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Merged in feature/BNincompleteSolve (pull request #13) 

Optimize an incomplete BayesNet
release/4.3a0
Frank Dellaert 2014-05-06 11:09:32 -04:00
parent 3f125b46df 108357992c
commit a3b16dfa2b
5 changed files with 127 additions and 93 deletions
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184
.cproject
View File

@ -998,6 +998,102 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianFactorGraphUnordered.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianFactorGraphUnordered.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianBayesNetUnordered.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianBayesNetUnordered.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianConditional.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianConditional.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianDensity.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianDensity.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianJunctionTree.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianJunctionTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testHessianFactor.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testHessianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testJacobianFactor.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testJacobianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testKalmanFilter.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testKalmanFilter.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testNoiseModel.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testNoiseModel.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testSampler.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testSampler.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testSerializationLinear.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testSerializationLinear.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testVectorValues.run" path="build/gtsam/linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testVectorValues.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -2123,94 +2219,6 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testVectorValues.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testVectorValues.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testNoiseModel.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testNoiseModel.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testHessianFactor.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testHessianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianConditional.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianConditional.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianFactorGraphUnordered.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianFactorGraphUnordered.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianJunctionTree.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianJunctionTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testKalmanFilter.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testKalmanFilter.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianDensity.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussianDensity.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testSerializationLinear.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testSerializationLinear.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testJacobianFactor.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testJacobianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testSampler.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testSampler.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="SimpleRotation.run" path="build/examples" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>

1
gtsam.h
View File

@ -1423,6 +1423,7 @@ virtual class GaussianBayesNet {
void push_back(const gtsam::GaussianBayesNet& bayesNet);
gtsam::VectorValues optimize() const;
gtsam::VectorValues optimize(gtsam::VectorValues& solutionForMissing) const;
gtsam::VectorValues optimizeGradientSearch() const;
gtsam::VectorValues gradient(const gtsam::VectorValues& x0) const;
gtsam::VectorValues gradientAtZero() const;

9
gtsam/linear/GaussianBayesNet.cpp
View File

@ -42,7 +42,14 @@ namespace gtsam {
/* ************************************************************************* */
VectorValues GaussianBayesNet::optimize() const
{
VectorValues soln;
VectorValues soln; // no missing variables -> just create an empty vector
return optimize(soln);
}
/* ************************************************************************* */
VectorValues GaussianBayesNet::optimize(
const VectorValues& solutionForMissing) const {
VectorValues soln(solutionForMissing); // possibly empty
// (R*x)./sigmas = y by solving x=inv(R)*(y.*sigmas)
/** solve each node in turn in topological sort order (parents first)*/
BOOST_REVERSE_FOREACH(const sharedConditional& cg, *this) {

8
gtsam/linear/GaussianBayesNet.h
View File

@ -68,12 +68,12 @@ namespace gtsam {
/// @name Standard Interface
/// @{
/**
* Solve the GaussianBayesNet, i.e. return \f$ x = R^{-1}*d \f$, computed by
* back-substitution.
*/
/// Solve the GaussianBayesNet, i.e. return \f$ x = R^{-1}*d \f$, by back-substitution
VectorValues optimize() const;
/// Version of optimize for incomplete BayesNet, needs solution for missing variables
VectorValues optimize(const VectorValues& solutionForMissing) const;
///@}
///@name Linear Algebra

18
gtsam/linear/tests/testGaussianBayesNetUnordered.cpp
View File

@ -69,6 +69,24 @@ TEST( GaussianBayesNet, optimize )
EXPECT(assert_equal(expected,actual));
}
/* ************************************************************************* */
TEST( GaussianBayesNet, optimizeIncomplete )
{
static GaussianBayesNet incompleteBayesNet = list_of
(GaussianConditional(_x_, (Vector(1) << 9.0), (Matrix(1, 1) << 1.0), _y_, (Matrix(1, 1) << 1.0)));
VectorValues solutionForMissing = map_list_of<Key, Vector>
(_y_, (Vector(1) << 5.0));
VectorValues actual = incompleteBayesNet.optimize(solutionForMissing);
VectorValues expected = map_list_of<Key, Vector>
(_x_, (Vector(1) << 4.0))
(_y_, (Vector(1) << 5.0));
EXPECT(assert_equal(expected,actual));
}
/* ************************************************************************* */
TEST( GaussianBayesNet, optimize3 )
{