Computer Vision Assignment Help | Linear Least Squares Optimization

Introduction

• Main idea: approximating the parameters of a model to given data

• Definition: minimizes the sum of squared differences between the given data and the function value obtained from the modeled parameters

• Applications: regression problems (curve fitting), computer vision (image alignment)

Linear Least Squares Optimization (LLSO)

Linear refers to the parameters, not the line fitting the data

LLSO for regression fits data using a function of the form:

Suppose we are given n data points and want to determine the equation of the line y=mx+b that best fits the data. Then our objective will be set as:

where C= the objective function and (xi, yi) = given data points

We need to determine model parameters a and b that minimize the above objective function.

To determine a and b that minimizes C, we take the partial derivatives with respect to each parameter and equate to 0:

Example:

Python Implementation

import sys
import numpy as np
import matplotlib.pyplot as plt
def main():
    #d = 2*5.2 + 4 * 6.7 + 6 * 9.1 + 8 * 10.9
    #print(d)
    #e = 2*5.2 + 2*6.7 +2*9.1 + 2*10.9
    #print(e)
    x = np.ndarray((4,1))
    y = np.ndarray((4,1))
    x[0,0] = 1
    x[1,0] = 2
    x[2,0] = 3
    x[3,0] = 4
    y[0,0] = 5.2
    y[1,0] = 6.7
    y[2,0] = 9.1
    y[3,0] = 10.9
    A = np.ndarray((2,2))
    A[0,0] = 60
    A[0,1] = 20
    A[1,0] = 20
    A[1,1] = 8
    ainv = np.linalg.inv(A)
    z = np.ndarray((2,1))
    z[0,0] = 179
    z[1,0] = 63.8
    res = np.dot(ainv,z) # a = res[0,0] and b=[1,0]
    print(res)
    # do a scatter plot of the data
    area = 10
    colors =['black']
    plt.scatter(x, y, s=area, c=colors, alpha=0.5, linewidths=8)
    plt.title('Linear Least Squares Regression')
    plt.xlabel('x')
    plt.ylabel('y')
    #plot the fitted line
    yfitted = x*res[0,0] + res[1,0]
    line,=plt.plot(x, yfitted, '--', linewidth=2) #line plot
    line.set_color('red')
    plt.show()

if __name__ == "__main__":
    sys.exit(int(main() or 0))

Output:

[[1.95]

[3.1 ]]

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