move normalization constant to base class

release/4.3a0
Frank Dellaert 2023-01-13 11:57:20 -08:00
parent 5c59862238
commit 8c752049de
3 changed files with 42 additions and 8 deletions

View File

@ -56,4 +56,27 @@ double Conditional<FACTOR, DERIVEDCONDITIONAL>::evaluate(
const HybridValues& c) const {
throw std::runtime_error("Conditional::evaluate is not implemented");
}
/* ************************************************************************* */
template <class FACTOR, class DERIVEDCONDITIONAL>
double Conditional<FACTOR, DERIVEDCONDITIONAL>::normalizationConstant() const {
return std::exp(logNormalizationConstant());
}
/* ************************************************************************* */
template <class FACTOR, class DERIVEDCONDITIONAL>
bool Conditional<FACTOR, DERIVEDCONDITIONAL>::checkInvariants(
const HybridValues& values) const {
const double probability = evaluate(values);
if (probability < 0.0 || probability > 1.0)
return false; // probability is not in [0,1]
const double logProb = logProbability(values);
if (std::abs(probability - std::exp(logProb)) > 1e-9)
return false; // logProb is not consistent with probability
const double expected =
this->logNormalizationConstant() - this->error(values);
if (std::abs(logProb - expected) > 1e-9)
return false; // logProb is not consistent with error
}
} // namespace gtsam

View File

@ -141,6 +141,15 @@ namespace gtsam {
return evaluate(x);
}
/**
* By default, log normalization constant = 0.0.
* Override if this depends on the parameters.
*/
virtual double logNormalizationConstant() const;
/** Non-virtual, exponentiate logNormalizationConstant. */
double normalizationConstant() const;
/// @}
/// @name Advanced Interface
/// @{
@ -172,7 +181,16 @@ namespace gtsam {
/** Mutable iterator pointing past the last parent key. */
typename FACTOR::iterator endParents() { return asFactor().end(); }
/** Check that the invariants hold for derived class at a given point. */
bool checkInvariants(const HybridValues& values) const;
/// @}
private:
/// @name Serialization
/// @{
// Cast to factor type (non-const) (casts down to derived conditional type, then up to factor type)
FACTOR& asFactor() { return static_cast<FACTOR&>(static_cast<DERIVEDCONDITIONAL&>(*this)); }

View File

@ -136,14 +136,7 @@ namespace gtsam {
* normalization constant = 1.0 / sqrt((2*pi)^n*det(Sigma))
* log = - 0.5 * n*log(2*pi) - 0.5 * log det(Sigma)
*/
double logNormalizationConstant() const;
/**
* normalization constant = 1.0 / sqrt((2*pi)^n*det(Sigma))
*/
inline double normalizationConstant() const {
return exp(logNormalizationConstant());
}
double logNormalizationConstant() const override;
/**
* Calculate log-probability log(evaluate(x)) for given values `x`: