Joint Metrics Matter: A Better Standard for Trajectory Forecasting
- URL: http://arxiv.org/abs/2305.06292v2
- Date: Wed, 11 Oct 2023 21:08:57 GMT
- Title: Joint Metrics Matter: A Better Standard for Trajectory Forecasting
- Authors: Erica Weng, Hana Hoshino, Deva Ramanan, Kris Kitani
- Abstract summary: Multi-modal trajectory forecasting methods evaluate using single-agent metrics (marginal metrics)
Only focusing on marginal metrics can lead to unnatural predictions, such as colliding trajectories or diverging trajectories for people who are clearly walking together as a group.
We present the first comprehensive evaluation of state-of-the-art trajectory forecasting methods with respect to multi-agent metrics (joint metrics): JADE, JFDE, and collision rate.
- Score: 67.1375677218281
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Multi-modal trajectory forecasting methods commonly evaluate using
single-agent metrics (marginal metrics), such as minimum Average Displacement
Error (ADE) and Final Displacement Error (FDE), which fail to capture joint
performance of multiple interacting agents. Only focusing on marginal metrics
can lead to unnatural predictions, such as colliding trajectories or diverging
trajectories for people who are clearly walking together as a group.
Consequently, methods optimized for marginal metrics lead to overly-optimistic
estimations of performance, which is detrimental to progress in trajectory
forecasting research. In response to the limitations of marginal metrics, we
present the first comprehensive evaluation of state-of-the-art (SOTA)
trajectory forecasting methods with respect to multi-agent metrics (joint
metrics): JADE, JFDE, and collision rate. We demonstrate the importance of
joint metrics as opposed to marginal metrics with quantitative evidence and
qualitative examples drawn from the ETH / UCY and Stanford Drone datasets. We
introduce a new loss function incorporating joint metrics that, when applied to
a SOTA trajectory forecasting method, achieves a 7\% improvement in JADE / JFDE
on the ETH / UCY datasets with respect to the previous SOTA. Our results also
indicate that optimizing for joint metrics naturally leads to an improvement in
interaction modeling, as evidenced by a 16\% decrease in mean collision rate on
the ETH / UCY datasets with respect to the previous SOTA. Code is available at
\texttt{\hyperlink{https://github.com/ericaweng/joint-metrics-matter}{github.com/ericaweng/joint-metrics-matter}}.
Related papers
- What is the Right Notion of Distance between Predict-then-Optimize Tasks? [35.842182348661076]
We show that traditional dataset distances, which rely solely on feature and label dimensions, lack informativeness in the Predict-then-then (PtO) context.
We propose a new dataset distance that incorporates the impacts of downstream decisions.
Our results show that this decision-aware dataset distance effectively captures adaptation success in PtO contexts.
arXiv Detail & Related papers (2024-09-11T04:13:17Z) - Revisiting Evaluation Metrics for Semantic Segmentation: Optimization
and Evaluation of Fine-grained Intersection over Union [113.20223082664681]
We propose the use of fine-grained mIoUs along with corresponding worst-case metrics.
These fine-grained metrics offer less bias towards large objects, richer statistical information, and valuable insights into model and dataset auditing.
Our benchmark study highlights the necessity of not basing evaluations on a single metric and confirms that fine-grained mIoUs reduce the bias towards large objects.
arXiv Detail & Related papers (2023-10-30T03:45:15Z) - Exogenous Data in Forecasting: FARM -- A New Measure for Relevance
Evaluation [62.997667081978825]
We introduce a new approach named FARM - Forward Relevance Aligned Metric.
Our forward method relies on an angular measure that compares changes in subsequent data points to align time-warped series.
As a first validation step, we present the application of our FARM approach to synthetic but representative signals.
arXiv Detail & Related papers (2023-04-21T15:22:33Z) - Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry [0.0]
We introduce a multi-fidelity estimator of covariance matrices that employs the log-Euclidean geometry of the symmetric positive-definite manifold.
We develop an optimal sample allocation scheme that minimizes the mean-squared error of the estimator given a fixed budget.
Evaluations of our approach using data from physical applications demonstrate more accurate metric learning and speedups of more than one order of magnitude compared to benchmarks.
arXiv Detail & Related papers (2023-01-31T16:33:46Z) - Leveraging Unlabeled Data to Predict Out-of-Distribution Performance [63.740181251997306]
Real-world machine learning deployments are characterized by mismatches between the source (training) and target (test) distributions.
In this work, we investigate methods for predicting the target domain accuracy using only labeled source data and unlabeled target data.
We propose Average Thresholded Confidence (ATC), a practical method that learns a threshold on the model's confidence, predicting accuracy as the fraction of unlabeled examples.
arXiv Detail & Related papers (2022-01-11T23:01:12Z) - Newer is not always better: Rethinking transferability metrics, their
peculiarities, stability and performance [5.650647159993238]
Fine-tuning of large pre-trained image and language models on small customized datasets has become increasingly popular.
We show that the statistical problems with covariance estimation drive the poor performance of H-score.
We propose a correction and recommend measuring correlation performance against relative accuracy in such settings.
arXiv Detail & Related papers (2021-10-13T17:24:12Z) - Doubly Robust Semiparametric Difference-in-Differences Estimators with
High-Dimensional Data [15.27393561231633]
We propose a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects.
The first stage allows a general set of machine learning methods to be used to estimate the propensity score.
In the second stage, we derive the rates of convergence for both the parametric parameter and the unknown function.
arXiv Detail & Related papers (2020-09-07T15:14:29Z) - Machine learning for causal inference: on the use of cross-fit
estimators [77.34726150561087]
Doubly-robust cross-fit estimators have been proposed to yield better statistical properties.
We conducted a simulation study to assess the performance of several estimators for the average causal effect (ACE)
When used with machine learning, the doubly-robust cross-fit estimators substantially outperformed all of the other estimators in terms of bias, variance, and confidence interval coverage.
arXiv Detail & Related papers (2020-04-21T23:09:55Z) - Meta-Learned Confidence for Few-shot Learning [60.6086305523402]
A popular transductive inference technique for few-shot metric-based approaches, is to update the prototype of each class with the mean of the most confident query examples.
We propose to meta-learn the confidence for each query sample, to assign optimal weights to unlabeled queries.
We validate our few-shot learning model with meta-learned confidence on four benchmark datasets.
arXiv Detail & Related papers (2020-02-27T10:22:17Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.