provide logNormalizers directly to the augment method
parent
c38756c9f2
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79c7c6a8b6
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@ -35,45 +35,17 @@ namespace gtsam {
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* the `b` vector as an additional row.
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* the `b` vector as an additional row.
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*
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*
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* @param factors DecisionTree of GaussianFactor shared pointers.
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* @param factors DecisionTree of GaussianFactor shared pointers.
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* @param varyingNormalizers Flag indicating the normalizers are different for
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* @param logNormalizers Tree of log-normalizers corresponding to each
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* each component.
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* Gaussian factor in factors.
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* @return GaussianMixtureFactor::Factors
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* @return GaussianMixtureFactor::Factors
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*/
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*/
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GaussianMixtureFactor::Factors augment(
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GaussianMixtureFactor::Factors augment(
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const GaussianMixtureFactor::Factors &factors, bool varyingNormalizers) {
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const GaussianMixtureFactor::Factors &factors,
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if (!varyingNormalizers) {
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const AlgebraicDecisionTree<Key> &logNormalizers) {
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return factors;
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}
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// First compute all the sqrt(|2 pi Sigma|) terms
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auto computeNormalizers = [](const GaussianMixtureFactor::sharedFactor &gf) {
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auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf);
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// If we have, say, a Hessian factor, then no need to do anything
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if (!jf) return 0.0;
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auto model = jf->get_model();
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// If there is no noise model, there is nothing to do.
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if (!model) {
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return 0.0;
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}
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// Since noise models are Gaussian, we can get the logDeterminant using the
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// same trick as in GaussianConditional
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double logDetR =
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model->R().diagonal().unaryExpr([](double x) { return log(x); }).sum();
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double logDeterminantSigma = -2.0 * logDetR;
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size_t n = model->dim();
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constexpr double log2pi = 1.8378770664093454835606594728112;
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return n * log2pi + logDeterminantSigma;
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};
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AlgebraicDecisionTree<Key> log_normalizers =
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DecisionTree<Key, double>(factors, computeNormalizers);
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// Find the minimum value so we can "proselytize" to positive values.
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// Find the minimum value so we can "proselytize" to positive values.
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// Done because we can't have sqrt of negative numbers.
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// Done because we can't have sqrt of negative numbers.
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double min_log_normalizer = log_normalizers.min();
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double min_log_normalizer = logNormalizers.min();
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log_normalizers = log_normalizers.apply(
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AlgebraicDecisionTree<Key> log_normalizers = logNormalizers.apply(
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[&min_log_normalizer](double n) { return n - min_log_normalizer; });
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[&min_log_normalizer](double n) { return n - min_log_normalizer; });
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// Finally, update the [A|b] matrices.
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// Finally, update the [A|b] matrices.
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@ -82,8 +54,6 @@ GaussianMixtureFactor::Factors augment(
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const GaussianMixtureFactor::sharedFactor &gf) {
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const GaussianMixtureFactor::sharedFactor &gf) {
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auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf);
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auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf);
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if (!jf) return gf;
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if (!jf) return gf;
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// If there is no noise model, there is nothing to do.
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if (!jf->get_model()) return gf;
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// If the log_normalizer is 0, do nothing
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// If the log_normalizer is 0, do nothing
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if (log_normalizers(assignment) == 0.0) return gf;
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if (log_normalizers(assignment) == 0.0) return gf;
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@ -102,12 +72,11 @@ GaussianMixtureFactor::Factors augment(
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}
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}
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/* *******************************************************************************/
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/* *******************************************************************************/
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GaussianMixtureFactor::GaussianMixtureFactor(const KeyVector &continuousKeys,
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GaussianMixtureFactor::GaussianMixtureFactor(
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const DiscreteKeys &discreteKeys,
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const KeyVector &continuousKeys, const DiscreteKeys &discreteKeys,
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const Factors &factors,
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const Factors &factors, const AlgebraicDecisionTree<Key> &logNormalizers)
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bool varyingNormalizers)
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: Base(continuousKeys, discreteKeys),
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: Base(continuousKeys, discreteKeys),
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factors_(augment(factors, varyingNormalizers)) {}
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factors_(augment(factors, logNormalizers)) {}
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/* *******************************************************************************/
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/* *******************************************************************************/
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bool GaussianMixtureFactor::equals(const HybridFactor &lf, double tol) const {
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bool GaussianMixtureFactor::equals(const HybridFactor &lf, double tol) const {
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@ -194,6 +163,21 @@ double GaussianMixtureFactor::error(const HybridValues &values) const {
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const sharedFactor gf = factors_(values.discrete());
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const sharedFactor gf = factors_(values.discrete());
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return gf->error(values.continuous());
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return gf->error(values.continuous());
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}
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}
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/* *******************************************************************************/
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/* *******************************************************************************/
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double ComputeLogNormalizer(
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const noiseModel::Gaussian::shared_ptr &noise_model) {
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// Since noise models are Gaussian, we can get the logDeterminant using
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// the same trick as in GaussianConditional
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double logDetR = noise_model->R()
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.diagonal()
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.unaryExpr([](double x) { return log(x); })
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.sum();
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double logDeterminantSigma = -2.0 * logDetR;
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size_t n = noise_model->dim();
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constexpr double log2pi = 1.8378770664093454835606594728112;
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return n * log2pi + logDeterminantSigma;
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}
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} // namespace gtsam
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} // namespace gtsam
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@ -82,13 +82,14 @@ class GTSAM_EXPORT GaussianMixtureFactor : public HybridFactor {
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* their cardinalities.
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* their cardinalities.
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* @param factors The decision tree of Gaussian factors stored as the mixture
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* @param factors The decision tree of Gaussian factors stored as the mixture
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* density.
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* density.
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* @param varyingNormalizers Flag indicating factor components have varying
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* @param logNormalizers Tree of log-normalizers corresponding to each
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* normalizer values.
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* Gaussian factor in factors.
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*/
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*/
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GaussianMixtureFactor(const KeyVector &continuousKeys,
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GaussianMixtureFactor(const KeyVector &continuousKeys,
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const DiscreteKeys &discreteKeys,
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const DiscreteKeys &discreteKeys,
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const Factors &factors,
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const Factors &factors,
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bool varyingNormalizers = false);
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const AlgebraicDecisionTree<Key> &logNormalizers =
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AlgebraicDecisionTree<Key>(0.0));
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/**
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/**
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* @brief Construct a new GaussianMixtureFactor object using a vector of
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* @brief Construct a new GaussianMixtureFactor object using a vector of
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@ -97,16 +98,16 @@ class GTSAM_EXPORT GaussianMixtureFactor : public HybridFactor {
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* @param continuousKeys Vector of keys for continuous factors.
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* @param continuousKeys Vector of keys for continuous factors.
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* @param discreteKeys Vector of discrete keys.
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* @param discreteKeys Vector of discrete keys.
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* @param factors Vector of gaussian factor shared pointers.
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* @param factors Vector of gaussian factor shared pointers.
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* @param varyingNormalizers Flag indicating factor components have varying
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* @param logNormalizers Tree of log-normalizers corresponding to each
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* normalizer values.
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* Gaussian factor in factors.
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*/
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*/
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GaussianMixtureFactor(const KeyVector &continuousKeys,
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GaussianMixtureFactor(const KeyVector &continuousKeys,
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const DiscreteKeys &discreteKeys,
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const DiscreteKeys &discreteKeys,
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const std::vector<sharedFactor> &factors,
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const std::vector<sharedFactor> &factors,
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bool varyingNormalizers = false)
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const AlgebraicDecisionTree<Key> &logNormalizers =
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AlgebraicDecisionTree<Key>(0.0))
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: GaussianMixtureFactor(continuousKeys, discreteKeys,
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: GaussianMixtureFactor(continuousKeys, discreteKeys,
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Factors(discreteKeys, factors),
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Factors(discreteKeys, factors), logNormalizers) {}
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varyingNormalizers) {}
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/// @}
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/// @}
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/// @name Testable
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/// @name Testable
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struct traits<GaussianMixtureFactor> : public Testable<GaussianMixtureFactor> {
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struct traits<GaussianMixtureFactor> : public Testable<GaussianMixtureFactor> {
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};
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};
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double ComputeLogNormalizer(
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const noiseModel::Gaussian::shared_ptr &noise_model);
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} // namespace gtsam
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} // namespace gtsam
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