gtsam/doc/generating/output/GncOptimizer.ipynb

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"# GTSAM GncOptimizer Class Documentation\n",
"\n",
"*Disclaimer: This documentation was generated by AI and requires human revision to ensure accuracy and completeness.*\n",
"\n",
"## Overview\n",
"\n",
"The `GncOptimizer` class in GTSAM is designed to perform robust optimization using Graduated Non-Convexity (GNC). This method is particularly useful in scenarios where the optimization problem is affected by outliers. The GNC approach gradually transitions from a convex approximation of the problem to the original non-convex problem, thereby improving robustness and convergence.\n",
"\n",
"## Key Features\n",
"\n",
"- **Robust Optimization**: The `GncOptimizer` is specifically tailored to handle optimization problems with outliers, using a robust cost function that can mitigate their effects.\n",
"- **Graduated Non-Convexity**: This technique allows the optimizer to start with a convex problem and gradually transform it into the original non-convex problem, which helps in avoiding local minima.\n",
"- **Customizable Parameters**: Users can adjust various parameters to control the behavior of the optimizer, such as the type of robust loss function and the parameters governing the GNC process.\n",
"\n",
"## Key Methods\n",
"\n",
"### Initialization and Setup\n",
"\n",
"- **Constructor**: The class constructor initializes the optimizer with a given nonlinear factor graph and initial estimate. It also accepts parameters specific to the GNC process.\n",
"\n",
"### Optimization Process\n",
"\n",
"- **optimize()**: This method performs the optimization process. It iteratively refines the solution by adjusting the influence of the robust cost function, following the principles of graduated non-convexity.\n",
"\n",
"### Configuration and Parameters\n",
"\n",
"- **setParams()**: Allows users to set the parameters for the GNC optimization process, including the type of robust loss function and other algorithm-specific settings.\n",
"- **getParams()**: Retrieves the current parameters used by the optimizer, providing insight into the configuration of the optimization process.\n",
"\n",
"### Utility Functions\n",
"\n",
"- **cost()**: Computes the cost of the current estimate, which is useful for evaluating the progress of the optimization.\n",
"- **error()**: Returns the error associated with the current estimate, offering a measure of how well the optimization is performing.\n",
"\n",
"## Mathematical Formulation\n",
"\n",
"The `GncOptimizer` leverages a robust cost function $\\rho(e)$, where $e$ is the error term. The goal is to minimize the sum of these robust costs over all measurements:\n",
"\n",
"$$\n",
"\\min_x \\sum_i \\rho(e_i(x))\n",
"$$\n",
"\n",
"In the context of GNC, the robust cost function is gradually transformed from a convex approximation to the original non-convex form. This transformation is controlled by a parameter $\\mu$, which is adjusted during the optimization process:\n",
"\n",
"$$\n",
"\\rho_\\mu(e) = \\frac{1}{\\mu} \\rho(\\mu e)\n",
"$$\n",
"\n",
"As $\\mu$ increases, the function $\\rho_\\mu(e)$ transitions from a convex to a non-convex shape, allowing the optimizer to handle outliers effectively.\n",
"\n",
"## Usage Considerations\n",
"\n",
"- **Outlier Rejection**: The `GncOptimizer` is particularly effective in scenarios with significant outlier presence, such as SLAM or bundle adjustment problems.\n",
"- **Parameter Tuning**: Proper tuning of the GNC parameters is crucial for achieving optimal performance. Users should experiment with different settings to find the best configuration for their specific problem.\n",
"\n",
"This high-level overview provides a starting point for understanding and utilizing the `GncOptimizer` class in GTSAM. For detailed implementation and advanced usage, users should refer to the source code and additional GTSAM documentation."
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