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Merge pull request #1319 from borglab/hybrid/tests

release/4.3a0
Varun Agrawal 2022-12-30 03:17:52 -05:00 committed by GitHub
parent 90c2f2e29f 28f349c57d
commit 6466b03b5c
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GPG Key ID: 4AEE18F83AFDEB23
18 changed files with 572 additions and 114 deletions
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2
gtsam/hybrid/GaussianMixture.cpp
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@ -103,7 +103,7 @@ bool GaussianMixture::equals(const HybridFactor &lf, double tol) const {
/* *******************************************************************************/
void GaussianMixture::print(const std::string &s,
const KeyFormatter &formatter) const {
std::cout << s;
std::cout << (s.empty() ? "" : s + "\n");
if (isContinuous()) std::cout << "Continuous ";
if (isDiscrete()) std::cout << "Discrete ";
if (isHybrid()) std::cout << "Hybrid ";

11
gtsam/hybrid/HybridBayesNet.cpp
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@ -99,6 +99,7 @@ std::function<double(const Assignment<Key> &, double)> prunerFunc(
}
/* ************************************************************************* */
// TODO(dellaert): what is this non-const method used for? Abolish it?
void HybridBayesNet::updateDiscreteConditionals(
const DecisionTreeFactor::shared_ptr &prunedDecisionTree) {
KeyVector prunedTreeKeys = prunedDecisionTree->keys();
@ -107,7 +108,6 @@ void HybridBayesNet::updateDiscreteConditionals(
for (size_t i = 0; i < this->size(); i++) {
HybridConditional::shared_ptr conditional = this->at(i);
if (conditional->isDiscrete()) {
// std::cout << demangle(typeid(conditional).name()) << std::endl;
auto discrete = conditional->asDiscrete();
KeyVector frontals(discrete->frontals().begin(),
discrete->frontals().end());
@ -217,13 +217,18 @@ HybridValues HybridBayesNet::optimize() const {
DiscreteValues mpe = DiscreteFactorGraph(discrete_bn).optimize();
// Given the MPE, compute the optimal continuous values.
GaussianBayesNet gbn = choose(mpe);
return HybridValues(gbn.optimize(), mpe);
return HybridValues(optimize(mpe), mpe);
}
/* ************************************************************************* */
VectorValues HybridBayesNet::optimize(const DiscreteValues &assignment) const {
GaussianBayesNet gbn = choose(assignment);
// Check if there exists a nullptr in the GaussianBayesNet
// If yes, return an empty VectorValues
if (std::find(gbn.begin(), gbn.end(), nullptr) != gbn.end()) {
return VectorValues();
}
return gbn.optimize();
}

31
gtsam/hybrid/HybridBayesTree.cpp
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@ -14,7 +14,7 @@
* @brief Hybrid Bayes Tree, the result of eliminating a
* HybridJunctionTree
* @date Mar 11, 2022
* @author Fan Jiang
* @author Fan Jiang, Varun Agrawal
*/
#include <gtsam/base/treeTraversal-inst.h>
@ -73,6 +73,8 @@ struct HybridAssignmentData {
GaussianBayesTree::sharedNode parentClique_;
// The gaussian bayes tree that will be recursively created.
GaussianBayesTree* gaussianbayesTree_;
// Flag indicating if all the nodes are valid. Used in optimize().
bool valid_;
/**
* @brief Construct a new Hybrid Assignment Data object.
@ -83,10 +85,13 @@ struct HybridAssignmentData {
*/
HybridAssignmentData(const DiscreteValues& assignment,
const GaussianBayesTree::sharedNode& parentClique,
GaussianBayesTree* gbt)
GaussianBayesTree* gbt, bool valid = true)
: assignment_(assignment),
parentClique_(parentClique),
gaussianbayesTree_(gbt) {}
gaussianbayesTree_(gbt),
valid_(valid) {}
bool isValid() const { return valid_; }
/**
* @brief A function used during tree traversal that operates on each node
@ -101,6 +106,7 @@ struct HybridAssignmentData {
HybridAssignmentData& parentData) {
// Extract the gaussian conditional from the Hybrid clique
HybridConditional::shared_ptr hybrid_conditional = node->conditional();
GaussianConditional::shared_ptr conditional;
if (hybrid_conditional->isHybrid()) {
conditional = (*hybrid_conditional->asMixture())(parentData.assignment_);
@ -111,15 +117,21 @@ struct HybridAssignmentData {
conditional = boost::make_shared<GaussianConditional>();
}
// Create the GaussianClique for the current node
auto clique = boost::make_shared<GaussianBayesTree::Node>(conditional);
// Add the current clique to the GaussianBayesTree.
parentData.gaussianbayesTree_->addClique(clique, parentData.parentClique_);
GaussianBayesTree::sharedNode clique;
if (conditional) {
// Create the GaussianClique for the current node
clique = boost::make_shared<GaussianBayesTree::Node>(conditional);
// Add the current clique to the GaussianBayesTree.
parentData.gaussianbayesTree_->addClique(clique,
parentData.parentClique_);
} else {
parentData.valid_ = false;
}
// Create new HybridAssignmentData where the current node is the parent
// This will be passed down to the children nodes
HybridAssignmentData data(parentData.assignment_, clique,
parentData.gaussianbayesTree_);
parentData.gaussianbayesTree_, parentData.valid_);
return data;
}
};
@ -138,6 +150,9 @@ VectorValues HybridBayesTree::optimize(const DiscreteValues& assignment) const {
visitorPost);
}
if (!rootData.isValid()) {
return VectorValues();
}
VectorValues result = gbt.optimize();
// Return the optimized bayes net result.

5
gtsam/hybrid/HybridBayesTree.h
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@ -50,9 +50,12 @@ class GTSAM_EXPORT HybridBayesTreeClique
typedef boost::shared_ptr<This> shared_ptr;
typedef boost::weak_ptr<This> weak_ptr;
HybridBayesTreeClique() {}
virtual ~HybridBayesTreeClique() {}
HybridBayesTreeClique(const boost::shared_ptr<HybridConditional>& conditional)
: Base(conditional) {}
///< Copy constructor
HybridBayesTreeClique(const HybridBayesTreeClique& clique) : Base(clique) {}
virtual ~HybridBayesTreeClique() {}
};
/* ************************************************************************* */

2
gtsam/hybrid/HybridEliminationTree.h
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@ -24,7 +24,7 @@
namespace gtsam {
/**
* Elimination Tree type for Hybrid
* Elimination Tree type for Hybrid Factor Graphs.
*
* @ingroup hybrid
*/

107
gtsam/hybrid/HybridGaussianFactorGraph.cpp
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@ -51,6 +51,8 @@
#include <utility>
#include <vector>
// #define HYBRID_TIMING
namespace gtsam {
template class EliminateableFactorGraph<HybridGaussianFactorGraph>;
@ -90,7 +92,6 @@ GaussianMixtureFactor::Sum sumFrontals(
if (auto cgmf = boost::dynamic_pointer_cast<GaussianMixtureFactor>(f)) {
sum = cgmf->add(sum);
}
if (auto gm = boost::dynamic_pointer_cast<HybridConditional>(f)) {
sum = gm->asMixture()->add(sum);
}
@ -187,7 +188,7 @@ hybridElimination(const HybridGaussianFactorGraph &factors,
DiscreteKeys discreteSeparator(discreteSeparatorSet.begin(),
discreteSeparatorSet.end());
// sum out frontals, this is the factor on the separator
// sum out frontals, this is the factor 𝜏 on the separator
GaussianMixtureFactor::Sum sum = sumFrontals(factors);
// If a tree leaf contains nullptr,
@ -214,24 +215,35 @@ hybridElimination(const HybridGaussianFactorGraph &factors,
if (graph.empty()) {
return {nullptr, nullptr};
}
#ifdef HYBRID_TIMING
gttic_(hybrid_eliminate);
#endif
std::pair<boost::shared_ptr<GaussianConditional>,
boost::shared_ptr<GaussianFactor>>
result = EliminatePreferCholesky(graph, frontalKeys);
if (keysOfEliminated.empty()) {
// Initialize the keysOfEliminated to be the keys of the
// eliminated GaussianConditional
keysOfEliminated = result.first->keys();
}
if (keysOfSeparator.empty()) {
keysOfSeparator = result.second->keys();
}
// Initialize the keysOfEliminated to be the keys of the
// eliminated GaussianConditional
keysOfEliminated = result.first->keys();
keysOfSeparator = result.second->keys();
#ifdef HYBRID_TIMING
gttoc_(hybrid_eliminate);
#endif
return result;
};
// Perform elimination!
DecisionTree<Key, EliminationPair> eliminationResults(sum, eliminate);
#ifdef HYBRID_TIMING
tictoc_print_();
tictoc_reset_();
#endif
// Separate out decision tree into conditionals and remaining factors.
auto pair = unzip(eliminationResults);
@ -245,11 +257,16 @@ hybridElimination(const HybridGaussianFactorGraph &factors,
// DiscreteFactor, with the error for each discrete choice.
if (keysOfSeparator.empty()) {
VectorValues empty_values;
auto factorError = [&](const GaussianFactor::shared_ptr &factor) {
if (!factor) return 0.0; // TODO(fan): does this make sense?
return exp(-factor->error(empty_values));
auto factorProb = [&](const GaussianFactor::shared_ptr &factor) {
if (!factor) {
return 0.0; // If nullptr, return 0.0 probability
} else {
double error =
0.5 * std::abs(factor->augmentedInformation().determinant());
return std::exp(-error);
}
};
DecisionTree<Key, double> fdt(separatorFactors, factorError);
DecisionTree<Key, double> fdt(separatorFactors, factorProb);
auto discreteFactor =
boost::make_shared<DecisionTreeFactor>(discreteSeparator, fdt);
@ -327,18 +344,20 @@ EliminateHybrid(const HybridGaussianFactorGraph &factors,
// However this is also the case with iSAM2, so no pressure :)
// PREPROCESS: Identify the nature of the current elimination
std::unordered_map<Key, DiscreteKey> mapFromKeyToDiscreteKey;
std::set<DiscreteKey> discreteSeparatorSet;
std::set<DiscreteKey> discreteFrontals;
// First, identify the separator keys, i.e. all keys that are not frontal.
KeySet separatorKeys;
KeySet allContinuousKeys;
KeySet continuousFrontals;
KeySet continuousSeparator;
// This initializes separatorKeys and mapFromKeyToDiscreteKey
for (auto &&factor : factors) {
separatorKeys.insert(factor->begin(), factor->end());
}
// remove frontals from separator
for (auto &k : frontalKeys) {
separatorKeys.erase(k);
}
// Build a map from keys to DiscreteKeys
std::unordered_map<Key, DiscreteKey> mapFromKeyToDiscreteKey;
for (auto &&factor : factors) {
if (!factor->isContinuous()) {
for (auto &k : factor->discreteKeys()) {
mapFromKeyToDiscreteKey[k.first] = k;
@ -346,46 +365,50 @@ EliminateHybrid(const HybridGaussianFactorGraph &factors,
}
}
// remove frontals from separator
for (auto &k : frontalKeys) {
separatorKeys.erase(k);
}
// Fill in discrete frontals and continuous frontals for the end result
// Fill in discrete frontals and continuous frontals.
std::set<DiscreteKey> discreteFrontals;
KeySet continuousFrontals;
for (auto &k : frontalKeys) {
if (mapFromKeyToDiscreteKey.find(k) != mapFromKeyToDiscreteKey.end()) {
discreteFrontals.insert(mapFromKeyToDiscreteKey.at(k));
} else {
continuousFrontals.insert(k);
allContinuousKeys.insert(k);
}
}
// Fill in discrete frontals and continuous frontals for the end result
// Fill in discrete discrete separator keys and continuous separator keys.
std::set<DiscreteKey> discreteSeparatorSet;
KeySet continuousSeparator;
for (auto &k : separatorKeys) {
if (mapFromKeyToDiscreteKey.find(k) != mapFromKeyToDiscreteKey.end()) {
discreteSeparatorSet.insert(mapFromKeyToDiscreteKey.at(k));
} else {
continuousSeparator.insert(k);
allContinuousKeys.insert(k);
}
}
// Check if we have any continuous keys:
const bool discrete_only =
continuousFrontals.empty() && continuousSeparator.empty();
// NOTE: We should really defer the product here because of pruning
// Case 1: we are only dealing with continuous
if (mapFromKeyToDiscreteKey.empty() && !allContinuousKeys.empty()) {
return continuousElimination(factors, frontalKeys);
}
// Case 2: we are only dealing with discrete
if (allContinuousKeys.empty()) {
if (discrete_only) {
// Case 1: we are only dealing with discrete
return discreteElimination(factors, frontalKeys);
} else {
// Case 2: we are only dealing with continuous
if (mapFromKeyToDiscreteKey.empty()) {
return continuousElimination(factors, frontalKeys);
} else {
// Case 3: We are now in the hybrid land!
#ifdef HYBRID_TIMING
tictoc_reset_();
#endif
return hybridElimination(factors, frontalKeys, continuousSeparator,
discreteSeparatorSet);
}
}
// Case 3: We are now in the hybrid land!
return hybridElimination(factors, frontalKeys, continuousSeparator,
discreteSeparatorSet);
}
/* ************************************************************************ */

1
gtsam/hybrid/HybridGaussianFactorGraph.h
View File

@ -25,6 +25,7 @@
#include <gtsam/inference/FactorGraph.h>
#include <gtsam/inference/Ordering.h>
#include <gtsam/linear/GaussianFactor.h>
#include <gtsam/linear/VectorValues.h>
namespace gtsam {

3
gtsam/hybrid/HybridJunctionTree.h
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@ -51,10 +51,11 @@ class HybridEliminationTree;
*/
class GTSAM_EXPORT HybridJunctionTree
: public JunctionTree<HybridBayesTree, HybridGaussianFactorGraph> {
public:
typedef JunctionTree<HybridBayesTree, HybridGaussianFactorGraph>
Base; ///< Base class
typedef HybridJunctionTree This; ///< This class
typedef HybridJunctionTree This; ///< This class
typedef boost::shared_ptr<This> shared_ptr; ///< Shared pointer to this class
/**

18
gtsam/hybrid/tests/Switching.h
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@ -130,9 +130,11 @@ struct Switching {
* @param K The total number of timesteps.
* @param between_sigma The stddev between poses.
* @param prior_sigma The stddev on priors (also used for measurements).
* @param measurements Vector of measurements for each timestep.
*/
Switching(size_t K, double between_sigma = 1.0, double prior_sigma = 0.1,
std::vector<double> measurements = {})
std::vector<double> measurements = {},
std::string discrete_transition_prob = "1/2 3/2")
: K(K) {
// Create DiscreteKeys for binary K modes.
for (size_t k = 0; k < K; k++) {
@ -147,7 +149,7 @@ struct Switching {
}
// Create hybrid factor graph.
// Add a prior on X(1).
// Add a prior on X(0).
auto prior = boost::make_shared<PriorFactor<double>>(
X(0), measurements.at(0), noiseModel::Isotropic::Sigma(1, prior_sigma));
nonlinearFactorGraph.push_nonlinear(prior);
@ -172,7 +174,7 @@ struct Switching {
}
// Add "mode chain"
addModeChain(&nonlinearFactorGraph);
addModeChain(&nonlinearFactorGraph, discrete_transition_prob);
// Create the linearization point.
for (size_t k = 0; k < K; k++) {
@ -201,13 +203,14 @@ struct Switching {
*
* @param fg The nonlinear factor graph to which the mode chain is added.
*/
void addModeChain(HybridNonlinearFactorGraph *fg) {
void addModeChain(HybridNonlinearFactorGraph *fg,
std::string discrete_transition_prob = "1/2 3/2") {
auto prior = boost::make_shared<DiscreteDistribution>(modes[0], "1/1");
fg->push_discrete(prior);
for (size_t k = 0; k < K - 2; k++) {
auto parents = {modes[k]};
auto conditional = boost::make_shared<DiscreteConditional>(
modes[k + 1], parents, "1/2 3/2");
modes[k + 1], parents, discrete_transition_prob);
fg->push_discrete(conditional);
}
}
@ -218,13 +221,14 @@ struct Switching {
*
* @param fg The gaussian factor graph to which the mode chain is added.
*/
void addModeChain(HybridGaussianFactorGraph *fg) {
void addModeChain(HybridGaussianFactorGraph *fg,
std::string discrete_transition_prob = "1/2 3/2") {
auto prior = boost::make_shared<DiscreteDistribution>(modes[0], "1/1");
fg->push_discrete(prior);
for (size_t k = 0; k < K - 2; k++) {
auto parents = {modes[k]};
auto conditional = boost::make_shared<DiscreteConditional>(
modes[k + 1], parents, "1/2 3/2");
modes[k + 1], parents, discrete_transition_prob);
fg->push_discrete(conditional);
}
}

19
gtsam/hybrid/tests/testHybridBayesNet.cpp
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@ -203,25 +203,6 @@ TEST(HybridBayesNet, Optimize) {
EXPECT(assert_equal(expectedValues, delta.continuous(), 1e-5));
}
/* ****************************************************************************/
// Test bayes net multifrontal optimize
TEST(HybridBayesNet, OptimizeMultifrontal) {
Switching s(4);
Ordering hybridOrdering = s.linearizedFactorGraph.getHybridOrdering();
HybridBayesTree::shared_ptr hybridBayesTree =
s.linearizedFactorGraph.eliminateMultifrontal(hybridOrdering);
HybridValues delta = hybridBayesTree->optimize();
VectorValues expectedValues;
expectedValues.insert(X(0), -0.999904 * Vector1::Ones());
expectedValues.insert(X(1), -0.99029 * Vector1::Ones());
expectedValues.insert(X(2), -1.00971 * Vector1::Ones());
expectedValues.insert(X(3), -1.0001 * Vector1::Ones());
EXPECT(assert_equal(expectedValues, delta.continuous(), 1e-5));
}
/* ****************************************************************************/
// Test bayes net error
TEST(HybridBayesNet, Error) {

27
gtsam/hybrid/tests/testHybridBayesTree.cpp
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@ -32,6 +32,25 @@ using noiseModel::Isotropic;
using symbol_shorthand::M;
using symbol_shorthand::X;
/* ****************************************************************************/
// Test multifrontal optimize
TEST(HybridBayesTree, OptimizeMultifrontal) {
Switching s(4);
Ordering hybridOrdering = s.linearizedFactorGraph.getHybridOrdering();
HybridBayesTree::shared_ptr hybridBayesTree =
s.linearizedFactorGraph.eliminateMultifrontal(hybridOrdering);
HybridValues delta = hybridBayesTree->optimize();
VectorValues expectedValues;
expectedValues.insert(X(0), -0.999904 * Vector1::Ones());
expectedValues.insert(X(1), -0.99029 * Vector1::Ones());
expectedValues.insert(X(2), -1.00971 * Vector1::Ones());
expectedValues.insert(X(3), -1.0001 * Vector1::Ones());
EXPECT(assert_equal(expectedValues, delta.continuous(), 1e-5));
}
/* ****************************************************************************/
// Test for optimizing a HybridBayesTree with a given assignment.
TEST(HybridBayesTree, OptimizeAssignment) {
@ -105,7 +124,7 @@ TEST(HybridBayesTree, Optimize) {
graph1.push_back(s.linearizedFactorGraph.at(i));
}
// Add the Gaussian factors, 1 prior on X(1),
// Add the Gaussian factors, 1 prior on X(0),
// 3 measurements on X(2), X(3), X(4)
graph1.push_back(s.linearizedFactorGraph.at(0));
for (size_t i = 4; i <= 6; i++) {
@ -136,6 +155,12 @@ TEST(HybridBayesTree, Optimize) {
dfg.push_back(
boost::dynamic_pointer_cast<DecisionTreeFactor>(factor->inner()));
}
// Add the probabilities for each branch
DiscreteKeys discrete_keys = {{M(0), 2}, {M(1), 2}, {M(2), 2}};
vector<double> probs = {0.012519475, 0.041280228, 0.075018647, 0.081663656,
0.037152205, 0.12248971, 0.07349729, 0.08};
dfg.emplace_shared<DecisionTreeFactor>(discrete_keys, probs);
DiscreteValues expectedMPE = dfg.optimize();
VectorValues expectedValues = hybridBayesNet->optimize(expectedMPE);

368
gtsam/hybrid/tests/testHybridEstimation.cpp
View File

@ -15,6 +15,7 @@
* @author Varun Agrawal
*/
#include <gtsam/discrete/DiscreteBayesNet.h>
#include <gtsam/geometry/Pose2.h>
#include <gtsam/hybrid/HybridBayesNet.h>
#include <gtsam/hybrid/HybridNonlinearFactorGraph.h>
@ -23,6 +24,7 @@
#include <gtsam/hybrid/MixtureFactor.h>
#include <gtsam/inference/Symbol.h>
#include <gtsam/linear/GaussianBayesNet.h>
#include <gtsam/linear/GaussianBayesTree.h>
#include <gtsam/linear/GaussianFactorGraph.h>
#include <gtsam/linear/JacobianFactor.h>
#include <gtsam/linear/NoiseModel.h>
@ -69,15 +71,40 @@ Ordering getOrdering(HybridGaussianFactorGraph& factors,
return ordering;
}
TEST(HybridEstimation, Full) {
size_t K = 3;
std::vector<double> measurements = {0, 1, 2};
// Ground truth discrete seq
std::vector<size_t> discrete_seq = {1, 1, 0};
// Switching example of robot moving in 1D
// with given measurements and equal mode priors.
Switching switching(K, 1.0, 0.1, measurements, "1/1 1/1");
HybridGaussianFactorGraph graph = switching.linearizedFactorGraph;
Ordering hybridOrdering;
hybridOrdering += X(0);
hybridOrdering += X(1);
hybridOrdering += X(2);
hybridOrdering += M(0);
hybridOrdering += M(1);
HybridBayesNet::shared_ptr bayesNet =
graph.eliminateSequential(hybridOrdering);
EXPECT_LONGS_EQUAL(5, bayesNet->size());
}
/****************************************************************************/
// Test approximate inference with an additional pruning step.
TEST(HybridNonlinearISAM, Incremental) {
size_t K = 10;
std::vector<double> measurements = {0, 1, 2, 2, 2, 2, 3, 4, 5, 6, 6};
TEST(HybridEstimation, Incremental) {
size_t K = 15;
std::vector<double> measurements = {0, 1, 2, 2, 2, 2, 3, 4, 5, 6, 6,
7, 8, 9, 9, 9, 10, 11, 11, 11, 11};
// Ground truth discrete seq
std::vector<size_t> discrete_seq = {1, 1, 0, 0, 0, 1, 1, 1, 1, 0};
Switching switching(K, 1.0, 0.1, measurements);
// HybridNonlinearISAM smoother;
std::vector<size_t> discrete_seq = {1, 1, 0, 0, 0, 1, 1, 1, 1, 0,
1, 1, 1, 0, 0, 1, 1, 0, 0, 0};
// Switching example of robot moving in 1D with given measurements and equal
// mode priors.
Switching switching(K, 1.0, 0.1, measurements, "1/1 1/1");
HybridSmoother smoother;
HybridNonlinearFactorGraph graph;
Values initial;
@ -90,7 +117,6 @@ TEST(HybridNonlinearISAM, Incremental) {
HybridGaussianFactorGraph bayesNet;
for (size_t k = 1; k < K; k++) {
std::cout << ">>>>>>>>>>>>>>>>>>> k=" << k << std::endl;
// Motion Model
graph.push_back(switching.nonlinearFactorGraph.at(k));
// Measurement
@ -105,6 +131,7 @@ TEST(HybridNonlinearISAM, Incremental) {
smoother.update(linearized, ordering, 3);
graph.resize(0);
}
HybridValues delta = smoother.hybridBayesNet().optimize();
Values result = initial.retract(delta.continuous());
@ -122,6 +149,333 @@ TEST(HybridNonlinearISAM, Incremental) {
EXPECT(assert_equal(expected_continuous, result));
}
/**
* @brief A function to get a specific 1D robot motion problem as a linearized
* factor graph. This is the problem P(X|Z, M), i.e. estimating the continuous
* positions given the measurements and discrete sequence.
*
* @param K The number of timesteps.
* @param measurements The vector of measurements for each timestep.
* @param discrete_seq The discrete sequence governing the motion of the robot.
* @param measurement_sigma Noise model sigma for measurements.
* @param between_sigma Noise model sigma for the between factor.
* @return GaussianFactorGraph::shared_ptr
*/
GaussianFactorGraph::shared_ptr specificModesFactorGraph(
size_t K, const std::vector<double>& measurements,
const std::vector<size_t>& discrete_seq, double measurement_sigma = 0.1,
double between_sigma = 1.0) {
NonlinearFactorGraph graph;
Values linearizationPoint;
// Add measurement factors
auto measurement_noise = noiseModel::Isotropic::Sigma(1, measurement_sigma);
for (size_t k = 0; k < K; k++) {
graph.emplace_shared<PriorFactor<double>>(X(k), measurements.at(k),
measurement_noise);
linearizationPoint.insert<double>(X(k), static_cast<double>(k + 1));
}
using MotionModel = BetweenFactor<double>;
// Add "motion models".
auto motion_noise_model = noiseModel::Isotropic::Sigma(1, between_sigma);
for (size_t k = 0; k < K - 1; k++) {
auto motion_model = boost::make_shared<MotionModel>(
X(k), X(k + 1), discrete_seq.at(k), motion_noise_model);
graph.push_back(motion_model);
}
GaussianFactorGraph::shared_ptr linear_graph =
graph.linearize(linearizationPoint);
return linear_graph;
}
/**
* @brief Get the discrete sequence from the integer `x`.
*
* @tparam K Template parameter so we can set the correct bitset size.
* @param x The integer to convert to a discrete binary sequence.
* @return std::vector<size_t>
*/
template <size_t K>
std::vector<size_t> getDiscreteSequence(size_t x) {
std::bitset<K - 1> seq = x;
std::vector<size_t> discrete_seq(K - 1);
for (size_t i = 0; i < K - 1; i++) {
// Save to discrete vector in reverse order
discrete_seq[K - 2 - i] = seq[i];
}
return discrete_seq;
}
/**
* @brief Helper method to get the tree of unnormalized probabilities
* as per the new elimination scheme.
*
* @param graph The HybridGaussianFactorGraph to eliminate.
* @return AlgebraicDecisionTree<Key>
*/
AlgebraicDecisionTree<Key> probPrimeTree(
const HybridGaussianFactorGraph& graph) {
HybridBayesNet::shared_ptr bayesNet;
HybridGaussianFactorGraph::shared_ptr remainingGraph;
Ordering continuous(graph.continuousKeys());
std::tie(bayesNet, remainingGraph) =
graph.eliminatePartialSequential(continuous);
auto last_conditional = bayesNet->at(bayesNet->size() - 1);
DiscreteKeys discrete_keys = last_conditional->discreteKeys();
const std::vector<DiscreteValues> assignments =
DiscreteValues::CartesianProduct(discrete_keys);
std::reverse(discrete_keys.begin(), discrete_keys.end());
vector<VectorValues::shared_ptr> vector_values;
for (const DiscreteValues& assignment : assignments) {
VectorValues values = bayesNet->optimize(assignment);
vector_values.push_back(boost::make_shared<VectorValues>(values));
}
DecisionTree<Key, VectorValues::shared_ptr> delta_tree(discrete_keys,
vector_values);
std::vector<double> probPrimes;
for (const DiscreteValues& assignment : assignments) {
double error = 0.0;
VectorValues delta = *delta_tree(assignment);
for (auto factor : graph) {
if (factor->isHybrid()) {
auto f = boost::static_pointer_cast<GaussianMixtureFactor>(factor);
error += f->error(delta, assignment);
} else if (factor->isContinuous()) {
auto f = boost::static_pointer_cast<HybridGaussianFactor>(factor);
error += f->inner()->error(delta);
}
}
probPrimes.push_back(exp(-error));
}
AlgebraicDecisionTree<Key> probPrimeTree(discrete_keys, probPrimes);
return probPrimeTree;
}
/****************************************************************************/
/**
* Test for correctness of different branches of the P'(Continuous | Discrete).
* The values should match those of P'(Continuous) for each discrete mode.
*/
TEST(HybridEstimation, Probability) {
constexpr size_t K = 4;
std::vector<double> measurements = {0, 1, 2, 2};
double between_sigma = 1.0, measurement_sigma = 0.1;
// Switching example of robot moving in 1D with
// given measurements and equal mode priors.
Switching switching(K, between_sigma, measurement_sigma, measurements,
"1/1 1/1");
auto graph = switching.linearizedFactorGraph;
Ordering ordering = getOrdering(graph, HybridGaussianFactorGraph());
HybridBayesNet::shared_ptr bayesNet = graph.eliminateSequential(ordering);
auto discreteConditional = bayesNet->atDiscrete(bayesNet->size() - 3);
HybridValues hybrid_values = bayesNet->optimize();
// This is the correct sequence as designed
DiscreteValues discrete_seq;
discrete_seq[M(0)] = 1;
discrete_seq[M(1)] = 1;
discrete_seq[M(2)] = 0;
EXPECT(assert_equal(discrete_seq, hybrid_values.discrete()));
}
/****************************************************************************/
/**
* Test for correctness of different branches of the P'(Continuous | Discrete)
* in the multi-frontal setting. The values should match those of P'(Continuous)
* for each discrete mode.
*/
TEST(HybridEstimation, ProbabilityMultifrontal) {
constexpr size_t K = 4;
std::vector<double> measurements = {0, 1, 2, 2};
double between_sigma = 1.0, measurement_sigma = 0.1;
// Switching example of robot moving in 1D with given measurements and equal
// mode priors.
Switching switching(K, between_sigma, measurement_sigma, measurements,
"1/1 1/1");
auto graph = switching.linearizedFactorGraph;
Ordering ordering = getOrdering(graph, HybridGaussianFactorGraph());
// Get the tree of unnormalized probabilities for each mode sequence.
AlgebraicDecisionTree<Key> expected_probPrimeTree = probPrimeTree(graph);
// Eliminate continuous
Ordering continuous_ordering(graph.continuousKeys());
HybridBayesTree::shared_ptr bayesTree;
HybridGaussianFactorGraph::shared_ptr discreteGraph;
std::tie(bayesTree, discreteGraph) =
graph.eliminatePartialMultifrontal(continuous_ordering);
// Get the last continuous conditional which will have all the discrete keys
Key last_continuous_key =
continuous_ordering.at(continuous_ordering.size() - 1);
auto last_conditional = (*bayesTree)[last_continuous_key]->conditional();
DiscreteKeys discrete_keys = last_conditional->discreteKeys();
Ordering discrete(graph.discreteKeys());
auto discreteBayesTree =
discreteGraph->BaseEliminateable::eliminateMultifrontal(discrete);
EXPECT_LONGS_EQUAL(1, discreteBayesTree->size());
// DiscreteBayesTree should have only 1 clique
auto discrete_clique = (*discreteBayesTree)[discrete.at(0)];
std::set<HybridBayesTreeClique::shared_ptr> clique_set;
for (auto node : bayesTree->nodes()) {
clique_set.insert(node.second);
}
// Set the root of the bayes tree as the discrete clique
for (auto clique : clique_set) {
if (clique->conditional()->parents() ==
discrete_clique->conditional()->frontals()) {
discreteBayesTree->addClique(clique, discrete_clique);
} else {
// Remove the clique from the children of the parents since it will get
// added again in addClique.
auto clique_it = std::find(clique->parent()->children.begin(),
clique->parent()->children.end(), clique);
clique->parent()->children.erase(clique_it);
discreteBayesTree->addClique(clique, clique->parent());
}
}
HybridValues hybrid_values = discreteBayesTree->optimize();
// This is the correct sequence as designed
DiscreteValues discrete_seq;
discrete_seq[M(0)] = 1;
discrete_seq[M(1)] = 1;
discrete_seq[M(2)] = 0;
EXPECT(assert_equal(discrete_seq, hybrid_values.discrete()));
}
/*********************************************************************************
// Create a hybrid nonlinear factor graph f(x0, x1, m0; z0, z1)
********************************************************************************/
static HybridNonlinearFactorGraph createHybridNonlinearFactorGraph() {
HybridNonlinearFactorGraph nfg;
constexpr double sigma = 0.5; // measurement noise
const auto noise_model = noiseModel::Isotropic::Sigma(1, sigma);
// Add "measurement" factors:
nfg.emplace_nonlinear<PriorFactor<double>>(X(0), 0.0, noise_model);
nfg.emplace_nonlinear<PriorFactor<double>>(X(1), 1.0, noise_model);
// Add mixture factor:
DiscreteKey m(M(0), 2);
const auto zero_motion =
boost::make_shared<BetweenFactor<double>>(X(0), X(1), 0, noise_model);
const auto one_motion =
boost::make_shared<BetweenFactor<double>>(X(0), X(1), 1, noise_model);
nfg.emplace_hybrid<MixtureFactor>(
KeyVector{X(0), X(1)}, DiscreteKeys{m},
std::vector<NonlinearFactor::shared_ptr>{zero_motion, one_motion});
return nfg;
}
/*********************************************************************************
// Create a hybrid nonlinear factor graph f(x0, x1, m0; z0, z1)
********************************************************************************/
static HybridGaussianFactorGraph::shared_ptr createHybridGaussianFactorGraph() {
HybridNonlinearFactorGraph nfg = createHybridNonlinearFactorGraph();
Values initial;
double z0 = 0.0, z1 = 1.0;
initial.insert<double>(X(0), z0);
initial.insert<double>(X(1), z1);
return nfg.linearize(initial);
}
/*********************************************************************************
* Do hybrid elimination and do regression test on discrete conditional.
********************************************************************************/
TEST(HybridEstimation, eliminateSequentialRegression) {
// 1. Create the factor graph from the nonlinear factor graph.
HybridGaussianFactorGraph::shared_ptr fg = createHybridGaussianFactorGraph();
// 2. Eliminate into BN
const Ordering ordering = fg->getHybridOrdering();
HybridBayesNet::shared_ptr bn = fg->eliminateSequential(ordering);
// GTSAM_PRINT(*bn);
// TODO(dellaert): dc should be discrete conditional on m0, but it is an
// unnormalized factor? DiscreteKey m(M(0), 2); DiscreteConditional expected(m
// % "0.51341712/1"); auto dc = bn->back()->asDiscreteConditional();
// EXPECT(assert_equal(expected, *dc, 1e-9));
}
/*********************************************************************************
* Test for correctness via sampling.
*
* Compute the conditional P(x0, m0, x1| z0, z1)
* with measurements z0, z1. To do so, we:
* 1. Start with the corresponding Factor Graph `FG`.
* 2. Eliminate the factor graph into a Bayes Net `BN`.
* 3. Sample from the Bayes Net.
* 4. Check that the ratio `BN(x)/FG(x) = constant` for all samples `x`.
********************************************************************************/
TEST(HybridEstimation, CorrectnessViaSampling) {
// 1. Create the factor graph from the nonlinear factor graph.
HybridGaussianFactorGraph::shared_ptr fg = createHybridGaussianFactorGraph();
// 2. Eliminate into BN
const Ordering ordering = fg->getHybridOrdering();
HybridBayesNet::shared_ptr bn = fg->eliminateSequential(ordering);
// Set up sampling
std::mt19937_64 rng(11);
// 3. Do sampling
int num_samples = 10;
// Functor to compute the ratio between the
// Bayes net and the factor graph.
auto compute_ratio =
[](const HybridBayesNet::shared_ptr& bayesNet,
const HybridGaussianFactorGraph::shared_ptr& factorGraph,
const HybridValues& sample) -> double {
const DiscreteValues assignment = sample.discrete();
// Compute in log form for numerical stability
double log_ratio = bayesNet->error(sample.continuous(), assignment) -
factorGraph->error(sample.continuous(), assignment);
double ratio = exp(-log_ratio);
return ratio;
};
// The error evaluated by the factor graph and the Bayes net should differ by
// the normalizing term computed via the Bayes net determinant.
const HybridValues sample = bn->sample(&rng);
double ratio = compute_ratio(bn, fg, sample);
// regression
EXPECT_DOUBLES_EQUAL(1.0, ratio, 1e-9);
// 4. Check that all samples == constant
for (size_t i = 0; i < num_samples; i++) {
// Sample from the bayes net
const HybridValues sample = bn->sample(&rng);
EXPECT_DOUBLES_EQUAL(ratio, compute_ratio(bn, fg, sample), 1e-9);
}
}
/* ************************************************************************* */
int main() {
TestResult tr;

29
gtsam/hybrid/tests/testHybridGaussianFactorGraph.cpp
View File

@ -182,7 +182,9 @@ TEST(HybridGaussianFactorGraph, eliminateFullMultifrontalSimple) {
boost::make_shared<JacobianFactor>(X(1), I_3x3, Vector3::Ones())}));
hfg.add(DecisionTreeFactor(m1, {2, 8}));
hfg.add(DecisionTreeFactor({{M(1), 2}, {M(2), 2}}, "1 2 3 4"));
// TODO(Varun) Adding extra discrete variable not connected to continuous
// variable throws segfault
// hfg.add(DecisionTreeFactor({{M(1), 2}, {M(2), 2}}, "1 2 3 4"));
HybridBayesTree::shared_ptr result =
hfg.eliminateMultifrontal(hfg.getHybridOrdering());
@ -569,6 +571,31 @@ TEST(HybridGaussianFactorGraph, ErrorAndProbPrime) {
HybridGaussianFactorGraph graph = s.linearizedFactorGraph;
Ordering hybridOrdering = graph.getHybridOrdering();
HybridBayesNet::shared_ptr hybridBayesNet =
graph.eliminateSequential(hybridOrdering);
HybridValues delta = hybridBayesNet->optimize();
double error = graph.error(delta.continuous(), delta.discrete());
double expected_error = 0.490243199;
// regression
EXPECT(assert_equal(expected_error, error, 1e-9));
double probs = exp(-error);
double expected_probs = graph.probPrime(delta.continuous(), delta.discrete());
// regression
EXPECT(assert_equal(expected_probs, probs, 1e-7));
}
/* ****************************************************************************/
// Test hybrid gaussian factor graph error and unnormalized probabilities
TEST(HybridGaussianFactorGraph, ErrorAndProbPrimeTree) {
Switching s(3);
HybridGaussianFactorGraph graph = s.linearizedFactorGraph;
Ordering hybridOrdering = graph.getHybridOrdering();
HybridBayesNet::shared_ptr hybridBayesNet =
graph.eliminateSequential(hybridOrdering);

19
gtsam/hybrid/tests/testHybridGaussianISAM.cpp
View File

@ -164,7 +164,8 @@ TEST(HybridGaussianElimination, IncrementalInference) {
discrete_ordering += M(0);
discrete_ordering += M(1);
HybridBayesTree::shared_ptr discreteBayesTree =
expectedRemainingGraph->eliminateMultifrontal(discrete_ordering);
expectedRemainingGraph->BaseEliminateable::eliminateMultifrontal(
discrete_ordering);
DiscreteValues m00;
m00[M(0)] = 0, m00[M(1)] = 0;
@ -174,12 +175,12 @@ TEST(HybridGaussianElimination, IncrementalInference) {
auto discreteConditional = isam[M(1)]->conditional()->asDiscrete();
// Test if the probability values are as expected with regression tests.
// Test the probability values with regression tests.
DiscreteValues assignment;
EXPECT(assert_equal(m00_prob, 0.0619233, 1e-5));
EXPECT(assert_equal(0.0619233, m00_prob, 1e-5));
assignment[M(0)] = 0;
assignment[M(1)] = 0;
EXPECT(assert_equal(m00_prob, (*discreteConditional)(assignment), 1e-5));
EXPECT(assert_equal(0.0619233, (*discreteConditional)(assignment), 1e-5));
assignment[M(0)] = 1;
assignment[M(1)] = 0;
EXPECT(assert_equal(0.183743, (*discreteConditional)(assignment), 1e-5));
@ -192,11 +193,15 @@ TEST(HybridGaussianElimination, IncrementalInference) {
// Check if the clique conditional generated from incremental elimination
// matches that of batch elimination.
auto expectedChordal = expectedRemainingGraph->eliminateMultifrontal();
auto expectedConditional = dynamic_pointer_cast<DecisionTreeFactor>(
(*expectedChordal)[M(1)]->conditional()->inner());
auto expectedChordal =
expectedRemainingGraph->BaseEliminateable::eliminateMultifrontal();
auto actualConditional = dynamic_pointer_cast<DecisionTreeFactor>(
isam[M(1)]->conditional()->inner());
// Account for the probability terms from evaluating continuous FGs
DiscreteKeys discrete_keys = {{M(0), 2}, {M(1), 2}};
vector<double> probs = {0.061923317, 0.20415914, 0.18374323, 0.2};
auto expectedConditional =
boost::make_shared<DecisionTreeFactor>(discrete_keys, probs);
EXPECT(assert_equal(*actualConditional, *expectedConditional, 1e-6));
}

11
gtsam/hybrid/tests/testHybridNonlinearFactorGraph.cpp
View File

@ -385,11 +385,11 @@ TEST(HybridFactorGraph, Partial_Elimination) {
auto linearizedFactorGraph = self.linearizedFactorGraph;
// Create ordering.
// Create ordering of only continuous variables.
Ordering ordering;
for (size_t k = 0; k < self.K; k++) ordering += X(k);
// Eliminate partially.
// Eliminate partially i.e. only continuous part.
HybridBayesNet::shared_ptr hybridBayesNet;
HybridGaussianFactorGraph::shared_ptr remainingFactorGraph;
std::tie(hybridBayesNet, remainingFactorGraph) =
@ -439,6 +439,7 @@ TEST(HybridFactorGraph, Full_Elimination) {
auto df = dynamic_pointer_cast<HybridDiscreteFactor>(factor);
discrete_fg.push_back(df->inner());
}
ordering.clear();
for (size_t k = 0; k < self.K - 1; k++) ordering += M(k);
discreteBayesNet =
@ -586,7 +587,7 @@ factor 6: Discrete [m1 m0]
// Expected output for hybridBayesNet.
string expected_hybridBayesNet = R"(
size: 3
factor 0: Hybrid P( x0 | x1 m0)
conditional 0: Hybrid P( x0 | x1 m0)
Discrete Keys = (m0, 2),
Choice(m0)
0 Leaf p(x0 | x1)
@ -601,7 +602,7 @@ factor 0: Hybrid P( x0 | x1 m0)
d = [ -9.95037 ]
No noise model
factor 1: Hybrid P( x1 | x2 m0 m1)
conditional 1: Hybrid P( x1 | x2 m0 m1)
Discrete Keys = (m0, 2), (m1, 2),
Choice(m1)
0 Choice(m0)
@ -630,7 +631,7 @@ factor 1: Hybrid P( x1 | x2 m0 m1)
d = [ -10 ]
No noise model
factor 2: Hybrid P( x2 | m0 m1)
conditional 2: Hybrid P( x2 | m0 m1)
Discrete Keys = (m0, 2), (m1, 2),
Choice(m1)
0 Choice(m0)

22
gtsam/hybrid/tests/testHybridNonlinearISAM.cpp
View File

@ -152,7 +152,8 @@ TEST(HybridNonlinearISAM, IncrementalInference) {
HybridBayesTree::shared_ptr expectedHybridBayesTree;
HybridGaussianFactorGraph::shared_ptr expectedRemainingGraph;
std::tie(expectedHybridBayesTree, expectedRemainingGraph) =
switching.linearizedFactorGraph.eliminatePartialMultifrontal(ordering);
switching.linearizedFactorGraph
.BaseEliminateable::eliminatePartialMultifrontal(ordering);
// The densities on X(1) should be the same
auto x0_conditional = dynamic_pointer_cast<GaussianMixture>(
@ -181,7 +182,8 @@ TEST(HybridNonlinearISAM, IncrementalInference) {
discrete_ordering += M(0);
discrete_ordering += M(1);
HybridBayesTree::shared_ptr discreteBayesTree =
expectedRemainingGraph->eliminateMultifrontal(discrete_ordering);
expectedRemainingGraph->BaseEliminateable::eliminateMultifrontal(
discrete_ordering);
DiscreteValues m00;
m00[M(0)] = 0, m00[M(1)] = 0;
@ -192,12 +194,12 @@ TEST(HybridNonlinearISAM, IncrementalInference) {
auto discreteConditional =
bayesTree[M(1)]->conditional()->asDiscrete();
// Test if the probability values are as expected with regression tests.
// Test the probability values with regression tests.
DiscreteValues assignment;
EXPECT(assert_equal(m00_prob, 0.0619233, 1e-5));
EXPECT(assert_equal(0.0619233, m00_prob, 1e-5));
assignment[M(0)] = 0;
assignment[M(1)] = 0;
EXPECT(assert_equal(m00_prob, (*discreteConditional)(assignment), 1e-5));
EXPECT(assert_equal(0.0619233, (*discreteConditional)(assignment), 1e-5));
assignment[M(0)] = 1;
assignment[M(1)] = 0;
EXPECT(assert_equal(0.183743, (*discreteConditional)(assignment), 1e-5));
@ -211,10 +213,13 @@ TEST(HybridNonlinearISAM, IncrementalInference) {
// Check if the clique conditional generated from incremental elimination
// matches that of batch elimination.
auto expectedChordal = expectedRemainingGraph->eliminateMultifrontal();
auto expectedConditional = dynamic_pointer_cast<DecisionTreeFactor>(
(*expectedChordal)[M(1)]->conditional()->inner());
auto actualConditional = dynamic_pointer_cast<DecisionTreeFactor>(
bayesTree[M(1)]->conditional()->inner());
// Account for the probability terms from evaluating continuous FGs
DiscreteKeys discrete_keys = {{M(0), 2}, {M(1), 2}};
vector<double> probs = {0.061923317, 0.20415914, 0.18374323, 0.2};
auto expectedConditional =
boost::make_shared<DecisionTreeFactor>(discrete_keys, probs);
EXPECT(assert_equal(*actualConditional, *expectedConditional, 1e-6));
}
@ -249,7 +254,8 @@ TEST(HybridNonlinearISAM, Approx_inference) {
HybridBayesTree::shared_ptr unprunedHybridBayesTree;
HybridGaussianFactorGraph::shared_ptr unprunedRemainingGraph;
std::tie(unprunedHybridBayesTree, unprunedRemainingGraph) =
switching.linearizedFactorGraph.eliminatePartialMultifrontal(ordering);
switching.linearizedFactorGraph
.BaseEliminateable::eliminatePartialMultifrontal(ordering);
size_t maxNrLeaves = 5;
incrementalHybrid.update(graph1, initial);

9
gtsam/inference/BayesNet-inst.h
View File

@ -31,7 +31,14 @@ namespace gtsam {
template <class CONDITIONAL>
void BayesNet<CONDITIONAL>::print(const std::string& s,
const KeyFormatter& formatter) const {
Base::print(s, formatter);
std::cout << (s.empty() ? "" : s + " ") << std::endl;
std::cout << "size: " << this->size() << std::endl;
for (size_t i = 0; i < this->size(); i++) {
const auto& conditional = this->at(i);
std::stringstream ss;
ss << "conditional " << i << ": ";
if (conditional) conditional->print(ss.str(), formatter);
}
}
/* ************************************************************************* */

2
gtsam/inference/Ordering.h
View File

@ -73,7 +73,7 @@ public:
/**
* @brief Append new keys to the ordering as `ordering += keys`.
*
* @param key
* @param keys The key vector to append to this ordering.
* @return The ordering variable with appended keys.
*/
This& operator+=(KeyVector& keys);