new iSAM2 alg, still failing...
parent
89061cd953
commit
5a2e620520
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@ -279,7 +279,6 @@ namespace gtsam {
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}
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}
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/*
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template<class Conditional, class Config>
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template<class Conditional, class Config>
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void ISAM2<Conditional, Config>::linear_update(const FactorGraph<GaussianFactor>& newFactors) {
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void ISAM2<Conditional, Config>::linear_update(const FactorGraph<GaussianFactor>& newFactors) {
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@ -289,7 +288,7 @@ namespace gtsam {
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// (a) For each affected variable, remove the corresponding clique and all parents up to the root.
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// (a) For each affected variable, remove the corresponding clique and all parents up to the root.
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// (b) Store orphaned sub-trees \BayesTree_{O} of removed cliques.
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// (b) Store orphaned sub-trees \BayesTree_{O} of removed cliques.
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const list<Symbol> newKeys = newFactors.keys();
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const list<Symbol> newKeys = newFactors.keys();
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Cliques& orphans;
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Cliques orphans;
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BayesNet<GaussianConditional> affectedBayesNet;
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BayesNet<GaussianConditional> affectedBayesNet;
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this->removeTop(newKeys, affectedBayesNet, orphans);
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this->removeTop(newKeys, affectedBayesNet, orphans);
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FactorGraph<GaussianFactor> factors(affectedBayesNet);
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FactorGraph<GaussianFactor> factors(affectedBayesNet);
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@ -331,7 +330,23 @@ namespace gtsam {
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// Output: BayesTree(this)
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// Output: BayesTree(this)
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}
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}
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*/
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template<class Conditional, class Config>
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void ISAM2<Conditional, Config>::find_all(sharedClique clique, list<Symbol>& keys, const list<Symbol>& marked) {
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// does the separator contain any of the variables?
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bool found = false;
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BOOST_FOREACH(const Symbol& key, clique->separator_) {
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if (find(marked.begin(), marked.end(), key) != marked.end())
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found = true;
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}
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if (found) {
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// then add this clique
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keys.push_back(clique->keys().front());
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}
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BOOST_FOREACH(const sharedClique& child, clique->children_) {
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find_all(child, keys, marked);
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}
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}
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template<class Conditional, class Config>
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template<class Conditional, class Config>
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void ISAM2<Conditional, Config>::fluid_relinearization(double relinearize_threshold) {
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void ISAM2<Conditional, Config>::fluid_relinearization(double relinearize_threshold) {
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@ -339,7 +354,7 @@ namespace gtsam {
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// Input: nonlinear factors factors_, linearization point theta_, Bayes tree (this), delta_
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// Input: nonlinear factors factors_, linearization point theta_, Bayes tree (this), delta_
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// 1. Mark variables in \Delta above threshold \beta: J=\{\Delta_{j}\in\Delta|\Delta_{j}\geq\beta\}.
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// 1. Mark variables in \Delta above threshold \beta: J=\{\Delta_{j}\in\Delta|\Delta_{j}\geq\beta\}.
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std::list<Symbol> marked;
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list<Symbol> marked;
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VectorConfig deltaMarked;
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VectorConfig deltaMarked;
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for (VectorConfig::const_iterator it = delta_.begin(); it!=delta_.end(); it++) {
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for (VectorConfig::const_iterator it = delta_.begin(); it!=delta_.end(); it++) {
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Symbol key = it->first;
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Symbol key = it->first;
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@ -355,10 +370,55 @@ namespace gtsam {
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// 3. Mark all cliques that involve marked variables \Theta_{J} and all their ancestors.
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// 3. Mark all cliques that involve marked variables \Theta_{J} and all their ancestors.
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// mark all cliques that involve marked variables
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list<Symbol> affectedSymbols(marked); // add all marked
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find_all(this->root(), affectedSymbols, marked); // add other cliques that have the marked ones in the separator
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// 4. From the leaves to the top, if a clique is marked:
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// 4. From the leaves to the top, if a clique is marked:
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// re-linearize the original factors in \Factors associated with the clique,
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// re-linearize the original factors in \Factors associated with the clique,
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// add the cached marginal factors from its children, and re-eliminate.
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// add the cached marginal factors from its children, and re-eliminate.
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// todo: for simplicity, currently simply remove the top and recreate it using the original ordering
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Cliques orphans;
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BayesNet<GaussianConditional> affectedBayesNet;
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this->removeTop(affectedSymbols, affectedBayesNet, orphans);
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// remember original ordering
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// Ordering original_ordering = affectedBayesNet.ordering();
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boost::shared_ptr<GaussianFactorGraph> factors;
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// ordering provides all keys in conditionals, there cannot be others because path to root included
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set<Symbol> affectedKeys;
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list<Symbol> tmp = affectedBayesNet.ordering();
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affectedKeys.insert(tmp.begin(), tmp.end());
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factors = relinearizeAffectedFactors(affectedKeys);
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Ordering original_ordering = factors->getOrdering(); // todo - hack
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// add the cached intermediate results from the boundary of the orphans ...
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FactorGraph<GaussianFactor> cachedBoundary = getCachedBoundaryFactors(orphans);
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factors->push_back(cachedBoundary);
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// eliminate into a Bayes net
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BayesNet<Conditional> bayesNet = _eliminate(*factors, cached_, original_ordering);
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// Create Index from ordering
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IndexTable<Symbol> index(original_ordering);
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// insert conditionals back in, straight into the topless bayesTree
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typename BayesNet<Conditional>::const_reverse_iterator rit;
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for ( rit=bayesNet.rbegin(); rit != bayesNet.rend(); ++rit )
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this->insert(*rit, index);
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// add orphans to the bottom of the new tree
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BOOST_FOREACH(sharedClique orphan, orphans) {
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Symbol parentRepresentative = findParentClique(orphan->separator_, index);
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sharedClique parent = (*this)[parentRepresentative];
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parent->children_ += orphan;
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orphan->parent_ = parent; // set new parent!
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}
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// Output: updated Bayes tree (this), updated linearization point theta_
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// Output: updated Bayes tree (this), updated linearization point theta_
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}
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}
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@ -372,29 +432,48 @@ namespace gtsam {
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// old algorithm:
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// old algorithm:
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Cliques orphans;
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Cliques orphans;
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this->update_internal(newFactors, newTheta, orphans, wildfire_threshold, relinearize_threshold, relinearize);
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this->update_internal(newFactors, newTheta, orphans, wildfire_threshold, relinearize_threshold, relinearize);
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delta_.print();
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this->print();
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#else
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#else
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printf("**1\n");fflush(stdout);
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// 1. Add any new factors \Factors:=\Factors\cup\Factors'.
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// 1. Add any new factors \Factors:=\Factors\cup\Factors'.
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nonlinearFactors_.push_back(newFactors);
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nonlinearFactors_.push_back(newFactors);
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printf("**2\n");fflush(stdout);
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// 2. Initialize any new variables \Theta_{new} and add \Theta:=\Theta\cup\Theta_{new}.
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// 2. Initialize any new variables \Theta_{new} and add \Theta:=\Theta\cup\Theta_{new}.
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theta_.insert(newTheta);
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theta_.insert(newTheta);
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printf("**3\n");fflush(stdout);
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// 3. Linearize new factor
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// 3. Linearize new factor
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FactorGraph<GaussianFactor> linearFactors = newFactors.linearize(theta_);
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boost::shared_ptr<GaussianFactorGraph> linearFactors = newFactors.linearize(theta_);
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printf("**4\n");fflush(stdout);
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// 4. Linear iSAM step (alg 3)
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// 4. Linear iSAM step (alg 3)
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linear_update(linearFactors); // in: this
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linear_update(*linearFactors); // in: this
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printf("**5\n");fflush(stdout);
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// 5. Calculate Delta (alg 0)
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// 5. Calculate Delta (alg 0)
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delta_ = optimize2(*this, wildfire_threshold);
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delta_ = optimize2(*this, wildfire_threshold);
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printf("**6\n");fflush(stdout);
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// 6. Iterate Algorithm 4 until no more re-linearizations occur
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// 6. Iterate Algorithm 4 until no more re-linearizations occur
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if (relinearize)
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// if (relinearize)
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fluid_relinearization(relinearize_threshold); // in: delta_, theta_, nonlinearFactors_, this
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// fluid_relinearization(relinearize_threshold); // in: delta_, theta_, nonlinearFactors_, this
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printf("**7\n");fflush(stdout);
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// todo: linearization point and delta_ do not fit... have to update delta again
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// todo: linearization point and delta_ do not fit... have to update delta again
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delta_ = optimize2(*this, wildfire_threshold);
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delta_ = optimize2(*this, wildfire_threshold);
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printf("**8\n");fflush(stdout);
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delta_.print();
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this->print();
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printf("**9\n");fflush(stdout);
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#endif
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#endif
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}
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}
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