>it is possible to neglect the brightness distortions, or the sampling coefficient of interframe correlation
at interframe brightness distortions close to linear [8].</p>
      <p>
        The key problem is to increase the speed of the SGA. Various approaches are being explored to
solve this problem. In particular, in [9] a procedure for stochastic gradient optimization of the second
order in a linear time was proposed, in [10] to accelerate the optimization process using algorithms
based on stochastic gradient descent the Nesterov moment method is applied, in [11] a convolutional
neural network is used to estimate the geometric mismatch parameters between two images in
accordance with a given geometric model (the affine model and the thin-plate spline transformation
are studied), in [12] the acceleration of the stochastic gradient descent is achieved by taking into
account the probability of smoothness of separate areas of the image. Also one of the approach is to
reduce the volume  of a two-dimensional local sample Zt  z(
        <xref ref-type="bibr" rid="ref2">2</xref>
        ) , z(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) . It is used at each iteration of
jt jt
the estimation to find the stochastic gradient β Q of the objective function, where z(jt2)  Z2 ,
z(j1t)  Z(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) ; Z(
        <xref ref-type="bibr" rid="ref1">1</xref>
        ) – oversampled image Z1 using the current estimates  t1 of the interframe
ˆ
deformations parameters. But in so doing, the possibilities of a priori and a posteriori optimization of
the local sample volume according to various optimality criteria have been poorly investigated. In this
paper we consider the possibility of a priori optimization of the local sample volume by the criterion
of minimum computational costs when estimating one parameter.
      </p>
    </sec>
    <sec id="sec-2">
      <title>2. Optimizing the local sample volume</title>
      <p>Suppose that, in accordance with the given error in the estimation of the parameter  , the mismatch
  ev ˆ of the parameter estimate ˆ and its exact value  ev should change from  max to  min .
Consider the possibility of minimizing the computing costs of the SGA by optimizing the volume of
the local sample for each iteration of the estimation for the given conditions. We use the following
optimality criterion.</p>
      <p>
        At each t -th iteration of the stochastic gradient estimation, we will search for such a volume t of
the local sample that provides the minimum of the computational cost per the conditional unit of the
mathematical expectation of an parameter estimate  t improvement
t  k min gkt , k  1, 2, ... ,
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
where g  k  – the computational cost of implementation by the algorithm of the t -th iteration for a
local sample volume equal to k ; g k   t characterizes the computational costs, normalized to the
conditional unit of the mathematical expectation  t of an estimate improvement (an expression for
the calculation  t using relay type of stochastic gradient estimate sets out later in this paper).
      </p>
      <p>Because at the estimation iterations the parameter mismatch consistently changes from  max to
 min , then for the T iterations the proposed criterion will provide the minimum total computational
costs</p>
      <p>
        T
G   g t  , (
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
      </p>
      <p>t1
where T – the number of iterations required to perform the condition  T   min ;  T – the mismatch
of the parameter estimate ˆ and its exact value at the T -th iteration.</p>
      <p>
        A detailed analysis of computational costs requires consideration not only the features and structure
of the calculated ratio, but also many other influencing factors. These include the sampling time and
conditions of images, the class of computing device, the time spent on the operations of addition,
multiplication, division, access to memory, move data, and other auxiliary operations. Many of these
factors depend on the specific image recording devices and the computers used. Therefore, in this
paper, the computational cost components will not be concretized. However, we will assume that the
computational costs g t  of performing the SGA t -th iteration contain two components:
g t  = gZt + go , (
        <xref ref-type="bibr" rid="ref4">4</xref>
        )
where gZt – computational cost for the formation of a local sample; go – other computing costs.
      </p>
      <p>
        In this case, the cost of forming a local sample will be considered proportional to the volume  of
the local sample: gZt   g , where g – computational costs for the formation of a local sample of a
unit volume. Then
g t  = g c1  t  ,
(
        <xref ref-type="bibr" rid="ref5">5</xref>
        )
where c  g go – the coefficient characterizing the proportion of the go when the volume
of the local sample increases by one.
      </p>
      <p>For relay SGA, the mathematical expectation of the improvement in the estimation  t
of the parameter under study by the t -th iteration can be found [13] by using the drift probability of
the estimates [14]</p>
      <p>
         t  M t1  t    t  t    t o   t  t     t  t       , (
        <xref ref-type="bibr" rid="ref6">6</xref>
        )
where   – the probability that, for a given mismatch  , the estimate ˆ will change toward the exact
value of the parameter ( sign  t  sign  t1 );   – the probability that, for a given mismatch  ,
the estimate ˆ will change away from the exact value of the parameter, that is sign ( t )  sign t1 ;
 o – the probability that the estimate will not change (  t  0 ). Obviously, these probabilities
constitute exhaustive events:     o     1 . We also note that, in the strict sense, the drift
probability   characterizes not the probability of improving the estimate, but the probability of
changing the estimate in the "right" direction.
      </p>
      <p>start</p>
      <p>A block diagram of one of the possible algorithms for finding the optimal volume of a local sample
are presented on figure 1. Here, for simplicity, it is assumed that  o  0 , then    1    and
 t  Λt 2  1 . To sequentially calculate the volume t of the local sample at the t -th iteration,
t  1,T , in the range of the deviation of the estimate from  max to  min , the initial conditions are
given t  0 and  o   max . Next, the volume 1 of the local sample is calculated, at which the
minimum of the reduced computational costs (the minimum of the ratio g k  1 ) is reached at the
first iteration. Then, the local sample volume is estimated at the next iteration, i.e. is computed  2 and
so on, until condition  t   min is fulfilled.</p>
    </sec>
    <sec id="sec-3">
      <title>3. Examples of calculating of the local sample volume</title>
      <p>An example of computation results of optimal value of the local sample volume as a function of the
mismatch is shown in figure 2. An interframe parallel image shift was evaluated. The value of the
parameter c is chosen equal to 5%. Curve 1 corresponds to the noiseless images, and curve 2
corresponds to the signal-to-noise ratio  x2 2  10 . It is assumed that the noise model of the
researched images Z1 и Z2 is additive: z j  x j  j , where x j – image with dispersion  x2 ,
 j – independent Gaussian noise with zero mathematical expectation and variance  2 .</p>
      <p>For the conditions corresponding to curves 1 and 2, the table 1 shows the results of the experiment.
They show the loss in computing costs when using а constant volume of local sample (   const ) in
comparison with the case of using the optimal volume of local sample. When specifying in SGA
  const , the value of  corresponded to the average value avg of the optimal sample size, and
avg  2 , avg 1 , avg  1 и avg  2 .</p>
    </sec>
    <sec id="sec-4">
      <title>Curve 1</title>
    </sec>
    <sec id="sec-5">
      <title>Curve 2</title>
    </sec>
    <sec id="sec-6">
      <title>4. Conclusion</title>
      <p>The approach to increasing the rate of algorithms for stochastic gradient estimation of image
parameters is considered on the example of inter-frame deformations estimation. The purpose is
achieved by optimizing the size of the two-dimensional local sample used at each iteration of the
estimation to determine the stochastic gradient. A priori optimization based on the criterion of
minimum computational costs for the case of estimating one parameter is used. At the same time at
each iteration of the estimation, the local sample size providing a minimum of computational costs for
the conventional unit of the mathematical expectation of the parameter estimate improvement is
determined. It is shown that, as the number of iterations increases, the mismatch modulus of the
estimate and the exact value of the parameter decreases, the proposed approach provides a minimum
of total computational costs. To determine the mathematical expectation of an improvement of the
studied parameter estimate, the probabilities of drift estimates (the probability of changing the
estimates towards the exact value of the parameter and from it) are used.</p>
      <p>The carried out modeling for one of the possible algorithms realizing the proposed approach
confirmed the set purpose. So, for the given example of results, the gain in computational costs in
comparison with the situation of using the constant volume of the local sample amounted to no less
than 3.9% in the absence of noise, and not less than 1.8% for a signal-to-noise ratio equal to 10 (in
variance). Thus, the proposed approach for algorithms of stochastic gradient estimation of image
parameters makes it possible to determine the optimal size of the local sample for each estimation
iteration, which ensures the minimization of computational costs.</p>
    </sec>
    <sec id="sec-7">
      <title>Acknowledgments</title>
      <p>The reported study was funded by RFBR and Government of Ulyanovsk Region according to the
research projects 16-01-00276 and 18-41-730006.</p>
    </sec>
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