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New and consistent naming: ExecutionTrace = whole tree, CallRecord = local information left by the function.

release/4.3a0
dellaert 2014-10-10 17:45:39 +02:00
parent 5cfe761f27
commit 23485a0e71
2 changed files with 124 additions and 122 deletions
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240
gtsam_unstable/nonlinear/Expression-inl.h
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@ -32,99 +32,106 @@ class Expression;
typedef std::map<Key, Matrix> JacobianMap; typedef std::map<Key, Matrix> JacobianMap;
//----------------------------------------------------------------------------- //-----------------------------------------------------------------------------
/// The JacobinaTrace class records a tree-structured expression's execution /**
* The CallRecord class stores the Jacobians of applying a function
* with respect to each of its arguments. It also stores an executation trace
* (defined below) for each of its arguments.
*
* It is sub-classed in the function-style ExpressionNode sub-classes below.
*/
template<class T> template<class T>
struct JacobianTrace { struct CallRecord {
// Some fixed matrix sizes we need
typedef Eigen::Matrix<double, 2, T::dimension> Jacobian2T;
/**
* The Pointer class is a tagged union that obviates the need to create
* a JacobianTrace subclass for Constants and Leaf Expressions. Instead
* the key for the leaf is stored in the space normally used to store a
* JacobianTrace*. Nothing is stored for a Constant.
*/
///
class Pointer {
enum {
Constant, Leaf, Function
} type;
union {
Key key;
JacobianTrace* ptr;
} content;
public:
/// Pointer always starts out as a Constant
Pointer() :
type(Constant) {
}
/// Destructor cleans up pointer if Function
~Pointer() {
if (type == Function)
delete content.ptr;
}
/// Change pointer to a Leaf Trace
void setLeaf(Key key) {
type = Leaf;
content.key = key;
}
/// Take ownership of pointer to a Function Trace
void setFunction(JacobianTrace* trace) {
type = Function;
content.ptr = trace;
}
// *** This is the main entry point for reverseAD, called from Expression::augmented ***
// Called only once, either inserts identity into Jacobians (Leaf) or starts AD (Function)
void startReverseAD(JacobianMap& jacobians) const {
if (type == Leaf) {
// This branch will only be called on trivial Leaf expressions, i.e. Priors
size_t n = T::Dim();
jacobians[content.key] = Eigen::MatrixXd::Identity(n, n);
} else if (type == Function)
// This is the more typical entry point, starting the AD pipeline
// It is inside the startReverseAD that the correctly dimensioned pipeline is chosen.
content.ptr->startReverseAD(jacobians);
}
// Either add to Jacobians (Leaf) or propagate (Function)
void reverseAD(const Matrix& dTdA, JacobianMap& jacobians) const {
if (type == Leaf) {
JacobianMap::iterator it = jacobians.find(content.key);
if (it != jacobians.end())
it->second += dTdA;
else
jacobians[content.key] = dTdA;
} else if (type == Function)
content.ptr->reverseAD(dTdA, jacobians);
}
// Either add to Jacobians (Leaf) or propagate (Function)
void reverseAD2(const Jacobian2T& dTdA, JacobianMap& jacobians) const {
if (type == Leaf) {
JacobianMap::iterator it = jacobians.find(content.key);
if (it != jacobians.end())
it->second += dTdA;
else
jacobians[content.key] = dTdA;
} else if (type == Function)
content.ptr->reverseAD2(dTdA, jacobians);
}
};
/// Make sure destructor is virtual /// Make sure destructor is virtual
virtual ~JacobianTrace() { virtual ~CallRecord() {
} }
virtual void startReverseAD(JacobianMap& jacobians) const = 0; virtual void startReverseAD(JacobianMap& jacobians) const = 0;
virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const = 0; virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const = 0;
typedef Eigen::Matrix<double, 2, T::dimension> Jacobian2T;
virtual void reverseAD2(const Jacobian2T& dFdT, virtual void reverseAD2(const Jacobian2T& dFdT,
JacobianMap& jacobians) const = 0; JacobianMap& jacobians) const = 0;
}; };
//-----------------------------------------------------------------------------
/**
* The ExecutionTrace class records a tree-structured expression's execution
* It is a tagged union that obviates the need to create
* a ExecutionTrace subclass for Constants and Leaf Expressions. Instead
* the key for the leaf is stored in the space normally used to store a
* CallRecord*. Nothing is stored for a Constant.
*/
template<class T>
class ExecutionTrace {
enum {
Constant, Leaf, Function
} type;
union {
Key key;
CallRecord<T>* ptr;
} content;
public:
/// Pointer always starts out as a Constant
ExecutionTrace() :
type(Constant) {
}
/// Destructor cleans up pointer if Function
~ExecutionTrace() {
if (type == Function)
delete content.ptr;
}
/// Change pointer to a Leaf Record
void setLeaf(Key key) {
type = Leaf;
content.key = key;
}
/// Take ownership of pointer to a Function Record
void setFunction(CallRecord<T>* record) {
type = Function;
content.ptr = record;
}
// *** This is the main entry point for reverseAD, called from Expression::augmented ***
// Called only once, either inserts identity into Jacobians (Leaf) or starts AD (Function)
void startReverseAD(JacobianMap& jacobians) const {
if (type == Leaf) {
// This branch will only be called on trivial Leaf expressions, i.e. Priors
size_t n = T::Dim();
jacobians[content.key] = Eigen::MatrixXd::Identity(n, n);
} else if (type == Function)
// This is the more typical entry point, starting the AD pipeline
// It is inside the startReverseAD that the correctly dimensioned pipeline is chosen.
content.ptr->startReverseAD(jacobians);
}
// Either add to Jacobians (Leaf) or propagate (Function)
void reverseAD(const Matrix& dTdA, JacobianMap& jacobians) const {
if (type == Leaf) {
JacobianMap::iterator it = jacobians.find(content.key);
if (it != jacobians.end())
it->second += dTdA;
else
jacobians[content.key] = dTdA;
} else if (type == Function)
content.ptr->reverseAD(dTdA, jacobians);
}
// Either add to Jacobians (Leaf) or propagate (Function)
typedef Eigen::Matrix<double, 2, T::dimension> Jacobian2T;
void reverseAD2(const Jacobian2T& dTdA, JacobianMap& jacobians) const {
if (type == Leaf) {
JacobianMap::iterator it = jacobians.find(content.key);
if (it != jacobians.end())
it->second += dTdA;
else
jacobians[content.key] = dTdA;
} else if (type == Function)
content.ptr->reverseAD2(dTdA, jacobians);
}
};
/// Primary template calls the generic Matrix reverseAD pipeline /// Primary template calls the generic Matrix reverseAD pipeline
template<size_t M, class A> template<size_t M, class A>
struct Select { struct Select {
typedef Eigen::Matrix<double, M, A::dimension> Jacobian; typedef Eigen::Matrix<double, M, A::dimension> Jacobian;
static void reverseAD(const typename JacobianTrace<A>::Pointer& trace, static void reverseAD(const ExecutionTrace<A>& trace, const Jacobian& dTdA,
const Jacobian& dTdA, JacobianMap& jacobians) { JacobianMap& jacobians) {
trace.reverseAD(dTdA, jacobians); trace.reverseAD(dTdA, jacobians);
} }
}; };
@ -133,8 +140,8 @@ struct Select {
template<class A> template<class A>
struct Select<2, A> { struct Select<2, A> {
typedef Eigen::Matrix<double, 2, A::dimension> Jacobian; typedef Eigen::Matrix<double, 2, A::dimension> Jacobian;
static void reverseAD(const typename JacobianTrace<A>::Pointer& trace, static void reverseAD(const ExecutionTrace<A>& trace, const Jacobian& dTdA,
const Jacobian& dTdA, JacobianMap& jacobians) { JacobianMap& jacobians) {
trace.reverseAD2(dTdA, jacobians); trace.reverseAD2(dTdA, jacobians);
} }
}; };
@ -292,7 +299,7 @@ public:
/// Construct an execution trace for reverse AD /// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, virtual T traceExecution(const Values& values,
typename JacobianTrace<T>::Pointer& p) const = 0; ExecutionTrace<T>& p) const = 0;
}; };
//----------------------------------------------------------------------------- //-----------------------------------------------------------------------------
@ -329,8 +336,7 @@ public:
} }
/// Construct an execution trace for reverse AD /// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, virtual T traceExecution(const Values& values, ExecutionTrace<T>& p) const {
typename JacobianTrace<T>::Pointer& p) const {
return constant_; return constant_;
} }
}; };
@ -370,8 +376,7 @@ public:
} }
/// Construct an execution trace for reverse AD /// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, virtual T traceExecution(const Values& values, ExecutionTrace<T>& p) const {
typename JacobianTrace<T>::Pointer& p) const {
p.setLeaf(key_); p.setLeaf(key_);
return values.at<T>(key_); return values.at<T>(key_);
} }
@ -422,9 +427,9 @@ public:
return Augmented<T>(t, dTdA, argument.jacobians()); return Augmented<T>(t, dTdA, argument.jacobians());
} }
/// Trace structure for reverse AD /// Record structure for reverse AD
struct Trace: public JacobianTrace<T> { struct Record: public CallRecord<T> {
typename JacobianTrace<A1>::Pointer trace1; ExecutionTrace<A1> trace1;
JacobianTA dTdA1; JacobianTA dTdA1;
/// Start the reverse AD process /// Start the reverse AD process
@ -444,12 +449,11 @@ public:
}; };
/// Construct an execution trace for reverse AD /// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, virtual T traceExecution(const Values& values, ExecutionTrace<T>& p) const {
typename JacobianTrace<T>::Pointer& p) const { Record* record = new Record();
Trace* trace = new Trace(); p.setFunction(record);
p.setFunction(trace); A1 a = this->expressionA1_->traceExecution(values, record->trace1);
A1 a = this->expressionA1_->traceExecution(values, trace->trace1); return function_(a, record->dTdA1);
return function_(a, trace->dTdA1);
} }
}; };
@ -511,10 +515,10 @@ public:
return Augmented<T>(t, dTdA1, a1.jacobians(), dTdA2, a2.jacobians()); return Augmented<T>(t, dTdA1, a1.jacobians(), dTdA2, a2.jacobians());
} }
/// Trace structure for reverse AD /// Record structure for reverse AD
struct Trace: public JacobianTrace<T> { struct Record: public CallRecord<T> {
typename JacobianTrace<A1>::Pointer trace1; ExecutionTrace<A1> trace1;
typename JacobianTrace<A2>::Pointer trace2; ExecutionTrace<A2> trace2;
JacobianTA1 dTdA1; JacobianTA1 dTdA1;
JacobianTA2 dTdA2; JacobianTA2 dTdA2;
@ -538,13 +542,12 @@ public:
}; };
/// Construct an execution trace for reverse AD /// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, virtual T traceExecution(const Values& values, ExecutionTrace<T>& p) const {
typename JacobianTrace<T>::Pointer& p) const { Record* record = new Record();
Trace* trace = new Trace(); p.setFunction(record);
p.setFunction(trace); A1 a1 = this->expressionA1_->traceExecution(values, record->trace1);
A1 a1 = this->expressionA1_->traceExecution(values, trace->trace1); A2 a2 = this->expressionA2_->traceExecution(values, record->trace2);
A2 a2 = this->expressionA2_->traceExecution(values, trace->trace2); return function_(a1, a2, record->dTdA1, record->dTdA2);
return function_(a1, a2, trace->dTdA1, trace->dTdA2);
} }
}; };
@ -619,11 +622,11 @@ public:
a3.jacobians()); a3.jacobians());
} }
/// Trace structure for reverse AD /// Record structure for reverse AD
struct Trace: public JacobianTrace<T> { struct Record: public CallRecord<T> {
typename JacobianTrace<A1>::Pointer trace1; ExecutionTrace<A1> trace1;
typename JacobianTrace<A2>::Pointer trace2; ExecutionTrace<A2> trace2;
typename JacobianTrace<A3>::Pointer trace3; ExecutionTrace<A3> trace3;
JacobianTA1 dTdA1; JacobianTA1 dTdA1;
JacobianTA2 dTdA2; JacobianTA2 dTdA2;
JacobianTA3 dTdA3; JacobianTA3 dTdA3;
@ -651,14 +654,13 @@ public:
}; };
/// Construct an execution trace for reverse AD /// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, virtual T traceExecution(const Values& values, ExecutionTrace<T>& p) const {
typename JacobianTrace<T>::Pointer& p) const { Record* record = new Record();
Trace* trace = new Trace(); p.setFunction(record);
p.setFunction(trace); A1 a1 = this->expressionA1_->traceExecution(values, record->trace1);
A1 a1 = this->expressionA1_->traceExecution(values, trace->trace1); A2 a2 = this->expressionA2_->traceExecution(values, record->trace2);
A2 a2 = this->expressionA2_->traceExecution(values, trace->trace2); A3 a3 = this->expressionA3_->traceExecution(values, record->trace3);
A3 a3 = this->expressionA3_->traceExecution(values, trace->trace3); return function_(a1, a2, a3, record->dTdA1, record->dTdA2, record->dTdA3);
return function_(a1, a2, a3, trace->dTdA1, trace->dTdA2, trace->dTdA3);
} }
}; };

6
gtsam_unstable/nonlinear/Expression.h
View File

@ -117,10 +117,10 @@ public:
Augmented<T> augmented(const Values& values) const { Augmented<T> augmented(const Values& values) const {
#define REVERSE_AD #define REVERSE_AD
#ifdef REVERSE_AD #ifdef REVERSE_AD
typename JacobianTrace<T>::Pointer pointer; ExecutionTrace<T> trace;
T value = root_->traceExecution(values,pointer); T value = root_->traceExecution(values, trace);
Augmented<T> augmented(value); Augmented<T> augmented(value);
pointer.startReverseAD(augmented.jacobians()); trace.startReverseAD(augmented.jacobians());
return augmented; return augmented;
#else #else
return root_->forward(values); return root_->forward(values);