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created infrastruction for more general lambda policies in LM

release/4.3a0
Luca 2014-01-24 17:46:45 -05:00
parent 8755e08dad
commit 8be9d37d72
2 changed files with 20 additions and 3 deletions
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17
gtsam/nonlinear/LevenbergMarquardtOptimizer.cpp
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@ -74,6 +74,16 @@ GaussianFactorGraph::shared_ptr LevenbergMarquardtOptimizer::linearize() const {
return graph_.linearize(state_.values); return graph_.linearize(state_.values);
} }
/* ************************************************************************* */
void LevenbergMarquardtOptimizer::increaseLambda(){
state_.lambda *= params_.lambdaFactor;
}
/* ************************************************************************* */
void LevenbergMarquardtOptimizer::decreaseLambda(){
state_.lambda /= params_.lambdaFactor;
}
/* ************************************************************************* */ /* ************************************************************************* */
void LevenbergMarquardtOptimizer::iterate() { void LevenbergMarquardtOptimizer::iterate() {
@ -146,7 +156,7 @@ void LevenbergMarquardtOptimizer::iterate() {
if (error <= state_.error) { if (error <= state_.error) {
state_.values.swap(newValues); state_.values.swap(newValues);
state_.error = error; state_.error = error;
state_.lambda /= params_.lambdaFactor; decreaseLambda();
break; break;
} else { } else {
// Either we're not cautious, or the same lambda was worse than the current error. // Either we're not cautious, or the same lambda was worse than the current error.
@ -157,7 +167,8 @@ void LevenbergMarquardtOptimizer::iterate() {
cout << "Warning: Levenberg-Marquardt giving up because cannot decrease error with maximum lambda" << endl; cout << "Warning: Levenberg-Marquardt giving up because cannot decrease error with maximum lambda" << endl;
break; break;
} else { } else {
state_.lambda *= params_.lambdaFactor; cout << "increasing lambda: old error (" << state_.error << ") new error (" << error << ")" << endl;
increaseLambda();
} }
} }
} catch (IndeterminantLinearSystemException& e) { } catch (IndeterminantLinearSystemException& e) {
@ -172,7 +183,7 @@ void LevenbergMarquardtOptimizer::iterate() {
cout << "Warning: Levenberg-Marquardt giving up because cannot decrease error with maximum lambda" << endl; cout << "Warning: Levenberg-Marquardt giving up because cannot decrease error with maximum lambda" << endl;
break; break;
} else { } else {
state_.lambda *= params_.lambdaFactor; increaseLambda();
} }
} }
// Frank asks: why would we do that? // Frank asks: why would we do that?

6
gtsam/nonlinear/LevenbergMarquardtOptimizer.h
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@ -174,6 +174,12 @@ public:
return state_.lambda; return state_.lambda;
} }
// Apply policy to increase lambda if the current update was successful
virtual void increaseLambda();
// Apply policy to decrease lambda if the current update was NOT successful
virtual void decreaseLambda();
/// Access the current number of inner iterations /// Access the current number of inner iterations
int getInnerIterations() const { int getInnerIterations() const {
return state_.totalNumberInnerIterations; return state_.totalNumberInnerIterations;