Fast L1-NMF for Multiple Parametric Model Estimation
원문 초록
In this work we introduce a comprehensive algorithmic pipeline for multiple parametric model estimation. The proposed approach analyzes the information produced by a random sampling algorithm (e.g., RANSAC) from a machine learning/optimization perspective, using a \textit{parameterless} biclustering algorithm based on L1 nonnegative matrix factorization (L1-NMF). The proposed framework exploits consistent patterns that naturally arise during the RANSAC execution, while explicitly avoiding spurious inconsistencies. Contrarily to the main trends in the literature, the proposed technique does not impose non-intersecting parametric models. A new accelerated algorithm to compute L1-NMFs allows to handle medium-sized problems faster while also extending the usability of the algorithm to much larger datasets. This accelerated algorithm has applications in any other context where an L1-NMF is needed, beyond the biclustering approach to parameter estimation here addressed. We accompany the algorithmic presentation with theoretical foundations and numerous and diverse examples.
함께 살펴볼 논문
공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.
TabPFN: One Model to Rule Them All?
Bias and Identifiability in the Bounded Confidence Model
Differentiable Nonlinear Model Predictive Control
Making Language Model a Hierarchical Classifier and Generator
Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
Implementing Adaptations for Vision AutoRegressive Model
토론
이 논문과 연결된 포럼 글이 아직 없습니다.