Product now has scalars

release/4.3a0
Frank Dellaert 2024-10-06 17:50:22 +09:00
parent 92540298e1
commit 584a71fb94
7 changed files with 343 additions and 353 deletions

View File

@ -22,8 +22,8 @@
#include <gtsam/discrete/DiscreteValues.h> #include <gtsam/discrete/DiscreteValues.h>
#include <gtsam/hybrid/HybridGaussianConditional.h> #include <gtsam/hybrid/HybridGaussianConditional.h>
#include <gtsam/hybrid/HybridGaussianFactor.h> #include <gtsam/hybrid/HybridGaussianFactor.h>
#include <gtsam/hybrid/HybridValues.h>
#include <gtsam/hybrid/HybridGaussianProductFactor.h> #include <gtsam/hybrid/HybridGaussianProductFactor.h>
#include <gtsam/hybrid/HybridValues.h>
#include <gtsam/inference/Conditional-inst.h> #include <gtsam/inference/Conditional-inst.h>
#include <gtsam/linear/GaussianBayesNet.h> #include <gtsam/linear/GaussianBayesNet.h>
#include <gtsam/linear/GaussianFactorGraph.h> #include <gtsam/linear/GaussianFactorGraph.h>
@ -44,7 +44,7 @@ struct HybridGaussianConditional::Helper {
/// Construct from a vector of mean and sigma pairs, plus extra args. /// Construct from a vector of mean and sigma pairs, plus extra args.
template <typename... Args> template <typename... Args>
explicit Helper(const DiscreteKey &mode, const P &p, Args &&...args) { explicit Helper(const DiscreteKey& mode, const P& p, Args&&... args) {
nrFrontals = 1; nrFrontals = 1;
minNegLogConstant = std::numeric_limits<double>::infinity(); minNegLogConstant = std::numeric_limits<double>::infinity();
@ -52,9 +52,8 @@ struct HybridGaussianConditional::Helper {
std::vector<GC::shared_ptr> gcs; std::vector<GC::shared_ptr> gcs;
fvs.reserve(p.size()); fvs.reserve(p.size());
gcs.reserve(p.size()); gcs.reserve(p.size());
for (auto &&[mean, sigma] : p) { for (auto&& [mean, sigma] : p) {
auto gaussianConditional = auto gaussianConditional = GC::sharedMeanAndStddev(std::forward<Args>(args)..., mean, sigma);
GC::sharedMeanAndStddev(std::forward<Args>(args)..., mean, sigma);
double value = gaussianConditional->negLogConstant(); double value = gaussianConditional->negLogConstant();
minNegLogConstant = std::min(minNegLogConstant, value); minNegLogConstant = std::min(minNegLogConstant, value);
fvs.emplace_back(gaussianConditional, value); fvs.emplace_back(gaussianConditional, value);
@ -66,10 +65,9 @@ struct HybridGaussianConditional::Helper {
} }
/// Construct from tree of GaussianConditionals. /// Construct from tree of GaussianConditionals.
explicit Helper(const Conditionals &conditionals) explicit Helper(const Conditionals& conditionals)
: conditionals(conditionals), : conditionals(conditionals), minNegLogConstant(std::numeric_limits<double>::infinity()) {
minNegLogConstant(std::numeric_limits<double>::infinity()) { auto func = [this](const GC::shared_ptr& c) -> GaussianFactorValuePair {
auto func = [this](const GC::shared_ptr &c) -> GaussianFactorValuePair {
double value = 0.0; double value = 0.0;
if (c) { if (c) {
if (!nrFrontals.has_value()) { if (!nrFrontals.has_value()) {
@ -90,56 +88,61 @@ struct HybridGaussianConditional::Helper {
}; };
/* *******************************************************************************/ /* *******************************************************************************/
HybridGaussianConditional::HybridGaussianConditional( HybridGaussianConditional::HybridGaussianConditional(const DiscreteKeys& discreteParents,
const DiscreteKeys &discreteParents, const Helper &helper) const Helper& helper)
: BaseFactor(discreteParents, helper.pairs), : BaseFactor(discreteParents, helper.pairs),
BaseConditional(*helper.nrFrontals), BaseConditional(*helper.nrFrontals),
conditionals_(helper.conditionals), conditionals_(helper.conditionals),
negLogConstant_(helper.minNegLogConstant) {} negLogConstant_(helper.minNegLogConstant) {}
HybridGaussianConditional::HybridGaussianConditional( HybridGaussianConditional::HybridGaussianConditional(
const DiscreteKey &discreteParent, const DiscreteKey& discreteParent,
const std::vector<GaussianConditional::shared_ptr> &conditionals) const std::vector<GaussianConditional::shared_ptr>& conditionals)
: HybridGaussianConditional(DiscreteKeys{discreteParent}, : HybridGaussianConditional(DiscreteKeys{discreteParent},
Conditionals({discreteParent}, conditionals)) {} Conditionals({discreteParent}, conditionals)) {}
HybridGaussianConditional::HybridGaussianConditional( HybridGaussianConditional::HybridGaussianConditional(
const DiscreteKey &discreteParent, Key key, // const DiscreteKey& discreteParent,
const std::vector<std::pair<Vector, double>> &parameters) Key key, //
const std::vector<std::pair<Vector, double>>& parameters)
: HybridGaussianConditional(DiscreteKeys{discreteParent}, : HybridGaussianConditional(DiscreteKeys{discreteParent},
Helper(discreteParent, parameters, key)) {} Helper(discreteParent, parameters, key)) {}
HybridGaussianConditional::HybridGaussianConditional( HybridGaussianConditional::HybridGaussianConditional(
const DiscreteKey &discreteParent, Key key, // const DiscreteKey& discreteParent,
const Matrix &A, Key parent, Key key, //
const std::vector<std::pair<Vector, double>> &parameters) const Matrix& A,
: HybridGaussianConditional( Key parent,
DiscreteKeys{discreteParent}, const std::vector<std::pair<Vector, double>>& parameters)
Helper(discreteParent, parameters, key, A, parent)) {} : HybridGaussianConditional(DiscreteKeys{discreteParent},
Helper(discreteParent, parameters, key, A, parent)) {}
HybridGaussianConditional::HybridGaussianConditional( HybridGaussianConditional::HybridGaussianConditional(
const DiscreteKey &discreteParent, Key key, // const DiscreteKey& discreteParent,
const Matrix &A1, Key parent1, const Matrix &A2, Key parent2, Key key, //
const std::vector<std::pair<Vector, double>> &parameters) const Matrix& A1,
: HybridGaussianConditional( Key parent1,
DiscreteKeys{discreteParent}, const Matrix& A2,
Helper(discreteParent, parameters, key, A1, parent1, A2, parent2)) {} Key parent2,
const std::vector<std::pair<Vector, double>>& parameters)
: HybridGaussianConditional(DiscreteKeys{discreteParent},
Helper(discreteParent, parameters, key, A1, parent1, A2, parent2)) {
}
HybridGaussianConditional::HybridGaussianConditional( HybridGaussianConditional::HybridGaussianConditional(
const DiscreteKeys &discreteParents, const DiscreteKeys& discreteParents,
const HybridGaussianConditional::Conditionals &conditionals) const HybridGaussianConditional::Conditionals& conditionals)
: HybridGaussianConditional(discreteParents, Helper(conditionals)) {} : HybridGaussianConditional(discreteParents, Helper(conditionals)) {}
/* *******************************************************************************/ /* *******************************************************************************/
const HybridGaussianConditional::Conditionals & const HybridGaussianConditional::Conditionals& HybridGaussianConditional::conditionals() const {
HybridGaussianConditional::conditionals() const {
return conditionals_; return conditionals_;
} }
/* *******************************************************************************/ /* *******************************************************************************/
HybridGaussianProductFactor HybridGaussianConditional::asProductFactor() HybridGaussianProductFactor HybridGaussianConditional::asProductFactor() const {
const { auto wrap = [this](const std::shared_ptr<GaussianConditional>& gc)
auto wrap = [this](const std::shared_ptr<GaussianConditional> &gc) { -> std::pair<GaussianFactorGraph, double> {
// First check if conditional has not been pruned // First check if conditional has not been pruned
if (gc) { if (gc) {
const double Cgm_Kgcm = gc->negLogConstant() - this->negLogConstant_; const double Cgm_Kgcm = gc->negLogConstant() - this->negLogConstant_;
@ -151,10 +154,17 @@ HybridGaussianProductFactor HybridGaussianConditional::asProductFactor()
Vector c(1); Vector c(1);
c << std::sqrt(2.0 * Cgm_Kgcm); c << std::sqrt(2.0 * Cgm_Kgcm);
auto constantFactor = std::make_shared<JacobianFactor>(c); auto constantFactor = std::make_shared<JacobianFactor>(c);
return GaussianFactorGraph{gc, constantFactor}; return {GaussianFactorGraph{gc, constantFactor}, Cgm_Kgcm};
} else {
// The scalar can be zero.
// TODO(Frank): after hiding is gone, this should be only case here.
return {GaussianFactorGraph{gc}, Cgm_Kgcm};
} }
} else {
// If the conditional is pruned, return an empty GaussianFactorGraph with zero scalar sum
// TODO(Frank): Could we just return an *empty* GaussianFactorGraph?
return {GaussianFactorGraph{nullptr}, 0.0};
} }
return GaussianFactorGraph{gc};
}; };
return {{conditionals_, wrap}}; return {{conditionals_, wrap}};
} }
@ -162,7 +172,7 @@ HybridGaussianProductFactor HybridGaussianConditional::asProductFactor()
/* *******************************************************************************/ /* *******************************************************************************/
size_t HybridGaussianConditional::nrComponents() const { size_t HybridGaussianConditional::nrComponents() const {
size_t total = 0; size_t total = 0;
conditionals_.visit([&total](const GaussianFactor::shared_ptr &node) { conditionals_.visit([&total](const GaussianFactor::shared_ptr& node) {
if (node) total += 1; if (node) total += 1;
}); });
return total; return total;
@ -170,21 +180,19 @@ size_t HybridGaussianConditional::nrComponents() const {
/* *******************************************************************************/ /* *******************************************************************************/
GaussianConditional::shared_ptr HybridGaussianConditional::choose( GaussianConditional::shared_ptr HybridGaussianConditional::choose(
const DiscreteValues &discreteValues) const { const DiscreteValues& discreteValues) const {
auto &ptr = conditionals_(discreteValues); auto& ptr = conditionals_(discreteValues);
if (!ptr) return nullptr; if (!ptr) return nullptr;
auto conditional = std::dynamic_pointer_cast<GaussianConditional>(ptr); auto conditional = std::dynamic_pointer_cast<GaussianConditional>(ptr);
if (conditional) if (conditional)
return conditional; return conditional;
else else
throw std::logic_error( throw std::logic_error("A HybridGaussianConditional unexpectedly contained a non-conditional");
"A HybridGaussianConditional unexpectedly contained a non-conditional");
} }
/* *******************************************************************************/ /* *******************************************************************************/
bool HybridGaussianConditional::equals(const HybridFactor &lf, bool HybridGaussianConditional::equals(const HybridFactor& lf, double tol) const {
double tol) const { const This* e = dynamic_cast<const This*>(&lf);
const This *e = dynamic_cast<const This *>(&lf);
if (e == nullptr) return false; if (e == nullptr) return false;
// This will return false if either conditionals_ is empty or e->conditionals_ // This will return false if either conditionals_ is empty or e->conditionals_
@ -193,27 +201,26 @@ bool HybridGaussianConditional::equals(const HybridFactor &lf,
// Check the base and the factors: // Check the base and the factors:
return BaseFactor::equals(*e, tol) && return BaseFactor::equals(*e, tol) &&
conditionals_.equals( conditionals_.equals(e->conditionals_, [tol](const auto& f1, const auto& f2) {
e->conditionals_, [tol](const auto &f1, const auto &f2) { return (!f1 && !f2) || (f1 && f2 && f1->equals(*f2, tol));
return (!f1 && !f2) || (f1 && f2 && f1->equals(*f2, tol)); });
});
} }
/* *******************************************************************************/ /* *******************************************************************************/
void HybridGaussianConditional::print(const std::string &s, void HybridGaussianConditional::print(const std::string& s, const KeyFormatter& formatter) const {
const KeyFormatter &formatter) const {
std::cout << (s.empty() ? "" : s + "\n"); std::cout << (s.empty() ? "" : s + "\n");
BaseConditional::print("", formatter); BaseConditional::print("", formatter);
std::cout << " Discrete Keys = "; std::cout << " Discrete Keys = ";
for (auto &dk : discreteKeys()) { for (auto& dk : discreteKeys()) {
std::cout << "(" << formatter(dk.first) << ", " << dk.second << "), "; std::cout << "(" << formatter(dk.first) << ", " << dk.second << "), ";
} }
std::cout << std::endl std::cout << std::endl
<< " logNormalizationConstant: " << -negLogConstant() << std::endl << " logNormalizationConstant: " << -negLogConstant() << std::endl
<< std::endl; << std::endl;
conditionals_.print( conditionals_.print(
"", [&](Key k) { return formatter(k); }, "",
[&](const GaussianConditional::shared_ptr &gf) -> std::string { [&](Key k) { return formatter(k); },
[&](const GaussianConditional::shared_ptr& gf) -> std::string {
RedirectCout rd; RedirectCout rd;
if (gf && !gf->empty()) { if (gf && !gf->empty()) {
gf->print("", formatter); gf->print("", formatter);
@ -230,20 +237,19 @@ KeyVector HybridGaussianConditional::continuousParents() const {
const auto range = parents(); const auto range = parents();
KeyVector continuousParentKeys(range.begin(), range.end()); KeyVector continuousParentKeys(range.begin(), range.end());
// Loop over all discrete keys: // Loop over all discrete keys:
for (const auto &discreteKey : discreteKeys()) { for (const auto& discreteKey : discreteKeys()) {
const Key key = discreteKey.first; const Key key = discreteKey.first;
// remove that key from continuousParentKeys: // remove that key from continuousParentKeys:
continuousParentKeys.erase(std::remove(continuousParentKeys.begin(), continuousParentKeys.erase(
continuousParentKeys.end(), key), std::remove(continuousParentKeys.begin(), continuousParentKeys.end(), key),
continuousParentKeys.end()); continuousParentKeys.end());
} }
return continuousParentKeys; return continuousParentKeys;
} }
/* ************************************************************************* */ /* ************************************************************************* */
bool HybridGaussianConditional::allFrontalsGiven( bool HybridGaussianConditional::allFrontalsGiven(const VectorValues& given) const {
const VectorValues &given) const { for (auto&& kv : given) {
for (auto &&kv : given) {
if (given.find(kv.first) == given.end()) { if (given.find(kv.first) == given.end()) {
return false; return false;
} }
@ -253,7 +259,7 @@ bool HybridGaussianConditional::allFrontalsGiven(
/* ************************************************************************* */ /* ************************************************************************* */
std::shared_ptr<HybridGaussianFactor> HybridGaussianConditional::likelihood( std::shared_ptr<HybridGaussianFactor> HybridGaussianConditional::likelihood(
const VectorValues &given) const { const VectorValues& given) const {
if (!allFrontalsGiven(given)) { if (!allFrontalsGiven(given)) {
throw std::runtime_error( throw std::runtime_error(
"HybridGaussianConditional::likelihood: given values are missing some " "HybridGaussianConditional::likelihood: given values are missing some "
@ -264,8 +270,7 @@ std::shared_ptr<HybridGaussianFactor> HybridGaussianConditional::likelihood(
const KeyVector continuousParentKeys = continuousParents(); const KeyVector continuousParentKeys = continuousParents();
const HybridGaussianFactor::FactorValuePairs likelihoods( const HybridGaussianFactor::FactorValuePairs likelihoods(
conditionals_, conditionals_,
[&](const GaussianConditional::shared_ptr &conditional) [&](const GaussianConditional::shared_ptr& conditional) -> GaussianFactorValuePair {
-> GaussianFactorValuePair {
const auto likelihood_m = conditional->likelihood(given); const auto likelihood_m = conditional->likelihood(given);
const double Cgm_Kgcm = conditional->negLogConstant() - negLogConstant_; const double Cgm_Kgcm = conditional->negLogConstant() - negLogConstant_;
if (Cgm_Kgcm == 0.0) { if (Cgm_Kgcm == 0.0) {
@ -276,26 +281,24 @@ std::shared_ptr<HybridGaussianFactor> HybridGaussianConditional::likelihood(
return {likelihood_m, Cgm_Kgcm}; return {likelihood_m, Cgm_Kgcm};
} }
}); });
return std::make_shared<HybridGaussianFactor>(discreteParentKeys, return std::make_shared<HybridGaussianFactor>(discreteParentKeys, likelihoods);
likelihoods);
} }
/* ************************************************************************* */ /* ************************************************************************* */
std::set<DiscreteKey> DiscreteKeysAsSet(const DiscreteKeys &discreteKeys) { std::set<DiscreteKey> DiscreteKeysAsSet(const DiscreteKeys& discreteKeys) {
std::set<DiscreteKey> s(discreteKeys.begin(), discreteKeys.end()); std::set<DiscreteKey> s(discreteKeys.begin(), discreteKeys.end());
return s; return s;
} }
/* *******************************************************************************/ /* *******************************************************************************/
HybridGaussianConditional::shared_ptr HybridGaussianConditional::prune( HybridGaussianConditional::shared_ptr HybridGaussianConditional::prune(
const DecisionTreeFactor &discreteProbs) const { const DecisionTreeFactor& discreteProbs) const {
// Find keys in discreteProbs.keys() but not in this->keys(): // Find keys in discreteProbs.keys() but not in this->keys():
std::set<Key> mine(this->keys().begin(), this->keys().end()); std::set<Key> mine(this->keys().begin(), this->keys().end());
std::set<Key> theirs(discreteProbs.keys().begin(), std::set<Key> theirs(discreteProbs.keys().begin(), discreteProbs.keys().end());
discreteProbs.keys().end());
std::vector<Key> diff; std::vector<Key> diff;
std::set_difference(theirs.begin(), theirs.end(), mine.begin(), mine.end(), std::set_difference(
std::back_inserter(diff)); theirs.begin(), theirs.end(), mine.begin(), mine.end(), std::back_inserter(diff));
// Find maximum probability value for every combination of our keys. // Find maximum probability value for every combination of our keys.
Ordering keys(diff); Ordering keys(diff);
@ -303,26 +306,24 @@ HybridGaussianConditional::shared_ptr HybridGaussianConditional::prune(
// Check the max value for every combination of our keys. // Check the max value for every combination of our keys.
// If the max value is 0.0, we can prune the corresponding conditional. // If the max value is 0.0, we can prune the corresponding conditional.
auto pruner = [&](const Assignment<Key> &choices, auto pruner =
const GaussianConditional::shared_ptr &conditional) [&](const Assignment<Key>& choices,
-> GaussianConditional::shared_ptr { const GaussianConditional::shared_ptr& conditional) -> GaussianConditional::shared_ptr {
return (max->evaluate(choices) == 0.0) ? nullptr : conditional; return (max->evaluate(choices) == 0.0) ? nullptr : conditional;
}; };
auto pruned_conditionals = conditionals_.apply(pruner); auto pruned_conditionals = conditionals_.apply(pruner);
return std::make_shared<HybridGaussianConditional>(discreteKeys(), return std::make_shared<HybridGaussianConditional>(discreteKeys(), pruned_conditionals);
pruned_conditionals);
} }
/* *******************************************************************************/ /* *******************************************************************************/
double HybridGaussianConditional::logProbability( double HybridGaussianConditional::logProbability(const HybridValues& values) const {
const HybridValues &values) const {
auto conditional = conditionals_(values.discrete()); auto conditional = conditionals_(values.discrete());
return conditional->logProbability(values.continuous()); return conditional->logProbability(values.continuous());
} }
/* *******************************************************************************/ /* *******************************************************************************/
double HybridGaussianConditional::evaluate(const HybridValues &values) const { double HybridGaussianConditional::evaluate(const HybridValues& values) const {
auto conditional = conditionals_(values.discrete()); auto conditional = conditionals_(values.discrete());
return conditional->evaluate(values.continuous()); return conditional->evaluate(values.continuous());
} }

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@ -32,8 +32,8 @@
namespace gtsam { namespace gtsam {
/* *******************************************************************************/ /* *******************************************************************************/
HybridGaussianFactor::FactorValuePairs HybridGaussianFactor::FactorValuePairs HybridGaussianFactor::augment(
HybridGaussianFactor::augment(const FactorValuePairs &factors) { const FactorValuePairs& factors) {
// Find the minimum value so we can "proselytize" to positive values. // Find the minimum value so we can "proselytize" to positive values.
// Done because we can't have sqrt of negative numbers. // Done because we can't have sqrt of negative numbers.
DecisionTree<Key, GaussianFactor::shared_ptr> gaussianFactors; DecisionTree<Key, GaussianFactor::shared_ptr> gaussianFactors;
@ -44,18 +44,16 @@ HybridGaussianFactor::augment(const FactorValuePairs &factors) {
double min_value = valueTree.min(); double min_value = valueTree.min();
// Finally, update the [A|b] matrices. // Finally, update the [A|b] matrices.
auto update = [&min_value](const auto &gfv) -> GaussianFactorValuePair { auto update = [&min_value](const auto& gfv) -> GaussianFactorValuePair {
auto [gf, value] = gfv; auto [gf, value] = gfv;
auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf); auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf);
if (!jf) if (!jf) return {gf, 0.0}; // should this be zero or infinite?
return {gf, 0.0}; // should this be zero or infinite?
double normalized_value = value - min_value; double normalized_value = value - min_value;
// If the value is 0, do nothing // If the value is 0, do nothing
if (normalized_value == 0.0) if (normalized_value == 0.0) return {gf, value};
return {gf, 0.0};
GaussianFactorGraph gfg; GaussianFactorGraph gfg;
gfg.push_back(jf); gfg.push_back(jf);
@ -66,40 +64,42 @@ HybridGaussianFactor::augment(const FactorValuePairs &factors) {
auto constantFactor = std::make_shared<JacobianFactor>(c); auto constantFactor = std::make_shared<JacobianFactor>(c);
gfg.push_back(constantFactor); gfg.push_back(constantFactor);
return {std::make_shared<JacobianFactor>(gfg), normalized_value}; // NOTE(Frank): we store the actual value, not the normalized value:
return {std::make_shared<JacobianFactor>(gfg), value};
}; };
return FactorValuePairs(factors, update); return FactorValuePairs(factors, update);
} }
/* *******************************************************************************/ /* *******************************************************************************/
struct HybridGaussianFactor::ConstructorHelper { struct HybridGaussianFactor::ConstructorHelper {
KeyVector continuousKeys; // Continuous keys extracted from factors KeyVector continuousKeys; // Continuous keys extracted from factors
DiscreteKeys discreteKeys; // Discrete keys provided to the constructors DiscreteKeys discreteKeys; // Discrete keys provided to the constructors
FactorValuePairs pairs; // The decision tree with factors and scalars FactorValuePairs pairs; // The decision tree with factors and scalars
ConstructorHelper(const DiscreteKey &discreteKey, /// Constructor for a single discrete key and a vector of Gaussian factors
const std::vector<GaussianFactor::shared_ptr> &factors) ConstructorHelper(const DiscreteKey& discreteKey,
const std::vector<GaussianFactor::shared_ptr>& factors)
: discreteKeys({discreteKey}) { : discreteKeys({discreteKey}) {
// Extract continuous keys from the first non-null factor // Extract continuous keys from the first non-null factor
for (const auto &factor : factors) { for (const auto& factor : factors) {
if (factor && continuousKeys.empty()) { if (factor && continuousKeys.empty()) {
continuousKeys = factor->keys(); continuousKeys = factor->keys();
break; break;
} }
} }
// Build the FactorValuePairs DecisionTree // Build the FactorValuePairs DecisionTree
pairs = FactorValuePairs( pairs = FactorValuePairs(DecisionTree<Key, GaussianFactor::shared_ptr>(discreteKeys, factors),
DecisionTree<Key, GaussianFactor::shared_ptr>(discreteKeys, factors), [](const auto& f) {
[](const auto &f) { return std::pair{f, 0.0};
return std::pair{f, 0.0}; });
});
} }
ConstructorHelper(const DiscreteKey &discreteKey, /// Constructor for a single discrete key and a vector of GaussianFactorValuePairs
const std::vector<GaussianFactorValuePair> &factorPairs) ConstructorHelper(const DiscreteKey& discreteKey,
const std::vector<GaussianFactorValuePair>& factorPairs)
: discreteKeys({discreteKey}) { : discreteKeys({discreteKey}) {
// Extract continuous keys from the first non-null factor // Extract continuous keys from the first non-null factor
for (const auto &pair : factorPairs) { for (const auto& pair : factorPairs) {
if (pair.first && continuousKeys.empty()) { if (pair.first && continuousKeys.empty()) {
continuousKeys = pair.first->keys(); continuousKeys = pair.first->keys();
break; break;
@ -110,12 +110,12 @@ struct HybridGaussianFactor::ConstructorHelper {
pairs = FactorValuePairs(discreteKeys, factorPairs); pairs = FactorValuePairs(discreteKeys, factorPairs);
} }
ConstructorHelper(const DiscreteKeys &discreteKeys, /// Constructor for a vector of discrete keys and a vector of GaussianFactorValuePairs
const FactorValuePairs &factorPairs) ConstructorHelper(const DiscreteKeys& discreteKeys, const FactorValuePairs& factorPairs)
: discreteKeys(discreteKeys) { : discreteKeys(discreteKeys) {
// Extract continuous keys from the first non-null factor // Extract continuous keys from the first non-null factor
// TODO: just stop after first non-null factor // TODO: just stop after first non-null factor
factorPairs.visit([&](const GaussianFactorValuePair &pair) { factorPairs.visit([&](const GaussianFactorValuePair& pair) {
if (pair.first && continuousKeys.empty()) { if (pair.first && continuousKeys.empty()) {
continuousKeys = pair.first->keys(); continuousKeys = pair.first->keys();
} }
@ -127,40 +127,32 @@ struct HybridGaussianFactor::ConstructorHelper {
}; };
/* *******************************************************************************/ /* *******************************************************************************/
HybridGaussianFactor::HybridGaussianFactor(const ConstructorHelper &helper) HybridGaussianFactor::HybridGaussianFactor(const ConstructorHelper& helper)
: Base(helper.continuousKeys, helper.discreteKeys), : Base(helper.continuousKeys, helper.discreteKeys), factors_(augment(helper.pairs)) {}
factors_(augment(helper.pairs)) {}
/* *******************************************************************************/
HybridGaussianFactor::HybridGaussianFactor( HybridGaussianFactor::HybridGaussianFactor(
const DiscreteKey &discreteKey, const DiscreteKey& discreteKey, const std::vector<GaussianFactor::shared_ptr>& factorPairs)
const std::vector<GaussianFactor::shared_ptr> &factorPairs)
: HybridGaussianFactor(ConstructorHelper(discreteKey, factorPairs)) {} : HybridGaussianFactor(ConstructorHelper(discreteKey, factorPairs)) {}
/* *******************************************************************************/ HybridGaussianFactor::HybridGaussianFactor(const DiscreteKey& discreteKey,
HybridGaussianFactor::HybridGaussianFactor( const std::vector<GaussianFactorValuePair>& factorPairs)
const DiscreteKey &discreteKey,
const std::vector<GaussianFactorValuePair> &factorPairs)
: HybridGaussianFactor(ConstructorHelper(discreteKey, factorPairs)) {} : HybridGaussianFactor(ConstructorHelper(discreteKey, factorPairs)) {}
/* *******************************************************************************/ HybridGaussianFactor::HybridGaussianFactor(const DiscreteKeys& discreteKeys,
HybridGaussianFactor::HybridGaussianFactor(const DiscreteKeys &discreteKeys, const FactorValuePairs& factorPairs)
const FactorValuePairs &factorPairs)
: HybridGaussianFactor(ConstructorHelper(discreteKeys, factorPairs)) {} : HybridGaussianFactor(ConstructorHelper(discreteKeys, factorPairs)) {}
/* *******************************************************************************/ /* *******************************************************************************/
bool HybridGaussianFactor::equals(const HybridFactor &lf, double tol) const { bool HybridGaussianFactor::equals(const HybridFactor& lf, double tol) const {
const This *e = dynamic_cast<const This *>(&lf); const This* e = dynamic_cast<const This*>(&lf);
if (e == nullptr) if (e == nullptr) return false;
return false;
// This will return false if either factors_ is empty or e->factors_ is // This will return false if either factors_ is empty or e->factors_ is
// empty, but not if both are empty or both are not empty: // empty, but not if both are empty or both are not empty:
if (factors_.empty() ^ e->factors_.empty()) if (factors_.empty() ^ e->factors_.empty()) return false;
return false;
// Check the base and the factors: // Check the base and the factors:
auto compareFunc = [tol](const auto &pair1, const auto &pair2) { auto compareFunc = [tol](const auto& pair1, const auto& pair2) {
auto f1 = pair1.first, f2 = pair2.first; auto f1 = pair1.first, f2 = pair2.first;
bool match = (!f1 && !f2) || (f1 && f2 && f1->equals(*f2, tol)); bool match = (!f1 && !f2) || (f1 && f2 && f1->equals(*f2, tol));
return match && gtsam::equal(pair1.second, pair2.second, tol); return match && gtsam::equal(pair1.second, pair2.second, tol);
@ -169,8 +161,7 @@ bool HybridGaussianFactor::equals(const HybridFactor &lf, double tol) const {
} }
/* *******************************************************************************/ /* *******************************************************************************/
void HybridGaussianFactor::print(const std::string &s, void HybridGaussianFactor::print(const std::string& s, const KeyFormatter& formatter) const {
const KeyFormatter &formatter) const {
std::cout << (s.empty() ? "" : s + "\n"); std::cout << (s.empty() ? "" : s + "\n");
HybridFactor::print("", formatter); HybridFactor::print("", formatter);
std::cout << "{\n"; std::cout << "{\n";
@ -178,8 +169,9 @@ void HybridGaussianFactor::print(const std::string &s,
std::cout << " empty" << std::endl; std::cout << " empty" << std::endl;
} else { } else {
factors_.print( factors_.print(
"", [&](Key k) { return formatter(k); }, "",
[&](const auto &pair) -> std::string { [&](Key k) { return formatter(k); },
[&](const auto& pair) -> std::string {
RedirectCout rd; RedirectCout rd;
std::cout << ":\n"; std::cout << ":\n";
if (pair.first) { if (pair.first) {
@ -195,22 +187,25 @@ void HybridGaussianFactor::print(const std::string &s,
} }
/* *******************************************************************************/ /* *******************************************************************************/
HybridGaussianFactor::sharedFactor HybridGaussianFactor::sharedFactor HybridGaussianFactor::operator()(
HybridGaussianFactor::operator()(const DiscreteValues &assignment) const { const DiscreteValues& assignment) const {
return factors_(assignment).first; return factors_(assignment).first;
} }
/* *******************************************************************************/ /* *******************************************************************************/
HybridGaussianProductFactor HybridGaussianFactor::asProductFactor() const { HybridGaussianProductFactor HybridGaussianFactor::asProductFactor() const {
return {{factors_, // Implemented by creating a new DecisionTree where:
[](const auto &pair) { return GaussianFactorGraph{pair.first}; }}}; // - The structure (keys and assignments) is preserved from factors_
// - Each leaf converted to a GaussianFactorGraph with just the factor and its scalar.
return {{factors_, [](const auto& pair) -> std::pair<GaussianFactorGraph, double> {
return {GaussianFactorGraph{pair.first}, pair.second};
}}};
} }
/* *******************************************************************************/ /* *******************************************************************************/
/// Helper method to compute the error of a component. /// Helper method to compute the error of a component.
static double static double PotentiallyPrunedComponentError(const GaussianFactor::shared_ptr& gf,
PotentiallyPrunedComponentError(const GaussianFactor::shared_ptr &gf, const VectorValues& values) {
const VectorValues &values) {
// Check if valid pointer // Check if valid pointer
if (gf) { if (gf) {
return gf->error(values); return gf->error(values);
@ -222,10 +217,10 @@ PotentiallyPrunedComponentError(const GaussianFactor::shared_ptr &gf,
} }
/* *******************************************************************************/ /* *******************************************************************************/
AlgebraicDecisionTree<Key> AlgebraicDecisionTree<Key> HybridGaussianFactor::errorTree(
HybridGaussianFactor::errorTree(const VectorValues &continuousValues) const { const VectorValues& continuousValues) const {
// functor to convert from sharedFactor to double error value. // functor to convert from sharedFactor to double error value.
auto errorFunc = [&continuousValues](const auto &pair) { auto errorFunc = [&continuousValues](const auto& pair) {
return PotentiallyPrunedComponentError(pair.first, continuousValues); return PotentiallyPrunedComponentError(pair.first, continuousValues);
}; };
DecisionTree<Key, double> error_tree(factors_, errorFunc); DecisionTree<Key, double> error_tree(factors_, errorFunc);
@ -233,10 +228,10 @@ HybridGaussianFactor::errorTree(const VectorValues &continuousValues) const {
} }
/* *******************************************************************************/ /* *******************************************************************************/
double HybridGaussianFactor::error(const HybridValues &values) const { double HybridGaussianFactor::error(const HybridValues& values) const {
// Directly index to get the component, no need to build the whole tree. // Directly index to get the component, no need to build the whole tree.
const auto pair = factors_(values.discrete()); const auto pair = factors_(values.discrete());
return PotentiallyPrunedComponentError(pair.first, values.continuous()); return PotentiallyPrunedComponentError(pair.first, values.continuous());
} }
} // namespace gtsam } // namespace gtsam

View File

@ -18,7 +18,6 @@
* @date Mar 11, 2022 * @date Mar 11, 2022
*/ */
#include "gtsam/discrete/DiscreteValues.h"
#include <gtsam/base/utilities.h> #include <gtsam/base/utilities.h>
#include <gtsam/discrete/Assignment.h> #include <gtsam/discrete/Assignment.h>
#include <gtsam/discrete/DiscreteEliminationTree.h> #include <gtsam/discrete/DiscreteEliminationTree.h>
@ -40,6 +39,7 @@
#include <gtsam/linear/GaussianJunctionTree.h> #include <gtsam/linear/GaussianJunctionTree.h>
#include <gtsam/linear/HessianFactor.h> #include <gtsam/linear/HessianFactor.h>
#include <gtsam/linear/JacobianFactor.h> #include <gtsam/linear/JacobianFactor.h>
#include "gtsam/discrete/DiscreteValues.h"
#include <cstddef> #include <cstddef>
#include <iostream> #include <iostream>
@ -59,15 +59,14 @@ using std::dynamic_pointer_cast;
/* ************************************************************************ */ /* ************************************************************************ */
// Throw a runtime exception for method specified in string s, and factor f: // Throw a runtime exception for method specified in string s, and factor f:
static void throwRuntimeError(const std::string &s, static void throwRuntimeError(const std::string& s, const std::shared_ptr<Factor>& f) {
const std::shared_ptr<Factor> &f) { auto& fr = *f;
auto &fr = *f; throw std::runtime_error(s + " not implemented for factor type " + demangle(typeid(fr).name()) +
throw std::runtime_error(s + " not implemented for factor type " + ".");
demangle(typeid(fr).name()) + ".");
} }
/* ************************************************************************ */ /* ************************************************************************ */
const Ordering HybridOrdering(const HybridGaussianFactorGraph &graph) { const Ordering HybridOrdering(const HybridGaussianFactorGraph& graph) {
KeySet discrete_keys = graph.discreteKeySet(); KeySet discrete_keys = graph.discreteKeySet();
const VariableIndex index(graph); const VariableIndex index(graph);
return Ordering::ColamdConstrainedLast( return Ordering::ColamdConstrainedLast(
@ -75,15 +74,14 @@ const Ordering HybridOrdering(const HybridGaussianFactorGraph &graph) {
} }
/* ************************************************************************ */ /* ************************************************************************ */
static void printFactor(const std::shared_ptr<Factor> &factor, static void printFactor(const std::shared_ptr<Factor>& factor,
const DiscreteValues &assignment, const DiscreteValues& assignment,
const KeyFormatter &keyFormatter) { const KeyFormatter& keyFormatter) {
if (auto hgf = std::dynamic_pointer_cast<HybridGaussianFactor>(factor)) { if (auto hgf = std::dynamic_pointer_cast<HybridGaussianFactor>(factor)) {
if (assignment.empty()) if (assignment.empty())
hgf->print("HybridGaussianFactor:", keyFormatter); hgf->print("HybridGaussianFactor:", keyFormatter);
else else
hgf->operator()(assignment) hgf->operator()(assignment)->print("HybridGaussianFactor, component:", keyFormatter);
->print("HybridGaussianFactor, component:", keyFormatter);
} else if (auto gf = std::dynamic_pointer_cast<GaussianFactor>(factor)) { } else if (auto gf = std::dynamic_pointer_cast<GaussianFactor>(factor)) {
factor->print("GaussianFactor:\n", keyFormatter); factor->print("GaussianFactor:\n", keyFormatter);
@ -98,9 +96,7 @@ static void printFactor(const std::shared_ptr<Factor> &factor,
if (assignment.empty()) if (assignment.empty())
hc->print("HybridConditional:", keyFormatter); hc->print("HybridConditional:", keyFormatter);
else else
hc->asHybrid() hc->asHybrid()->choose(assignment)->print("HybridConditional, component:\n", keyFormatter);
->choose(assignment)
->print("HybridConditional, component:\n", keyFormatter);
} }
} else { } else {
factor->print("Unknown factor type\n", keyFormatter); factor->print("Unknown factor type\n", keyFormatter);
@ -108,13 +104,13 @@ static void printFactor(const std::shared_ptr<Factor> &factor,
} }
/* ************************************************************************ */ /* ************************************************************************ */
void HybridGaussianFactorGraph::print(const std::string &s, void HybridGaussianFactorGraph::print(const std::string& s,
const KeyFormatter &keyFormatter) const { const KeyFormatter& keyFormatter) const {
std::cout << (s.empty() ? "" : s + " ") << std::endl; std::cout << (s.empty() ? "" : s + " ") << std::endl;
std::cout << "size: " << size() << std::endl; std::cout << "size: " << size() << std::endl;
for (size_t i = 0; i < factors_.size(); i++) { for (size_t i = 0; i < factors_.size(); i++) {
auto &&factor = factors_[i]; auto&& factor = factors_[i];
if (factor == nullptr) { if (factor == nullptr) {
std::cout << "Factor " << i << ": nullptr\n"; std::cout << "Factor " << i << ": nullptr\n";
continue; continue;
@ -129,15 +125,15 @@ void HybridGaussianFactorGraph::print(const std::string &s,
/* ************************************************************************ */ /* ************************************************************************ */
void HybridGaussianFactorGraph::printErrors( void HybridGaussianFactorGraph::printErrors(
const HybridValues &values, const std::string &str, const HybridValues& values,
const KeyFormatter &keyFormatter, const std::string& str,
const std::function<bool(const Factor * /*factor*/, const KeyFormatter& keyFormatter,
double /*whitenedError*/, size_t /*index*/)> const std::function<bool(const Factor* /*factor*/, double /*whitenedError*/, size_t /*index*/)>&
&printCondition) const { printCondition) const {
std::cout << str << " size: " << size() << std::endl << std::endl; std::cout << str << " size: " << size() << std::endl << std::endl;
for (size_t i = 0; i < factors_.size(); i++) { for (size_t i = 0; i < factors_.size(); i++) {
auto &&factor = factors_[i]; auto&& factor = factors_[i];
if (factor == nullptr) { if (factor == nullptr) {
std::cout << "Factor " << i << ": nullptr\n"; std::cout << "Factor " << i << ": nullptr\n";
continue; continue;
@ -157,14 +153,13 @@ void HybridGaussianFactorGraph::printErrors(
/* ************************************************************************ */ /* ************************************************************************ */
// TODO(dellaert): it's probably more efficient to first collect the discrete // TODO(dellaert): it's probably more efficient to first collect the discrete
// keys, and then loop over all assignments to populate a vector. // keys, and then loop over all assignments to populate a vector.
HybridGaussianProductFactor HybridGaussianProductFactor HybridGaussianFactorGraph::collectProductFactor() const {
HybridGaussianFactorGraph::collectProductFactor() const {
HybridGaussianProductFactor result; HybridGaussianProductFactor result;
for (auto &f : factors_) { for (auto& f : factors_) {
// TODO(dellaert): can we make this cleaner and less error-prone? // TODO(dellaert): can we make this cleaner and less error-prone?
if (auto orphan = dynamic_pointer_cast<OrphanWrapper>(f)) { if (auto orphan = dynamic_pointer_cast<OrphanWrapper>(f)) {
continue; // Ignore OrphanWrapper continue; // Ignore OrphanWrapper
} else if (auto gf = dynamic_pointer_cast<GaussianFactor>(f)) { } else if (auto gf = dynamic_pointer_cast<GaussianFactor>(f)) {
result += gf; result += gf;
} else if (auto gc = dynamic_pointer_cast<GaussianConditional>(f)) { } else if (auto gc = dynamic_pointer_cast<GaussianConditional>(f)) {
@ -172,7 +167,7 @@ HybridGaussianFactorGraph::collectProductFactor() const {
} else if (auto gmf = dynamic_pointer_cast<HybridGaussianFactor>(f)) { } else if (auto gmf = dynamic_pointer_cast<HybridGaussianFactor>(f)) {
result += *gmf; result += *gmf;
} else if (auto gm = dynamic_pointer_cast<HybridGaussianConditional>(f)) { } else if (auto gm = dynamic_pointer_cast<HybridGaussianConditional>(f)) {
result += *gm; // handled above already? result += *gm; // handled above already?
} else if (auto hc = dynamic_pointer_cast<HybridConditional>(f)) { } else if (auto hc = dynamic_pointer_cast<HybridConditional>(f)) {
if (auto gm = hc->asHybrid()) { if (auto gm = hc->asHybrid()) {
result += *gm; result += *gm;
@ -198,11 +193,10 @@ HybridGaussianFactorGraph::collectProductFactor() const {
} }
/* ************************************************************************ */ /* ************************************************************************ */
static std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> static std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> continuousElimination(
continuousElimination(const HybridGaussianFactorGraph &factors, const HybridGaussianFactorGraph& factors, const Ordering& frontalKeys) {
const Ordering &frontalKeys) {
GaussianFactorGraph gfg; GaussianFactorGraph gfg;
for (auto &f : factors) { for (auto& f : factors) {
if (auto gf = dynamic_pointer_cast<GaussianFactor>(f)) { if (auto gf = dynamic_pointer_cast<GaussianFactor>(f)) {
gfg.push_back(gf); gfg.push_back(gf);
} else if (auto orphan = dynamic_pointer_cast<OrphanWrapper>(f)) { } else if (auto orphan = dynamic_pointer_cast<OrphanWrapper>(f)) {
@ -230,7 +224,7 @@ continuousElimination(const HybridGaussianFactorGraph &factors,
* @return AlgebraicDecisionTree<Key> * @return AlgebraicDecisionTree<Key>
*/ */
static AlgebraicDecisionTree<Key> probabilitiesFromNegativeLogValues( static AlgebraicDecisionTree<Key> probabilitiesFromNegativeLogValues(
const AlgebraicDecisionTree<Key> &logValues) { const AlgebraicDecisionTree<Key>& logValues) {
// Perform normalization // Perform normalization
double min_log = logValues.min(); double min_log = logValues.min();
AlgebraicDecisionTree<Key> probabilities = DecisionTree<Key, double>( AlgebraicDecisionTree<Key> probabilities = DecisionTree<Key, double>(
@ -241,18 +235,17 @@ static AlgebraicDecisionTree<Key> probabilitiesFromNegativeLogValues(
} }
/* ************************************************************************ */ /* ************************************************************************ */
static std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> static std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> discreteElimination(
discreteElimination(const HybridGaussianFactorGraph &factors, const HybridGaussianFactorGraph& factors, const Ordering& frontalKeys) {
const Ordering &frontalKeys) {
DiscreteFactorGraph dfg; DiscreteFactorGraph dfg;
for (auto &f : factors) { for (auto& f : factors) {
if (auto df = dynamic_pointer_cast<DiscreteFactor>(f)) { if (auto df = dynamic_pointer_cast<DiscreteFactor>(f)) {
dfg.push_back(df); dfg.push_back(df);
} else if (auto gmf = dynamic_pointer_cast<HybridGaussianFactor>(f)) { } else if (auto gmf = dynamic_pointer_cast<HybridGaussianFactor>(f)) {
// Case where we have a HybridGaussianFactor with no continuous keys. // Case where we have a HybridGaussianFactor with no continuous keys.
// In this case, compute discrete probabilities. // In this case, compute discrete probabilities.
auto logProbability = [&](const auto &pair) -> double { auto logProbability = [&](const auto& pair) -> double {
auto [factor, _] = pair; auto [factor, _] = pair;
if (!factor) return 0.0; if (!factor) return 0.0;
return factor->error(VectorValues()); return factor->error(VectorValues());
@ -262,8 +255,7 @@ discreteElimination(const HybridGaussianFactorGraph &factors,
AlgebraicDecisionTree<Key> probabilities = AlgebraicDecisionTree<Key> probabilities =
probabilitiesFromNegativeLogValues(logProbabilities); probabilitiesFromNegativeLogValues(logProbabilities);
dfg.emplace_shared<DecisionTreeFactor>(gmf->discreteKeys(), dfg.emplace_shared<DecisionTreeFactor>(gmf->discreteKeys(), probabilities);
probabilities);
} else if (auto orphan = dynamic_pointer_cast<OrphanWrapper>(f)) { } else if (auto orphan = dynamic_pointer_cast<OrphanWrapper>(f)) {
// Ignore orphaned clique. // Ignore orphaned clique.
@ -284,8 +276,8 @@ discreteElimination(const HybridGaussianFactorGraph &factors,
} }
/* ************************************************************************ */ /* ************************************************************************ */
using Result = std::pair<std::shared_ptr<GaussianConditional>, using Result = std::pair<std::shared_ptr<GaussianConditional>, GaussianFactor::shared_ptr>;
HybridGaussianFactor::sharedFactor>; using ResultTree = DecisionTree<Key, std::pair<Result, double>>;
/** /**
* Compute the probability p(μ;m) = exp(-error(μ;m)) * sqrt(det(2π Σ_m) * Compute the probability p(μ;m) = exp(-error(μ;m)) * sqrt(det(2π Σ_m)
@ -293,11 +285,10 @@ using Result = std::pair<std::shared_ptr<GaussianConditional>,
* The residual error contains no keys, and only * The residual error contains no keys, and only
* depends on the discrete separator if present. * depends on the discrete separator if present.
*/ */
static std::shared_ptr<Factor> createDiscreteFactor( static std::shared_ptr<Factor> createDiscreteFactor(const ResultTree& eliminationResults,
const DecisionTree<Key, Result> &eliminationResults, const DiscreteKeys& discreteSeparator) {
const DiscreteKeys &discreteSeparator) { auto negLogProbability = [&](const auto& pair) -> double {
auto negLogProbability = [&](const Result &pair) -> double { const auto& [conditional, factor] = pair.first;
const auto &[conditional, factor] = pair;
if (conditional && factor) { if (conditional && factor) {
static const VectorValues kEmpty; static const VectorValues kEmpty;
// If the factor is not null, it has no keys, just contains the residual. // If the factor is not null, it has no keys, just contains the residual.
@ -324,12 +315,11 @@ static std::shared_ptr<Factor> createDiscreteFactor(
// Create HybridGaussianFactor on the separator, taking care to correct // Create HybridGaussianFactor on the separator, taking care to correct
// for conditional constants. // for conditional constants.
static std::shared_ptr<Factor> createHybridGaussianFactor( static std::shared_ptr<Factor> createHybridGaussianFactor(const ResultTree& eliminationResults,
const DecisionTree<Key, Result> &eliminationResults, const DiscreteKeys& discreteSeparator) {
const DiscreteKeys &discreteSeparator) {
// Correct for the normalization constant used up by the conditional // Correct for the normalization constant used up by the conditional
auto correct = [&](const Result &pair) -> GaussianFactorValuePair { auto correct = [&](const auto& pair) -> GaussianFactorValuePair {
const auto &[conditional, factor] = pair; const auto& [conditional, factor] = pair.first;
if (conditional && factor) { if (conditional && factor) {
auto hf = std::dynamic_pointer_cast<HessianFactor>(factor); auto hf = std::dynamic_pointer_cast<HessianFactor>(factor);
if (!hf) throw std::runtime_error("Expected HessianFactor!"); if (!hf) throw std::runtime_error("Expected HessianFactor!");
@ -339,29 +329,27 @@ static std::shared_ptr<Factor> createHybridGaussianFactor(
const double negLogK = conditional->negLogConstant(); const double negLogK = conditional->negLogConstant();
hf->constantTerm() += -2.0 * negLogK; hf->constantTerm() += -2.0 * negLogK;
return {factor, negLogK}; return {factor, negLogK};
} else if (!conditional && !factor){ } else if (!conditional && !factor) {
return {nullptr, 0.0}; // TODO(frank): or should this be infinity? return {nullptr, 0.0}; // TODO(frank): or should this be infinity?
} else { } else {
throw std::runtime_error("createHybridGaussianFactors has mixed NULLs"); throw std::runtime_error("createHybridGaussianFactors has mixed NULLs");
} }
}; };
DecisionTree<Key, GaussianFactorValuePair> newFactors(eliminationResults, DecisionTree<Key, GaussianFactorValuePair> newFactors(eliminationResults, correct);
correct);
return std::make_shared<HybridGaussianFactor>(discreteSeparator, newFactors); return std::make_shared<HybridGaussianFactor>(discreteSeparator, newFactors);
} }
/* *******************************************************************************/ /* *******************************************************************************/
/// Get the discrete keys from the HybridGaussianFactorGraph as DiscreteKeys. /// Get the discrete keys from the HybridGaussianFactorGraph as DiscreteKeys.
static auto GetDiscreteKeys = static auto GetDiscreteKeys = [](const HybridGaussianFactorGraph& hfg) -> DiscreteKeys {
[](const HybridGaussianFactorGraph &hfg) -> DiscreteKeys {
const std::set<DiscreteKey> discreteKeySet = hfg.discreteKeys(); const std::set<DiscreteKey> discreteKeySet = hfg.discreteKeys();
return {discreteKeySet.begin(), discreteKeySet.end()}; return {discreteKeySet.begin(), discreteKeySet.end()};
}; };
/* *******************************************************************************/ /* *******************************************************************************/
std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>>
HybridGaussianFactorGraph::eliminate(const Ordering &keys) const { HybridGaussianFactorGraph::eliminate(const Ordering& keys) const {
// Since we eliminate all continuous variables first, // Since we eliminate all continuous variables first,
// the discrete separator will be *all* the discrete keys. // the discrete separator will be *all* the discrete keys.
DiscreteKeys discreteSeparator = GetDiscreteKeys(*this); DiscreteKeys discreteSeparator = GetDiscreteKeys(*this);
@ -377,9 +365,12 @@ HybridGaussianFactorGraph::eliminate(const Ordering &keys) const {
// This is the elimination method on the leaf nodes // This is the elimination method on the leaf nodes
bool someContinuousLeft = false; bool someContinuousLeft = false;
auto eliminate = [&](const GaussianFactorGraph &graph) -> Result { auto eliminate =
[&](const std::pair<GaussianFactorGraph, double>& pair) -> std::pair<Result, double> {
const auto& [graph, scalar] = pair;
if (graph.empty()) { if (graph.empty()) {
return {nullptr, nullptr}; return {{nullptr, nullptr}, 0.0};
} }
// Expensive elimination of product factor. // Expensive elimination of product factor.
@ -388,25 +379,24 @@ HybridGaussianFactorGraph::eliminate(const Ordering &keys) const {
// Record whether there any continuous variables left // Record whether there any continuous variables left
someContinuousLeft |= !result.second->empty(); someContinuousLeft |= !result.second->empty();
return result; return {result, scalar};
}; };
// Perform elimination! // Perform elimination!
DecisionTree<Key, Result> eliminationResults(prunedProductFactor, eliminate); ResultTree eliminationResults(prunedProductFactor, eliminate);
// If there are no more continuous parents we create a DiscreteFactor with the // If there are no more continuous parents we create a DiscreteFactor with the
// error for each discrete choice. Otherwise, create a HybridGaussianFactor // error for each discrete choice. Otherwise, create a HybridGaussianFactor
// on the separator, taking care to correct for conditional constants. // on the separator, taking care to correct for conditional constants.
auto newFactor = auto newFactor = someContinuousLeft
someContinuousLeft ? createHybridGaussianFactor(eliminationResults, discreteSeparator)
? createHybridGaussianFactor(eliminationResults, discreteSeparator) : createDiscreteFactor(eliminationResults, discreteSeparator);
: createDiscreteFactor(eliminationResults, discreteSeparator);
// Create the HybridGaussianConditional from the conditionals // Create the HybridGaussianConditional from the conditionals
HybridGaussianConditional::Conditionals conditionals( HybridGaussianConditional::Conditionals conditionals(
eliminationResults, [](const Result &pair) { return pair.first; }); eliminationResults, [](const auto& pair) { return pair.first.first; });
auto hybridGaussian = std::make_shared<HybridGaussianConditional>( auto hybridGaussian =
discreteSeparator, conditionals); std::make_shared<HybridGaussianConditional>(discreteSeparator, conditionals);
return {std::make_shared<HybridConditional>(hybridGaussian), newFactor}; return {std::make_shared<HybridConditional>(hybridGaussian), newFactor};
} }
@ -426,8 +416,7 @@ HybridGaussianFactorGraph::eliminate(const Ordering &keys) const {
* be INCORRECT and there will be NO error raised. * be INCORRECT and there will be NO error raised.
*/ */
std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> // std::pair<HybridConditional::shared_ptr, std::shared_ptr<Factor>> //
EliminateHybrid(const HybridGaussianFactorGraph &factors, EliminateHybrid(const HybridGaussianFactorGraph& factors, const Ordering& keys) {
const Ordering &keys) {
// NOTE: Because we are in the Conditional Gaussian regime there are only // NOTE: Because we are in the Conditional Gaussian regime there are only
// a few cases: // a few cases:
// 1. continuous variable, make a hybrid Gaussian conditional if there are // 1. continuous variable, make a hybrid Gaussian conditional if there are
@ -478,7 +467,7 @@ EliminateHybrid(const HybridGaussianFactorGraph &factors,
// 3. if not, we do hybrid elimination: // 3. if not, we do hybrid elimination:
bool only_discrete = true, only_continuous = true; bool only_discrete = true, only_continuous = true;
for (auto &&factor : factors) { for (auto&& factor : factors) {
if (auto hybrid_factor = std::dynamic_pointer_cast<HybridFactor>(factor)) { if (auto hybrid_factor = std::dynamic_pointer_cast<HybridFactor>(factor)) {
if (hybrid_factor->isDiscrete()) { if (hybrid_factor->isDiscrete()) {
only_continuous = false; only_continuous = false;
@ -489,11 +478,9 @@ EliminateHybrid(const HybridGaussianFactorGraph &factors,
only_discrete = false; only_discrete = false;
break; break;
} }
} else if (auto cont_factor = } else if (auto cont_factor = std::dynamic_pointer_cast<GaussianFactor>(factor)) {
std::dynamic_pointer_cast<GaussianFactor>(factor)) {
only_discrete = false; only_discrete = false;
} else if (auto discrete_factor = } else if (auto discrete_factor = std::dynamic_pointer_cast<DiscreteFactor>(factor)) {
std::dynamic_pointer_cast<DiscreteFactor>(factor)) {
only_continuous = false; only_continuous = false;
} }
} }
@ -514,10 +501,10 @@ EliminateHybrid(const HybridGaussianFactorGraph &factors,
/* ************************************************************************ */ /* ************************************************************************ */
AlgebraicDecisionTree<Key> HybridGaussianFactorGraph::errorTree( AlgebraicDecisionTree<Key> HybridGaussianFactorGraph::errorTree(
const VectorValues &continuousValues) const { const VectorValues& continuousValues) const {
AlgebraicDecisionTree<Key> result(0.0); AlgebraicDecisionTree<Key> result(0.0);
// Iterate over each factor. // Iterate over each factor.
for (auto &factor : factors_) { for (auto& factor : factors_) {
if (auto hf = std::dynamic_pointer_cast<HybridFactor>(factor)) { if (auto hf = std::dynamic_pointer_cast<HybridFactor>(factor)) {
// Add errorTree for hybrid factors, includes HybridGaussianConditionals! // Add errorTree for hybrid factors, includes HybridGaussianConditionals!
result = result + hf->errorTree(continuousValues); result = result + hf->errorTree(continuousValues);
@ -535,7 +522,7 @@ AlgebraicDecisionTree<Key> HybridGaussianFactorGraph::errorTree(
} }
/* ************************************************************************ */ /* ************************************************************************ */
double HybridGaussianFactorGraph::probPrime(const HybridValues &values) const { double HybridGaussianFactorGraph::probPrime(const HybridValues& values) const {
double error = this->error(values); double error = this->error(values);
// NOTE: The 0.5 term is handled by each factor // NOTE: The 0.5 term is handled by each factor
return std::exp(-error); return std::exp(-error);
@ -543,7 +530,7 @@ double HybridGaussianFactorGraph::probPrime(const HybridValues &values) const {
/* ************************************************************************ */ /* ************************************************************************ */
AlgebraicDecisionTree<Key> HybridGaussianFactorGraph::discretePosterior( AlgebraicDecisionTree<Key> HybridGaussianFactorGraph::discretePosterior(
const VectorValues &continuousValues) const { const VectorValues& continuousValues) const {
AlgebraicDecisionTree<Key> errors = this->errorTree(continuousValues); AlgebraicDecisionTree<Key> errors = this->errorTree(continuousValues);
AlgebraicDecisionTree<Key> p = errors.apply([](double error) { AlgebraicDecisionTree<Key> p = errors.apply([](double error) {
// NOTE: The 0.5 term is handled by each factor // NOTE: The 0.5 term is handled by each factor
@ -553,10 +540,9 @@ AlgebraicDecisionTree<Key> HybridGaussianFactorGraph::discretePosterior(
} }
/* ************************************************************************ */ /* ************************************************************************ */
GaussianFactorGraph HybridGaussianFactorGraph::choose( GaussianFactorGraph HybridGaussianFactorGraph::choose(const DiscreteValues& assignment) const {
const DiscreteValues &assignment) const {
GaussianFactorGraph gfg; GaussianFactorGraph gfg;
for (auto &&f : *this) { for (auto&& f : *this) {
if (auto gf = std::dynamic_pointer_cast<GaussianFactor>(f)) { if (auto gf = std::dynamic_pointer_cast<GaussianFactor>(f)) {
gfg.push_back(gf); gfg.push_back(gf);
} else if (auto gc = std::dynamic_pointer_cast<GaussianConditional>(f)) { } else if (auto gc = std::dynamic_pointer_cast<GaussianConditional>(f)) {

View File

@ -24,66 +24,64 @@
namespace gtsam { namespace gtsam {
static GaussianFactorGraph add(const GaussianFactorGraph &graph1, using Y = HybridGaussianProductFactor::Y;
const GaussianFactorGraph &graph2) {
auto result = graph1; static Y add(const Y& y1, const Y& y2) {
result.push_back(graph2); GaussianFactorGraph result = y1.first;
return result; result.push_back(y2.first);
return {result, y1.second + y2.second};
}; };
HybridGaussianProductFactor operator+(const HybridGaussianProductFactor &a, HybridGaussianProductFactor operator+(const HybridGaussianProductFactor& a,
const HybridGaussianProductFactor &b) { const HybridGaussianProductFactor& b) {
return a.empty() ? b : HybridGaussianProductFactor(a.apply(b, add)); return a.empty() ? b : HybridGaussianProductFactor(a.apply(b, add));
} }
HybridGaussianProductFactor HybridGaussianProductFactor::operator+( HybridGaussianProductFactor HybridGaussianProductFactor::operator+(
const HybridGaussianFactor &factor) const { const HybridGaussianFactor& factor) const {
return *this + factor.asProductFactor(); return *this + factor.asProductFactor();
} }
HybridGaussianProductFactor HybridGaussianProductFactor::operator+( HybridGaussianProductFactor HybridGaussianProductFactor::operator+(
const GaussianFactor::shared_ptr &factor) const { const GaussianFactor::shared_ptr& factor) const {
return *this + HybridGaussianProductFactor(factor); return *this + HybridGaussianProductFactor(factor);
} }
HybridGaussianProductFactor &HybridGaussianProductFactor::operator+=( HybridGaussianProductFactor& HybridGaussianProductFactor::operator+=(
const GaussianFactor::shared_ptr &factor) { const GaussianFactor::shared_ptr& factor) {
*this = *this + factor; *this = *this + factor;
return *this; return *this;
} }
HybridGaussianProductFactor & HybridGaussianProductFactor& HybridGaussianProductFactor::operator+=(
HybridGaussianProductFactor::operator+=(const HybridGaussianFactor &factor) { const HybridGaussianFactor& factor) {
*this = *this + factor; *this = *this + factor;
return *this; return *this;
} }
void HybridGaussianProductFactor::print(const std::string &s, void HybridGaussianProductFactor::print(const std::string& s, const KeyFormatter& formatter) const {
const KeyFormatter &formatter) const {
KeySet keys; KeySet keys;
auto printer = [&](const Y &graph) { auto printer = [&](const Y& y) {
if (keys.size() == 0) if (keys.empty()) keys = y.first.keys();
keys = graph.keys(); return "Graph of size " + std::to_string(y.first.size()) +
return "Graph of size " + std::to_string(graph.size()); ", scalar sum: " + std::to_string(y.second);
}; };
Base::print(s, formatter, printer); Base::print(s, formatter, printer);
if (keys.size() > 0) { if (!keys.empty()) {
std::stringstream ss; std::stringstream ss;
ss << s << " Keys:"; ss << s << " Keys:";
for (auto &&key : keys) for (auto&& key : keys) ss << " " << formatter(key);
ss << " " << formatter(key);
std::cout << ss.str() << "." << std::endl; std::cout << ss.str() << "." << std::endl;
} }
} }
HybridGaussianProductFactor HybridGaussianProductFactor::removeEmpty() const { HybridGaussianProductFactor HybridGaussianProductFactor::removeEmpty() const {
auto emptyGaussian = [](const GaussianFactorGraph &graph) { auto emptyGaussian = [](const Y& y) {
bool hasNull = bool hasNull = std::any_of(
std::any_of(graph.begin(), graph.end(), y.first.begin(), y.first.end(), [](const GaussianFactor::shared_ptr& ptr) { return !ptr; });
[](const GaussianFactor::shared_ptr &ptr) { return !ptr; }); return hasNull ? Y{GaussianFactorGraph(), 0.0} : y;
return hasNull ? GaussianFactorGraph() : graph;
}; };
return {Base(*this, emptyGaussian)}; return {Base(*this, emptyGaussian)};
} }
} // namespace gtsam } // namespace gtsam

View File

@ -26,10 +26,11 @@ namespace gtsam {
class HybridGaussianFactor; class HybridGaussianFactor;
/// Alias for DecisionTree of GaussianFactorGraphs /// Alias for DecisionTree of GaussianFactorGraphs and their scalar sums
class HybridGaussianProductFactor : public DecisionTree<Key, GaussianFactorGraph> { class HybridGaussianProductFactor
: public DecisionTree<Key, std::pair<GaussianFactorGraph, double>> {
public: public:
using Y = GaussianFactorGraph; using Y = std::pair<GaussianFactorGraph, double>;
using Base = DecisionTree<Key, Y>; using Base = DecisionTree<Key, Y>;
/// @name Constructors /// @name Constructors
@ -44,7 +45,8 @@ class HybridGaussianProductFactor : public DecisionTree<Key, GaussianFactorGraph
* @param factor Shared pointer to the factor * @param factor Shared pointer to the factor
*/ */
template <class FACTOR> template <class FACTOR>
HybridGaussianProductFactor(const std::shared_ptr<FACTOR>& factor) : Base(Y{factor}) {} HybridGaussianProductFactor(const std::shared_ptr<FACTOR>& factor)
: Base(Y{GaussianFactorGraph{factor}, 0.0}) {}
/** /**
* @brief Construct from DecisionTree * @brief Construct from DecisionTree
@ -88,7 +90,9 @@ class HybridGaussianProductFactor : public DecisionTree<Key, GaussianFactorGraph
* @return true if equal, false otherwise * @return true if equal, false otherwise
*/ */
bool equals(const HybridGaussianProductFactor& other, double tol = 1e-9) const { bool equals(const HybridGaussianProductFactor& other, double tol = 1e-9) const {
return Base::equals(other, [tol](const Y& a, const Y& b) { return a.equals(b, tol); }); return Base::equals(other, [tol](const Y& a, const Y& b) {
return a.first.equals(b.first, tol) && std::abs(a.second - b.second) < tol;
});
} }
/// @} /// @}
@ -101,9 +105,9 @@ class HybridGaussianProductFactor : public DecisionTree<Key, GaussianFactorGraph
* @return A new HybridGaussianProductFactor with empty GaussianFactorGraphs removed * @return A new HybridGaussianProductFactor with empty GaussianFactorGraphs removed
* *
* If any GaussianFactorGraph in the decision tree contains a nullptr, convert * If any GaussianFactorGraph in the decision tree contains a nullptr, convert
* that leaf to an empty GaussianFactorGraph. This is needed because the DecisionTree * that leaf to an empty GaussianFactorGraph with zero scalar sum. This is needed because the
* will otherwise create a GaussianFactorGraph with a single (null) factor, * DecisionTree will otherwise create a GaussianFactorGraph with a single (null) factor, which
* which doesn't register as null. * doesn't register as null.
*/ */
HybridGaussianProductFactor removeEmpty() const; HybridGaussianProductFactor removeEmpty() const;

View File

@ -46,6 +46,7 @@
#include "Switching.h" #include "Switching.h"
#include "TinyHybridExample.h" #include "TinyHybridExample.h"
#include "gtsam/linear/GaussianFactorGraph.h"
using namespace std; using namespace std;
using namespace gtsam; using namespace gtsam;
@ -73,8 +74,7 @@ TEST(HybridGaussianFactorGraph, Creation) {
HybridGaussianConditional gm( HybridGaussianConditional gm(
m0, m0,
{std::make_shared<GaussianConditional>(X(0), Z_3x1, I_3x3, X(1), I_3x3), {std::make_shared<GaussianConditional>(X(0), Z_3x1, I_3x3, X(1), I_3x3),
std::make_shared<GaussianConditional>(X(0), Vector3::Ones(), I_3x3, X(1), std::make_shared<GaussianConditional>(X(0), Vector3::Ones(), I_3x3, X(1), I_3x3)});
I_3x3)});
hfg.add(gm); hfg.add(gm);
EXPECT_LONGS_EQUAL(2, hfg.size()); EXPECT_LONGS_EQUAL(2, hfg.size());
@ -99,7 +99,7 @@ std::vector<GaussianFactor::shared_ptr> components(Key key) {
return {std::make_shared<JacobianFactor>(key, I_3x3, Z_3x1), return {std::make_shared<JacobianFactor>(key, I_3x3, Z_3x1),
std::make_shared<JacobianFactor>(key, I_3x3, Vector3::Ones())}; std::make_shared<JacobianFactor>(key, I_3x3, Vector3::Ones())};
} }
} // namespace two } // namespace two
/* ************************************************************************* */ /* ************************************************************************* */
TEST(HybridGaussianFactorGraph, hybridEliminationOneFactor) { TEST(HybridGaussianFactorGraph, hybridEliminationOneFactor) {
@ -239,16 +239,16 @@ TEST(HybridGaussianFactorGraph, Conditionals) {
Switching switching(4); Switching switching(4);
HybridGaussianFactorGraph hfg; HybridGaussianFactorGraph hfg;
hfg.push_back(switching.linearizedFactorGraph.at(0)); // P(X0) hfg.push_back(switching.linearizedFactorGraph.at(0)); // P(X0)
Ordering ordering; Ordering ordering;
ordering.push_back(X(0)); ordering.push_back(X(0));
HybridBayesNet::shared_ptr bayes_net = hfg.eliminateSequential(ordering); HybridBayesNet::shared_ptr bayes_net = hfg.eliminateSequential(ordering);
HybridGaussianFactorGraph hfg2; HybridGaussianFactorGraph hfg2;
hfg2.push_back(*bayes_net); // P(X0) hfg2.push_back(*bayes_net); // P(X0)
hfg2.push_back(switching.linearizedFactorGraph.at(1)); // P(X0, X1 | M0) hfg2.push_back(switching.linearizedFactorGraph.at(1)); // P(X0, X1 | M0)
hfg2.push_back(switching.linearizedFactorGraph.at(2)); // P(X1, X2 | M1) hfg2.push_back(switching.linearizedFactorGraph.at(2)); // P(X1, X2 | M1)
hfg2.push_back(switching.linearizedFactorGraph.at(5)); // P(M1) hfg2.push_back(switching.linearizedFactorGraph.at(5)); // P(M1)
ordering += X(1), X(2), M(0), M(1); ordering += X(1), X(2), M(0), M(1);
// Created product of first two factors and check eliminate: // Created product of first two factors and check eliminate:
@ -282,8 +282,7 @@ TEST(HybridGaussianFactorGraph, Conditionals) {
expected_continuous.insert<double>(X(1), 1); expected_continuous.insert<double>(X(1), 1);
expected_continuous.insert<double>(X(2), 2); expected_continuous.insert<double>(X(2), 2);
expected_continuous.insert<double>(X(3), 4); expected_continuous.insert<double>(X(3), 4);
Values result_continuous = Values result_continuous = switching.linearizationPoint.retract(result.continuous());
switching.linearizationPoint.retract(result.continuous());
EXPECT(assert_equal(expected_continuous, result_continuous)); EXPECT(assert_equal(expected_continuous, result_continuous));
DiscreteValues expected_discrete; DiscreteValues expected_discrete;
@ -318,7 +317,7 @@ TEST(HybridGaussianFactorGraph, ErrorAndProbPrimeTree) {
// ϕ(x0) ϕ(x0,x1,m0) ϕ(x1,x2,m1) ϕ(x0;z0) ϕ(x1;z1) ϕ(x2;z2) ϕ(m0) ϕ(m0,m1) // ϕ(x0) ϕ(x0,x1,m0) ϕ(x1,x2,m1) ϕ(x0;z0) ϕ(x1;z1) ϕ(x2;z2) ϕ(m0) ϕ(m0,m1)
Switching s(3); Switching s(3);
const HybridGaussianFactorGraph &graph = s.linearizedFactorGraph; const HybridGaussianFactorGraph& graph = s.linearizedFactorGraph;
const HybridBayesNet::shared_ptr hybridBayesNet = graph.eliminateSequential(); const HybridBayesNet::shared_ptr hybridBayesNet = graph.eliminateSequential();
@ -376,19 +375,18 @@ TEST(HybridGaussianFactorGraph, IncrementalErrorTree) {
auto error_tree2 = graph.errorTree(delta.continuous()); auto error_tree2 = graph.errorTree(delta.continuous());
// regression // regression
leaves = {0.50985198, 0.0097577296, 0.50009425, 0, leaves = {
0.52922138, 0.029127133, 0.50985105, 0.0097567964}; 0.50985198, 0.0097577296, 0.50009425, 0, 0.52922138, 0.029127133, 0.50985105, 0.0097567964};
AlgebraicDecisionTree<Key> expected_error2(s.modes, leaves); AlgebraicDecisionTree<Key> expected_error2(s.modes, leaves);
EXPECT(assert_equal(expected_error, error_tree, 1e-7)); EXPECT(assert_equal(expected_error, error_tree, 1e-7));
} }
/* ****************************************************************************/ /* ****************************************************************************/
// Check that assembleGraphTree assembles Gaussian factor graphs for each // Check that collectProductFactor works correctly.
// assignment.
TEST(HybridGaussianFactorGraph, collectProductFactor) { TEST(HybridGaussianFactorGraph, collectProductFactor) {
const int num_measurements = 1; const int num_measurements = 1;
auto fg = tiny::createHybridGaussianFactorGraph( VectorValues vv{{Z(0), Vector1(5.0)}};
num_measurements, VectorValues{{Z(0), Vector1(5.0)}}); auto fg = tiny::createHybridGaussianFactorGraph(num_measurements, vv);
EXPECT_LONGS_EQUAL(3, fg.size()); EXPECT_LONGS_EQUAL(3, fg.size());
// Assemble graph tree: // Assemble graph tree:
@ -411,23 +409,26 @@ TEST(HybridGaussianFactorGraph, collectProductFactor) {
DiscreteValues d0{{M(0), 0}}, d1{{M(0), 1}}; DiscreteValues d0{{M(0), 0}}, d1{{M(0), 1}};
// Expected decision tree with two factor graphs: // Expected decision tree with two factor graphs:
// f(x0;mode=0)P(x0) and f(x0;mode=1)P(x0) // f(x0;mode=0)P(x0)
HybridGaussianProductFactor expected{ GaussianFactorGraph expectedFG0{(*hybrid)(d0), prior};
{M(0), GaussianFactorGraph(std::vector<GF>{(*hybrid)(d0), prior}), EXPECT(assert_equal(expectedFG0, actual(d0).first, 1e-5));
GaussianFactorGraph(std::vector<GF>{(*hybrid)(d1), prior})}}; EXPECT(assert_equal(0.0, actual(d0).second, 1e-5));
EXPECT(assert_equal(expected(d0), actual(d0), 1e-5)); // f(x0;mode=1)P(x0)
EXPECT(assert_equal(expected(d1), actual(d1), 1e-5)); GaussianFactorGraph expectedFG1{(*hybrid)(d1), prior};
EXPECT(assert_equal(expectedFG1, actual(d1).first, 1e-5));
EXPECT(assert_equal(1.79176, actual(d1).second, 1e-5));
} }
/* ****************************************************************************/ /* ****************************************************************************/
// Check that the factor graph unnormalized probability is proportional to the // Check that the factor graph unnormalized probability is proportional to the
// Bayes net probability for the given measurements. // Bayes net probability for the given measurements.
bool bool ratioTest(const HybridBayesNet& bn,
ratioTest(const HybridBayesNet &bn, const VectorValues &measurements, const VectorValues& measurements,
const HybridGaussianFactorGraph &fg, size_t num_samples = 100) { const HybridGaussianFactorGraph& fg,
auto compute_ratio = [&](HybridValues *sample) -> double { size_t num_samples = 100) {
sample->update(measurements); // update sample with given measurements: auto compute_ratio = [&](HybridValues* sample) -> double {
sample->update(measurements); // update sample with given measurements:
return bn.evaluate(*sample) / fg.probPrime(*sample); return bn.evaluate(*sample) / fg.probPrime(*sample);
}; };
@ -437,8 +438,7 @@ TEST(HybridGaussianFactorGraph, collectProductFactor) {
// Test ratios for a number of independent samples: // Test ratios for a number of independent samples:
for (size_t i = 0; i < num_samples; i++) { for (size_t i = 0; i < num_samples; i++) {
HybridValues sample = bn.sample(&kRng); HybridValues sample = bn.sample(&kRng);
if (std::abs(expected_ratio - compute_ratio(&sample)) > 1e-6) if (std::abs(expected_ratio - compute_ratio(&sample)) > 1e-6) return false;
return false;
} }
return true; return true;
} }
@ -446,10 +446,12 @@ TEST(HybridGaussianFactorGraph, collectProductFactor) {
/* ****************************************************************************/ /* ****************************************************************************/
// Check that the bayes net unnormalized probability is proportional to the // Check that the bayes net unnormalized probability is proportional to the
// Bayes net probability for the given measurements. // Bayes net probability for the given measurements.
bool ratioTest(const HybridBayesNet &bn, const VectorValues &measurements, bool ratioTest(const HybridBayesNet& bn,
const HybridBayesNet &posterior, size_t num_samples = 100) { const VectorValues& measurements,
auto compute_ratio = [&](HybridValues *sample) -> double { const HybridBayesNet& posterior,
sample->update(measurements); // update sample with given measurements: size_t num_samples = 100) {
auto compute_ratio = [&](HybridValues* sample) -> double {
sample->update(measurements); // update sample with given measurements:
return bn.evaluate(*sample) / posterior.evaluate(*sample); return bn.evaluate(*sample) / posterior.evaluate(*sample);
}; };
@ -461,8 +463,7 @@ bool ratioTest(const HybridBayesNet &bn, const VectorValues &measurements,
HybridValues sample = bn.sample(&kRng); HybridValues sample = bn.sample(&kRng);
// GTSAM_PRINT(sample); // GTSAM_PRINT(sample);
// std::cout << "ratio: " << compute_ratio(&sample) << std::endl; // std::cout << "ratio: " << compute_ratio(&sample) << std::endl;
if (std::abs(expected_ratio - compute_ratio(&sample)) > 1e-6) if (std::abs(expected_ratio - compute_ratio(&sample)) > 1e-6) return false;
return false;
} }
return true; return true;
} }
@ -484,10 +485,10 @@ TEST(HybridGaussianFactorGraph, EliminateTiny1) {
// Create hybrid Gaussian factor on X(0). // Create hybrid Gaussian factor on X(0).
using tiny::mode; using tiny::mode;
// regression, but mean checked to be 5.0 in both cases: // regression, but mean checked to be 5.0 in both cases:
const auto conditional0 = std::make_shared<GaussianConditional>( const auto conditional0 =
X(0), Vector1(14.1421), I_1x1 * 2.82843), std::make_shared<GaussianConditional>(X(0), Vector1(14.1421), I_1x1 * 2.82843),
conditional1 = std::make_shared<GaussianConditional>( conditional1 =
X(0), Vector1(10.1379), I_1x1 * 2.02759); std::make_shared<GaussianConditional>(X(0), Vector1(10.1379), I_1x1 * 2.02759);
expectedBayesNet.emplace_shared<HybridGaussianConditional>( expectedBayesNet.emplace_shared<HybridGaussianConditional>(
mode, std::vector{conditional0, conditional1}); mode, std::vector{conditional0, conditional1});
@ -515,8 +516,7 @@ TEST(HybridGaussianFactorGraph, EliminateTiny1Swapped) {
bn.emplace_shared<HybridGaussianConditional>(m1, Z(0), I_1x1, X(0), parms); bn.emplace_shared<HybridGaussianConditional>(m1, Z(0), I_1x1, X(0), parms);
// Create prior on X(0). // Create prior on X(0).
bn.push_back( bn.push_back(GaussianConditional::sharedMeanAndStddev(X(0), Vector1(5.0), 0.5));
GaussianConditional::sharedMeanAndStddev(X(0), Vector1(5.0), 0.5));
// Add prior on m1. // Add prior on m1.
bn.emplace_shared<DiscreteConditional>(m1, "1/1"); bn.emplace_shared<DiscreteConditional>(m1, "1/1");
@ -534,10 +534,10 @@ TEST(HybridGaussianFactorGraph, EliminateTiny1Swapped) {
// Create hybrid Gaussian factor on X(0). // Create hybrid Gaussian factor on X(0).
// regression, but mean checked to be 5.0 in both cases: // regression, but mean checked to be 5.0 in both cases:
const auto conditional0 = std::make_shared<GaussianConditional>( const auto conditional0 =
X(0), Vector1(10.1379), I_1x1 * 2.02759), std::make_shared<GaussianConditional>(X(0), Vector1(10.1379), I_1x1 * 2.02759),
conditional1 = std::make_shared<GaussianConditional>( conditional1 =
X(0), Vector1(14.1421), I_1x1 * 2.82843); std::make_shared<GaussianConditional>(X(0), Vector1(14.1421), I_1x1 * 2.82843);
expectedBayesNet.emplace_shared<HybridGaussianConditional>( expectedBayesNet.emplace_shared<HybridGaussianConditional>(
m1, std::vector{conditional0, conditional1}); m1, std::vector{conditional0, conditional1});
@ -570,10 +570,10 @@ TEST(HybridGaussianFactorGraph, EliminateTiny2) {
// Create hybrid Gaussian factor on X(0). // Create hybrid Gaussian factor on X(0).
using tiny::mode; using tiny::mode;
// regression, but mean checked to be 5.0 in both cases: // regression, but mean checked to be 5.0 in both cases:
const auto conditional0 = std::make_shared<GaussianConditional>( const auto conditional0 =
X(0), Vector1(17.3205), I_1x1 * 3.4641), std::make_shared<GaussianConditional>(X(0), Vector1(17.3205), I_1x1 * 3.4641),
conditional1 = std::make_shared<GaussianConditional>( conditional1 =
X(0), Vector1(10.274), I_1x1 * 2.0548); std::make_shared<GaussianConditional>(X(0), Vector1(10.274), I_1x1 * 2.0548);
expectedBayesNet.emplace_shared<HybridGaussianConditional>( expectedBayesNet.emplace_shared<HybridGaussianConditional>(
mode, std::vector{conditional0, conditional1}); mode, std::vector{conditional0, conditional1});
@ -617,27 +617,25 @@ TEST(HybridGaussianFactorGraph, EliminateSwitchingNetwork) {
// NOTE: we add reverse topological so we can sample from the Bayes net.: // NOTE: we add reverse topological so we can sample from the Bayes net.:
// Add measurements: // Add measurements:
std::vector<std::pair<Vector, double>> measurementModels{{Z_1x1, 3}, std::vector<std::pair<Vector, double>> measurementModels{{Z_1x1, 3}, {Z_1x1, 0.5}};
{Z_1x1, 0.5}};
for (size_t t : {0, 1, 2}) { for (size_t t : {0, 1, 2}) {
// Create hybrid Gaussian factor on Z(t) conditioned on X(t) and mode N(t): // Create hybrid Gaussian factor on Z(t) conditioned on X(t) and mode N(t):
const auto noise_mode_t = DiscreteKey{N(t), 2}; const auto noise_mode_t = DiscreteKey{N(t), 2};
bn.emplace_shared<HybridGaussianConditional>(noise_mode_t, Z(t), I_1x1, bn.emplace_shared<HybridGaussianConditional>(
X(t), measurementModels); noise_mode_t, Z(t), I_1x1, X(t), measurementModels);
// Create prior on discrete mode N(t): // Create prior on discrete mode N(t):
bn.emplace_shared<DiscreteConditional>(noise_mode_t, "20/80"); bn.emplace_shared<DiscreteConditional>(noise_mode_t, "20/80");
} }
// Add motion models. TODO(frank): why are they exactly the same? // Add motion models. TODO(frank): why are they exactly the same?
std::vector<std::pair<Vector, double>> motionModels{{Z_1x1, 0.2}, std::vector<std::pair<Vector, double>> motionModels{{Z_1x1, 0.2}, {Z_1x1, 0.2}};
{Z_1x1, 0.2}};
for (size_t t : {2, 1}) { for (size_t t : {2, 1}) {
// Create hybrid Gaussian factor on X(t) conditioned on X(t-1) // Create hybrid Gaussian factor on X(t) conditioned on X(t-1)
// and mode M(t-1): // and mode M(t-1):
const auto motion_model_t = DiscreteKey{M(t), 2}; const auto motion_model_t = DiscreteKey{M(t), 2};
bn.emplace_shared<HybridGaussianConditional>(motion_model_t, X(t), I_1x1, bn.emplace_shared<HybridGaussianConditional>(
X(t - 1), motionModels); motion_model_t, X(t), I_1x1, X(t - 1), motionModels);
// Create prior on motion model M(t): // Create prior on motion model M(t):
bn.emplace_shared<DiscreteConditional>(motion_model_t, "40/60"); bn.emplace_shared<DiscreteConditional>(motion_model_t, "40/60");
@ -650,8 +648,7 @@ TEST(HybridGaussianFactorGraph, EliminateSwitchingNetwork) {
EXPECT_LONGS_EQUAL(6, bn.sample().continuous().size()); EXPECT_LONGS_EQUAL(6, bn.sample().continuous().size());
// Create measurements consistent with moving right every time: // Create measurements consistent with moving right every time:
const VectorValues measurements{ const VectorValues measurements{{Z(0), Vector1(0.0)}, {Z(1), Vector1(1.0)}, {Z(2), Vector1(2.0)}};
{Z(0), Vector1(0.0)}, {Z(1), Vector1(1.0)}, {Z(2), Vector1(2.0)}};
const HybridGaussianFactorGraph fg = bn.toFactorGraph(measurements); const HybridGaussianFactorGraph fg = bn.toFactorGraph(measurements);
// Factor graph is: // Factor graph is:

View File

@ -16,11 +16,11 @@
* @date October 2024 * @date October 2024
*/ */
#include "gtsam/inference/Key.h"
#include <gtsam/base/Testable.h> #include <gtsam/base/Testable.h>
#include <gtsam/base/TestableAssertions.h> #include <gtsam/base/TestableAssertions.h>
#include <gtsam/hybrid/HybridGaussianFactor.h> #include <gtsam/hybrid/HybridGaussianFactor.h>
#include <gtsam/hybrid/HybridGaussianProductFactor.h> #include <gtsam/hybrid/HybridGaussianProductFactor.h>
#include <gtsam/inference/Key.h>
#include <gtsam/inference/Symbol.h> #include <gtsam/inference/Symbol.h>
#include <gtsam/linear/GaussianConditional.h> #include <gtsam/linear/GaussianConditional.h>
#include <gtsam/linear/JacobianFactor.h> #include <gtsam/linear/JacobianFactor.h>
@ -39,29 +39,27 @@ using symbol_shorthand::X;
namespace examples { namespace examples {
static const DiscreteKey m1(M(1), 2), m2(M(2), 3); static const DiscreteKey m1(M(1), 2), m2(M(2), 3);
auto A1 = Matrix::Zero(2, 1); const auto A1 = Matrix::Zero(2, 1);
auto A2 = Matrix::Zero(2, 2); const auto A2 = Matrix::Zero(2, 2);
auto b = Matrix::Zero(2, 1); const auto b = Matrix::Zero(2, 1);
auto f10 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b); const auto f10 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b);
auto f11 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b); const auto f11 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b);
const HybridGaussianFactor hybridFactorA(m1, {{f10, 10}, {f11, 11}});
auto A3 = Matrix::Zero(2, 3); const auto A3 = Matrix::Zero(2, 3);
auto f20 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b); const auto f20 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b);
auto f21 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b); const auto f21 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b);
auto f22 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b); const auto f22 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b);
HybridGaussianFactor hybridFactorA(m1, {f10, f11}); const HybridGaussianFactor hybridFactorB(m2, {{f20, 20}, {f21, 21}, {f22, 22}});
HybridGaussianFactor hybridFactorB(m2, {f20, f21, f22});
// Simulate a pruned hybrid factor, in this case m2==1 is nulled out. // Simulate a pruned hybrid factor, in this case m2==1 is nulled out.
HybridGaussianFactor prunedFactorB(m2, {f20, nullptr, f22}); const HybridGaussianFactor prunedFactorB(m2, {{f20, 20}, {nullptr, 1000}, {f22, 22}});
} // namespace examples } // namespace examples
/* ************************************************************************* */ /* ************************************************************************* */
// Constructor // Constructor
TEST(HybridGaussianProductFactor, Construct) { TEST(HybridGaussianProductFactor, Construct) { HybridGaussianProductFactor product; }
HybridGaussianProductFactor product;
}
/* ************************************************************************* */ /* ************************************************************************* */
// Add two Gaussian factors and check only one leaf in tree // Add two Gaussian factors and check only one leaf in tree
@ -80,9 +78,10 @@ TEST(HybridGaussianProductFactor, AddTwoGaussianFactors) {
auto leaf = product(Assignment<Key>()); auto leaf = product(Assignment<Key>());
// Check that the leaf contains both factors // Check that the leaf contains both factors
EXPECT_LONGS_EQUAL(2, leaf.size()); EXPECT_LONGS_EQUAL(2, leaf.first.size());
EXPECT(leaf.at(0) == f10); EXPECT(leaf.first.at(0) == f10);
EXPECT(leaf.at(1) == f11); EXPECT(leaf.first.at(1) == f11);
EXPECT_DOUBLES_EQUAL(0, leaf.second, 1e-9);
} }
/* ************************************************************************* */ /* ************************************************************************* */
@ -107,9 +106,10 @@ TEST(HybridGaussianProductFactor, AddTwoGaussianConditionals) {
auto leaf = product(Assignment<Key>()); auto leaf = product(Assignment<Key>());
// Check that the leaf contains both conditionals // Check that the leaf contains both conditionals
EXPECT_LONGS_EQUAL(2, leaf.size()); EXPECT_LONGS_EQUAL(2, leaf.first.size());
EXPECT(leaf.at(0) == gc1); EXPECT(leaf.first.at(0) == gc1);
EXPECT(leaf.at(1) == gc2); EXPECT(leaf.first.at(1) == gc2);
EXPECT_DOUBLES_EQUAL(0, leaf.second, 1e-9);
} }
/* ************************************************************************* */ /* ************************************************************************* */
@ -120,9 +120,12 @@ TEST(HybridGaussianProductFactor, AsProductFactor) {
// Let's check that this worked: // Let's check that this worked:
Assignment<Key> mode; Assignment<Key> mode;
mode[m1.first] = 1; mode[m1.first] = 0;
auto actual = product(mode); auto actual = product(mode);
EXPECT(actual.at(0) == f11); EXPECT(actual.first.at(0) == f10);
EXPECT_DOUBLES_EQUAL(10, actual.second, 1e-9);
// TODO(Frank): when killed hiding, f11 should also be there
} }
/* ************************************************************************* */ /* ************************************************************************* */
@ -134,9 +137,12 @@ TEST(HybridGaussianProductFactor, AddOne) {
// Let's check that this worked: // Let's check that this worked:
Assignment<Key> mode; Assignment<Key> mode;
mode[m1.first] = 1; mode[m1.first] = 0;
auto actual = product(mode); auto actual = product(mode);
EXPECT(actual.at(0) == f11); EXPECT(actual.first.at(0) == f10);
EXPECT_DOUBLES_EQUAL(10, actual.second, 1e-9);
// TODO(Frank): when killed hiding, f11 should also be there
} }
/* ************************************************************************* */ /* ************************************************************************* */
@ -152,12 +158,15 @@ TEST(HybridGaussianProductFactor, AddTwo) {
// Let's check that this worked: // Let's check that this worked:
auto actual00 = product({{M(1), 0}, {M(2), 0}}); auto actual00 = product({{M(1), 0}, {M(2), 0}});
EXPECT(actual00.at(0) == f10); EXPECT(actual00.first.at(0) == f10);
EXPECT(actual00.at(1) == f20); EXPECT(actual00.first.at(1) == f20);
EXPECT_DOUBLES_EQUAL(10 + 20, actual00.second, 1e-9);
auto actual12 = product({{M(1), 1}, {M(2), 2}}); auto actual12 = product({{M(1), 1}, {M(2), 2}});
EXPECT(actual12.at(0) == f11); // TODO(Frank): when killed hiding, these should also equal:
EXPECT(actual12.at(1) == f22); // EXPECT(actual12.first.at(0) == f11);
// EXPECT(actual12.first.at(1) == f22);
EXPECT_DOUBLES_EQUAL(11 + 22, actual12.second, 1e-9);
} }
/* ************************************************************************* */ /* ************************************************************************* */