Add a note about Trigg's correction Add a pointer about how the theory and practice of Trigg's correction for loss function differs when the second derivative of the loss function becomes positive. https://github.com/ceres-solver/ceres-solver/issues/573 Change-Id: Ic22ce91cc230f7ed7fa7b70a1cc2050919039828
diff --git a/docs/source/nnls_modeling.rst b/docs/source/nnls_modeling.rst index 9f62aa6..cac3d1c 100644 --- a/docs/source/nnls_modeling.rst +++ b/docs/source/nnls_modeling.rst
@@ -1154,7 +1154,6 @@ matrix such that the robustified Gauss-Newton step corresponds to an ordinary linear least squares problem. - Let :math:`\alpha` be a root of .. math:: \frac{1}{2}\alpha^2 - \alpha - \frac{\rho''}{\rho'}\|f(x)\|^2 = 0. @@ -1178,6 +1177,11 @@ problems. +While the theory described above is elegant, in practice we observe +that using the Triggs correction when :math:`\rho'' > 0` leads to poor +performance, so we upper bound it by zero. For more details see +`corrector.cc <https://github.com/ceres-solver/ceres-solver/blob/master/internal/ceres/corrector.cc#L51>`_ + :class:`LocalParameterization` ==============================