Eigendecomposition-Free Training of Deep Networks for Linear Least-Square Problems
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Abstract (arXiv)
Many classical Computer Vision problems, such as essential matrix computation and pose estimation from 3D to 2D correspondences, can be tackled by solving a linear least-square problem, which can be done by finding the eigenvector corresponding to the smallest, or zero, eigenvalue of a matrix representing a linear system. Incorporating this in deep learning frameworks would allow us to explicitly encode known notions of geometry, instead of having the network implicitly learn them from data. However, performing eigendecomposition within a network requires the ability to differentiate this operation. While theoretically doable, this introduces numerical instability in the optimization process in practice. In this paper, we introduce an eigendecomposition-free approach to training a deep network whose loss depends on the eigenvector corresponding to a zero eigenvalue of a matrix predicted by the network. We demonstrate that our approach is much more robust than explicit differentiation of the eigendecomposition using two general tasks, outlier rejection and denoising, with several practical examples including wide-baseline stereo, the perspective-n-point problem, and ellipse fitting. Empirically, our method has better convergence properties and yields state-of-the-art results.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Apr 2020.
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Citing papers per year: 2022: 7.
7 papers.
- 2022Fast Differentiable Matrix Square Root and Inverse Square Rootcited by 16
- 2022Fast Differentiable Matrix Square Rootcited by 14
- 2022SC-wLS: Towards Interpretable Feed-forward Camera Re-localizationcited by 14
- 2022Orthogonal SVD Covariance Conditioning and Latent Disentanglementcited by 5
- 2022Improving Covariance Conditioning of the SVD Meta-layer by Orthogonalitycited by 4
- 2022Batch-efficient EigenDecomposition for Small and Medium Matricescited by 2
- 2022Robust Ellipse Fitting Based on Maximum Correntropy Criterion With Variable Centercited by 1
- 2022Orthogonal SVD Covariance Conditioning and Latent Disentanglement11 Dec 2022
- 2022Robust Ellipse Fitting Based on Maximum Correntropy Criterion With Variable Center24 Oct 2022
- 2022SC-wLS: Towards Interpretable Feed-forward Camera Re-localization23 Oct 2022
- 2022Batch-efficient EigenDecomposition for Small and Medium Matrices9 Jul 2022
- 2022Improving Covariance Conditioning of the SVD Meta-layer by Orthogonality5 Jul 2022
- 2022Fast Differentiable Matrix Square Root and Inverse Square Root29 Jan 2022
- 2022Fast Differentiable Matrix Square Root21 Jan 2022