Robust Motion Averaging for Multi-view Registration of Point Sets Based
Maximum Correntropy Criterion
- URL: http://arxiv.org/abs/2208.11327v1
- Date: Wed, 24 Aug 2022 06:49:43 GMT
- Title: Robust Motion Averaging for Multi-view Registration of Point Sets Based
Maximum Correntropy Criterion
- Authors: Yugeng Huang, Haitao Liu, Tian Huang
- Abstract summary: We propose a novel motion averaging framework for the multi-view registration with Laplacian kernel-based maximum correntropy criterion (LMCC)
Our method achieves superior performance in terms of efficiency, accuracy and robustness.
- Score: 4.318555434063273
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: As an efficient algorithm to solve the multi-view registration problem,the
motion averaging (MA) algorithm has been extensively studied and many MA-based
algorithms have been introduced. They aim at recovering global motions from
relative motions and exploiting information redundancy to average accumulative
errors. However, one property of these methods is that they use Guass-Newton
method to solve a least squares problem for the increment of global motions,
which may lead to low efficiency and poor robustness to outliers. In this
paper, we propose a novel motion averaging framework for the multi-view
registration with Laplacian kernel-based maximum correntropy criterion (LMCC).
Utilizing the Lie algebra motion framework and the correntropy measure, we
propose a new cost function that takes all constraints supplied by relative
motions into account. Obtaining the increment used to correct the global
motions, can further be formulated as an optimization problem aimed at
maximizing the cost function. By virtue of the quadratic technique, the
optimization problem can be solved by dividing into two subproblems, i.e.,
computing the weight for each relative motion according to the current
residuals and solving a second-order cone program problem (SOCP) for the
increment in the next iteration. We also provide a novel strategy for
determining the kernel width which ensures that our method can efficiently
exploit information redundancy supplied by relative motions in the presence of
many outliers. Finally, we compare the proposed method with other MA-based
multi-view registration methods to verify its performance. Experimental tests
on synthetic and real data demonstrate that our method achieves superior
performance in terms of efficiency, accuracy and robustness.
Related papers
- A Learned Proximal Alternating Minimization Algorithm and Its Induced Network for a Class of Two-block Nonconvex and Nonsmooth Optimization [4.975853671529418]
This work proposes a general learned alternating minimization algorithm, LPAM, for solving learnable two-block nonsmooth problems.
The proposed LPAM-net is parameter-efficient and has favourable performance in comparison with some state-of-the-art methods.
arXiv Detail & Related papers (2024-11-10T02:02:32Z) - Learning to Optimize with Stochastic Dominance Constraints [103.26714928625582]
In this paper, we develop a simple yet efficient approach for the problem of comparing uncertain quantities.
We recast inner optimization in the Lagrangian as a learning problem for surrogate approximation, which bypasses apparent intractability.
The proposed light-SD demonstrates superior performance on several representative problems ranging from finance to supply chain management.
arXiv Detail & Related papers (2022-11-14T21:54:31Z) - An Accelerated Doubly Stochastic Gradient Method with Faster Explicit
Model Identification [97.28167655721766]
We propose a novel doubly accelerated gradient descent (ADSGD) method for sparsity regularized loss minimization problems.
We first prove that ADSGD can achieve a linear convergence rate and lower overall computational complexity.
arXiv Detail & Related papers (2022-08-11T22:27:22Z) - Multi-Agent Deep Reinforcement Learning in Vehicular OCC [14.685237010856953]
We introduce a spectral efficiency optimization approach in vehicular OCC.
We model the optimization problem as a Markov decision process (MDP) to enable the use of solutions that can be applied online.
We verify the performance of our proposed scheme through extensive simulations and compare it with various variants of our approach and a random method.
arXiv Detail & Related papers (2022-05-05T14:25:54Z) - Continuation Newton methods with deflation techniques for global
optimization problems [3.705839280172101]
A global minimum point of an optimization problem is of interest in engineering.
In this article, we consider a new memetic algorithm for this nonlinear largescale problem.
According to our numerical experiments, new algorithm works well for unconstrained unconstrained problems.
arXiv Detail & Related papers (2021-07-29T09:53:49Z) - Adaptive Sampling for Best Policy Identification in Markov Decision
Processes [79.4957965474334]
We investigate the problem of best-policy identification in discounted Markov Decision (MDPs) when the learner has access to a generative model.
The advantages of state-of-the-art algorithms are discussed and illustrated.
arXiv Detail & Related papers (2020-09-28T15:22:24Z) - Combining Deep Learning and Optimization for Security-Constrained
Optimal Power Flow [94.24763814458686]
Security-constrained optimal power flow (SCOPF) is fundamental in power systems.
Modeling of APR within the SCOPF problem results in complex large-scale mixed-integer programs.
This paper proposes a novel approach that combines deep learning and robust optimization techniques.
arXiv Detail & Related papers (2020-07-14T12:38:21Z) - Effective Dimension Adaptive Sketching Methods for Faster Regularized
Least-Squares Optimization [56.05635751529922]
We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching.
We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform (SRHT)
arXiv Detail & Related papers (2020-06-10T15:00:09Z) - Robust Motion Averaging under Maximum Correntropy Criterion [45.338896018341146]
This paper proposes a novel robust motion averaging method based on the maximum correntropy criterion (MCC)
Specifically, the correntropy measure is used instead of utilizing Frobenius norm error to improve the robustness of motion averaging against outliers.
Experimental results on benchmark data sets illustrate that the new method has superior performance on accuracy and robustness for multi-view registration.
arXiv Detail & Related papers (2020-04-21T08:52:38Z) - Quasi-Newton Solver for Robust Non-Rigid Registration [35.66014845211251]
We propose a formulation for robust non-rigid registration based on a globally smooth robust estimator for data fitting and regularization.
We apply the majorization-minimization algorithm to the problem, which reduces each iteration to solving a simple least-squares problem with L-BFGS.
arXiv Detail & Related papers (2020-04-09T01:45:05Z)
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.