Pareto Meets Huber: Efficiently Avoiding Poor Minima in Robust Estimation - Archive ouverte HAL Accéder directement au contenu
Communication Dans Un Congrès Année : 2019

Pareto Meets Huber: Efficiently Avoiding Poor Minima in Robust Estimation

Résumé

Robust cost optimization is the task of fitting parameters to data points containing outliers. In particular, we focus on large-scale computer vision problems, such as bundle adjustment , where Non-Linear Least Square (NLLS) solvers are the current workhorse. In this context, NLLS-based state of the art algorithms have been designed either to quickly improve the target objective and find a local minimum close to the initial value of the parameters, or to have a strong ability to avoid poor local minima. In this paper, we propose a novel algorithm relying on multi-objective optimization which allows to match those two properties. We experimentally demonstrate that our algorithm has an ability to avoid poor local minima that is on par with the best performing algorithms with a faster decrease of the target objective.
Fichier principal
Vignette du fichier
ICCV_2019_paper.pdf (757.67 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-02353424 , version 1 (07-11-2019)

Identifiants

  • HAL Id : hal-02353424 , version 1

Citer

Christopher Zach, Guillaume Bourmaud. Pareto Meets Huber: Efficiently Avoiding Poor Minima in Robust Estimation. ICCV, Oct 2019, Seoul, South Korea. ⟨hal-02353424⟩
45 Consultations
182 Téléchargements

Partager

Gmail Facebook X LinkedIn More