Added ISAM2 result struct to return information about updates
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6f406dc7d4
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9fe47025d5
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@ -156,7 +156,7 @@ ISAM2<Conditional, Values>::getCachedBoundaryFactors(Cliques& orphans) {
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template<class Conditional, class Values>
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boost::shared_ptr<FastSet<Index> > ISAM2<Conditional, Values>::recalculate(
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const FastSet<Index>& markedKeys, const FastSet<Index>& structuralKeys, const FastVector<Index>& newKeys, const FactorGraph<GaussianFactor>::shared_ptr newFactors) {
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const FastSet<Index>& markedKeys, const FastSet<Index>& structuralKeys, const FastVector<Index>& newKeys, const FactorGraph<GaussianFactor>::shared_ptr newFactors, ISAM2Result& result) {
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// TODO: new factors are linearized twice, the newFactors passed in are not used.
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@ -298,6 +298,8 @@ boost::shared_ptr<FastSet<Index> > ISAM2<Conditional, Values>::recalculate(
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toc(3,"batch");
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result.variablesReeliminated = affectedKeysSet->size();
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lastAffectedMarkedCount = markedKeys.size();
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lastAffectedVariableCount = affectedKeysSet->size();
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lastAffectedFactorCount = factors.size();
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@ -318,6 +320,7 @@ boost::shared_ptr<FastSet<Index> > ISAM2<Conditional, Values>::recalculate(
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if(debug) { cout << "Affected keys: "; BOOST_FOREACH(const Index key, affectedKeys) { cout << key << " "; } cout << endl; }
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result.variablesReeliminated = affectedAndNewKeys.size();
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lastAffectedMarkedCount = markedKeys.size();
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lastAffectedVariableCount = affectedKeys.size();
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lastAffectedFactorCount = factors.size();
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@ -416,7 +419,7 @@ boost::shared_ptr<FastSet<Index> > ISAM2<Conditional, Values>::recalculate(
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/* ************************************************************************* */
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template<class Conditional, class Values>
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void ISAM2<Conditional, Values>::update(
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ISAM2Result ISAM2<Conditional, Values>::update(
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const NonlinearFactorGraph<Values>& newFactors, const Values& newTheta, bool force_relinearize) {
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static const bool debug = ISDEBUG("ISAM2 update");
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@ -431,22 +434,28 @@ void ISAM2<Conditional, Values>::update(
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lastAffectedMarkedCount = 0;
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lastBacksubVariableCount = 0;
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lastNnzTop = 0;
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ISAM2Result result;
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if(verbose) {
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cout << "ISAM2::update\n";
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this->print("ISAM2: ");
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}
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tic(1,"push_back factors");
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tic(0,"push_back factors");
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// 1. Add any new factors \Factors:=\Factors\cup\Factors'.
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if(debug || verbose) newFactors.print("The new factors are: ");
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nonlinearFactors_.push_back(newFactors);
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toc(1,"push_back factors");
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toc(0,"push_back factors");
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tic(2,"add new variables");
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tic(1,"add new variables");
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// 2. Initialize any new variables \Theta_{new} and add \Theta:=\Theta\cup\Theta_{new}.
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Impl::AddVariables(newTheta, theta_, delta_, ordering_, Base::nodes_);
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toc(2,"add new variables");
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toc(1,"add new variables");
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tic(2,"evaluate error before");
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if(params_.evaluateNonlinearError)
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result.errorBefore.reset(nonlinearFactors_.error(calculateEstimate()));
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toc(2,"evaluate error before");
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tic(3,"gather involved keys");
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// 3. Mark linear update
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@ -481,11 +490,14 @@ void ISAM2<Conditional, Values>::update(
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Impl::ExpmapMasked(theta_, delta_, ordering_, markedRelinMask, delta_);
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toc(6,"expmap");
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result.variablesRelinearized = markedRelinMask.size();
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#ifndef NDEBUG
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lastRelinVariables_ = markedRelinMask;
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#endif
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} else {
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#ifndef NDEBUG
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result.variablesRelinearized = 0;
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lastRelinVariables_ = vector<bool>(ordering_.nVars(), false);
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#endif
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}
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@ -506,7 +518,7 @@ void ISAM2<Conditional, Values>::update(
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// 8. Redo top of Bayes tree
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boost::shared_ptr<FastSet<Index> > replacedKeys;
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if(!markedKeys.empty() || !newKeys.empty())
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replacedKeys = recalculate(markedKeys, structuralKeys, newKeys, linearFactors);
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replacedKeys = recalculate(markedKeys, structuralKeys, newKeys, linearFactors, result);
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toc(8,"recalculate");
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tic(9,"solve");
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@ -532,6 +544,13 @@ void ISAM2<Conditional, Values>::update(
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#endif
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}
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toc(9,"solve");
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tic(10,"evaluate error after");
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if(params_.evaluateNonlinearError)
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result.errorAfter.reset(nonlinearFactors_.error(calculateEstimate()));
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toc(10,"evaluate error after");
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return result;
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}
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/* ************************************************************************* */
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@ -50,15 +50,69 @@ struct ISAM2Params {
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double relinearizeThreshold; ///< Only relinearize variables whose linear delta magnitude is greater than this threshold (default: 0.1)
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int relinearizeSkip; ///< Only relinearize any variables every relinearizeSkip calls to ISAM2::update (default: 10)
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bool enableRelinearization; ///< Controls whether ISAM2 will ever relinearize any variables (default: true)
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bool evaluateNonlinearError; ///< Whether to evaluate the nonlinear error before and after the update, to return in ISAM2Result from update()
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/** Specify parameters as constructor arguments */
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ISAM2Params(
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double _wildfireThreshold = 0.001, ///< ISAM2Params::wildfireThreshold
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double _relinearizeThreshold = 0.1, ///< ISAM2Params::relinearizeThreshold
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int _relinearizeSkip = 10, ///< ISAM2Params::relinearizeSkip
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bool _enableRelinearization = true ///< ISAM2Params::enableRelinearization
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bool _enableRelinearization = true, ///< ISAM2Params::enableRelinearization
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bool _evaluateNonlinearError = false ///< ISAM2Params::evaluateNonlinearError
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) : wildfireThreshold(_wildfireThreshold), relinearizeThreshold(_relinearizeThreshold),
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relinearizeSkip(_relinearizeSkip), enableRelinearization(_enableRelinearization) {}
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relinearizeSkip(_relinearizeSkip), enableRelinearization(_enableRelinearization),
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evaluateNonlinearError(_evaluateNonlinearError) {}
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};
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/**
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* @ingroup ISAM2
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* This struct is returned from ISAM2::update() and contains information about
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* the update that is useful for determining whether the solution is
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* converging, and about how much work was required for the update. See member
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* variables for details and information about each entry.
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*/
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struct ISAM2Result {
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/** The nonlinear error of all of the factors, \a including new factors and
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* variables added during the current call to ISAM2::update(). This error is
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* calculated using the following variable values:
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* \li Pre-existing variables will be evaluated by combining their
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* linearization point before this call to update, with their partial linear
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* delta, as computed by ISAM2::calculateEstimate().
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* \li New variables will be evaluated at their initialization points passed
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* into the current call to update.
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* \par Note: This will only be computed if ISAM2Params::evaluateNonlinearError
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* is set to \c true, because there is some cost to this computation.
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*/
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boost::optional<double> errorBefore;
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/** The nonlinear error of all of the factors computed after the current
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* update, meaning that variables above the relinearization threshold
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* (ISAM2Params::relinearizeThreshold) have been relinearized and new
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* variables have undergone one linear update. Variable values are
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* again computed by combining their linearization points with their
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* partial linear deltas, by ISAM2::calculateEstimate().
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* \par Note: This will only be computed if ISAM2Params::evaluateNonlinearError
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* is set to \c true, because there is some cost to this computation.
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*/
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boost::optional<double> errorAfter;
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/** The number of variables that were relinearized because their linear
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* deltas exceeded the reslinearization threshold
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* (ISAM2Params::relinearizeThreshold), combined with any additional
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* variables that had to be relinearized because they were involved in
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* the same factor as a variable above the relinearization threshold.
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* On steps where no relinearization is considered
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* (see ISAM2Params::relinearizeSkip), this count will be zero.
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*/
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size_t variablesRelinearized;
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/** The number of variables that were reeliminated as parts of the Bayes'
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* Tree were recalculated, due to new factors. When loop closures occur,
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* this count will be large as the new loop-closing factors will tend to
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* involve variables far away from the root, and everything up to the root
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* will be reeliminated.
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*/
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size_t variablesReeliminated;
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};
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/**
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@ -142,8 +196,9 @@ public:
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* @param force_relinearize Relinearize any variables whose delta magnitude is sufficiently
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* large (Params::relinearizeThreshold), regardless of the relinearization interval
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* (Params::relinearizeSkip).
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* @return An ISAM2Result struct containing information about the update
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*/
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void update(const NonlinearFactorGraph<VALUES>& newFactors, const VALUES& newTheta,
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ISAM2Result update(const NonlinearFactorGraph<VALUES>& newFactors, const VALUES& newTheta,
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bool force_relinearize = false);
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/** Access the current linearization point */
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@ -189,7 +244,7 @@ private:
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FactorGraph<CacheFactor> getCachedBoundaryFactors(Cliques& orphans);
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boost::shared_ptr<FastSet<Index> > recalculate(const FastSet<Index>& markedKeys, const FastSet<Index>& structuralKeys,
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const FastVector<Index>& newKeys, const FactorGraph<GaussianFactor>::shared_ptr newFactors = FactorGraph<GaussianFactor>::shared_ptr());
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const FastVector<Index>& newKeys, const FactorGraph<GaussianFactor>::shared_ptr newFactors, ISAM2Result& result);
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// void linear_update(const GaussianFactorGraph& newFactors);
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}; // ISAM2
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