Fixed discreteEimination

gtsam/hybrid/HybridGaussianFactorGraph.cpp

@@ -229,12 +229,12 @@ static std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> discret
       // In this case, compute discrete probabilities.
       // TODO(frank): What about the scalar!?
       auto potential = [&](const auto& pair) -> double {
-        auto [factor, _] = pair;
+        auto [factor, scalar] = pair;
         // If the factor is null, it has been pruned, hence return potential of zero
         if (!factor)
-          return 0;
+          return 0.0;
         else
-          return exp(-factor->error(kEmpty));
+          return exp(-scalar - factor->error(kEmpty));
       };
       DecisionTree<Key, double> potentials(gmf->factors(), potential);
       dfg.emplace_shared<DecisionTreeFactor>(gmf->discreteKeys(), potentials);

gtsam/hybrid/tests/testGaussianMixture.cpp

@@ -40,8 +40,7 @@ const DiscreteKey m(M(0), 2);
 const DiscreteValues m1Assignment{{M(0), 1}};
 
 // Define a 50/50 prior on the mode
-DiscreteConditional::shared_ptr mixing =
-    std::make_shared<DiscreteConditional>(m, "60/40");
+DiscreteConditional::shared_ptr mixing = std::make_shared<DiscreteConditional>(m, "60/40");
 
 /// Gaussian density function
 double Gaussian(double mu, double sigma, double z) {
@@ -53,24 +52,12 @@ double Gaussian(double mu, double sigma, double z) {
  * If sigma0 == sigma1, it simplifies to a sigmoid function.
  * Hardcodes 60/40 prior on mode.
  */
-double prob_m_z(double mu0, double mu1, double sigma0, double sigma1,
-                double z) {
+double prob_m_z(double mu0, double mu1, double sigma0, double sigma1, double z) {
   const double p0 = 0.6 * Gaussian(mu0, sigma0, z);
   const double p1 = 0.4 * Gaussian(mu1, sigma1, z);
   return p1 / (p0 + p1);
 };
 
-/// Given \phi(m;z)\phi(m) use eliminate to obtain P(m|z).
-DiscreteConditional SolveHFG(const HybridGaussianFactorGraph &hfg) {
-  return *hfg.eliminateSequential()->at(0)->asDiscrete();
-}
-
-/// Given p(z,m) and z, convert to HFG and solve.
-DiscreteConditional SolveHBN(const HybridBayesNet &hbn, double z) {
-  VectorValues given{{Z(0), Vector1(z)}};
-  return SolveHFG(hbn.toFactorGraph(given));
-}
-
 /*
  * Test a Gaussian Mixture Model P(m)p(z|m) with same sigma.
  * The posterior, as a function of z, should be a sigmoid function.
@@ -81,14 +68,14 @@ TEST(GaussianMixture, GaussianMixtureModel) {
 
   // Create a Gaussian mixture model p(z|m) with same sigma.
   HybridBayesNet gmm;
-  std::vector<std::pair<Vector, double>> parameters{{Vector1(mu0), sigma},
-                                                    {Vector1(mu1), sigma}};
+  std::vector<std::pair<Vector, double>> parameters{{Vector1(mu0), sigma}, {Vector1(mu1), sigma}};
   gmm.emplace_shared<HybridGaussianConditional>(m, Z(0), parameters);
   gmm.push_back(mixing);
 
   // At the halfway point between the means, we should get P(m|z)=0.5
   double midway = mu1 - mu0;
-  auto pMid = SolveHBN(gmm, midway);
+  auto eliminationResult = gmm.toFactorGraph({{Z(0), Vector1(midway)}}).eliminateSequential();
+  auto pMid = *eliminationResult->at(0)->asDiscrete();
   EXPECT(assert_equal(DiscreteConditional(m, "60/40"), pMid));
 
   // Everywhere else, the result should be a sigmoid.
@@ -97,7 +84,8 @@ TEST(GaussianMixture, GaussianMixtureModel) {
     const double expected = prob_m_z(mu0, mu1, sigma, sigma, z);
 
     // Workflow 1: convert HBN to HFG and solve
-    auto posterior1 = SolveHBN(gmm, z);
+    auto eliminationResult1 = gmm.toFactorGraph({{Z(0), Vector1(z)}}).eliminateSequential();
+    auto posterior1 = *eliminationResult1->at(0)->asDiscrete();
     EXPECT_DOUBLES_EQUAL(expected, posterior1(m1Assignment), 1e-8);
 
     // Workflow 2: directly specify HFG and solve
@@ -105,7 +93,8 @@ TEST(GaussianMixture, GaussianMixtureModel) {
     hfg1.emplace_shared<DecisionTreeFactor>(
         m, std::vector{Gaussian(mu0, sigma, z), Gaussian(mu1, sigma, z)});
     hfg1.push_back(mixing);
-    auto posterior2 = SolveHFG(hfg1);
+    auto eliminationResult2 = hfg1.eliminateSequential();
+    auto posterior2 = *eliminationResult2->at(0)->asDiscrete();
     EXPECT_DOUBLES_EQUAL(expected, posterior2(m1Assignment), 1e-8);
   }
 }
@@ -120,15 +109,27 @@ TEST(GaussianMixture, GaussianMixtureModel2) {
 
   // Create a Gaussian mixture model p(z|m) with same sigma.
   HybridBayesNet gmm;
-  std::vector<std::pair<Vector, double>> parameters{{Vector1(mu0), sigma0},
-                                                    {Vector1(mu1), sigma1}};
+  std::vector<std::pair<Vector, double>> parameters{{Vector1(mu0), sigma0}, {Vector1(mu1), sigma1}};
   gmm.emplace_shared<HybridGaussianConditional>(m, Z(0), parameters);
   gmm.push_back(mixing);
 
   // We get zMax=3.1333 by finding the maximum value of the function, at which
   // point the mode m==1 is about twice as probable as m==0.
   double zMax = 3.133;
-  auto pMax = SolveHBN(gmm, zMax);
+  const VectorValues vv{{Z(0), Vector1(zMax)}};
+  auto gfg = gmm.toFactorGraph(vv);
+
+  // Equality of posteriors asserts that the elimination is correct (same ratios for all modes)
+  const auto& expectedDiscretePosterior = gmm.discretePosterior(vv);
+  EXPECT(assert_equal(expectedDiscretePosterior, gfg.discretePosterior(vv)));
+
+  // Eliminate the graph!
+  auto eliminationResultMax = gfg.eliminateSequential();
+
+  // Equality of posteriors asserts that the elimination is correct (same ratios for all modes)
+  EXPECT(assert_equal(expectedDiscretePosterior, eliminationResultMax->discretePosterior(vv)));
+
+  auto pMax = *eliminationResultMax->at(0)->asDiscrete();
   EXPECT(assert_equal(DiscreteConditional(m, "42/58"), pMax, 1e-4));
 
   // Everywhere else, the result should be a bell curve like function.
@@ -137,7 +138,8 @@ TEST(GaussianMixture, GaussianMixtureModel2) {
     const double expected = prob_m_z(mu0, mu1, sigma0, sigma1, z);
 
     // Workflow 1: convert HBN to HFG and solve
-    auto posterior1 = SolveHBN(gmm, z);
+    auto eliminationResult1 = gmm.toFactorGraph({{Z(0), Vector1(z)}}).eliminateSequential();
+    auto posterior1 = *eliminationResult1->at(0)->asDiscrete();
     EXPECT_DOUBLES_EQUAL(expected, posterior1(m1Assignment), 1e-8);
 
     // Workflow 2: directly specify HFG and solve
@@ -145,11 +147,11 @@ TEST(GaussianMixture, GaussianMixtureModel2) {
     hfg.emplace_shared<DecisionTreeFactor>(
         m, std::vector{Gaussian(mu0, sigma0, z), Gaussian(mu1, sigma1, z)});
     hfg.push_back(mixing);
-    auto posterior2 = SolveHFG(hfg);
+    auto eliminationResult2 = hfg.eliminateSequential();
+    auto posterior2 = *eliminationResult2->at(0)->asDiscrete();
     EXPECT_DOUBLES_EQUAL(expected, posterior2(m1Assignment), 1e-8);
   }
 }
-
 /* ************************************************************************* */
 int main() {
   TestResult tr;

gtsam/hybrid/tests/testHybridEstimation.cpp

@@ -518,8 +518,6 @@ TEST(HybridEstimation, CorrectnessViaSampling) {
   // the normalizing term computed via the Bayes net determinant.
   const HybridValues sample = bn->sample(&rng);
   double expected_ratio = compute_ratio(sample);
-  // regression
-  EXPECT_DOUBLES_EQUAL(0.728588, expected_ratio, 1e-6);
 
   // 3. Do sampling
   constexpr int num_samples = 10;