Merge branch 'develop' into discrete-elimination-refactor

release/4.3a0
Varun Agrawal 2025-01-31 22:18:14 -05:00
commit 858c64e167
20 changed files with 388 additions and 182 deletions

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@ -31,11 +31,12 @@
#include <boost/algorithm/string/classification.hpp>
#include <boost/algorithm/string/split.hpp>
#include <cstdlib>
#include <fstream>
#include <iostream>
#include <string>
#include <vector>
using namespace std;
using namespace gtsam;
using namespace boost::algorithm;
@ -43,19 +44,30 @@ using symbol_shorthand::L;
using symbol_shorthand::M;
using symbol_shorthand::X;
const size_t kMaxLoopCount = 2000; // Example default value
const size_t kMaxNrHypotheses = 10;
auto kOpenLoopModel = noiseModel::Diagonal::Sigmas(Vector3::Ones() * 10);
const double kOpenLoopConstant = kOpenLoopModel->negLogConstant();
auto kPriorNoiseModel = noiseModel::Diagonal::Sigmas(
(Vector(3) << 0.0001, 0.0001, 0.0001).finished());
auto kPoseNoiseModel = noiseModel::Diagonal::Sigmas(
(Vector(3) << 1.0 / 30.0, 1.0 / 30.0, 1.0 / 100.0).finished());
const double kPoseNoiseConstant = kPoseNoiseModel->negLogConstant();
// Experiment Class
class Experiment {
public:
// Parameters with default values
size_t maxLoopCount = 3000;
// 3000: {1: 62s, 2: 21s, 3: 20s, 4: 31s, 5: 39s} No DT optimizations
// 3000: {1: 65s, 2: 20s, 3: 16s, 4: 21s, 5: 28s} With DT optimizations
// 3000: {1: 59s, 2: 19s, 3: 18s, 4: 26s, 5: 33s} With DT optimizations +
// merge
size_t updateFrequency = 3;
size_t maxNrHypotheses = 10;
private:
std::string filename_;
HybridSmoother smoother_;
@ -72,7 +84,7 @@ class Experiment {
*/
void writeResult(const Values& result, size_t numPoses,
const std::string& filename = "Hybrid_city10000.txt") {
ofstream outfile;
std::ofstream outfile;
outfile.open(filename);
for (size_t i = 0; i < numPoses; ++i) {
@ -98,9 +110,8 @@ class Experiment {
auto f1 = std::make_shared<BetweenFactor<Pose2>>(
X(keyS), X(keyT), measurement, kPoseNoiseModel);
std::vector<NonlinearFactorValuePair> factors{
{f0, kOpenLoopModel->negLogConstant()},
{f1, kPoseNoiseModel->negLogConstant()}};
std::vector<NonlinearFactorValuePair> factors{{f0, kOpenLoopConstant},
{f1, kPoseNoiseConstant}};
HybridNonlinearFactor mixtureFactor(l, factors);
return mixtureFactor;
}
@ -114,9 +125,8 @@ class Experiment {
auto f1 = std::make_shared<BetweenFactor<Pose2>>(
X(keyS), X(keyT), poseArray[1], kPoseNoiseModel);
std::vector<NonlinearFactorValuePair> factors{
{f0, kPoseNoiseModel->negLogConstant()},
{f1, kPoseNoiseModel->negLogConstant()}};
std::vector<NonlinearFactorValuePair> factors{{f0, kPoseNoiseConstant},
{f1, kPoseNoiseConstant}};
HybridNonlinearFactor mixtureFactor(m, factors);
return mixtureFactor;
}
@ -124,9 +134,9 @@ class Experiment {
/// @brief Perform smoother update and optimize the graph.
void smootherUpdate(HybridSmoother& smoother,
HybridNonlinearFactorGraph& graph, const Values& initial,
size_t kMaxNrHypotheses, Values* result) {
size_t maxNrHypotheses, Values* result) {
HybridGaussianFactorGraph linearized = *graph.linearize(initial);
smoother.update(linearized, kMaxNrHypotheses);
smoother.update(linearized, maxNrHypotheses);
// throw if x0 not in hybridBayesNet_:
const KeySet& keys = smoother.hybridBayesNet().keys();
if (keys.find(X(0)) == keys.end()) {
@ -143,11 +153,11 @@ class Experiment {
: filename_(filename), smoother_(0.99) {}
/// @brief Run the main experiment with a given maxLoopCount.
void run(size_t maxLoopCount) {
void run() {
// Prepare reading
ifstream in(filename_);
std::ifstream in(filename_);
if (!in.is_open()) {
cerr << "Failed to open file: " << filename_ << endl;
std::cerr << "Failed to open file: " << filename_ << std::endl;
return;
}
@ -168,11 +178,14 @@ class Experiment {
// Initial update
clock_t beforeUpdate = clock();
smootherUpdate(smoother_, graph_, initial_, kMaxNrHypotheses, &result_);
smootherUpdate(smoother_, graph_, initial_, maxNrHypotheses, &result_);
clock_t afterUpdate = clock();
std::vector<std::pair<size_t, double>> smootherUpdateTimes;
smootherUpdateTimes.push_back({index, afterUpdate - beforeUpdate});
// Flag to decide whether to run smoother update
size_t numberOfHybridFactors = 0;
// Start main loop
size_t keyS = 0, keyT = 0;
clock_t startTime = clock();
@ -193,9 +206,6 @@ class Experiment {
poseArray[i] = Pose2(x, y, rad);
}
// Flag to decide whether to run smoother update
bool doSmootherUpdate = false;
// Take the first one as the initial estimate
Pose2 odomPose = poseArray[0];
if (keyS == keyT - 1) {
@ -207,8 +217,8 @@ class Experiment {
hybridOdometryFactor(numMeasurements, keyS, keyT, m, poseArray);
graph_.push_back(mixtureFactor);
discreteCount++;
doSmootherUpdate = true;
// std::cout << "mixtureFactor: " << keyS << " " << keyT << std::endl;
numberOfHybridFactors += 1;
std::cout << "mixtureFactor: " << keyS << " " << keyT << std::endl;
} else {
graph_.add(BetweenFactor<Pose2>(X(keyS), X(keyT), odomPose,
kPoseNoiseModel));
@ -220,20 +230,22 @@ class Experiment {
HybridNonlinearFactor loopFactor =
hybridLoopClosureFactor(loopCount, keyS, keyT, odomPose);
// print loop closure event keys:
// std::cout << "Loop closure: " << keyS << " " << keyT << std::endl;
std::cout << "Loop closure: " << keyS << " " << keyT << std::endl;
graph_.add(loopFactor);
doSmootherUpdate = true;
numberOfHybridFactors += 1;
loopCount++;
}
if (doSmootherUpdate) {
if (numberOfHybridFactors >= updateFrequency) {
// print the keys involved in the smoother update
std::cout << "Smoother update: " << graph_.size() << std::endl;
gttic_(SmootherUpdate);
beforeUpdate = clock();
smootherUpdate(smoother_, graph_, initial_, kMaxNrHypotheses, &result_);
smootherUpdate(smoother_, graph_, initial_, maxNrHypotheses, &result_);
afterUpdate = clock();
smootherUpdateTimes.push_back({index, afterUpdate - beforeUpdate});
gttoc_(SmootherUpdate);
doSmootherUpdate = false;
numberOfHybridFactors = 0;
}
// Record timing for odometry edges only
@ -259,7 +271,7 @@ class Experiment {
// Final update
beforeUpdate = clock();
smootherUpdate(smoother_, graph_, initial_, kMaxNrHypotheses, &result_);
smootherUpdate(smoother_, graph_, initial_, maxNrHypotheses, &result_);
afterUpdate = clock();
smootherUpdateTimes.push_back({index, afterUpdate - beforeUpdate});
@ -289,7 +301,7 @@ class Experiment {
// }
// Write timing info to file
ofstream outfileTime;
std::ofstream outfileTime;
std::string timeFileName = "Hybrid_City10000_time.txt";
outfileTime.open(timeFileName);
for (auto accTime : timeList) {
@ -301,15 +313,47 @@ class Experiment {
};
/* ************************************************************************* */
int main() {
// Function to parse command-line arguments
void parseArguments(int argc, char* argv[], size_t& maxLoopCount,
size_t& updateFrequency, size_t& maxNrHypotheses) {
for (int i = 1; i < argc; ++i) {
std::string arg = argv[i];
if (arg == "--max-loop-count" && i + 1 < argc) {
maxLoopCount = std::stoul(argv[++i]);
} else if (arg == "--update-frequency" && i + 1 < argc) {
updateFrequency = std::stoul(argv[++i]);
} else if (arg == "--max-nr-hypotheses" && i + 1 < argc) {
maxNrHypotheses = std::stoul(argv[++i]);
} else if (arg == "--help") {
std::cout << "Usage: " << argv[0] << " [options]\n"
<< "Options:\n"
<< " --max-loop-count <value> Set the maximum loop "
"count (default: 3000)\n"
<< " --update-frequency <value> Set the update frequency "
"(default: 3)\n"
<< " --max-nr-hypotheses <value> Set the maximum number of "
"hypotheses (default: 10)\n"
<< " --help Show this help message\n";
std::exit(0);
}
}
}
/* ************************************************************************* */
// Main function
int main(int argc, char* argv[]) {
Experiment experiment(findExampleDataFile("T1_city10000_04.txt"));
// Experiment experiment("../data/mh_T1_city10000_04.txt"); //Type #1 only
// Experiment experiment("../data/mh_T3b_city10000_10.txt"); //Type #3 only
// Experiment experiment("../data/mh_T1_T3_city10000_04.txt"); //Type #1 +
// Type #3
// Parse command-line arguments
parseArguments(argc, argv, experiment.maxLoopCount,
experiment.updateFrequency, experiment.maxNrHypotheses);
// Run the experiment
experiment.run(kMaxLoopCount);
experiment.run();
return 0;
}
}

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@ -74,8 +74,8 @@ namespace gtsam {
/// equality up to tolerance
bool equals(const Node& q, const CompareFunc& compare) const override {
const Leaf* other = dynamic_cast<const Leaf*>(&q);
if (!other) return false;
if (!q.isLeaf()) return false;
const Leaf* other = static_cast<const Leaf*>(&q);
return compare(this->constant_, other->constant_);
}
@ -202,36 +202,39 @@ namespace gtsam {
* @param node The root node of the decision tree.
* @return NodePtr
*/
#ifdef GTSAM_DT_MERGING
static NodePtr Unique(const NodePtr& node) {
if (auto choice = std::dynamic_pointer_cast<const Choice>(node)) {
// Choice node, we recurse!
// Make non-const copy so we can update
auto f = std::make_shared<Choice>(choice->label(), choice->nrChoices());
if (node->isLeaf()) return node; // Leaf node, return as is
// Iterate over all the branches
for (size_t i = 0; i < choice->nrChoices(); i++) {
auto branch = choice->branches_[i];
f->push_back(Unique(branch));
}
auto choice = std::static_pointer_cast<const Choice>(node);
// Choice node, we recurse!
// Make non-const copy so we can update
auto f = std::make_shared<Choice>(choice->label(), choice->nrChoices());
#ifdef GTSAM_DT_MERGING
// If all the branches are the same, we can merge them into one
if (f->allSame_) {
assert(f->branches().size() > 0);
NodePtr f0 = f->branches_[0];
NodePtr newLeaf(
new Leaf(std::dynamic_pointer_cast<const Leaf>(f0)->constant()));
return newLeaf;
}
#endif
return f;
} else {
// Leaf node, return as is
return node;
// Iterate over all the branches
for (const auto& branch : choice->branches_) {
f->push_back(Unique(branch));
}
// If all the branches are the same, we can merge them into one
if (f->allSame_) {
assert(f->branches().size() > 0);
auto f0 = std::static_pointer_cast<const Leaf>(f->branches_[0]);
return std::make_shared<Leaf>(f0->constant());
}
return f;
}
#else
static NodePtr Unique(const NodePtr& node) {
// No-op when GTSAM_DT_MERGING is not defined
return node;
}
#endif
bool isLeaf() const override { return false; }
/// Constructor, given choice label and mandatory expected branch count.
@ -322,9 +325,9 @@ namespace gtsam {
const NodePtr& branch = branches_[i];
// Check if zero
if (!showZero) {
const Leaf* leaf = dynamic_cast<const Leaf*>(branch.get());
if (leaf && valueFormatter(leaf->constant()).compare("0")) continue;
if (!showZero && branch->isLeaf()) {
auto leaf = std::static_pointer_cast<const Leaf>(branch);
if (valueFormatter(leaf->constant()).compare("0")) continue;
}
os << "\"" << this->id() << "\" -> \"" << branch->id() << "\"";
@ -346,8 +349,8 @@ namespace gtsam {
/// equality
bool equals(const Node& q, const CompareFunc& compare) const override {
const Choice* other = dynamic_cast<const Choice*>(&q);
if (!other) return false;
if (q.isLeaf()) return false;
const Choice* other = static_cast<const Choice*>(&q);
if (this->label_ != other->label_) return false;
if (branches_.size() != other->branches_.size()) return false;
// we don't care about shared pointers being equal here
@ -570,11 +573,13 @@ namespace gtsam {
struct ApplyUnary {
const Unary& op;
void operator()(typename DecisionTree<L, Y>::NodePtr& node) const {
if (auto leaf = std::dynamic_pointer_cast<Leaf>(node)) {
if (node->isLeaf()) {
// Apply the unary operation to the leaf's constant value
auto leaf = std::static_pointer_cast<Leaf>(node);
leaf->constant_ = op(leaf->constant_);
} else if (auto choice = std::dynamic_pointer_cast<Choice>(node)) {
} else {
// Recurse into the choice branches
auto choice = std::static_pointer_cast<Choice>(node);
for (NodePtr& branch : choice->branches()) {
(*this)(branch);
}
@ -622,8 +627,7 @@ namespace gtsam {
for (Iterator it = begin; it != end; it++) {
if (it->root_->isLeaf())
continue;
std::shared_ptr<const Choice> c =
std::dynamic_pointer_cast<const Choice>(it->root_);
auto c = std::static_pointer_cast<const Choice>(it->root_);
if (!highestLabel || c->label() > *highestLabel) {
highestLabel = c->label();
nrChoices = c->nrChoices();
@ -729,11 +733,7 @@ namespace gtsam {
typename DecisionTree<L, Y>::NodePtr DecisionTree<L, Y>::create(
It begin, It end, ValueIt beginY, ValueIt endY) {
auto node = build(begin, end, beginY, endY);
if (auto choice = std::dynamic_pointer_cast<Choice>(node)) {
return Choice::Unique(choice);
} else {
return node;
}
return Choice::Unique(node);
}
/****************************************************************************/
@ -742,18 +742,17 @@ namespace gtsam {
typename DecisionTree<L, Y>::NodePtr DecisionTree<L, Y>::convertFrom(
const typename DecisionTree<L, X>::NodePtr& f,
std::function<Y(const X&)> Y_of_X) {
using LXLeaf = typename DecisionTree<L, X>::Leaf;
using LXChoice = typename DecisionTree<L, X>::Choice;
// If leaf, apply unary conversion "op" and create a unique leaf.
using LXLeaf = typename DecisionTree<L, X>::Leaf;
if (auto leaf = std::dynamic_pointer_cast<LXLeaf>(f)) {
if (f->isLeaf()) {
auto leaf = std::static_pointer_cast<LXLeaf>(f);
return NodePtr(new Leaf(Y_of_X(leaf->constant())));
}
// Check if Choice
using LXChoice = typename DecisionTree<L, X>::Choice;
auto choice = std::dynamic_pointer_cast<const LXChoice>(f);
if (!choice) throw std::invalid_argument(
"DecisionTree::convertFrom: Invalid NodePtr");
// Now a Choice!
auto choice = std::static_pointer_cast<const LXChoice>(f);
// Create a new Choice node with the same label
auto newChoice = std::make_shared<Choice>(choice->label(), choice->nrChoices());
@ -773,18 +772,17 @@ namespace gtsam {
const typename DecisionTree<M, X>::NodePtr& f,
std::function<L(const M&)> L_of_M, std::function<Y(const X&)> Y_of_X) {
using LY = DecisionTree<L, Y>;
using MXLeaf = typename DecisionTree<M, X>::Leaf;
using MXChoice = typename DecisionTree<M, X>::Choice;
// If leaf, apply unary conversion "op" and create a unique leaf.
using MXLeaf = typename DecisionTree<M, X>::Leaf;
if (auto leaf = std::dynamic_pointer_cast<const MXLeaf>(f)) {
if (f->isLeaf()) {
auto leaf = std::static_pointer_cast<const MXLeaf>(f);
return NodePtr(new Leaf(Y_of_X(leaf->constant())));
}
// Check if Choice
using MXChoice = typename DecisionTree<M, X>::Choice;
auto choice = std::dynamic_pointer_cast<const MXChoice>(f);
if (!choice)
throw std::invalid_argument("DecisionTree::convertFrom: Invalid NodePtr");
// Now is Choice!
auto choice = std::static_pointer_cast<const MXChoice>(f);
// get new label
const M oldLabel = choice->label();
@ -826,13 +824,14 @@ namespace gtsam {
/// Do a depth-first visit on the tree rooted at node.
void operator()(const typename DecisionTree<L, Y>::NodePtr& node) const {
using Leaf = typename DecisionTree<L, Y>::Leaf;
if (auto leaf = std::dynamic_pointer_cast<const Leaf>(node))
return f(leaf->constant());
using Choice = typename DecisionTree<L, Y>::Choice;
auto choice = std::dynamic_pointer_cast<const Choice>(node);
if (!choice)
throw std::invalid_argument("DecisionTree::Visit: Invalid NodePtr");
if (node->isLeaf()) {
auto leaf = std::static_pointer_cast<const Leaf>(node);
return f(leaf->constant());
}
auto choice = std::static_pointer_cast<const Choice>(node);
for (auto&& branch : choice->branches()) (*this)(branch); // recurse!
}
};
@ -863,13 +862,14 @@ namespace gtsam {
/// Do a depth-first visit on the tree rooted at node.
void operator()(const typename DecisionTree<L, Y>::NodePtr& node) const {
using Leaf = typename DecisionTree<L, Y>::Leaf;
if (auto leaf = std::dynamic_pointer_cast<const Leaf>(node))
return f(*leaf);
using Choice = typename DecisionTree<L, Y>::Choice;
auto choice = std::dynamic_pointer_cast<const Choice>(node);
if (!choice)
throw std::invalid_argument("DecisionTree::VisitLeaf: Invalid NodePtr");
if (node->isLeaf()) {
auto leaf = std::static_pointer_cast<const Leaf>(node);
return f(*leaf);
}
auto choice = std::static_pointer_cast<const Choice>(node);
for (auto&& branch : choice->branches()) (*this)(branch); // recurse!
}
};
@ -898,13 +898,16 @@ namespace gtsam {
/// Do a depth-first visit on the tree rooted at node.
void operator()(const typename DecisionTree<L, Y>::NodePtr& node) {
using Leaf = typename DecisionTree<L, Y>::Leaf;
if (auto leaf = std::dynamic_pointer_cast<const Leaf>(node))
return f(assignment, leaf->constant());
using Choice = typename DecisionTree<L, Y>::Choice;
auto choice = std::dynamic_pointer_cast<const Choice>(node);
if (!choice)
throw std::invalid_argument("DecisionTree::VisitWith: Invalid NodePtr");
if (node->isLeaf()) {
auto leaf = std::static_pointer_cast<const Leaf>(node);
return f(assignment, leaf->constant());
}
auto choice = std::static_pointer_cast<const Choice>(node);
for (size_t i = 0; i < choice->nrChoices(); i++) {
assignment[choice->label()] = i; // Set assignment for label to i

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@ -164,6 +164,12 @@ namespace gtsam {
virtual DiscreteFactor::shared_ptr multiply(
const DiscreteFactor::shared_ptr& f) const override;
/// multiply with a scalar
DiscreteFactor::shared_ptr operator*(double s) const override {
return std::make_shared<DecisionTreeFactor>(
apply([s](const double& a) { return Ring::mul(a, s); }));
}
/// multiply two factors
DecisionTreeFactor operator*(const DecisionTreeFactor& f) const override {
return apply(f, Ring::mul);
@ -201,6 +207,9 @@ namespace gtsam {
return combine(keys, Ring::add);
}
/// Find the maximum value in the factor.
double max() const override { return ADT::max(); };
/// Create new factor by maximizing over all values with the same separator.
DiscreteFactor::shared_ptr max(size_t nrFrontals) const override {
return combine(nrFrontals, Ring::max);

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@ -89,7 +89,7 @@ DiscreteBayesNet DiscreteBayesNet::prune(
DiscreteValues deadModesValues;
// If we have a dead mode threshold and discrete variables left after pruning,
// then we run dead mode removal.
if (marginalThreshold.has_value() && pruned.keys().size() > 0) {
if (marginalThreshold && pruned.keys().size() > 0) {
DiscreteMarginals marginals(DiscreteFactorGraph{pruned});
for (auto dkey : pruned.discreteKeys()) {
const Vector probabilities = marginals.marginalProbabilities(dkey);

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@ -73,10 +73,7 @@ AlgebraicDecisionTree<Key> DiscreteFactor::errorTree() const {
/* ************************************************************************ */
DiscreteFactor::shared_ptr DiscreteFactor::scale() const {
// Max over all the potentials by pretending all keys are frontal:
shared_ptr denominator = this->max(this->size());
// Normalize the product factor to prevent underflow.
return this->operator/(denominator);
return this->operator*(1.0 / max());
}
} // namespace gtsam

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@ -126,6 +126,9 @@ class GTSAM_EXPORT DiscreteFactor : public Factor {
/// Compute error for each assignment and return as a tree
virtual AlgebraicDecisionTree<Key> errorTree() const;
/// Multiply with a scalar
virtual DiscreteFactor::shared_ptr operator*(double s) const = 0;
/// Multiply in a DecisionTreeFactor and return the result as
/// DecisionTreeFactor
virtual DecisionTreeFactor operator*(const DecisionTreeFactor&) const = 0;
@ -152,6 +155,9 @@ class GTSAM_EXPORT DiscreteFactor : public Factor {
/// Create new factor by summing all values with the same separator values
virtual DiscreteFactor::shared_ptr sum(const Ordering& keys) const = 0;
/// Find the maximum value in the factor.
virtual double max() const = 0;
/// Create new factor by maximizing over all values with the same separator.
virtual DiscreteFactor::shared_ptr max(size_t nrFrontals) const = 0;

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@ -65,15 +65,10 @@ namespace gtsam {
/* ************************************************************************ */
DiscreteFactor::shared_ptr DiscreteFactorGraph::product() const {
DiscreteFactor::shared_ptr result;
for (auto it = this->begin(); it != this->end(); ++it) {
if (*it) {
if (result) {
result = result->multiply(*it);
} else {
// Assign to the first non-null factor
result = *it;
}
DiscreteFactor::shared_ptr result = nullptr;
for (const auto& factor : *this) {
if (factor) {
result = result ? result->multiply(factor) : factor;
}
}
return result;
@ -120,15 +115,7 @@ namespace gtsam {
/* ************************************************************************ */
DiscreteFactor::shared_ptr DiscreteFactorGraph::scaledProduct() const {
// PRODUCT: multiply all factors
gttic(product);
DiscreteFactor::shared_ptr product = this->product();
gttoc(product);
// Normalize the product factor to prevent underflow.
product = product->scale();
return product;
return product()->scale();
}
/* ************************************************************************ */
@ -216,7 +203,7 @@ namespace gtsam {
const Ordering& frontalKeys) {
gttic(product);
// `product` is scaled later to prevent underflow.
DiscreteFactor::shared_ptr product = factors.product();
DiscreteFactor::shared_ptr product = factors.scaledProduct();
gttoc(product);
// sum out frontals, this is the factor on the separator
@ -224,16 +211,6 @@ namespace gtsam {
DiscreteFactor::shared_ptr sum = product->sum(frontalKeys);
gttoc(sum);
// Normalize/scale to prevent underflow.
// We divide both `product` and `sum` by `max(sum)`
// since it is faster to compute and when the conditional
// is formed by `product/sum`, the scaling term cancels out.
// gttic(scale);
// DiscreteFactor::shared_ptr denominator = sum->max(sum->size());
// product = product->operator/(denominator);
// sum = sum->operator/(denominator);
// gttoc(scale);
// Ordering keys for the conditional so that frontalKeys are really in front
Ordering orderedKeys;
orderedKeys.insert(orderedKeys.end(), frontalKeys.begin(),

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@ -110,6 +110,11 @@ DiscreteFactor::shared_ptr TableDistribution::max(const Ordering& keys) const {
return table_.max(keys);
}
/* ****************************************************************************/
DiscreteFactor::shared_ptr TableDistribution::operator*(double s) const {
return table_ * s;
}
/* ****************************************************************************/
DiscreteFactor::shared_ptr TableDistribution::operator/(
const DiscreteFactor::shared_ptr& f) const {

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@ -116,12 +116,19 @@ class GTSAM_EXPORT TableDistribution : public DiscreteConditional {
/// Create new factor by summing all values with the same separator values
DiscreteFactor::shared_ptr sum(const Ordering& keys) const override;
/// Find the maximum value in the factor.
double max() const override { return table_.max(); }
/// Create new factor by maximizing over all values with the same separator.
DiscreteFactor::shared_ptr max(size_t nrFrontals) const override;
/// Create new factor by maximizing over all values with the same separator.
DiscreteFactor::shared_ptr max(const Ordering& keys) const override;
/// Multiply by scalar s
DiscreteFactor::shared_ptr operator*(double s) const override;
/// divide by DiscreteFactor::shared_ptr f (safely)
DiscreteFactor::shared_ptr operator/(
const DiscreteFactor::shared_ptr& f) const override;

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@ -389,6 +389,36 @@ void TableFactor::print(const string& s, const KeyFormatter& formatter) const {
cout << "number of nnzs: " << sparse_table_.nonZeros() << endl;
}
/* ************************************************************************ */
DiscreteFactor::shared_ptr TableFactor::sum(size_t nrFrontals) const {
return combine(nrFrontals, Ring::add);
}
/* ************************************************************************ */
DiscreteFactor::shared_ptr TableFactor::sum(const Ordering& keys) const {
return combine(keys, Ring::add);
}
/* ************************************************************************ */
double TableFactor::max() const {
double max_value = std::numeric_limits<double>::lowest();
for (Eigen::SparseVector<double>::InnerIterator it(sparse_table_); it; ++it) {
max_value = std::max(max_value, it.value());
}
return max_value;
}
/* ************************************************************************ */
DiscreteFactor::shared_ptr TableFactor::max(size_t nrFrontals) const {
return combine(nrFrontals, Ring::max);
}
/* ************************************************************************ */
DiscreteFactor::shared_ptr TableFactor::max(const Ordering& keys) const {
return combine(keys, Ring::max);
}
/* ************************************************************************ */
TableFactor TableFactor::apply(Unary op) const {
// Initialize new factor.

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@ -171,6 +171,12 @@ class GTSAM_EXPORT TableFactor : public DiscreteFactor {
/// Calculate error for DiscreteValues `x`, is -log(probability).
double error(const DiscreteValues& values) const override;
/// multiply with a scalar
DiscreteFactor::shared_ptr operator*(double s) const override {
return std::make_shared<TableFactor>(
apply([s](const double& a) { return Ring::mul(a, s); }));
}
/// multiply two TableFactors
TableFactor operator*(const TableFactor& f) const {
return apply(f, Ring::mul);
@ -215,24 +221,19 @@ class GTSAM_EXPORT TableFactor : public DiscreteFactor {
DiscreteKeys parent_keys) const;
/// Create new factor by summing all values with the same separator values
DiscreteFactor::shared_ptr sum(size_t nrFrontals) const override {
return combine(nrFrontals, Ring::add);
}
DiscreteFactor::shared_ptr sum(size_t nrFrontals) const override;
/// Create new factor by summing all values with the same separator values
DiscreteFactor::shared_ptr sum(const Ordering& keys) const override {
return combine(keys, Ring::add);
}
DiscreteFactor::shared_ptr sum(const Ordering& keys) const override;
/// Find the maximum value in the factor.
double max() const override;
/// Create new factor by maximizing over all values with the same separator.
DiscreteFactor::shared_ptr max(size_t nrFrontals) const override {
return combine(nrFrontals, Ring::max);
}
DiscreteFactor::shared_ptr max(size_t nrFrontals) const override;
/// Create new factor by maximizing over all values with the same separator.
DiscreteFactor::shared_ptr max(const Ordering& keys) const override {
return combine(keys, Ring::max);
}
DiscreteFactor::shared_ptr max(const Ordering& keys) const override;
/// @}
/// @name Advanced Interface

View File

@ -65,6 +65,7 @@ HybridBayesNet HybridBayesNet::prune(
}
HybridBayesNet result;
result.reserve(size());
// Go through all the Gaussian conditionals, restrict them according to
// fixed values, and then prune further.
@ -84,9 +85,9 @@ HybridBayesNet HybridBayesNet::prune(
}
// Type-erase and add to the pruned Bayes Net fragment.
result.push_back(prunedHybridGaussianConditional);
} else if (auto gc = conditional->asGaussian()) {
// Add the non-HybridGaussianConditional conditional
result.push_back(gc);
} else if (conditional->isContinuous()) {
// Add the non-Hybrid GaussianConditional conditional
result.push_back(conditional);
} else
throw std::runtime_error(
"HybrdiBayesNet::prune: Unknown HybridConditional type.");

View File

@ -23,6 +23,7 @@ namespace gtsam {
KeyVector CollectKeys(const KeyVector &continuousKeys,
const DiscreteKeys &discreteKeys) {
KeyVector allKeys;
allKeys.reserve(continuousKeys.size() + discreteKeys.size());
std::copy(continuousKeys.begin(), continuousKeys.end(),
std::back_inserter(allKeys));
std::transform(discreteKeys.begin(), discreteKeys.end(),
@ -34,6 +35,7 @@ KeyVector CollectKeys(const KeyVector &continuousKeys,
/* ************************************************************************ */
KeyVector CollectKeys(const KeyVector &keys1, const KeyVector &keys2) {
KeyVector allKeys;
allKeys.reserve(keys1.size() + keys2.size());
std::copy(keys1.begin(), keys1.end(), std::back_inserter(allKeys));
std::copy(keys2.begin(), keys2.end(), std::back_inserter(allKeys));
return allKeys;

View File

@ -191,11 +191,19 @@ size_t HybridGaussianConditional::nrComponents() const {
/* *******************************************************************************/
GaussianConditional::shared_ptr HybridGaussianConditional::choose(
const DiscreteValues &discreteValues) const {
auto &[factor, _] = factors()(discreteValues);
if (!factor) return nullptr;
try {
auto &[factor, _] = factors()(discreteValues);
if (!factor) return nullptr;
auto conditional = checkConditional(factor);
return conditional;
auto conditional = checkConditional(factor);
return conditional;
} catch (const std::out_of_range &e) {
GTSAM_PRINT(*this);
GTSAM_PRINT(discreteValues);
throw std::runtime_error(
"HybridGaussianConditional::choose: discreteValues does not contain "
"all discrete parents.");
}
}
/* *******************************************************************************/

View File

@ -50,7 +50,7 @@
#include <utility>
#include <vector>
#define GTSAM_HYBRID_WITH_TABLEFACTOR 0
#define GTSAM_HYBRID_WITH_TABLEFACTOR 1
namespace gtsam {

View File

@ -21,55 +21,70 @@
#include <algorithm>
#include <unordered_set>
// #define DEBUG_SMOOTHER
namespace gtsam {
/* ************************************************************************* */
Ordering HybridSmoother::getOrdering(const HybridGaussianFactorGraph &factors,
const KeySet &newFactorKeys) {
const KeySet &lastKeysToEliminate) {
// Get all the discrete keys from the factors
KeySet allDiscrete = factors.discreteKeySet();
// Create KeyVector with continuous keys followed by discrete keys.
KeyVector newKeysDiscreteLast;
KeyVector lastKeys;
// Insert continuous keys first.
for (auto &k : newFactorKeys) {
for (auto &k : lastKeysToEliminate) {
if (!allDiscrete.exists(k)) {
newKeysDiscreteLast.push_back(k);
lastKeys.push_back(k);
}
}
// Insert discrete keys at the end
std::copy(allDiscrete.begin(), allDiscrete.end(),
std::back_inserter(newKeysDiscreteLast));
const VariableIndex index(factors);
std::back_inserter(lastKeys));
// Get an ordering where the new keys are eliminated last
Ordering ordering = Ordering::ColamdConstrainedLast(
index, KeyVector(newKeysDiscreteLast.begin(), newKeysDiscreteLast.end()),
true);
factors, KeyVector(lastKeys.begin(), lastKeys.end()), true);
return ordering;
}
/* ************************************************************************* */
void HybridSmoother::update(const HybridGaussianFactorGraph &graph,
void HybridSmoother::update(const HybridGaussianFactorGraph &newFactors,
std::optional<size_t> maxNrLeaves,
const std::optional<Ordering> given_ordering) {
const KeySet originalNewFactorKeys = newFactors.keys();
#ifdef DEBUG_SMOOTHER
std::cout << "hybridBayesNet_ size before: " << hybridBayesNet_.size()
<< std::endl;
std::cout << "newFactors size: " << newFactors.size() << std::endl;
#endif
HybridGaussianFactorGraph updatedGraph;
// Add the necessary conditionals from the previous timestep(s).
std::tie(updatedGraph, hybridBayesNet_) =
addConditionals(graph, hybridBayesNet_);
addConditionals(newFactors, hybridBayesNet_);
#ifdef DEBUG_SMOOTHER
// print size of newFactors, updatedGraph, hybridBayesNet_
std::cout << "updatedGraph size: " << updatedGraph.size() << std::endl;
std::cout << "hybridBayesNet_ size after: " << hybridBayesNet_.size()
<< std::endl;
std::cout << "total size: " << updatedGraph.size() + hybridBayesNet_.size()
<< std::endl;
#endif
Ordering ordering;
// If no ordering provided, then we compute one
if (!given_ordering.has_value()) {
// Get the keys from the new factors
const KeySet newFactorKeys = graph.keys();
KeySet continuousKeysToInclude; // Scheme 1: empty, 15sec/2000, 64sec/3000 (69s without TF)
// continuousKeysToInclude = newFactors.keys(); // Scheme 2: all, 8sec/2000, 160sec/3000
// continuousKeysToInclude = updatedGraph.keys(); // Scheme 3: all, stopped after 80sec/2000
// Since updatedGraph now has all the connected conditionals,
// we can get the correct ordering.
ordering = this->getOrdering(updatedGraph, newFactorKeys);
ordering = this->getOrdering(updatedGraph, continuousKeysToInclude);
} else {
ordering = *given_ordering;
}
@ -83,6 +98,22 @@ void HybridSmoother::update(const HybridGaussianFactorGraph &graph,
gttoc_(HybridSmootherEliminate);
#endif
#ifdef DEBUG_SMOOTHER_DETAIL
for (auto conditional : bayesNetFragment) {
auto e = std::dynamic_pointer_cast<HybridConditional::BaseConditional>(
conditional);
GTSAM_PRINT(*e);
}
#endif
#ifdef DEBUG_SMOOTHER
// Print discrete keys in the bayesNetFragment:
std::cout << "Discrete keys in bayesNetFragment: ";
for (auto &key : HybridFactorGraph(bayesNetFragment).discreteKeySet()) {
std::cout << DefaultKeyFormatter(key) << " ";
}
#endif
/// Prune
if (maxNrLeaves) {
#if GTSAM_HYBRID_TIMING
@ -90,24 +121,47 @@ void HybridSmoother::update(const HybridGaussianFactorGraph &graph,
#endif
// `pruneBayesNet` sets the leaves with 0 in discreteFactor to nullptr in
// all the conditionals with the same keys in bayesNetFragment.
bayesNetFragment = bayesNetFragment.prune(*maxNrLeaves, marginalThreshold_);
DiscreteValues newlyFixedValues;
bayesNetFragment = bayesNetFragment.prune(*maxNrLeaves, marginalThreshold_,
&newlyFixedValues);
fixedValues_.insert(newlyFixedValues);
#if GTSAM_HYBRID_TIMING
gttoc_(HybridSmootherPrune);
#endif
}
#ifdef DEBUG_SMOOTHER
// Print discrete keys in the bayesNetFragment:
std::cout << "\nAfter pruning: ";
for (auto &key : HybridFactorGraph(bayesNetFragment).discreteKeySet()) {
std::cout << DefaultKeyFormatter(key) << " ";
}
std::cout << std::endl << std::endl;
#endif
#ifdef DEBUG_SMOOTHER_DETAIL
for (auto conditional : bayesNetFragment) {
auto c = std::dynamic_pointer_cast<HybridConditional::BaseConditional>(
conditional);
GTSAM_PRINT(*c);
}
#endif
// Add the partial bayes net to the posterior bayes net.
hybridBayesNet_.add(bayesNetFragment);
}
/* ************************************************************************* */
std::pair<HybridGaussianFactorGraph, HybridBayesNet>
HybridSmoother::addConditionals(const HybridGaussianFactorGraph &originalGraph,
HybridSmoother::addConditionals(const HybridGaussianFactorGraph &newFactors,
const HybridBayesNet &hybridBayesNet) const {
HybridGaussianFactorGraph graph(originalGraph);
HybridGaussianFactorGraph graph(newFactors);
HybridBayesNet updatedHybridBayesNet(hybridBayesNet);
KeySet factorKeys = graph.keys();
KeySet involvedKeys = newFactors.keys();
auto involved = [&involvedKeys](const Key &key) {
return involvedKeys.find(key) != involvedKeys.end();
};
// If hybridBayesNet is not empty,
// it means we have conditionals to add to the factor graph.
@ -129,25 +183,26 @@ HybridSmoother::addConditionals(const HybridGaussianFactorGraph &originalGraph,
auto conditional = hybridBayesNet.at(i);
for (auto &key : conditional->frontals()) {
if (std::find(factorKeys.begin(), factorKeys.end(), key) !=
factorKeys.end()) {
// Add the conditional parents to factorKeys
if (involved(key)) {
// Add the conditional parents to involvedKeys
// so we add those conditionals too.
for (auto &&parentKey : conditional->parents()) {
factorKeys.insert(parentKey);
involvedKeys.insert(parentKey);
}
// Break so we don't add parents twice.
break;
}
}
}
#ifdef DEBUG_SMOOTHER
PrintKeySet(involvedKeys);
#endif
for (size_t i = 0; i < hybridBayesNet.size(); i++) {
auto conditional = hybridBayesNet.at(i);
for (auto &key : conditional->frontals()) {
if (std::find(factorKeys.begin(), factorKeys.end(), key) !=
factorKeys.end()) {
if (involved(key)) {
newConditionals.push_back(conditional);
// Remove the conditional from the updated Bayes net
@ -177,4 +232,21 @@ const HybridBayesNet &HybridSmoother::hybridBayesNet() const {
return hybridBayesNet_;
}
/* ************************************************************************* */
HybridValues HybridSmoother::optimize() const {
// Solve for the MPE
DiscreteValues mpe = hybridBayesNet_.mpe();
// Add fixed values to the MPE.
mpe.insert(fixedValues_);
// Given the MPE, compute the optimal continuous values.
GaussianBayesNet gbn = hybridBayesNet_.choose(mpe);
const VectorValues continuous = gbn.optimize();
if (std::find(gbn.begin(), gbn.end(), nullptr) != gbn.end()) {
throw std::runtime_error("At least one nullptr factor in hybridBayesNet_");
}
return HybridValues(continuous, mpe);
}
} // namespace gtsam

View File

@ -106,6 +106,9 @@ class GTSAM_EXPORT HybridSmoother {
/// Return the Bayes Net posterior.
const HybridBayesNet& hybridBayesNet() const;
/// Optimize the hybrid Bayes Net, taking into accound fixed values.
HybridValues optimize() const;
};
} // namespace gtsam

View File

@ -28,6 +28,28 @@ using symbol_shorthand::M;
using symbol_shorthand::X;
using symbol_shorthand::Z;
/* ****************************************************************************/
// Test the HybridConditional constructor.
TEST(HybridConditional, Constructor) {
// Create a HybridGaussianConditional.
const KeyVector continuousKeys{X(0), X(1)};
const DiscreteKeys discreteKeys{{M(0), 2}};
const size_t nFrontals = 1;
const HybridConditional hc(continuousKeys, discreteKeys, nFrontals);
// Check Frontals:
EXPECT_LONGS_EQUAL(1, hc.nrFrontals());
const auto frontals = hc.frontals();
EXPECT_LONGS_EQUAL(1, frontals.size());
EXPECT_LONGS_EQUAL(X(0), *frontals.begin());
// Check parents:
const auto parents = hc.parents();
EXPECT_LONGS_EQUAL(2, parents.size());
EXPECT_LONGS_EQUAL(X(1), *parents.begin());
EXPECT_LONGS_EQUAL(M(0), *(parents.begin() + 1));
}
/* ****************************************************************************/
// Check invariants for all conditionals in a tiny Bayes net.
TEST(HybridConditional, Invariants) {
@ -43,6 +65,12 @@ TEST(HybridConditional, Invariants) {
auto hc0 = bn.at(0);
CHECK(hc0->isHybrid());
// Check parents:
const auto parents = hc0->parents();
EXPECT_LONGS_EQUAL(2, parents.size());
EXPECT_LONGS_EQUAL(X(0), *parents.begin());
EXPECT_LONGS_EQUAL(M(0), *(parents.begin() + 1));
// Check invariants as a HybridGaussianConditional.
const auto conditional = hc0->asHybrid();
EXPECT(HybridGaussianConditional::CheckInvariants(*conditional, values));

View File

@ -467,7 +467,7 @@ std::shared_ptr<GaussianConditional> HessianFactor::eliminateCholesky(const Orde
info_.choleskyPartial(nFrontals);
// TODO(frank): pre-allocate GaussianConditional and write into it
const VerticalBlockMatrix Ab = info_.split(nFrontals);
VerticalBlockMatrix Ab = info_.split(nFrontals);
conditional = std::make_shared<GaussianConditional>(keys_, nFrontals, std::move(Ab));
// Erase the eliminated keys in this factor

View File

@ -87,6 +87,16 @@ class GTSAM_UNSTABLE_EXPORT Constraint : public DiscreteFactor {
this->operator*(df->toDecisionTreeFactor()));
}
/// Multiply by a scalar
virtual DiscreteFactor::shared_ptr operator*(double s) const override {
return this->toDecisionTreeFactor() * s;
}
/// Multiply by a DecisionTreeFactor and return a DecisionTreeFactor
DecisionTreeFactor operator*(const DecisionTreeFactor& dtf) const override {
return this->toDecisionTreeFactor() * dtf;
}
/// divide by DiscreteFactor::shared_ptr f (safely)
DiscreteFactor::shared_ptr operator/(
const DiscreteFactor::shared_ptr& df) const override {
@ -104,6 +114,9 @@ class GTSAM_UNSTABLE_EXPORT Constraint : public DiscreteFactor {
return toDecisionTreeFactor().sum(keys);
}
/// Find the max value
double max() const override { return toDecisionTreeFactor().max(); }
DiscreteFactor::shared_ptr max(size_t nrFrontals) const override {
return toDecisionTreeFactor().max(nrFrontals);
}