Outlier-Robust Estimation

Nonlinear estimation in robotics and vision is typi- cally plagued with outliers due to wrong data association, or to incorrect detections from signal processing and machine learning methods. This paper introduces two unifying formulations for outlier-robust estimation, Generalized Maximum Consensus (G- MC) and Generalized Truncated Least Squares (G-TLS), and inves- tigates fundamental limits, practical algorithms, and applications.

Our first contribution is a proof that outlier-robust estimation is inapproximable: in the worst case, it is impossible to (even approximately) find the set of outliers, even with slower-than- polynomial-time algorithms (particularly, algorithms running in quasi-polynomial time). As a second contribution, we review and extend two general-purpose algorithms. The first, Adaptive Trimming (ADAPT), is combinatorial, and is suitable for G-MC; the second, Graduated Non-Convexity (GNC), is based on homotopy methods, and is suitable for G-TLS. We extend ADAPT and GNC to the case where the user does not have prior knowledge of the inlier-noise statistics (or the statistics may vary over time) and is unable to guess a reasonable threshold to separate inliers from outliers (as the one commonly used in RANSAC). We propose the first minimally-tuned algorithms for outlier rejection, that dynamically decide how to separate inliers from outliers. Our third contribution is an evaluation of the proposed algorithms on robot perception problems: mesh registration, image-based object detection (shape alignment), and pose graph optimization. ADAPT and GNC execute in real-time, are deterministic, outperform RANSAC, and are robust up to 80−90% outliers. Their minimally- tuned versions also compare favorably with the state of the art, even though they do not rely on a noise bound for the inliers.