Add a note about Trigg's correction

Add a pointer about how the theory and practice of Trigg's correction
for loss function differs when the second derivative of the loss
function becomes positive.

https://github.com/ceres-solver/ceres-solver/issues/573

Change-Id: Ic22ce91cc230f7ed7fa7b70a1cc2050919039828
This commit is contained in:
Sameer Agarwal
2021-09-24 05:02:40 -07:00
parent d2852518d6
commit e47d87fdd6
+5 -1
View File
@@ -1154,7 +1154,6 @@ the case, then its possible to re-weight the residual and the Jacobian
matrix such that the robustified Gauss-Newton step corresponds to an
ordinary linear least squares problem.
Let :math:`\alpha` be a root of
.. math:: \frac{1}{2}\alpha^2 - \alpha - \frac{\rho''}{\rho'}\|f(x)\|^2 = 0.
@@ -1178,6 +1177,11 @@ least squares algorithm to robustified non-linear least squares
problems.
While the theory described above is elegant, in practice we observe
that using the Triggs correction when :math:`\rho'' > 0` leads to poor
performance, so we upper bound it by zero. For more details see
`corrector.cc <https://github.com/ceres-solver/ceres-solver/blob/master/internal/ceres/corrector.cc#L51>`_
:class:`LocalParameterization`
==============================