A Spectral Learning Approach to Range-Only SLAM

We present a novel spectral learning algorithm for simultaneous localization and mapping (SLAM) from range data with known correspondences. This algorithm is an instance of a general spectral system identification framework, from which it inherits several desirable properties, including statistical consistency and no local optima. Compared with popular batch optimization or multiple-hypothesis tracking (MHT) methods for range-only SLAM, our spectral approach offers guaranteed low computational requirements and good tracking performance. Compared with popular extended Kalman filter (EKF) or extended information filter (EIF) approaches, and many MHT ones, our approach does not need to linearize a transition or measurement model; such linearizations can cause severe errors in EKFs and EIFs, and to a lesser extent MHT, particularly for the highly non-Gaussian posteriors encountered in range-only SLAM. We provide a theoretical analysis of our method, including finite-sample error bounds. Finally, we demonstrate on a real-world robotic SLAM problem that our algorithm is not only theoretically justified, but works well in practice: in a comparison of multiple methods, the lowest errors come from a combination of our algorithm with batch optimization, but our method alone produces nearly as good a result at far lower computational cost

A Collaborative Kalman Filter for Time-Evolving Dyadic Processes

We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by modeling each low-dimensional latent embedding as a multidimensional Brownian motion. Each observation is a random variable whose distribution is parameterized by the dot product of the relevant Brownian motions at that moment in time. This is naturally interpreted as a Kalman filter with multiple interacting state space vectors. We also present a method for learning a dynamically evolving drift parameter for each location by modeling it as a geometric Brownian motion. We handle posterior intractability via a mean-field variational approximation, which also preserves tractability for downstream calculations in a manner similar to the Kalman filter. We evaluate the model on several large datasets, providing quantitative evaluation on the 10 million Movielens and 100 million Netflix datasets and qualitative evaluation on a set of 39 million stock returns divided across roughly 6,500 companies from the years 1962-2014.Comment: Appeared at 2014 IEEE International Conference on Data Mining (ICDM

Inverse, forward and other dynamic computations computationally optimized with sparse matrix factorizations

We propose an algorithm to compute the dynamics of articulated rigid-bodies with different sensor distributions. Prior to the on-line computations, the proposed algorithm performs an off-line optimisation step to simplify the computational complexity of the underlying solution. This optimisation step consists in formulating the dynamic computations as a system of linear equations. The computational complexity of computing the associated solution is reduced by performing a permuted LU-factorisation with off-line optimised permutations. We apply our algorithm to solve classical dynamic problems: inverse and forward dynamics. The computational complexity of the proposed solution is compared to `gold standard' algorithms: recursive Newton-Euler and articulated body algorithm. It is shown that our algorithm reduces the number of floating point operations with respect to previous approaches. We also evaluate the numerical complexity of our algorithm by performing tests on dynamic computations for which no gold standard is available.Comment: 8 pages, 2 figure, conference RCAR 201

GSLAM: Initialization-robust Monocular Visual SLAM via Global Structure-from-Motion

Many monocular visual SLAM algorithms are derived from incremental structure-from-motion (SfM) methods. This work proposes a novel monocular SLAM method which integrates recent advances made in global SfM. In particular, we present two main contributions to visual SLAM. First, we solve the visual odometry problem by a novel rank-1 matrix factorization technique which is more robust to the errors in map initialization. Second, we adopt a recent global SfM method for the pose-graph optimization, which leads to a multi-stage linear formulation and enables L1 optimization for better robustness to false loops. The combination of these two approaches generates more robust reconstruction and is significantly faster (4X) than recent state-of-the-art SLAM systems. We also present a new dataset recorded with ground truth camera motion in a Vicon motion capture room, and compare our method to prior systems on it and established benchmark datasets.Comment: 3DV 2017 Project Page: https://frobelbest.github.io/gsla

The Incremental Multiresolution Matrix Factorization Algorithm

Multiresolution analysis and matrix factorization are foundational tools in computer vision. In this work, we study the interface between these two distinct topics and obtain techniques to uncover hierarchical block structure in symmetric matrices -- an important aspect in the success of many vision problems. Our new algorithm, the incremental multiresolution matrix factorization, uncovers such structure one feature at a time, and hence scales well to large matrices. We describe how this multiscale analysis goes much farther than what a direct global factorization of the data can identify. We evaluate the efficacy of the resulting factorizations for relative leveraging within regression tasks using medical imaging data. We also use the factorization on representations learned by popular deep networks, providing evidence of their ability to infer semantic relationships even when they are not explicitly trained to do so. We show that this algorithm can be used as an exploratory tool to improve the network architecture, and within numerous other settings in vision.Comment: Computer Vision and Pattern Recognition (CVPR) 2017, 10 page

Shape Interaction Matrix Revisited and Robustified: Efficient Subspace Clustering with Corrupted and Incomplete Data

The Shape Interaction Matrix (SIM) is one of the earliest approaches to performing subspace clustering (i.e., separating points drawn from a union of subspaces). In this paper, we revisit the SIM and reveal its connections to several recent subspace clustering methods. Our analysis lets us derive a simple, yet effective algorithm to robustify the SIM and make it applicable to realistic scenarios where the data is corrupted by noise. We justify our method by intuitive examples and the matrix perturbation theory. We then show how this approach can be extended to handle missing data, thus yielding an efficient and general subspace clustering algorithm. We demonstrate the benefits of our approach over state-of-the-art subspace clustering methods on several challenging motion segmentation and face clustering problems, where the data includes corrupted and missing measurements.Comment: This is an extended version of our iccv15 pape