Skip residual

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Jon Zubizarreta Gorostidi

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Jul 3, 2018, 12:50:03 PM7/3/18
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Hi all,

I have read in another post that it is not possible to skip a residual.
For example, in the case when a 3d point goes out of boundary in a bundle adjustment problem.

¿Is there any solution for this kind of situations? ¿Settings the residual and jacobian to zero maybe?

Thanks in advance,

Jon

Sameer Agarwal

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Jul 3, 2018, 12:50:39 PM7/3/18
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use a robust loss function.
thats the right thing to do.


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Jon Zubizarreta Gorostidi

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Jul 3, 2018, 12:54:07 PM7/3/18
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Thanks Sameer.

However, in the case where a point goes out of image boundary, I am not able to evaluate its residual neither its jacobian.
Thus, using a robust loss function is not possible.

Jon

On 3 July 2018 at 18:50, 'Sameer Agarwal' via Ceres Solver <ceres-...@googlegroups.com> wrote:
use a robust loss function.
thats the right thing to do.


On Tue, Jul 3, 2018 at 9:50 AM Jon Zubizarreta Gorostidi <jzgor...@gmail.com> wrote:
Hi all,

I have read in another post that it is not possible to skip a residual.
For example, in the case when a 3d point goes out of boundary in a bundle adjustment problem.

¿Is there any solution for this kind of situations? ¿Settings the residual and jacobian to zero maybe?

Thanks in advance,

Jon

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Sameer Agarwal

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Jul 3, 2018, 12:55:11 PM7/3/18
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The solution there is to have a very high cost, not zero cost.

On Tue, Jul 3, 2018 at 9:54 AM Jon Zubizarreta Gorostidi <jzgor...@gmail.com> wrote:
Thanks Sameer.

However, in the case where a point goes out of image boundary, I am not able to evaluate its residual neither its jacobian.
Thus, using a robust loss function is not possible.

Jon
On 3 July 2018 at 18:50, 'Sameer Agarwal' via Ceres Solver <ceres-...@googlegroups.com> wrote:
use a robust loss function.
thats the right thing to do.


On Tue, Jul 3, 2018 at 9:50 AM Jon Zubizarreta Gorostidi <jzgor...@gmail.com> wrote:
Hi all,

I have read in another post that it is not possible to skip a residual.
For example, in the case when a 3d point goes out of boundary in a bundle adjustment problem.

¿Is there any solution for this kind of situations? ¿Settings the residual and jacobian to zero maybe?

Thanks in advance,

Jon

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Jon Zubizarreta Gorostidi

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Jul 3, 2018, 12:59:13 PM7/3/18
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And what about the jacobian? Which value should it have?

Thanks,

Jon

Sameer Agarwal

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Jul 3, 2018, 1:00:02 PM7/3/18
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if you add the cost in a continuous manner, the jacobian will be affected too.
its important to do this so that the gradient indicates the direction of descent.

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Jon Zubizarreta Gorostidi

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Jul 3, 2018, 1:08:53 PM7/3/18
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Sorry but I do not understand what you mean by "adding the cost in a continuous manner".

I have a cost function with several residual. Each residual has its value and its jacobian.
Some of the residuals go out of boundary, so I have to deal with them.

I understand the idea of putting a high residual and remove their influence using the loss function.

Jon

Jon

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Sameer Agarwal

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Jul 3, 2018, 8:25:49 PM7/3/18
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in the cost function if any of the residuals goes out of boundary you can do one of two things.

1. return false. this would make the residual essentially infinite cost.
2. you can add a large slope/penalty to all the residuals which is a function of the distance from the boundary.


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Jon Zubizarreta Gorostidi

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Jul 4, 2018, 3:48:42 AM7/4/18
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Many thanks for your help Sameer.

However, I still do not know which values should jacobians have for out of boundary residuals.
I think I am missing something.

Jon

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Sameer Agarwal

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Jul 6, 2018, 9:26:38 AM7/6/18
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whatever you setup as your residual, you should have the derivative of that in the jacobian.
they should always be consistent.

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Jon Zubizarreta Gorostidi

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Jul 6, 2018, 9:39:27 AM7/6/18
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The problem is that if the point goes out of boundary, I cannot evaluate the residual neither the jacobian.
Maybe I should set a behaviour for out of boundaries.

Jon

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Sameer Agarwal

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Jul 6, 2018, 9:43:34 AM7/6/18
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ah okay, so you have an actual discontinuity. I would recommend in that case that you find a way of smoothly transitioning from your boundary maybe starting on epsilon inside to a sharp penalty term.

also if you are unable to evaluate you can just return false from the cost function, and this will ensure that the solver never goes to these regions - its one way to enforce constraints like these.

Sameer


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Jon Zubizarreta Gorostidi

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Jul 6, 2018, 12:29:49 PM7/6/18
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But if I return false it will stop minimizing.
I just want to skip them or try to remove their influence in the optimization.
I will try penalise them.

Thanks for your insightful help. It is really nice to have this support.

Jon

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Sameer Agarwal

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Jul 6, 2018, 4:27:56 PM7/6/18
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returning false does not terminate the optimization. 
if you start with initial estimates which are always feasible, returning false ensures that you will always stay feasible.
the important thing is to make sure you do it consistently when doing residual and jacobian evaluation, i.e. it should not be the case that for the same parameter values you return true when only the residual is evaluated but false when jacobian is evaluated too.

Sameer


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