| Many
problems in computer vision are readily formulated as the need to
minimise a cost function with respect to some unknown parameters.
Such a cost function will often involve (known) covariance matrices
characterising uncertainty of the data and will take the form of a
sum of quotients of quadratic forms in the parameters. Finding the
values of the parameters that minimise such a cost function is often
difficult.
One approach to minimising a cost function represented as a sum
of fractional expressions is attributed to Sampson. Here, an initial
estimate is substituted into the denominators of the cost function,
and a minimiser is sought for the now scalar-weighted numerators.
This procedure is then repeated using the newly obtained estimate
until convergence is obtained. It emerges that this approach is
biased. Noting this, Kenichi Kanatani developed a renormalisation
method whereby an attempt is made at each iteration to undo the
biasing effects. Many examples may be found in the literature of
problems benefiting from this approach.
In our work on parameter estimation, we have analysed the renormalisation
approach, and placed it in the context of other approaches. As a
result of this process we have observed that the renormalisation
estimate is not a theoretical minimiser of the cost function. To
counter this problem we have developed a fundamental numerical scheme
for minimising the appropriate cost functions.
Parameter
estimation with FNS
FNS stands for the fundamental numerical scheme. It was given this
label because it arose out of efforts to compare Kanatani's renormalisation
schemes (see the JMIV paper). It was the fundamental method we used
to understand the various renormalisation schemes rather than being
fundamental in a broader sense.
There are two parts to FNS, the cost function, and a means by which
a minimiser of such a cost function may be found.
- The cost function
- The form of the cost function is not unique, it's the same
cost function that was used by Sampson, Bookstein and Kanatani
amongst others.
- There are a number of justifications for such a cost function,
but one is that it forms a first order approximation of the
distance between a point representing an image measurement
(like a pair of corresponding points) and a manifold (such
as that parameterised by the fundamental matrix)
- We have given the cost function the label approximated maximum
likelihood distance for this reason.
- The minimisation scheme
- The minimisation scheme allows the minimisers of such cost
functions to be calculated.
- Sampson, Bookstein and Kanatani (amongst others) have come
up with schemes to perform the same function with varying
levels of success.
- The minimiser is unique, however, in that it actually calculates
a parameter estimate which minimises the cost function in
question, not some other related cost function.
There is a pdf introduction to the
justification for the approximated maximum likelihood cost function
and how to implement the FNS minimisation scheme in order to help
get it going, and there's Matlab code for a number of estimators
(including FNS and CFNS) on my code
page..
Publications
Constrained
Parameter Estimation
We have recently been working on applying the above to the problem
of constrained parameter estimation. A number of the problems of
the form to which FNS is applicable exhibit a constraint on the
values a parameter estimate may take. An example of such a constraint
is the rank 2 constraint in fundamental matrix fitting.
We are currently in the process of writing this work up, but there
are slides
from a talk and a couple of publications available.
Publications
Code
The code for these estimators is available on my
code page
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