Fast L1-NMF for Multiple Parametric Model Estimation
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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 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.
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