WaldBoost - learning for time constrained sequential detection

In many computer vision classification problems, both the error and time characterizes the quality of a decision. We show that such problems can be formalized in the framework of sequential decision-making. If the false positive and false negative error rates are given, the optimal strategy in terms of the shortest average time to decision (number of measurements used) is the Wald's sequential probability ratio test (SPRT). We built on the optimal SPRT test and enlarge its capabilities to problems with dependent measurements. We show how to overcome the requirements of SPRT - (i) a priori ordered measurements and (ii) known joint probability density functions. We propose an algorithm with near optimal time and error rate trade-off, called WaldBoost, which integrates the AdaBoost algorithm for measurement selection and ordering and the joint probability density estimation with the optimal SPRT decision strategy. The WaldBoost algorithm is tested on the face detection problem. The results are superior to the state-of-the-art methods in the average evaluation time and comparable in detection rates.