An established approach for 3D point cloud registration is to estimate the registration function from 3D keypoint correspondences. Typically, a robust technique is required to conduct the estimation, since there are false correspondences or outliers. Current 3D keypoint techniques are much less accurate than their 2D counterparts, thus they tend to produce extremely high outlier rates. A large number of putative correspondences must thus be extracted to ensure that sufficient good correspondences are available. Both factors (high outlier rates, large data sizes) however cause existing robust techniques to require very high computational cost. In this paper, we present a novel preprocessing method called guaranteed outlier removal for point cloud registration. Our method reduces the input to a smaller set, in a way that any rejected correspondence is guaranteed to not exist in the globally optimal solution. The reduction is performed using purely geometric operations which are deterministic and fast. Our method significantly reduces the population of outliers, such that further optimization can be performed quickly. Further, since only true outliers are removed, the globally optimal solution is preserved. On various synthetic and real data experiments, we demonstrate the effectiveness of our preprocessing method. Demo code is available as supplementary material.

Outlier-contaminated data is a fact of life in computer vision. For computer vision applications to perform reliably and accurately in practical settings, the processing of the input data must be conducted in a robust manner. In this context, the maximum consensus robust criterion plays a critical role by allowing the quantity of interest to be estimated from noisy and outlier-prone visual measurements. The maximum consensus problem refers to the problem of optimizing the quantity of interest according to the maximum consensus criterion. This book provides an overview of the algorithms for performing this optimization. The emphasis is on the basic operation or "inner workings" of the algorithms, and on their mathematical characteristics in terms of optimality and efficiency. The applicability of the techniques to common computer vision tasks is also highlighted. By collecting existing techniques in a single article, this book aims to trigger further developments in this theoretically interesting ...

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of applications. In its conventional form, rotation averaging is stated as a minimization over multiple rotation constraints. As these constraints are non-convex, this problem is generally considered challenging to solve globally. We show how to circumvent this difficulty through the use of Lagrangian duality. While such an approach is well-known it is normally not guaranteed to provide a tight relaxation. Based on spectral graph theory, we analytically prove that in many cases there is no duality gap unless the noise levels are severe. This allows us to obtain certifiably global solutions to a class of important non-convex problems in polynomial time. We also propose an efficient, scalable algorithm that outperforms general purpose numerical solvers by a large margin and compares favourably to current state-of-the-art. Further, our approach is able to handle the large problem instances commonly occurring in structure from motion settings and it is trivially parallelizable. Experiments are presented for a number of different instances of both synthetic and real-world data.

Maximum consensus estimation plays a critically important role in several robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify algorithms, which are cheap but can usually deliver only rough approximate solutions. On the other extreme, there are exact algorithms which are exhaustive search in nature and can be costly for practical-sized inputs. This paper fills the gap between the two extremes by proposing deterministic algorithms to approximately optimize the maximum consensus criterion. Our work begins by reformulating consensus maximization with linear complementarity constraints. Then, we develop two novel algorithms: one based on non-smooth penalty method with a Frank-Wolfe style optimization scheme, the other based on the Alternating Direction Method of Multipliers (ADMM). Both algorithms solve convex subproblems to efficiently perform the optimization. We demonstrate the capability of our algorithms to greatly improve a rough initial estimate, such as those obtained using least squares or a randomized algorithm. Compared to the exact algorithms, our approach is much more practical on realistic input sizes. Further, our approach is naturally applicable to estimation problems with geometric residuals. Matlab code and demo program for our methods can be downloaded from https://goo.gl/FQcxpi.