mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
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:
@@ -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`
|
||||
==============================
|
||||
|
||||
|
||||
Reference in New Issue
Block a user