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Non-convex non-local flows for saliency detection

I. Ramírez
ivan.ramirez@urjc.es
Dpt. of Mathematics, Universidad Rey Juan Carlos, 28993-Madrid, Spain
   G. Galiano
galiano@uniovi.es
Dpt. of Mathematics, Universidad de Oviedo, 33007-Oviedo, Spain
   E. Schiavi11footnotemark: 1
emanuele.schiavi@urjc.es
Abstract

We propose and numerically solve a new variational model for automatic saliency detection in digital images. Using a non-local framework we consider a family of edge preserving functions combined with a new quadratic saliency detection term. Such term defines a constrained bilateral obstacle problem for image classification driven by pp-Laplacian operators, including the so-called hyper-Laplacian case (0<p<10<p<1). The related non-convex non-local reactive flows are then considered and applied for glioblastoma segmentation in magnetic resonance fluid-attenuated inversion recovery (MRI-Flair) images. A fast convolutional kernel based approximated solution is computed. The numerical experiments show how the non-convexity related to the hyper-Laplacian operators provides monotonically better results in terms of the standard metrics.

Index terms— Variational Methods, Non-local Image Processing, Automatic Saliency Detection, MRI-Flair Glioblastoma Segmentation.

1 Introduction

Image processing by variational methods is an established field in applied mathematics and computer vision which aims to model typical low and mid level image reconstruction and restoration processes such as denoising, deconvolution, impainting, segmentation and registration of digital degraded images. Since the mathematical approach of Tikhonov and Arsenin on ill-posed inverse problems [3] and the applied work of Rudin, Osher and Fatemi [21] through their celebrated ROF model, there have been a standing effort to deal with new image processing tasks through variational methods. Currently there is a growing interest in image processing and computer vision applications for visual saliency models, able to focus on perceptually relevant information within digital images.

Semantic segmentation, object detection, object proposals, image clustering, retrieval and cognitive saliency applications, such as image captioning and high-level image understanding, are just a few examples of saliency based models. Saliency is also of interest as a means for improving computational efficiency and for increasing robustness in clustering and thresholding.

Despite of the lack of a general consensus on a proper mathematical definition of saliency, it has a clear biologically perceptive meaning: it models the mechanism of human attention, that is, of finding relevant objects within an image.

Recently, there has been a burst of research on saliency due to its wide application in leading medical disciplines such as neuroscience and cardiology. In fact, when considering medical images like those acquired in magnetic resonance imaging (MRI) or positron emission tomography (PET), the automatic obtention of saliency maps is useful for pathology detection, disease classification [22], location and segmentation of brain strokes, gliomas, myocardium detection for PET images, tumors quantification in FLAIR MRI [23], etc.

The role of saliency in models is application dependent, and several different techniques and approaches have been introduced to construct saliency maps. They vary from low dimensional manifold features minimization [27] to non-local sparse minimization [25], graphs techniques [9], partial differential equations (PDE) [12], superpixel [14], learning [13], or neural networks based approaches [4] (MIT-Benchmark).

With the aim to explore the applications and algorithms of non-smooth, non-local, non-convex optimization of saliency models, we present in this article a new variational model applied to Fluid Attenuated Inversion Recovery (FLAIR) MR images for accurate location of tumor and edema.

Models for saliency detection try to transform a given image, ff, defined in the pixel domain, Ω\Omega, into a constant-wise image, uu, whose level sets correspond to salient regions of the original image. They are usually formulated through the inter-relation among three energies: fidelity, regularization, and saliency, being the latter the mechanism promoting the classification of pixels into two or more classes. There is a general agreement in considering the fidelity term as determined by the L2L^{2} norm, that is

F(u)=12Ω|uf|2,\displaystyle F(u)=\frac{1}{2}\int_{\Omega}|u-f|^{2},

so that departure from the original state is penalized in the minimization procedure.

For regularization, an edge preserving energy should be preferred. The use of the Total Variation energy,

TV(u)=Ω|u|,\displaystyle TV(u)=\int_{\Omega}|\nabla u|,

defined on the space of Bounded Variation functions has been ubiquitous since its introduction as an edge preserving restoration model [21]. Indeed, the Total Variation energy allows discontinuous functions to be solutions of the corresponding minimization problem, with discontinuities representing edges. This is in contrast to Sobolev norms, which enforce continuity across level lines and thus introduce image blurring. Only recently, the non-local version of the Total Variation energy and, in general, of the energy associated to the pp-Laplacian, for p>1p>1, has been considered in restoration modeling. In saliency modeling, only the range p>2p>2 seems to have been treated [12]. One of the main advantages of introducing these non-local energies is the lack of the hard regularizing effect influencing their local counterparts.

For the saliency term, a phase-transition Ginzburg-Landau model consisting in a double-well absorption-reaction term is often found in the literature [8]. The resulting energy is a functional of the type

Ω(1|u|2)2,\displaystyle\int_{\Omega}\big{(}1-|u|^{2}\big{)}^{2},

whose minimization drives the solution towards the discrete set of values {1,1}\{-1,1\}, facilitating in this way the labeling process. However, due to the vanishing slope of g(u)=(1|u|2)2g(u)=(1-|u|^{2})^{2} at u=±1u=\pm 1, the resulting algorithm has a slow convergence to the minimizer.

In this article, we introduce new regularizing and saliency terms that enhance the convergence of the classification algorithm while keeping a good quality compromise. As regularizing term, we propose the non-local energy associated to the pp-Laplacian for any p>0p>0, see Eq. (3). Although there is a lack of a sound mathematical theory for the concave range 0<p<10<p<1, computational evidence of the ability of these energies to produce sparse gradient solutions has been shown [11]. In any case, our analysis also includes the energies arising for p1p\geq 1, enjoying a well established mathematical theory.

With respect to the saliency term, we consider the combination of two effects. One is captured by the concave energy

H(u)=12Ω(1δu)2,\displaystyle H(u)=-\frac{1}{2}\int_{\Omega}(1-\delta u)^{2},

with δ>0\delta>0 constant, which fastly drives the minimization procedure so that H(u)H(u)\to-\infty. To counteract this tendency and remain in the meaningful interval uI=[0,1]u\in I=[0,1], being {0,1}\{0,1\} the saliency labels employed in this article, we introduce an obstacle which penalizes the minimization when the solution lies outside II. The modeling of such obstacle is given in terms of the indicator function

I(u)={0if uI,if uI,\displaystyle\mathcal{I}_{I}(u)=\left\{\begin{matrix}0&\mbox{if }u\in I,\\[5.69046pt] \infty&\mbox{if }u\notin I,\end{matrix}\right.

and the resulting saliency term is then defined as a weighted sum of the operators H(u)H(u) and I(u)\mathcal{I}_{I}(u).

Finally, the Euler-Lagrange equation for the addition of these three energies leads to a formulation of a multi-valued non-local reaction-diffusion problem which is later rendered to a single-valued equation by means of the Yosida’s approximants. The introduction of a gradient descent and the discretization of the corresponding evolution equation are the final tools we use to produce our saliency detection algorithm.

The main contributions contained in this paper may be summarized as follows.

  • The non-local pp-Laplacian convex model proposed in [12], valid for p>2p>2, is extended to include the range 0<p20<p\leq 2. Notably, the non-differentiable non-convex fluxes related to the range 0<p<10<p<1 are investigated.

  • An absorption-reaction term of convex-concave energy nature is considered for fast saliency detection. In absence of a limiting mechanism, the reactive part could drive the solution to take values outside the image range [0,1][0,1]. Thus, a penalty term is introduced to keep the solution within such range.

  • The resulting multivalued constrained variational formulation is approximated and shown to be stable.

  • A fast algorithm overcoming the computational drawbacks of non-local methods is presented.

  • A 3D generalization of the model is considered providing promising results specially valuable in medical image processing and tumor detection.

The paper is organized as follows. In Section 2, we introduce the variational mathematical framework of our models. Starting with the local equations as guide for the modelling exercise, we focus on the non-local diffusive terms, explicited in the form of pp-Laplacian, for p>1p>1 and extend it to the range 0<p10<p\leq 1 through a differentiable family of fluxes to cover the resulting non-local non-convex hyper-Laplacian operators. Then, we introduce a multi-valued concave saliency detection term which defines an obstacle problem for the non-local diffusion models. In Section 3 we deduce the corresponding Euler-Lagrange equations. A gradient descent approximation is finally used to solve the elliptic non-local problems until stabilization of the associated evolution problems. In Section 4, we give the discretization schemes used for the actual computation of the solutions of the non-local diffusion problems. In Section 5 a simplified computational approach is described in order to reduce the time execution with a view to a massive implementation on the proposed data-set. Section 6 contains the numerical experiments on the proposed model and present the simulations performed on FLAIR sequences of MR images obtained from the BRATS2015 dataset [16]. Finally, in Section 7, we give our conclusions.

2 Variational framework

2.1 Local pp-Laplacian

Variational methods have shown to be effective to model general low level computer vision processing tasks such as denoising, restoration, registration, deblurring, segmentation or super-resolution among others. A fundamental example is given by the minimization of the energy functional

Ep(u)=Jp(u)+λF(u),E_{p}(u)=J_{p}(u)+\lambda F(u), (1)

where λ>0\lambda>0 is a constant, Jp(u)J_{p}(u) and F(u)F(u) are the regularization and the fidelity terms, respectively, given by

Jp(u)=1pΩ|u|p,F(u)=12Ω|uf|2,J_{p}(u)=\frac{1}{p}\int_{\Omega}|\nabla u|^{p},\quad F(u)=\frac{1}{2}\int_{\Omega}|u-f|^{2},

Ω2\Omega\subset\mathbb{R}^{2} is the set of pixels, f:Ω[0,1]f:\Omega\to[0,1] is the image to be processed, and u:Ωu:\Omega\to\mathbb{R} belongs to a space of functions for which the minimization problem admits a solution. The idea behind this minimization problem is: given a non-smooth (e.g. noisy) image, ff, obtain another image which is close to the original (fidelity term) but regular (bounded gradient in Lp(Ω)L^{p}(\Omega)). The parameter λ\lambda is a weight balancing the respective importance of the two terms in the functional.

When first order necessary optimality conditions are imposed on the energy functional, a PDE (the Euler-Lagrange equation) arises. In our example,

div(|u|p2u)+λ(uf)=0.-\operatorname{div}\big{(}|\nabla u|^{p-2}\nabla u\big{)}+\lambda(u-f)=0. (2)

The divergence term in this equation is termed as pp-Laplacian, and its properties have been extensively studied in the last decades for the range of exponents p1p\geq 1. For p>1p>1, the energy Jp(u)J_{p}(u) is convex and differentiable, and the solution to the minimization problem belongs to the Sobolev space W1,p(Ω)W^{1,p}(\Omega), implying that uu can not have discontinuities across level lines. Therefore, the solution, uu, is smooth even if the original image, ff, has steep discontinuities (edges). This effect is known as blurring: the edges of the resulting image are diffused.

In the case p=1p=1, the energy term J1(u)J_{1}(u) is convex but not differentiable. The solution of the related minimization problem (the Gaussian Denoising model [21, 5] or the Rician Denoising model [15]) belong to the space of functions of Bounded Variation, BV(Ω)BV(\Omega), among which the constant-wise functions play an important role in image processing tasks [1]. Thus, in this case, the edges of ff are preserved in the solution, uu, because a function of bounded variation may have discontinuities across surface levels.

In this article, we are specially interested in the range 0<p<10<p<1, for which the energy Jp(u)J_{p}(u) is neither convex nor differentiable, and it only generates a quasi-norm on the corresponding Lp(Ω)L^{p}(\Omega) space. In this parameter range the problem lacks of a sound mathematical theory, although some progress is being carried on [10]. Despite the difficulties for the mathematical analysis, there is numerical evidence on interesting properties arising from this model. In particular, the non-convexity forces the gradient to be sparse in so far it minimizes the number of jumps in the image domain. Actually, only sharp jumps are preserved, looking the resulting image like a cartoon piecewise constant image.

2.2 Nonlocal pp-Laplacian

While for p>1p>1 the use of the local pp-Laplacian energy is not specially relevant in image processing due to its regularizing effect on solutions which produces over-smoothing of the spatial structures, for its non-local version the initial data and the final solution belong to the same functional space, that is, no global regularization takes place. See [2], where a thorough study on non-local diffusion evolution problems, including existence and uniqueness theory, may be found.

The non-local analogous to the energy Jp(u)J_{p}(u), for p>1p>1, is

Jpnl(u)=12pΩ×Ωw(xy)|u(y)u(x)|p𝑑y𝑑x,\displaystyle J_{p}^{\text{\emph{nl}}}(u)=\frac{1}{2p}\int_{\Omega\times\Omega}w(x-y)\displaystyle|u(y)-u(x)|^{p}dydx, (3)

where ww is a continuous non-negative radial function with w(0)>0w(0)>0 and Ωw=1\int_{\Omega}w=1. The Fréchet differential of Jpnl(u)J_{p}^{\text{\emph{nl}}}(u) is

DJpnl(u)=Ωw(xy)|u(y)u(x)|p2(u(y)u(x))𝑑y.\displaystyle DJ_{p}^{\text{\emph{nl}}}(u)=\int_{\Omega}w(x-y)\displaystyle|u(y)-u(x)|^{p-2}(u(y)-u(x))dy.

Thus, the Euler-Lagrange equation for the minimization problem (1) when Jp(u)J_{p}(u) is replaced by Jpnl(u)J_{p}^{\text{\emph{nl}}}(u) is

Ωw(xy)|u(y)u(x)|p2(u(y)u(x))𝑑y+λ(fu)=0.\int_{\Omega}w(x-y)\displaystyle|u(y)-u(x)|^{p-2}(u(y)-u(x))dy+\lambda(f-u)=0. (4)

For p1p\leq 1, the Euler-Lagrange equation (4) does not have a precise meaning due to the singularities that may arise when the denominator vanishes. To overcome this situation, we approximate the non-differentiable energy functional Jpnl(u)J_{p}^{\text{\emph{nl}}}(u) by

Jϵ,pnl(u)\displaystyle J_{\epsilon,p}^{\text{\emph{nl}}}(u) =14Ω×Ωw(xy)ϕϵ,p(u(y)u(x))𝑑x𝑑y,\displaystyle=\frac{1}{4}\int_{\Omega\times\Omega}w(x-y)\phi_{\epsilon,p}(u(y)-u(x))dxdy,

for ϵ>0\epsilon>0, where

ϕϵ,p(s)=2p(s2+ϵ2)p/22pϵp.\phi_{\epsilon,p}(s)=\displaystyle\frac{2}{p}\displaystyle\left(s^{2}+\epsilon^{2}\right)^{p/2}-\frac{2}{p}\epsilon^{p}.

Observe that the corresponding minimization problem is now well-posed due to the differentiability of Jϵ,pnl(u)J_{\epsilon,p}^{\text{\emph{nl}}}(u). Therefore, a solution may be calculated solving the associated Euler-Lagrange equations. However, for p<1p<1, the solution is in general just a local minimum, due to the lack of convexity. Of course, the same plan may be followed for the local diffusion equation (2).

2.3 Saliency modeling

The previous section highlighted the connections between local and non-local formulations. From now on, we focus on the non-local diffusion model, being the model deduction similar for the case of local diffusion.

For saliency detection and classification, an additional term is added to the energy functional (1) or to its non-local or regularized variants. The general idea is pushing the values of uu towards the discrete set of extremal image values {0,1}\{0,1\}, determining the labels we impose for saliency detection: u=1u=1 for foreground, and u=0u=0 for background.

To model this behavior we propose a two-terms based energy, where the first causes a reaction extremizing the values of the solution and the second accounts for the problem constraints (0u10\leq u\leq 1). The first term is given by the energy

H(u)=Ωh(u),withh(u)=12(1δu)2,H(u)=\int_{\Omega}h(u),\quad\text{with}\quad h(u)=-\frac{1}{2}(1-\delta u)^{2},

for some constant δ>0\delta>0. The corresponding energy minimization drives the solution away from the zero maximum value, attained at u=1/δu=1/\delta, and it would be unbounded (-\infty) if no box constraint were assumed.

However, under the box constraint, the global minimum of h(u)h(u) in [0,1][0,1] is attained at the boundary of this interval, that is, at the labels of saliency identification. Therefore, H(u)H(u) together with the box constraint promote the detection of salient regions of interest (foreground) separated by regions with no relevant information (background).

The box constraint is accomplished through the indicator functional I(u)\mathcal{I}_{I}(u) of the interval I=[0,1]I=[0,1], defined as

I(u)={0if uI,if uI.\mathcal{I}_{I}(u)=\left\{\begin{matrix}0&\mbox{if }u\in I,\\ \infty&\mbox{if }u\notin I.\end{matrix}\right.

Observe that since II is convex and closed, the functional I(u)\mathcal{I}_{I}(u) is convex and lower semi-continuous, and that its sub-differential is the maximal monotone graph of ×\mathbb{R}\times\mathbb{R}, given by

I(u)={(,0]if u=0,0if 0<u<1,[0,+)if u=1,otherwise.\partial\mathcal{I}_{I}(u)=\begin{cases}(-\infty,0]&\mbox{if }u=0,\\ 0&\mbox{if }0<u<1,\\ [0,+\infty)&\mbox{if }u=1,\\ \emptyset&\mbox{otherwise.}\end{cases}

The saliency term we propose is therefore the sum of the fast saliency promotion, H(u)H(u), and of the range limiting mechanism, I(u){\cal I}_{I}(u), i.e.

S(u)=H(u)+I(u).\displaystyle S(u)=H(u)+{\cal I}_{I}(u).

3 The model. Approximation and estability

Gathering the fidelity, the regularizing and the saliency energies, we define a bilateral constrained obstacle problem associated to the following energy

Eϵ,pnl(u)=αJϵ,pnl(u)+λF(u)+1αS(u),\displaystyle E_{\epsilon,p}^{nl}(u)=\alpha J_{\epsilon,p}^{nl}(u)+\lambda F(u)+\frac{1}{\alpha}S(u), (5)

where α>0\alpha>0 is a parameter modulating the relationship between regularization and saliency promotion. Observe that there is no use in multiplying I(u)\mathcal{I}_{I}(u) by the constant 1/α1/\alpha, so we omit it for clarity.

The Euler-Lagrange equation corresponding to (5) together with the use of a gradient descent method leads to the consideration of non-local multi-valued evolution problems.

Multi-valued Problems Pϵ(u)P_{\epsilon}(u)

Let α\alpha, δ\delta, λ\lambda and ϵ\epsilon be real fixed positive parameters. Let moreover fL(Ω)f\in L^{\infty}(\Omega) be an (essentially) bounded function. For some given T>0T>0, find u:[0,T]×Ωu:[0,T]\times\Omega\to\mathbb{R} solving the approximating smooth (in fact differentiable) multivalued problems

Pϵ(u)={tuαKε,p(u)+I(u)aub,in (0,T)×Ω.u(0,)=f on Ω\displaystyle P_{\epsilon}(u)=\begin{cases}\partial_{t}u-\alpha K_{\varepsilon,p}(u)+\partial\mathcal{I}_{I}(u)\ni au-b,\quad\text{in }(0,T)\times\Omega.\vskip 5.69046pt\\ u(0,\cdot)=f\quad\text{ on }\Omega\end{cases} (6)

which model non-linear non-local non-convex reactive flows that we shall consider in the range 0<p10<p\leq 1.

For the sake of presentation, we have introduced the following notation in (6): we rewrote the Fréchet differential of H(u)/α+λF(u)H(u)/\alpha+\lambda F(u) as au(x)b(x)au(x)-b(x), with

a=δ2αλ,b(x)=δαλf(x),for xΩ,a=\frac{\delta^{2}}{\alpha}-\lambda,\quad b(x)=\frac{\delta}{\alpha}-\lambda f(x),\quad\text{for }x\in\Omega, (7)

and defined the non-local hyper-Laplacian (0<p<10<p<1) and 11-Laplacian (p=1p=1) diffusion operators

Kϵ,p(u)(t,x)=Ωw(xy)kϵ,p(u(t,y)u(t,x))𝑑y,\displaystyle K_{\epsilon,p}(u)(t,x)=\int_{\Omega}w(x-y)k_{\epsilon,p}(u(t,y)-u(t,x))dy,

with differential kernels

kϵ,p(s)=12ϕϵ,p(s)=s(s2+ϵ2)p22.k_{\epsilon,p}(s)=\frac{1}{2}\phi_{\epsilon,p}^{\prime}(s)=\displaystyle s\left(s^{2}+\epsilon^{2}\right)^{\frac{p-2}{2}}. (8)

Notice that, while for the local diffusion problem we must explicitly impose the homogeneous Neumann boundary conditions, which are the most common boundary conditions for image processing tasks, for the non-local diffusion problem this is no longer necessary since these conditions are implicitly imposed by the non-local diffusion operator [2].

3.1 Yosida’s approximants

Introducing the maximal monotone graphs β,γ×\beta,\gamma\subset\mathbb{R}\times\mathbb{R} given by

β(u)={if u<0,(,0]if u=0,0if u>0,γ(u)={0if u<0,[0,)if u=0,if u>0,\displaystyle\beta(u)=\begin{cases}\emptyset&\text{if }u<0,\\ (-\infty,0]&\text{if }u=0,\\ 0&\text{if }u>0,\end{cases}\qquad\gamma(u)=\begin{cases}0&\text{if }u<0,\\ [0,\infty)&\text{if }u=0,\\ \emptyset&\text{if }u>0,\end{cases}

we may express the subdifferential of I(u)\mathcal{I}_{I}(u) as I(u)=β(u)+γ(u1)\partial\mathcal{I}_{I}(u)=\beta(u)+\gamma(u-1). The Yosida’s approximants of β\beta and γ\gamma are then

βr(u)={u/rif u0,0if u>0,γr(u)={0if u<0,u/rif u0,\displaystyle\beta_{r}(u)=\begin{cases}u/r&\text{if }u\leq 0,\\ 0&\text{if }u>0,\end{cases}\qquad\gamma_{r}(u)=\begin{cases}0&\text{if }u<0,\\ u/r&\text{if }u\geq 0,\end{cases}

for r>0r>0, allowing us to approximate the multi-valued formulation (6) by single-valued equations in which β\beta and γ\gamma are replaced by βr\beta_{r} and γr\gamma_{r}. This is, by the evolution PDE

tuαKε,p(u)+βr(u)+γr(u1)=aub.\partial_{t}u-\alpha K_{\varepsilon,p}(u)+\beta_{r}(u)+\gamma_{r}(u-1)=au-b. (9)

Assume that a solution, uu, of (9) with initial data u(0,)=fu(0,\cdot)=f does exist, and consider the characteristic function of a set CC, defined as χC(x)=1\chi_{C}(x)=1 if xCx\in C and χC(x)=0\chi_{C}(x)=0 otherwise. Introducing the sets

Ω0(t)={xΩ|u(t,x)>0},Ω1(t)={xΩ|u(t,x)<1},\displaystyle\Omega_{0}(t)=\{x\in\Omega\,|\,u(t,x)>0\,\},\qquad\Omega_{1}(t)=\{x\in\Omega\,|\,u(t,x)<1\,\},

for t[0,T)t\in[0,T), we may express the Yosida’s approximants appearing in (9) as

βr(u(t,x))=1ru(t,x)χ0(t,x)γr(u(t,x))=1r(u(t,x)1)χ1(t,x),\displaystyle\beta_{r}(u(t,x))=\frac{1}{r}u(t,x)\chi_{0}(t,x)\quad\gamma_{r}(u(t,x))=\frac{1}{r}(u(t,x)-1)\chi_{1}(t,x),

with, for i=0,1i=0,1, χi(t,x)=χΩΩi(t)(x)\chi_{i}(t,x)=\chi_{\Omega\setminus\Omega_{i}(t)}(x). Then, we rewrite (9) as a family of approximating problems Pϵ,r(u)P_{\epsilon,r}(u).

Approximating Single-Valued Problems Pϵ,r(u)P_{\epsilon,r}(u)

Set 𝒬T\mathcal{Q}_{T} = (0,T)×Ω(0,T)\times\Omega. Given a>0a>0, fL(Ω)f\in L^{\infty}(\Omega), f(x)0f(x)\geq 0 a.e. in Ω\Omega, define b(x)0b(x)\geq 0 using (7) and solve

Pϵ,r(u)={tuαKε,p(u)+1r(uχ0+(u1)χ1)=aub,in 𝒬Tu(0,)=f on Ω\displaystyle P_{\epsilon,r}(u)=\begin{cases}\partial_{t}u-\alpha K_{\varepsilon,p}(u)+\frac{1}{r}\big{(}u\chi_{0}+(u-1)\chi_{1}\big{)}=au-b,\quad\text{in }\mathcal{Q}_{T}\vskip 5.69046pt\\ u(0,\cdot)=f\quad\text{ on }\Omega\end{cases} (10)

such that Pϵ,r(u)Pϵ(u)P_{\epsilon,r}(u)\to P_{\epsilon}(u) when r0r\to 0.

Notice that uχ0=uu\chi_{0}=-u^{-} and (u1)χ1=(u1)+(u-1)\chi_{1}=(u-1)^{+}, where we used the notation u+=max(u,0)u^{+}=\max(u,0), u=min(u,0)u^{-}=-\min(u,0), so that u=u+uu=u^{+}-u^{-}.

The following result generalizes to the non-local framework the results of [17], establishing that the solution of (10) is such that the subset of (0,T)×Ω(0,T)\times\Omega where u(t,x)[0,1]u(t,x)\notin[0,1] may be done arbitrarily small by decreasing rr. Thus, in the limit r0r\to 0 the solution does not overpass the obstacles u=0u=0 and u=1u=1.

Theorem 1.

Let bL2(Ω)b\in L^{2}(\Omega) and assume that the parameters α,ϵ,p,r,a\alpha,\epsilon,p,r,a are positive. If uH1(0,T;L2(Ω))u\in H^{1}(0,T;L^{2}(\Omega)) is the corresponding solution of (10), then

0TΩ(|u|2+|(u1)+|2)C(T)r,\displaystyle\int_{0}^{T}\!\!\int_{\Omega}\big{(}|u^{-}|^{2}+|(u-1)^{+}|^{2}\big{)}\leq C(T)r,

for some constant C(T)C(T) independent of rr.

Proof. Multiplying (10) by u-u^{-} and integrating in Ω\Omega, we obtain

ddtΩ|u|2+αΩKε,p(u)u+1rΩ|u|2=aΩ|u|2+Ωbu,\displaystyle\frac{d}{dt}\int_{\Omega}|u^{-}|^{2}+\alpha\int_{\Omega}K_{\varepsilon,p}(u)u^{-}+\frac{1}{r}\int_{\Omega}|u^{-}|^{2}=a\int_{\Omega}|u^{-}|^{2}+\int_{\Omega}bu^{-}, (11)

where we used χ1u=0\chi_{1}u^{-}=0. Since kϵ,pk_{\epsilon,p} is an odd function, the following integration by parts formula holds

ΩKε,p(u)(t,x)\displaystyle\int_{\Omega}K_{\varepsilon,p}(u)(t,x) u(t,x)dx=\displaystyle u^{-}(t,x)dx=
=Ω(Ωw(xy)kϵ,p(u(t,y)u(t,x))𝑑y)u(t,x)𝑑x\displaystyle=\int_{\Omega}\Big{(}\int_{\Omega}w(x-y)k_{\epsilon,p}(u(t,y)-u(t,x))dy\Big{)}u^{-}(t,x)dx
=12ΩΩw(xy)kϵ,p(u(t,y)u(t,x))(u(t,y)u(t,x))𝑑y𝑑x.\displaystyle=-\frac{1}{2}\int_{\Omega}\int_{\Omega}w(x-y)k_{\epsilon,p}(u(t,y)-u(t,x))(u^{-}(t,y)-u^{-}(t,x))dydx.

Thus, in noting that ss_{-} is non-increasing as a function of ss, we deduce

(u(t,y)u(t,x))(u(t,y)u(t,x))0,\displaystyle(u(t,y)-u(t,x))(u^{-}(t,y)-u^{-}(t,x))\leq 0,

and therefore, see (8),

ΩKε,p(u)(t,x)\displaystyle\int_{\Omega}K_{\varepsilon,p}(u)(t,x) u(t,x)dx0.\displaystyle u^{-}(t,x)dx\geq 0. (12)

Using (12) and the Schwarz’s inequality in (11) we get,

ddtΩ|u|2+1rΩ|u|2(a+12)Ω|u|2+12Ωb2.\displaystyle\frac{d}{dt}\int_{\Omega}|u^{-}|^{2}+\frac{1}{r}\int_{\Omega}|u^{-}|^{2}\leq(a+\frac{1}{2}\big{)}\int_{\Omega}|u^{-}|^{2}+\frac{1}{2}\int_{\Omega}b^{2}. (13)

Getting rid of the term r1Ω|u|20r^{-1}\int_{\Omega}|u^{-}|^{2}\geq 0, we apply Gronwall’s inequality to the resulting inequality to obtain

Ω|u(t,)|2C1(t)Ωb2,\displaystyle\int_{\Omega}|u^{-}(t,\cdot)|^{2}\leq C_{1}(t)\int_{\Omega}b^{2},

with C1(t)=texp((a+1/2)t)C_{1}(t)=t\exp((a+1/2)t). Using this estimate in (13) yields

ddtΩ|u|2+1rΩ|u|2C2(t)Ωb2,\displaystyle\frac{d}{dt}\int_{\Omega}|u^{-}|^{2}+\frac{1}{r}\int_{\Omega}|u^{-}|^{2}\leq C_{2}(t)\int_{\Omega}b^{2},

with C2(t)=(a+1/2)C1(t)+1/2C_{2}(t)=(a+1/2)C_{1}(t)+1/2. Finally, integrating in (0,T)(0,T) and using that u(0,)=f0u(0,\cdot)=f\geq 0, we obtain

0TΩ|u|2C(T)rΩb2,\displaystyle\int_{0}^{T}\int_{\Omega}|u^{-}|^{2}\leq C(T)r\int_{\Omega}b^{2}, (14)

for some constant C(T)C(T) independent of rr. To finish the proof we must show that also

0TΩ|(u1)+|2C(T)r.\displaystyle\int_{0}^{T}\int_{\Omega}|(u-1)^{+}|^{2}\leq C(T)r.

Since, once we multiply (10) by (u1)+(u-1)+ and integrate in Ω\Omega, the arguments are similar to those employed to get estimate (14), we omit the proof.

4 Discretization of the limit problem Pϵ,r(u)P_{\epsilon,r}(u)

In the previous section we have shown that solutions of the multivalued problem (6) may be approximated by the introduction of Yosida’s approximants, leading to the single-valued problems Pϵ,r(u)P_{\epsilon,r}(u) in (10) that depend on the Yosida’s approximation parameter rr. We also proved that in the limit r0r\to 0 the corresponding solutions lie in the relevant range of values for image processing tasks, this is, in the interval [0,1][0,1].

In this section we provide a fully discrete algorithm to numerically approximate the limit solution of (10) when r0r\to 0. First, we introduce a time semi-implicit Euler discretization of the evolution equation in (10), that we show to retain the stability property of its continuous counterpart, stated in Theorem 1.

The resulting space dependent PDE is discretized by finite differences. Since the problem is nonlinear and, in addition, we want to pass to the limit r0r\to 0, we introduce an iterative algorithm which renders the problem to a linear form and, at the same time, replaces the fixed parameter rr by a decreasing sequence rj0r_{j}\to 0.

4.1 Time discretization

For the time discretization, let NN\in\mathbb{N}, τ=T/N\tau=T/N, and consider the decomposition (0,T]=n=0N1(tn,tn+1](0,T]=\cup_{n=0}^{N-1}(t_{n},t_{n+1}], with tn=nτt_{n}=n\tau. We denote by un(x)u^{n}(x) to u(tn,x)u(t_{n},x) and by χin(x)\chi_{i}^{n}(x) to χi(tn,x)\chi_{i}(t_{n},x), for i=0,1i=0,1. Then, we consider a time discretization of (10) in which all the terms are implicit but the diffusion term, which is semi-implicit. The resulting time semi-discretization iterative scheme is:

Iterative Problems Pϵ,r(un)P_{\epsilon,r}(u^{n})

Given a>0a>0, bL(Ω)b\in L^{\infty}(\Omega), b(x)0b(x)\geq 0, a.e. in Ω\Omega set u0=fu^{0}=f and for n=0,,N1n=0,\ldots,N-1 find un+1:Ωu^{n+1}:\Omega\to\mathbb{R} such that

Pϵ,r(un)={un(x)τb(x)=(1τa)un+1(x)ταK~ϵ,p(un,un+1)(x)+τr(un+1(x)χ0n+1(x)+(un+1(x)1)χ1n+1(x)),in Ω\displaystyle P_{\epsilon,r}(u^{n})=\begin{cases}u^{n}(x)-\tau b(x)=(1-\tau a)u^{n+1}(x)-\tau\alpha\tilde{K}_{\epsilon,p}(u^{n},u^{n+1})(x)\vskip 5.69046pt\\ +\displaystyle\frac{\tau}{r}\big{(}u^{n+1}(x)\chi_{0}^{n+1}(x)+(u^{n+1}(x)-1)\chi_{1}^{n+1}(x)\big{)},\quad\text{in }\Omega\end{cases} (15)

where, for k~ϵ,p(s,σ)=σ(s2+ϵ2)(p2)/2\tilde{k}_{\epsilon,p}(s,\sigma)=\sigma\left(s^{2}+\epsilon^{2}\right)^{(p-2)/2}, we define

K~ϵ,p(un,un+1)(x)=Ωw(xy)k~ϵ,p(un(y)un(x),un+1(y)un+1(x))𝑑y.\displaystyle\tilde{K}_{\epsilon,p}(u^{n},u^{n+1})(x)=\int_{\Omega}w(x-y)\tilde{k}_{\epsilon,p}(u^{n}(y)-u^{n}(x),u^{n+1}(y)-u^{n+1}(x))dy. (16)

That is, only the modulus part of the diffusion term is evaluated in the previous time step.

Equation (15) is still nonlinear (in fact piece-wise linear) due to the Yosida’s approximants of the penalty term. In addition, its solution depends on the fixed parameter rr that, in view of Theorem 1, we wish to make arbitrarily small, so that the corresponding solution values are effectively constrained to the set [0,1][0,1]. To do this, we consider the following iterative algorithm to approximate the rr-dependent solution, un+1u^{n+1}, of (15) when r0r\to 0.

Iterative Approximating Problems Pj(un)P_{j}(u^{n})

Let a,ba,b, and ff be as before. Let u0=fu^{0}=f and r0>0r_{0}>0 be given. For n=0,,N1n=0,\ldots,N\!-\!1, set u0n+1=unu^{n+1}_{0}=u^{n}. Then, for j=0,1j=0,1\ldots, define rj=2jr0r_{j}=2^{-j}r_{0} and, until convergence, solve the following problem: find uj+1n+1:Ωu^{n+1}_{j+1}:\Omega\to\mathbb{R} such that

Pj(un)={un(x)τb(x)=(1τa)uj+1n+1(x)ταK~ϵ,p(un,uj+1n+1)(x)+τrj(uj+1n+1(x)χ0,jn+1(x)+(uj+1n+1(x)1)χ1,jn+1(x)),in Ω\displaystyle P_{j}(u^{n})\!=\!\begin{cases}u^{n}(x)-\tau b(x)=(1-\tau a)u^{n+1}_{j+1}(x)-\tau\alpha\tilde{K}_{\epsilon,p}(u^{n},u^{n+1}_{j+1})(x)\vskip 5.69046pt\\ +\displaystyle\frac{\tau}{r_{j}}\big{(}u^{n+1}_{j+1}(x)\chi_{0,j}^{n+1}(x)+(u^{n+1}_{j+1}(x)-1)\chi_{1,j}^{n+1}(x)\big{)},\quad\text{in }\Omega\end{cases} (17)

where χi,jn+1(x)=χΩΩi,jn+1(x)\chi_{i,j}^{n+1}(x)=\chi_{\Omega\setminus\Omega_{i,j}^{n+1}}(x) for i=0,1i=0,1, being

Ω0,jn+1={xΩ|ujn+1(x)>0},Ω1,jn+1={xΩ|ujn+1(x)<1}.\displaystyle\Omega_{0,j}^{n+1}=\{x\in\Omega\,|\,u^{n+1}_{j}(x)>0\,\},\qquad\Omega_{1,j}^{n+1}=\{x\in\Omega\,|\,u^{n+1}_{j}(x)<1\,\}.

We use the stopping criteria

uj+1n+1ujn+1L(Ω)<tol,\displaystyle\|u^{n+1}_{j+1}-u^{n+1}_{j}\|_{L^{\infty}(\Omega)}<tol, (18)

for values of toltol chosen empirically and, when satisfied, we set un+1=uj+1n+1u^{n+1}=u^{n+1}_{j+1}.

Remark 1.

The stability result for the time continuous problem (10) stated in Theorem 1 may be adapted with minor changes to the semi-implicit time discrete problem Pj(un)P_{j}(u^{n}) (15).

4.2 Space discretization

For the space discretization, we consider the usual uniform mesh associated to image pixels contained in a rectangular domain, Ω=[0,L1]×[0,M1]\Omega=[0,L-1]\times[0,M-1], with mesh step size normalized to one. We denote by xkx_{k} a generic node of the mesh, with k=0,,LM1k=0,\ldots,LM-1, and by u[k]u[k] a generic function uu evaluated at xkx_{k}

To discretize the non-local diffusion term in space, we assume that unu^{n} is a constant-wise interpolator, and to fix ideas, we use the common choice of spatial kernel used in bilateral theory filtering [24], that is, the Gaussian kernel

w(x)=1Cexp(|x|2ρ2),w(x)=\frac{1}{C}\exp\Big{(}-\dfrac{|x|^{2}}{\rho^{2}}\Big{)},

being CC a normalizing constant such that w=1\int w=1. Assuming that the discretized version of ww is compactly supported in Ω\Omega, with the support contained in the box B=B2ρ(x)B=B_{2\rho}(x), we use the zero order approximation (16)

K~ϵ,p(un,un+1)(xk)mIBkw[k,m]k~ϵ,p(un[m]un[k],un+1[m]un+1[k]),\displaystyle\tilde{K}_{\epsilon,p}(u^{n},u^{n+1})(x_{k})\approx\sum_{m\in I_{B}^{k}}w[k,m]\tilde{k}_{\epsilon,p}(u^{n}[m]-u^{n}[k],u^{n+1}[m]-u^{n+1}[k]),

where w[k,m]=w(xkxm)w[k,m]=w(x_{k}-x_{m}) and IBk={m=0,,LM1:|xkxm|<2ρ}I_{B}^{k}=\{m=0,\ldots,LM-1:|x_{k}-x_{m}|<2\rho\}.

The values of the characteristic functions χi,jn+1(xk)\chi_{i,j}^{n+1}(x_{k}) of the set ΩΩi,jn+1\Omega\setminus\Omega_{i,j}^{n+1} are the last terms of (17) that we must spatially discretize. This is done by simply examining whether ujn+1[k]>0u^{n+1}_{j}[k]>0 or not, for χ0,jn+1[k]\chi_{0,j}^{n+1}[k], and similarly for χ1,jn+1[k]\chi_{1,j}^{n+1}[k].

The full discretization of (17) takes the form of the following linear algebraic problem: For k=0,,LM1k=0,\ldots,LM-1, let u0[k]=f(xk)u^{0}[k]=f(x_{k}). For n=0,,N1n=0,\ldots,N-1, set u0n+1[k]=un[k]u^{n+1}_{0}[k]=u^{n}[k]. Then, for j=0,1j=0,1\ldots until convergence, solve the following problem: find uj+1n+1[k]u^{n+1}_{j+1}[k]\in\mathbb{R} such that

(1\displaystyle(1- τa)un+1j+1[k]ταmIBkw[k,m]k~ϵ,p(un[m]un[k],uj+1n+1[m]uj+1n+1[k])\displaystyle\tau a)u^{n+1}_{j+1}[k]-\tau\alpha\sum_{m\in I^{k}_{B}}w[k,m]\tilde{k}_{\epsilon,p}(u^{n}[m]-u^{n}[k],u^{n+1}_{j+1}[m]-u^{n+1}_{j+1}[k])
+τrj(uj+1n+1[k]χ0,jn+1[k]+(uj+1n+1[k]1)χ1,jn+1[k])=un[k]τb[k].\displaystyle+\frac{\tau}{r_{j}}\big{(}u^{n+1}_{j+1}[k]\chi_{0,j}^{n+1}[k]+(u^{n+1}_{j+1}[k]-1)\chi_{1,j}^{n+1}[k]\big{)}=u^{n}[k]-\tau b[k]. (19)

The convergence of the algorithm is checked at each jj-step according to the spatial discretization of the stopping criterium (18), that is

max0kLM1uj+1n+1[k]ujn+1[k]<tol.\displaystyle\max_{0\leq k\leq LM-1}\|u^{n+1}_{j+1}[k]-u^{n+1}_{j}[k]\|<tol.

When the stopping criterium is satisfied, we set un+1[k]=uj+1n+1[k]u^{n+1}[k]=u^{n+1}_{j+1}[k] and advance a new time step, until n=N1n=N-1 is reached.

5 A simplified computational approach

In the previous sections we have deduced, through a series of approximations, a discrete algorithm to compute approximated solutions of the obstacle problem Pϵ(u)P_{\epsilon}(u) in (6). We have shown that our scheme is stable with respect to the approximating parameter rr, producing solutions of problems Pr(u)P_{r}(u) that, in the limit r0r\to 0, lie effectively in the image value range [0,1][0,1], apart from producing the required edge preserving saliency detection on images.

In this section, by introducing some hard nonlinearities (truncations) to replace one of the iterative loops of (19), we provide a simplified algorithm for solving a problem closely related to (6). In addition, we use an approximation technique, based on the discretization of the image range, to compute the non-local diffusion term. These modifications allow for a fast computation of what we demonstrate to be fair approximations to the solutions of the original problem (6).

Considering the time discrete problem (15), we introduce two changes which greatly alleviate the computational burden:

  1. 1.

    Compute the non-local diffusion term fully explicitly, and

  2. 2.

    Replace the obstacle term by a hard truncation.

Thus, we replace problem Pϵ,r(un)P_{\epsilon,r}(u^{n}) in (15) by the following which can be deduced from problem Pϵ(u)P_{\epsilon}(u) in (6) using the two above strategies.

Explicit Truncated Problems Pϵ,0(un)P_{\epsilon,0}(u^{n})

Given u0=fu^{0}=f, and for n=0,,N1n=0,\ldots,N-1, find un+1:Ωu^{n+1}:\Omega\to\mathbb{R} such that

Pϵ,0(un)={(1τa)un+1(x)=ταKϵ,p(un)(x)+un(x)τb(x) in Ω\displaystyle P_{\epsilon,0}(u^{n})=\begin{cases}(1-\tau a)u^{n+1}(x)=\tau\alpha K_{\epsilon,p}(u^{n})(x)+u^{n}(x)-\tau b(x)\text{ in }\Omega\end{cases} (20)

followed by a truncation of un+1u^{n+1} within the range [0,1][0,1]. Observe that, as remarked in [18], the explicit Euler scheme is well suited for non-local diffusion since it does not need a restrictive stability constraint for the time step, as it happens for the corresponding local diffusion. This is related to the lack of regularizing effect in non-local problems. Spatial discretization of (20) leads to the following algorithm which we shall refer as the patch based scheme:

Set u0=fu^{0}=f. For n=0,,N1n=0,\ldots,N-1, and for k=0,,LM1k=0,\ldots,LM-1, compute

un+1[k]=(τα1τa)mIBkw[k,m]kϵ,p(un[m]un[k])+un[k]τb[k]u^{n+1}[k]=\left(\frac{\tau\alpha}{1-\tau a}\right)\sum_{m\in I^{k}_{B}}w[k,m]k_{\epsilon,p}(u^{n}[m]-u^{n}[k])+u^{n}[k]-\tau b[k] (21)

and truncate un+1[k]u^{n+1}[k]

u~n+1[k]=min(1,max(0,u~n+1[k])),\displaystyle\tilde{u}^{n+1}[k]=\min(1,\max(0,\tilde{u}^{n+1}[k])),

We shall show that there are very small differences between the solutions of the explicit truncated problem Pϵ,0(un)P_{\epsilon,0}(u^{n}) and the solutions of the Pϵ,r(un)P_{\epsilon,r}(u^{n}) problems for rr sufficiently small. Nevertheless, the numerical scheme is greatly improved and much more efficient because costly iteration in rr-loop is avoid as it can be seen in section (6). We finally describe the efficient approach of [26] (see also [7], and and [6] for a related approach) that we use for computing the sum in (21), corresponding to the non-local diffusion term, by discretizing also the range of image values. Let q={q1,,qQ}q=\{q_{1},\ldots,q_{Q}\} be a quantization partition, with 0=q1<q2<<qQ1<qQ=10=q_{1}<q_{2}<\ldots<q_{Q-1}<q_{Q}=1, where QQ is the number of quantization levels. Let v:Ω[0,1]v:\Omega\to[0,1] be a quantized function, that is, taking values on qq. For each i=1,,Qi=1,\ldots,Q, we introduce the discrete convolution operator

Kϵ,pi(v)[k]=mIBkw[k,m]kϵ,p(v[m]qi),K_{\epsilon,p}^{i}(v)[k]=\sum_{m\in I^{k}_{B}}w[k,m]k_{\epsilon,p}(v[m]-q_{i}), (22)

where we recall that w[k,m]=w(xkxm)w[k,m]=w(x_{k}-x_{m}). We then have

Kϵ,p(v)[k]=Kϵ,pi(v)[k]if v[k]=qi,for some i=1,,Q.\displaystyle K_{\epsilon,p}(v)[k]=K_{\epsilon,p}^{i}(v)[k]\quad\text{if }v[k]=q_{i},\quad\text{for some }i=1,\ldots,Q.

Notice that, for any vv taking values in qq, the computation of each Kϵ,pi(v)K_{\epsilon,p}^{i}(v) may be carried out in parallel by means of fast convolution algorithms, e.g. the fast Fourier transform.

It is possible that, after a time iteration, a quantized iterand unu^{n} leads to values of un+1u^{n+1} not contained in the quantized partition qq, implying that the new operators Kϵ,pi(un+1)K_{\epsilon,p}^{i}(u^{n+1}) should be computed in a new quantization partition, say qn+1q^{n+1}. Since, for small time step, we expect qnq^{n} and qn+1q^{n+1} to be close to each other, we overcome this inconvenient by rounding un+1u^{n+1} to the closest value of the initial quantization vector, qq, so that this vector remains fixed.

The final simplified algorithm which we call the kernel based scheme is then:

Set u0=fu^{0}=f. For n=0,,N1n=0,\ldots,N-1, and for each k=0,,LM1k=0,\ldots,LM-1, perform the following steps:

  • Step 1. If un[k]=qiu^{n}[k]=q_{i} then using (22)

    u~n+1[k]=11τa(ταKϵ,pi(un)[k]+qiτb[k]).\tilde{u}^{n+1}[k]=\frac{1}{1-\tau a}\Big{(}\tau\alpha K_{\epsilon,p}^{i}(u^{n})[k]+q_{i}-\tau b[k]\Big{)}. (23)
  • Step 2. un+1[k]=qju^{n+1}[k]=q_{j}, where j=argmin1iQ|qiu~n+1[k]|j=\underset{1\leq i\leq Q}{\text{argmin}}|q_{i}-\tilde{u}^{n+1}[k]|.

6 Numerical experiments

In this section we describe the experiments that support our conclusions. First, we compare the use of hard truncation (in the fully explicit numerical scheme (20)) with the iterative scheme (r0r\to 0) when the Yosida’s Approximants are used to solve the discrete problem (17). As a second test, the proposed kernel based approach in (23) is compared with the patch based scheme in (21). As an application of the above schemes, we test our approach over the BRATS2015 dataset [16]. Finally, we show that our model can be generalized presenting some preliminary results which extend our variational non-local saliency model to 3D volumes.

6.1 Experiment 1: Comparison between limit approximation and truncation

In this experiment we show the differences between the limit approximation r0r\to 0 described in section 4 and the proposed truncation alternative. We recall that the purpose of such hard truncation is to get rid of the rr-loop in the numerical resolution, boosting the computation efficiency. In practice, instead of using the stopping criteria (18), is sufficient (and more efficient) to fix a small number of iterations which results into 5 in the rr-loop starting with r1=0.5r^{1}=0.5 and setting rj+1=2jrj,j=1,,5r^{j+1}=2^{-j}r^{j},~~j=1,\ldots,5. We found in our experiments that this is enough in order to ensure that the final output of the approximating scheme (17) is very close to the solution of (21).

Each jj-step consists of solving the equation (17) which is carried out through a conjugate gradient descent algorithm. This is an inner loop for each jj-step which increases substantially the global time execution of the algorithm. In order to show that the hard truncation is a good strategy to get rid of the rr-loop we compute the relative differences uJuT2/uT2||u_{J}-u_{T}||_{2}/||u_{T}||_{2} between each jj-step image (uJu_{J}) and the truncated version (uTu_{T}) of the nn-step solution.

Refer to caption
Figure 1: From left to right: input image, rr-convergence approximation and hard truncation approximation. Differences are colored in red.

At each step of the rr-loop, the relative difference from the final truncated version is reduced. Figure 1 depicts the qualitative difference of using truncation. For all the subjects we tested the results clearly show that the same saliency (tumor) region is detected in both images. The differences, barely visibles, are colored in red. Indeed only few pixels differ from the assumed correct computation through the rr-convergence, which justifies the use of the hard truncation.

Refer to caption
Figure 2: Relative differences: rr-convergence vs hard truncation. Stabilization of the r0r\to 0 limit. The outer time nn-loop, n=1n=1 … N is considered together with the inner jj-loop, j=1j=1 … J. The jumps from u5u_{5} to u6u_{6}, u10u_{10} to u11u_{11} etc are caused by the truncation with J fixed to 5 for each n. We see in Figure 1 that the (binary) output solution is practically indistinguishable from the almost binary approximations in r. The final outputs only differ a 4,2%, which in practice turns out to be few single pixels.

6.2 Experiment 2: Kernel based approach

In this experiment we compare the time execution between patch based numerical resolution and the proposed kernel approach based on [26]. Taking advantage of the fact that convolutions can be fast computed in Fourier domain, we use a GPU implementation to carry out these experiments. In both cases we fix the same hyper-parameters and perform a sweep where ρ=2,3,,30\rho={2,3,\ldots,30} is the kernel radio and q=23,24,,211q={2^{3},2^{4},\ldots,2^{11}} are the quantization levels. The tests are performed over 4 brains (2 slices per brain) and results are averaged.

Notice that in a classical patch based approach no quantization is required and the time execution will grow up only with the size of the considered region (B2ρ(x)B_{2\rho}(x)). On the contrary, a kernel based resolution remains robust to different kernel sizes while the time execution relays mainly in the number of quantization levels as it can be seen in figure 3. This justifies the use of the kernel based method whereas it allows to use bigger kernels so properly modelling the non-local diffusion term.

Refer to caption
Figure 3: Time comparison between patch based and kernel based resolution. The surface which remains constant with the quantization levels corresponds to the patch based resolution while the other one corresponds to the kernel based resolution. Using a kernel based approach allows a nearly invariant dependency w.r.t. the size of ρ\rho (radius of the kernel), which in turn promotes the non-locality effect.

6.3 Experiment 3: MRI Dataset

We then apply our above findings testing the whole BRATS2015 dataset [16]. In order to highlight the importance of the proposed non-local non-convex hyper-Laplacian operators we shall consider the behavior of the model when only the pp-parameter is modified. For such purpose we need to introduce an automated rule for the δ\delta-parameter estimation to avoid a manual tuning of the model for each image of the dataset. This will result in a sub-optimal performance of the model in terms of accuracy. Nevertheless, it will provide us a good baseline of how good is our proposed model. Observing that 1/δ1/\delta acts as threshold between classes (background and foreground), we seek a rule to determine such threshold for each image leading to an approximatively correct estimation of δ\delta. By averaging the whole given brain (values of pixels where there is brain), and comparing with the average of the tumor intensities, it turns out (see Figure 4) that the relationship is pretty linear, and a simple lineal regression gives a prediction of the mean of the tumor in the considered image:

μtumorαμbrain+β=1.176μbrain+0.101\mu_{tumor}\approx\alpha\mu_{brain}+\beta=1.176\mu_{brain}+0.101

We then select a reference threshold. A simple choice is to compute the average between μbrain\mu_{brain} and μtumor\mu_{tumor} in form (1/δ)=(μbrain+μtumor)/2(1/\delta)=(\mu_{brain}+\mu_{tumor})/2. Finally, since it is always possible to compute the average of the whole brain (μbrain\mu_{brain}), we end up with the following rule for the δ\delta-parameter estimation (depending on the specific image considered):

δ(μbrain)=2(1+α)μbrain+β\delta(\mu_{brain})=\frac{2}{(1+\alpha)\mu_{brain}+\beta}
Refer to caption
Figure 4: Linear regression for data: μbrain\mu_{brain}, μtumor\mu_{tumor}

Our proposed model includes hyper-Laplacian non-local diffusion terms by setting p<1p<1. We also compare different values of p=2,1,0.5p={2,1,0.5} with the same parametrization and show in table 1, where typical reference metrics ([19]) are reported, that the DICE metric is monotonically increased as pp is decreased.

Table 1: Results for different pp values over the whole BRATS2015 dataset.
Precision Recall DICE
Naive Threshold 0.4431 0.7904 0.5299
p=2p=2 0.5959 0.7904 0.6484
p=1p=1 0.6799 0.7798 0.7013
p=0.5p=0.5 0.7658 0.7321 0.7276

6.4 Experiment 4: 3D versus 2D model

Focusing in the particular application of brain tumor segmentation, it is reasonable to think that processing each image (slice) independently will result in a sub-optimal output since no axial information is taken into account. Our model can be easily extended to process 3D brains volumes and not only 2D images (gray-scale images). In such a way, the non-local regularization will prevent from errors using 3D spatial information. The results are greatly improved as it is reported in table 2 and shown in figure 5. It is easy to see that some artifacts arise when processing the volume per slice (2D , first image), which disappear if a 3D processing is considered (second image). False positives can also be avoided in this 3D approach obtaining a cleaner image that results in a very high accuracy in common metrics (Precision, Recall and DICE, see table 2).

Refer to caption
Figure 5: From left to right: 2D reconstruction (our proposed model applied per slice), 3D reconstruction (our proposed model applied to the whole volume), Naive threshold, Ground-truth

However, even thought the results show promising performance using this 3D scheme in comparison to a 2D processing so improving the final segmentation, the real challenge consists of choosing a correct and robust δ\delta-parameter feasible for the whole volume. This is due to the non-homogeneous contrast and illumination in different regions of the MRI image which depends on the acquisition step. In future work, we will introduce some recent advances in Deep-Learning parameter estimation to obtain the optimal model parametrization which can enhance further the performance of our model (see [20]).

Table 2: Results of a 3D and 2D resolution with the same parametrization
Precision Recall DICE
Naive Threshold 0.5321 0.8008 0.6393
2D 0.8658 0.7986 0.8308
3D 0.9649 0.8656 0.9125

7 Conclusions

Dealing with recent challenging problems such as automatic saliency detection of videos or fixed 2D images we propose a new approach based on reactive flows which facilitates the saliency detection task promoting binary solutions which encapsulate the underlying classification problem. This is performed in a non-local framework where a bilateral filter is designed using the NLTV operator. The resulting model is numerically compared with a family of non-smooth non-local non-convex hyper-Laplacian operators. The computational cost of the model problem solving algorithm is greatly alleviated by using recent ideas on quantized convolutional operators filters making the approach practical and efficient. Numerical computations on real data sets in the modality of MRI-Flair glioblastoma automatic detection show the performance of the method.

In this work we have presented a new non-local non-convex diffusion model for saliency detection and classification which has shown to be able to perform a fast foreground detection when it is applied to a FLAIR given image. The results reveal that this method can achieve very high accurate statistics metrics over the ground-truth BRATS2015 data-set [16]. Also, as a by-product of the reactive model, the solution has, after few iterations, a reduced number of quantized values making simpler the final thresholding step. Such a technique could be improved computationally by observing that the diffusion process combined with the saliency term evolves producing more cartoon like piece-wise constant solutions which can be coded with less number of quantization values while converging to a binary mask. This is related to the absorption-reaction balance in the PDE where absorption is active where the solution is small, u0u\approx 0 and the reaction is active where u1u\approx 1. The non-local diffusion properties of the model also allow to detect salient objects which are not spatially close as well as connected regions (disjoint areas). This can be useful in many other medical images modalities, specially in functional MRI (fMRI). Non-convex properties, meanwhile, promote sparse non-local gradient, pushing the solution to a cartoon piece-wise constant image. Both characteristics combined with our proposed concave energy term results in a promising accurate and fast technique suitable to be applied to FLAIR images and others MRI modalities.

ACKNOWLEDGMENTS

The first and the last authors’ research has been partially supported by the Spanish Government research funding ref. MINECO/FEDER TIN2015-69542-C2-1 and the Banco de Santander and Universidad Rey Juan Carlos Funding Program for Excellence Research Groups ref. “Computer Vision and Image Processing (CVIP)”. The second author has been supported by the Spanish MCI Project MTM2017-87162-P.

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