Generalized Weiszfeld Algorithms for Lq Optimization

In many computer vision applications, a desired model of some type is computed by minimizing a cost function based on several measurements. Typically, one may compute the model that minimizes the L2 cost, that is the sum of squares of measurement errors with respect to the model. However, the Lq sol...

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Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence. - 1979. - 37(2015), 4 vom: 01. Apr., Seite 728-45
1. Verfasser: Aftab, Khurrum (VerfasserIn)
Weitere Verfasser: Hartley, Richard, Trumpf, Jochen
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2015
Zugriff auf das übergeordnete Werk:IEEE transactions on pattern analysis and machine intelligence
Schlagworte:Journal Article Research Support, Non-U.S. Gov't
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520 |a In many computer vision applications, a desired model of some type is computed by minimizing a cost function based on several measurements. Typically, one may compute the model that minimizes the L2 cost, that is the sum of squares of measurement errors with respect to the model. However, the Lq solution which minimizes the sum of the qth power of errors usually gives more robust results in the presence of outliers for some values of q, for example, q = 1. The Weiszfeld algorithm is a classic algorithm for finding the geometric L1 mean of a set of points in Euclidean space. It is provably optimal and requires neither differentiation, nor line search. The Weiszfeld algorithm has also been generalized to find the L1 mean of a set of points on a Riemannian manifold of non-negative curvature. This paper shows that the Weiszfeld approach may be extended to a wide variety of problems to find an Lq mean for 1 ≤ q <; 2, while maintaining simplicity and provable convergence. We apply this problem to both single-rotation averaging (under which the algorithm provably finds the global Lq optimum) and multiple rotation averaging (for which no such proof exists). Experimental results of Lq optimization for rotations show the improved reliability and robustness compared to L2 optimization 
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