some more refactor and remove redundant test

release/4.3a0
Varun Agrawal 2024-09-06 09:22:25 -04:00
parent 51a2fd5334
commit 615c04ae41
1 changed files with 55 additions and 101 deletions

View File

@ -599,7 +599,7 @@ TEST(GaussianMixtureFactor, TwoStateModel2) {
* @param z1 The measurement value. * @param z1 The measurement value.
* @return HybridGaussianFactorGraph * @return HybridGaussianFactorGraph
*/ */
HybridGaussianFactorGraph GetFactorGraphFromBayesNet( static HybridGaussianFactorGraph GetFactorGraphFromBayesNet(
const gtsam::Values &values, const std::vector<double> &means, const gtsam::Values &values, const std::vector<double> &means,
const std::vector<double> &sigmas, DiscreteKey &m1, double z1 = 0.0) { const std::vector<double> &sigmas, DiscreteKey &m1, double z1 = 0.0) {
// Noise models // Noise models
@ -649,16 +649,19 @@ HybridGaussianFactorGraph GetFactorGraphFromBayesNet(
/* ************************************************************************* */ /* ************************************************************************* */
/** /**
* @brief Test components with differing means. * @brief Test Hybrid Factor Graph.
* *
* We specify a hybrid Bayes network P(Z | X, M) = P(X1)P(Z1 | X1, X2, M1), * We specify a hybrid Bayes network P(Z | X, M) = P(X1)P(Z1 | X1, X2, M1),
* which is then converted to a factor graph by specifying Z1. * which is then converted to a factor graph by specifying Z1.
* This is a different case since now we have a hybrid factor * This is different from the TwoStateModel version since
* with 2 continuous variables ϕ(x1, x2, m1). * we use a factor with 2 continuous variables ϕ(x1, x2, m1)
* P(Z1 | X1, X2, M1) has 2 factors each for the binary * directly instead of a conditional.
* mode m1, with only the means being different. * This serves as a good sanity check.
*
* P(Z1 | X1, X2, M1) has 2 conditionals each for the binary
* mode m1.
*/ */
TEST(GaussianMixtureFactor, DifferentMeans) { TEST(GaussianMixtureFactor, FactorGraphFromBayesNet) {
DiscreteKey m1(M(1), 2); DiscreteKey m1(M(1), 2);
Values values; Values values;
@ -683,7 +686,6 @@ TEST(GaussianMixtureFactor, DifferentMeans) {
EXPECT(assert_equal(expected, actual)); EXPECT(assert_equal(expected, actual));
{
DiscreteValues dv0{{M(1), 0}}; DiscreteValues dv0{{M(1), 0}};
VectorValues cont0 = bn->optimize(dv0); VectorValues cont0 = bn->optimize(dv0);
double error0 = bn->error(HybridValues(cont0, dv0)); double error0 = bn->error(HybridValues(cont0, dv0));
@ -695,7 +697,6 @@ TEST(GaussianMixtureFactor, DifferentMeans) {
double error1 = bn->error(HybridValues(cont1, dv1)); double error1 = bn->error(HybridValues(cont1, dv1));
EXPECT_DOUBLES_EQUAL(error0, error1, 1e-9); EXPECT_DOUBLES_EQUAL(error0, error1, 1e-9);
} }
}
{ {
// If we add a measurement on X2, we have more information to work with. // If we add a measurement on X2, we have more information to work with.
// Add a measurement on X2 // Add a measurement on X2
@ -715,62 +716,18 @@ TEST(GaussianMixtureFactor, DifferentMeans) {
DiscreteValues{{M(1), 1}}); DiscreteValues{{M(1), 1}});
EXPECT(assert_equal(expected, actual)); EXPECT(assert_equal(expected, actual));
{
DiscreteValues dv{{M(1), 0}};
VectorValues cont = bn->optimize(dv);
double error = bn->error(HybridValues(cont, dv));
// regression
EXPECT_DOUBLES_EQUAL(2.12692448787, error, 1e-9);
}
{
DiscreteValues dv{{M(1), 1}};
VectorValues cont = bn->optimize(dv);
double error = bn->error(HybridValues(cont, dv));
// regression
EXPECT_DOUBLES_EQUAL(0.126928487854, error, 1e-9);
}
}
}
/* ************************************************************************* */
/**
* @brief Test components with differing covariances
* but with a Bayes net P(Z|X, M) converted to a FG.
* Same as the DifferentMeans example but in this case,
* we keep the means the same and vary the covariances.
*/
TEST(GaussianMixtureFactor, DifferentCovariances) {
DiscreteKey m1(M(1), 2);
Values values;
double x1 = 1.0, x2 = 1.0;
values.insert(X(0), x1);
values.insert(X(1), x2);
std::vector<double> means{0.0, 0.0}, sigmas{1e2, 1e-2};
HybridGaussianFactorGraph mixture_fg =
GetFactorGraphFromBayesNet(values, means, sigmas, m1);
auto hbn = mixture_fg.eliminateSequential();
VectorValues cv;
cv.insert(X(0), Vector1(0.0));
cv.insert(X(1), Vector1(0.0));
// Check that the error values at the MLE point μ.
AlgebraicDecisionTree<Key> errorTree = hbn->errorTree(cv);
DiscreteValues dv0{{M(1), 0}}; DiscreteValues dv0{{M(1), 0}};
DiscreteValues dv1{{M(1), 1}}; VectorValues cont0 = bn->optimize(dv0);
// regression // regression
EXPECT_DOUBLES_EQUAL(9.90348755254, errorTree(dv0), 1e-9); EXPECT_DOUBLES_EQUAL(2.12692448787, bn->error(HybridValues(cont0, dv0)),
EXPECT_DOUBLES_EQUAL(0.69314718056, errorTree(dv1), 1e-9); 1e-9);
DiscreteConditional expected_m1(m1, "0.5/0.5"); DiscreteValues dv1{{M(1), 1}};
DiscreteConditional actual_m1 = *(hbn->at(2)->asDiscrete()); VectorValues cont1 = bn->optimize(dv1);
// regression
EXPECT(assert_equal(expected_m1, actual_m1)); EXPECT_DOUBLES_EQUAL(0.126928487854, bn->error(HybridValues(cont1, dv1)),
1e-9);
}
} }
namespace test_direct_factor_graph { namespace test_direct_factor_graph {
@ -781,22 +738,23 @@ namespace test_direct_factor_graph {
* then perform linearization. * then perform linearization.
* *
* @param values Initial values to linearize around. * @param values Initial values to linearize around.
* @param mus The means of the GaussianMixtureFactor components. * @param means The means of the GaussianMixtureFactor components.
* @param sigmas The covariances of the GaussianMixtureFactor components. * @param sigmas The covariances of the GaussianMixtureFactor components.
* @param m1 The discrete key. * @param m1 The discrete key.
* @return HybridGaussianFactorGraph * @return HybridGaussianFactorGraph
*/ */
HybridGaussianFactorGraph CreateFactorGraph(const gtsam::Values &values, static HybridGaussianFactorGraph CreateFactorGraph(
const std::vector<double> &mus, const gtsam::Values &values, const std::vector<double> &means,
const std::vector<double> &sigmas, const std::vector<double> &sigmas, DiscreteKey &m1) {
DiscreteKey &m1) {
auto model0 = noiseModel::Isotropic::Sigma(1, sigmas[0]); auto model0 = noiseModel::Isotropic::Sigma(1, sigmas[0]);
auto model1 = noiseModel::Isotropic::Sigma(1, sigmas[1]); auto model1 = noiseModel::Isotropic::Sigma(1, sigmas[1]);
auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-3); auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-3);
auto f0 = std::make_shared<BetweenFactor<double>>(X(0), X(1), mus[0], model0) auto f0 =
std::make_shared<BetweenFactor<double>>(X(0), X(1), means[0], model0)
->linearize(values); ->linearize(values);
auto f1 = std::make_shared<BetweenFactor<double>>(X(0), X(1), mus[1], model1) auto f1 =
std::make_shared<BetweenFactor<double>>(X(0), X(1), means[1], model1)
->linearize(values); ->linearize(values);
// Create GaussianMixtureFactor // Create GaussianMixtureFactor
@ -835,9 +793,9 @@ TEST(GaussianMixtureFactor, DifferentMeansFG) {
values.insert(X(0), x1); values.insert(X(0), x1);
values.insert(X(1), x2); values.insert(X(1), x2);
std::vector<double> mus = {0.0, 2.0}, sigmas = {1e-0, 1e-0}; std::vector<double> means = {0.0, 2.0}, sigmas = {1e-0, 1e-0};
HybridGaussianFactorGraph hfg = CreateFactorGraph(values, mus, sigmas, m1); HybridGaussianFactorGraph hfg = CreateFactorGraph(values, means, sigmas, m1);
{ {
auto bn = hfg.eliminateSequential(); auto bn = hfg.eliminateSequential();
@ -849,26 +807,22 @@ TEST(GaussianMixtureFactor, DifferentMeansFG) {
EXPECT(assert_equal(expected, actual)); EXPECT(assert_equal(expected, actual));
{ DiscreteValues dv0{{M(1), 0}};
DiscreteValues dv{{M(1), 0}}; VectorValues cont0 = bn->optimize(dv0);
VectorValues cont = bn->optimize(dv); double error0 = bn->error(HybridValues(cont0, dv0));
double error = bn->error(HybridValues(cont, dv));
// regression // regression
EXPECT_DOUBLES_EQUAL(0.69314718056, error, 1e-9); EXPECT_DOUBLES_EQUAL(0.69314718056, error, 1e-9);
}
{ DiscreteValues dv1{{M(1), 1}};
DiscreteValues dv{{M(1), 1}}; VectorValues cont1 = bn->optimize(dv1);
VectorValues cont = bn->optimize(dv); double error1 = bn->error(HybridValues(cont1, dv1));
double error = bn->error(HybridValues(cont, dv)); EXPECT_DOUBLES_EQUAL(error0, error1, 1e-9);
// regression
EXPECT_DOUBLES_EQUAL(0.69314718056, error, 1e-9);
}
} }
{ {
auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-3); auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-3);
hfg.push_back( hfg.push_back(
PriorFactor<double>(X(1), mus[1], prior_noise).linearize(values)); PriorFactor<double>(X(1), means[1], prior_noise).linearize(values));
auto bn = hfg.eliminateSequential(); auto bn = hfg.eliminateSequential();
HybridValues actual = bn->optimize(); HybridValues actual = bn->optimize();
@ -914,11 +868,11 @@ TEST(GaussianMixtureFactor, DifferentCovariancesFG) {
values.insert(X(0), x1); values.insert(X(0), x1);
values.insert(X(1), x2); values.insert(X(1), x2);
std::vector<double> mus = {0.0, 0.0}, sigmas = {1e2, 1e-2}; std::vector<double> means = {0.0, 0.0}, sigmas = {1e2, 1e-2};
// Create FG with GaussianMixtureFactor and prior on X1 // Create FG with GaussianMixtureFactor and prior on X1
HybridGaussianFactorGraph mixture_fg = HybridGaussianFactorGraph mixture_fg =
CreateFactorGraph(values, mus, sigmas, m1); CreateFactorGraph(values, means, sigmas, m1);
auto hbn = mixture_fg.eliminateSequential(); auto hbn = mixture_fg.eliminateSequential();