12345qiupeng
/
gtsam
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into feature/rotation_group

release/4.3a0
Fan Jiang 2019-12-21 20:56:28 -08:00
parent 4d256eae0f 0cb32d7c24
commit d1817eb7c9
22 changed files with 968 additions and 854 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

52
.travis.sh
View File

@ -1,7 +1,7 @@
#!/bin/bash
# common tasks before either build or test
function prepare ()
function configure()
{
set -e # Make sure any error makes the script to return an error code
set -x # echo
@ -14,21 +14,24 @@ function prepare ()
rm -fr $BUILD_DIR || true
mkdir $BUILD_DIR && cd $BUILD_DIR
if [ -z "$CMAKE_BUILD_TYPE" ]; then
CMAKE_BUILD_TYPE=Debug
fi
if [ -z "$GTSAM_ALLOW_DEPRECATED_SINCE_V4" ]; then
GTSAM_ALLOW_DEPRECATED_SINCE_V4=OFF
fi
if [ ! -z "$GCC_VERSION" ]; then
sudo update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$GCC_VERSION 60 \
--slave /usr/bin/g++ g++ /usr/bin/g++-$GCC_VERSION
sudo update-alternatives --set gcc /usr/bin/gcc-$GCC_VERSION
export CC=gcc-$GCC_VERSION
export CXX=g++-$GCC_VERSION
fi
# GTSAM_BUILD_WITH_MARCH_NATIVE=OFF: to avoid crashes in builder VMs
cmake $SOURCE_DIR \
-DCMAKE_BUILD_TYPE=${CMAKE_BUILD_TYPE:-Debug} \
-DGTSAM_BUILD_TESTS=${GTSAM_BUILD_TESTS:-OFF} \
-DGTSAM_BUILD_UNSTABLE=${GTSAM_BUILD_UNSTABLE:-ON} \
-DGTSAM_USE_QUATERNIONS=${GTSAM_BUILD_UNSTABLE:-OFF} \
-DGTSAM_BUILD_EXAMPLES_ALWAYS=${GTSAM_BUILD_EXAMPLES_ALWAYS:-ON} \
-DGTSAM_ALLOW_DEPRECATED_SINCE_V4=${GTSAM_ALLOW_DEPRECATED_SINCE_V4:-OFF} \
-DGTSAM_BUILD_WITH_MARCH_NATIVE=OFF \
-DCMAKE_VERBOSE_MAKEFILE=ON
}
# common tasks after either build or test
function finish ()
{
@ -41,18 +44,12 @@ function finish ()
# compile the code with the intent of populating the cache
function build ()
{
prepare
export GTSAM_BUILD_EXAMPLES_ALWAYS=ON
export GTSAM_BUILD_TESTS=OFF
cmake $SOURCE_DIR \
-DCMAKE_BUILD_TYPE=$CMAKE_BUILD_TYPE \
-DGTSAM_BUILD_TESTS=OFF \
-DGTSAM_BUILD_UNSTABLE=$GTSAM_BUILD_UNSTABLE \
-DGTSAM_USE_QUATERNIONS=$GTSAM_USE_QUATERNIONS \
-DGTSAM_BUILD_EXAMPLES_ALWAYS=ON \
-DGTSAM_ALLOW_DEPRECATED_SINCE_V4=$GTSAM_ALLOW_DEPRECATED_SINCE_V4
configure
# Actual build:
VERBOSE=1 make -j2
make -j2
finish
}
@ -60,15 +57,10 @@ function build ()
# run the tests
function test ()
{
prepare
export GTSAM_BUILD_EXAMPLES_ALWAYS=OFF
export GTSAM_BUILD_TESTS=ON
cmake $SOURCE_DIR \
-DCMAKE_BUILD_TYPE=$CMAKE_BUILD_TYPE \
-DGTSAM_BUILD_TESTS=ON \
-DGTSAM_BUILD_UNSTABLE=$GTSAM_BUILD_UNSTABLE \
-DGTSAM_USE_QUATERNIONS=$GTSAM_USE_QUATERNIONS \
-DGTSAM_BUILD_EXAMPLES_ALWAYS=OFF \
-DGTSAM_ALLOW_DEPRECATED_SINCE_V4=OFF
configure
# Actual build:
make -j2 check

81
.travis.yml
View File

@ -7,11 +7,12 @@ addons:
apt:
sources:
- ubuntu-toolchain-r-test
- sourceline: 'deb http://apt.llvm.org/xenial/ llvm-toolchain-xenial-9 main'
key_url: 'https://apt.llvm.org/llvm-snapshot.gpg.key'
packages:
- g++-8
- clang-3.8
- build-essential
- pkg-config
- g++-9
- clang-9
- build-essential pkg-config
- cmake
- libpython-dev python-numpy
- libboost-all-dev
@ -29,8 +30,14 @@ stages:
- test
- special
env:
global:
- MAKEFLAGS="-j2"
- CCACHE_SLOPPINESS=pch_defines,time_macros
# Compile stage without building examples/tests to populate the caches.
jobs:
# -------- STAGE 1: COMPILE -----------
include:
# on Mac, GCC
- stage: compile
@ -69,53 +76,49 @@ jobs:
- stage: compile
os: linux
compiler: clang
env: CMAKE_BUILD_TYPE=Debug GTSAM_BUILD_UNSTABLE=OFF
env: CC=clang-9 CXX=clang++-9 CMAKE_BUILD_TYPE=Debug GTSAM_BUILD_UNSTABLE=OFF
script: bash .travis.sh -b
- stage: compile
os: linux
compiler: clang
env: CMAKE_BUILD_TYPE=Release
env: CC=clang-9 CXX=clang++-9 CMAKE_BUILD_TYPE=Release
script: bash .travis.sh -b
# on Linux, with deprecated ON to make sure that path still compiles/tests
- stage: special
os: linux
compiler: clang
env: CMAKE_BUILD_TYPE=Release GTSAM_BUILD_UNSTABLE=OFF GTSAM_ALLOW_DEPRECATED_SINCE_V4=ON
env: CC=clang-9 CXX=clang++-9 CMAKE_BUILD_TYPE=Debug GTSAM_BUILD_UNSTABLE=OFF GTSAM_ALLOW_DEPRECATED_SINCE_V4=ON
script: bash .travis.sh -b
# -------- STAGE 2: TESTS -----------
# on Mac, GCC
- stage: test
os: osx
compiler: clang
env: CMAKE_BUILD_TYPE=Release
script: bash .travis.sh -t
- stage: test
os: osx
compiler: clang
env: CMAKE_BUILD_TYPE=Debug GTSAM_BUILD_UNSTABLE=OFF
script: bash .travis.sh -t
- stage: test
os: linux
compiler: gcc
env: CMAKE_BUILD_TYPE=Release
script: bash .travis.sh -t
- stage: test
os: linux
compiler: gcc
env: CMAKE_BUILD_TYPE=Debug GTSAM_BUILD_UNSTABLE=OFF
script: bash .travis.sh -t
- stage: test
os: linux
compiler: clang
env: CC=clang-9 CXX=clang++-9 CMAKE_BUILD_TYPE=Release
script: bash .travis.sh -t
# on Linux, with quaternions ON to make sure that path still compiles/tests
- stage: special
os: linux
compiler: clang
env: CMAKE_BUILD_TYPE=Release GTSAM_BUILD_UNSTABLE=OFF GTSAM_USE_QUATERNIONS=ON
env: CC=clang-9 CXX=clang++-9 CMAKE_BUILD_TYPE=Release GTSAM_BUILD_UNSTABLE=OFF GTSAM_USE_QUATERNIONS=ON
script: bash .travis.sh -t
# Matrix configuration:
os:
- osx
- linux
compiler:
- gcc
- clang
env:
global:
- MAKEFLAGS="-j2"
- CCACHE_SLOPPINESS=pch_defines,time_macros
- GTSAM_ALLOW_DEPRECATED_SINCE_V4=OFF
- GTSAM_USE_QUATERNIONS=OFF
- GTSAM_BUILD_UNSTABLE=ON
matrix:
- CMAKE_BUILD_TYPE=Debug GTSAM_BUILD_UNSTABLE=OFF
- CMAKE_BUILD_TYPE=Release
script:
- bash .travis.sh -t
matrix:
exclude:
# Exclude g++ debug on Linux as it consistently times out
- os: linux
compiler: gcc
env : CMAKE_BUILD_TYPE=Debug GTSAM_BUILD_UNSTABLE=OFF
# Exclude clang on Linux/clang in release until issue #57 is solved
- os: linux
compiler: clang
env : CMAKE_BUILD_TYPE=Release

2
CMakeLists.txt
View File

@ -434,7 +434,7 @@ add_subdirectory(timing)
# Build gtsam_unstable
if (GTSAM_BUILD_UNSTABLE)
add_subdirectory(gtsam_unstable)
endif(GTSAM_BUILD_UNSTABLE)
endif()
# Matlab toolbox
if (GTSAM_INSTALL_MATLAB_TOOLBOX)

1
cmake/CMakeLists.txt
View File

@ -20,6 +20,7 @@ install(FILES
GtsamPythonWrap.cmake
GtsamCythonWrap.cmake
GtsamTesting.cmake
GtsamPrinting.cmake
FindCython.cmake
FindNumPy.cmake
README.html

6
gtsam/CMakeLists.txt
View File

@ -136,13 +136,13 @@ endif()
target_include_directories(gtsam BEFORE PUBLIC
# SuiteSparse_config
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/3rdparty/SuiteSparse_config>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_PREFIX}/include/gtsam/3rdparty/SuiteSparse_config>
$<INSTALL_INTERFACE:include/gtsam/3rdparty/SuiteSparse_config>
# CCOLAMD
$<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/3rdparty/CCOLAMD/Include>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_PREFIX}/include/gtsam/3rdparty/CCOLAMD>
$<INSTALL_INTERFACE:include/gtsam/3rdparty/CCOLAMD>
# main gtsam includes:
$<BUILD_INTERFACE:${CMAKE_SOURCE_DIR}>
$<INSTALL_INTERFACE:${CMAKE_INSTALL_PREFIX}/include/>
$<INSTALL_INTERFACE:include/>
# config.h
$<BUILD_INTERFACE:${CMAKE_BINARY_DIR}>
# unit tests:

16
gtsam/base/ConcurrentMap.h
View File

@ -29,14 +29,22 @@
# undef max
# undef ERROR
#include <functional> // std::hash()
// Use TBB concurrent_unordered_map for ConcurrentMap
# define CONCURRENT_MAP_BASE tbb::concurrent_unordered_map<KEY, VALUE>
template <typename KEY, typename VALUE>
using ConcurrentMapBase = tbb::concurrent_unordered_map<
KEY,
VALUE,
std::hash<KEY>
>;
#else
// If we're not using TBB, use a FastMap for ConcurrentMap
#include <gtsam/base/FastMap.h>
# define CONCURRENT_MAP_BASE gtsam::FastMap<KEY, VALUE>
template <typename KEY, typename VALUE>
using ConcurrentMapBase = gtsam::FastMap<KEY, VALUE>;
#endif
@ -57,11 +65,11 @@ namespace gtsam {
* @addtogroup base
*/
template<typename KEY, typename VALUE>
class ConcurrentMap : public CONCURRENT_MAP_BASE {
class ConcurrentMap : public ConcurrentMapBase<KEY,VALUE> {
public:
typedef CONCURRENT_MAP_BASE Base;
typedef ConcurrentMapBase<KEY,VALUE> Base;
/** Default constructor */
ConcurrentMap() {}

4
gtsam/base/DSFMap.h
View File

@ -115,8 +115,8 @@ class DSFMap {
/// Small utility class for representing a wrappable pairs of ints.
class IndexPair : public std::pair<size_t,size_t> {
public:
IndexPair(): std::pair<size_t,size_t>(0,0) {}
IndexPair(size_t i, size_t j) : std::pair<size_t,size_t>(i,j) {}
inline IndexPair(): std::pair<size_t,size_t>(0,0) {}
inline IndexPair(size_t i, size_t j) : std::pair<size_t,size_t>(i,j) {}
inline size_t i() const { return first; };
inline size_t j() const { return second; };
};

19
gtsam/base/GenericValue.h
View File

@ -89,12 +89,9 @@ public:
/**
* Create a duplicate object returned as a pointer to the generic Value interface.
* For the sake of performance, this function use singleton pool allocator instead of the normal heap allocator.
* The result must be deleted with Value::deallocate_, not with the 'delete' operator.
*/
virtual Value* clone_() const {
void *place = boost::singleton_pool<PoolTag, sizeof(GenericValue)>::malloc();
GenericValue* ptr = new (place) GenericValue(*this); // calls copy constructor to fill in
GenericValue* ptr = new GenericValue(*this); // calls copy constructor to fill in
return ptr;
}
@ -102,8 +99,7 @@ public:
* Destroy and deallocate this object, only if it was originally allocated using clone_().
*/
virtual void deallocate_() const {
this->~GenericValue(); // Virtual destructor cleans up the derived object
boost::singleton_pool<PoolTag, sizeof(GenericValue)>::free((void*) this); // Release memory from pool
delete this;
}
/**
@ -118,10 +114,7 @@ public:
// Call retract on the derived class using the retract trait function
const T retractResult = traits<T>::Retract(GenericValue<T>::value(), delta);
// Create a Value pointer copy of the result
void* resultAsValuePlace =
boost::singleton_pool<PoolTag, sizeof(GenericValue)>::malloc();
Value* resultAsValue = new (resultAsValuePlace) GenericValue(retractResult);
Value* resultAsValue = new GenericValue(retractResult);
// Return the pointer to the Value base class
return resultAsValue;
@ -172,12 +165,6 @@ public:
return *this;
}
private:
/// Fake Tag struct for singleton pool allocator. In fact, it is never used!
struct PoolTag {
};
private:
/** Serialization function */

3
gtsam/base/ThreadsafeException.h
View File

@ -22,6 +22,7 @@
#include <gtsam/config.h> // for GTSAM_USE_TBB
#include <boost/optional/optional.hpp>
#include <gtsam/dllexport.h>
#include <string>
#include <typeinfo>
@ -117,7 +118,7 @@ public:
};
/// Thread-safe runtime error exception
class RuntimeErrorThreadsafe: public ThreadsafeException<RuntimeErrorThreadsafe> {
class GTSAM_EXPORT RuntimeErrorThreadsafe: public ThreadsafeException<RuntimeErrorThreadsafe> {
public:
/// Construct with a string describing the exception
RuntimeErrorThreadsafe(const std::string& description) :

2
gtsam/base/timing.h
View File

@ -196,7 +196,7 @@ namespace gtsam {
/**
* Small class that calls internal::tic at construction, and internol::toc when destroyed
*/
class AutoTicToc {
class GTSAM_EXPORT AutoTicToc {
private:
size_t id_;
const char* label_;

424
gtsam/linear/LossFunctions.cpp Normal file
View File

@ -0,0 +1,424 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file NoiseModel.cpp
* @date Jan 13, 2010
* @author Richard Roberts
* @author Frank Dellaert
*/
#include <gtsam/linear/LossFunctions.h>
#include <iostream>
using namespace std;
namespace gtsam {
namespace noiseModel {
/* ************************************************************************* */
// M-Estimator
/* ************************************************************************* */
namespace mEstimator {
Vector Base::weight(const Vector& error) const {
const size_t n = error.rows();
Vector w(n);
for (size_t i = 0; i < n; ++i)
w(i) = weight(error(i));
return w;
}
// The following three functions re-weight block matrices and a vector
// according to their weight implementation
void Base::reweight(Vector& error) const {
if (reweight_ == Block) {
const double w = sqrtWeight(error.norm());
error *= w;
} else {
error.array() *= weight(error).cwiseSqrt().array();
}
}
// Reweight n block matrices with one error vector
void Base::reweight(vector<Matrix> &A, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
for(Matrix& Aj: A) {
Aj *= w;
}
error *= w;
}
else {
const Vector W = sqrtWeight(error);
for(Matrix& Aj: A) {
vector_scale_inplace(W,Aj);
}
error = W.cwiseProduct(error);
}
}
// Reweight one block matrix with one error vector
void Base::reweight(Matrix &A, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
A *= w;
error *= w;
}
else {
const Vector W = sqrtWeight(error);
vector_scale_inplace(W,A);
error = W.cwiseProduct(error);
}
}
// Reweight two block matrix with one error vector
void Base::reweight(Matrix &A1, Matrix &A2, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
A1 *= w;
A2 *= w;
error *= w;
}
else {
const Vector W = sqrtWeight(error);
vector_scale_inplace(W,A1);
vector_scale_inplace(W,A2);
error = W.cwiseProduct(error);
}
}
// Reweight three block matrix with one error vector
void Base::reweight(Matrix &A1, Matrix &A2, Matrix &A3, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
A1 *= w;
A2 *= w;
A3 *= w;
error *= w;
}
else {
const Vector W = sqrtWeight(error);
vector_scale_inplace(W,A1);
vector_scale_inplace(W,A2);
vector_scale_inplace(W,A3);
error = W.cwiseProduct(error);
}
}
/* ************************************************************************* */
// Null model
/* ************************************************************************* */
void Null::print(const std::string &s="") const
{ cout << s << "null ()" << endl; }
Null::shared_ptr Null::Create()
{ return shared_ptr(new Null()); }
/* ************************************************************************* */
// Fair
/* ************************************************************************* */
Fair::Fair(double c, const ReweightScheme reweight) : Base(reweight), c_(c) {
if (c_ <= 0) {
throw runtime_error("mEstimator Fair takes only positive double in constructor.");
}
}
double Fair::weight(double error) const {
return 1.0 / (1.0 + std::abs(error) / c_);
}
double Fair::residual(double error) const {
const double absError = std::abs(error);
const double normalizedError = absError / c_;
const double c_2 = c_ * c_;
return c_2 * (normalizedError - std::log1p(normalizedError));
}
void Fair::print(const std::string &s="") const
{ cout << s << "fair (" << c_ << ")" << endl; }
bool Fair::equals(const Base &expected, double tol) const {
const Fair* p = dynamic_cast<const Fair*> (&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_ ) < tol;
}
Fair::shared_ptr Fair::Create(double c, const ReweightScheme reweight)
{ return shared_ptr(new Fair(c, reweight)); }
/* ************************************************************************* */
// Huber
/* ************************************************************************* */
Huber::Huber(double k, const ReweightScheme reweight) : Base(reweight), k_(k) {
if (k_ <= 0) {
throw runtime_error("mEstimator Huber takes only positive double in constructor.");
}
}
double Huber::weight(double error) const {
const double absError = std::abs(error);
return (absError <= k_) ? (1.0) : (k_ / absError);
}
double Huber::residual(double error) const {
const double absError = std::abs(error);
if (absError <= k_) { // |x| <= k
return error*error / 2;
} else { // |x| > k
return k_ * (absError - (k_/2));
}
}
void Huber::print(const std::string &s="") const {
cout << s << "huber (" << k_ << ")" << endl;
}
bool Huber::equals(const Base &expected, double tol) const {
const Huber* p = dynamic_cast<const Huber*>(&expected);
if (p == NULL) return false;
return std::abs(k_ - p->k_) < tol;
}
Huber::shared_ptr Huber::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Huber(c, reweight));
}
/* ************************************************************************* */
// Cauchy
/* ************************************************************************* */
Cauchy::Cauchy(double k, const ReweightScheme reweight) : Base(reweight), k_(k), ksquared_(k * k) {
if (k <= 0) {
throw runtime_error("mEstimator Cauchy takes only positive double in constructor.");
}
}
double Cauchy::weight(double error) const {
return ksquared_ / (ksquared_ + error*error);
}
double Cauchy::residual(double error) const {
const double val = std::log1p(error * error / ksquared_);
return ksquared_ * val * 0.5;
}
void Cauchy::print(const std::string &s="") const {
cout << s << "cauchy (" << k_ << ")" << endl;
}
bool Cauchy::equals(const Base &expected, double tol) const {
const Cauchy* p = dynamic_cast<const Cauchy*>(&expected);
if (p == NULL) return false;
return std::abs(ksquared_ - p->ksquared_) < tol;
}
Cauchy::shared_ptr Cauchy::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Cauchy(c, reweight));
}
/* ************************************************************************* */
// Tukey
/* ************************************************************************* */
Tukey::Tukey(double c, const ReweightScheme reweight) : Base(reweight), c_(c), csquared_(c * c) {
if (c <= 0) {
throw runtime_error("mEstimator Tukey takes only positive double in constructor.");
}
}
double Tukey::weight(double error) const {
if (std::abs(error) <= c_) {
const double one_minus_xc2 = 1.0 - error*error/csquared_;
return one_minus_xc2 * one_minus_xc2;
}
return 0.0;
}
double Tukey::residual(double error) const {
double absError = std::abs(error);
if (absError <= c_) {
const double one_minus_xc2 = 1.0 - error*error/csquared_;
const double t = one_minus_xc2*one_minus_xc2*one_minus_xc2;
return csquared_ * (1 - t) / 6.0;
} else {
return csquared_ / 6.0;
}
}
void Tukey::print(const std::string &s="") const {
std::cout << s << ": Tukey (" << c_ << ")" << std::endl;
}
bool Tukey::equals(const Base &expected, double tol) const {
const Tukey* p = dynamic_cast<const Tukey*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
Tukey::shared_ptr Tukey::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Tukey(c, reweight));
}
/* ************************************************************************* */
// Welsch
/* ************************************************************************* */
Welsch::Welsch(double c, const ReweightScheme reweight) : Base(reweight), c_(c), csquared_(c * c) {}
double Welsch::weight(double error) const {
const double xc2 = (error*error)/csquared_;
return std::exp(-xc2);
}
double Welsch::residual(double error) const {
const double xc2 = (error*error)/csquared_;
return csquared_ * 0.5 * -std::expm1(-xc2);
}
void Welsch::print(const std::string &s="") const {
std::cout << s << ": Welsch (" << c_ << ")" << std::endl;
}
bool Welsch::equals(const Base &expected, double tol) const {
const Welsch* p = dynamic_cast<const Welsch*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
Welsch::shared_ptr Welsch::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Welsch(c, reweight));
}
/* ************************************************************************* */
// GemanMcClure
/* ************************************************************************* */
GemanMcClure::GemanMcClure(double c, const ReweightScheme reweight)
: Base(reweight), c_(c) {
}
double GemanMcClure::weight(double error) const {
const double c2 = c_*c_;
const double c4 = c2*c2;
const double c2error = c2 + error*error;
return c4/(c2error*c2error);
}
double GemanMcClure::residual(double error) const {
const double c2 = c_*c_;
const double error2 = error*error;
return 0.5 * (c2 * error2) / (c2 + error2);
}
void GemanMcClure::print(const std::string &s="") const {
std::cout << s << ": Geman-McClure (" << c_ << ")" << std::endl;
}
bool GemanMcClure::equals(const Base &expected, double tol) const {
const GemanMcClure* p = dynamic_cast<const GemanMcClure*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
GemanMcClure::shared_ptr GemanMcClure::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new GemanMcClure(c, reweight));
}
/* ************************************************************************* */
// DCS
/* ************************************************************************* */
DCS::DCS(double c, const ReweightScheme reweight)
: Base(reweight), c_(c) {
}
double DCS::weight(double error) const {
const double e2 = error*error;
if (e2 > c_)
{
const double w = 2.0*c_/(c_ + e2);
return w*w;
}
return 1.0;
}
double DCS::residual(double error) const {
// This is the simplified version of Eq 9 from (Agarwal13icra)
// after you simplify and cancel terms.
const double e2 = error*error;
const double e4 = e2*e2;
const double c2 = c_*c_;
return (c2*e2 + c_*e4) / ((e2 + c_)*(e2 + c_));
}
void DCS::print(const std::string &s="") const {
std::cout << s << ": DCS (" << c_ << ")" << std::endl;
}
bool DCS::equals(const Base &expected, double tol) const {
const DCS* p = dynamic_cast<const DCS*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
DCS::shared_ptr DCS::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new DCS(c, reweight));
}
/* ************************************************************************* */
// L2WithDeadZone
/* ************************************************************************* */
L2WithDeadZone::L2WithDeadZone(double k, const ReweightScheme reweight)
: Base(reweight), k_(k) {
if (k_ <= 0) {
throw runtime_error("mEstimator L2WithDeadZone takes only positive double in constructor.");
}
}
double L2WithDeadZone::weight(double error) const {
// note that this code is slightly uglier than residual, because there are three distinct
// cases to handle (left of deadzone, deadzone, right of deadzone) instead of the two
// cases (deadzone, non-deadzone) in residual.
if (std::abs(error) <= k_) return 0.0;
else if (error > k_) return (-k_+error)/error;
else return (k_+error)/error;
}
double L2WithDeadZone::residual(double error) const {
const double abs_error = std::abs(error);
return (abs_error < k_) ? 0.0 : 0.5*(k_-abs_error)*(k_-abs_error);
}
void L2WithDeadZone::print(const std::string &s="") const {
std::cout << s << ": L2WithDeadZone (" << k_ << ")" << std::endl;
}
bool L2WithDeadZone::equals(const Base &expected, double tol) const {
const L2WithDeadZone* p = dynamic_cast<const L2WithDeadZone*>(&expected);
if (p == NULL) return false;
return std::abs(k_ - p->k_) < tol;
}
L2WithDeadZone::shared_ptr L2WithDeadZone::Create(double k, const ReweightScheme reweight) {
return shared_ptr(new L2WithDeadZone(k, reweight));
}
} // namespace mEstimator
} // namespace noiseModel
} // gtsam

379
gtsam/linear/LossFunctions.h Normal file
View File

@ -0,0 +1,379 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file NoiseModel.h
* @date Jan 13, 2010
* @author Richard Roberts
* @author Frank Dellaert
*/
#pragma once
#include <gtsam/base/Matrix.h>
#include <gtsam/base/Testable.h>
#include <gtsam/dllexport.h>
#include <boost/serialization/extended_type_info.hpp>
#include <boost/serialization/nvp.hpp>
#include <boost/serialization/optional.hpp>
#include <boost/serialization/shared_ptr.hpp>
#include <boost/serialization/singleton.hpp>
namespace gtsam {
namespace noiseModel {
// clang-format off
/**
* The mEstimator name space contains all robust error functions.
* It mirrors the exposition at
* https://members.loria.fr/MOBerger/Enseignement/Master2/Documents/ZhangIVC-97-01.pdf
* which talks about minimizing \sum \rho(r_i), where \rho is a residual function of choice.
*
* To illustrate, let's consider the least-squares (L2), L1, and Huber estimators as examples:
*
* Name Symbol Least-Squares L1-norm Huber
* Residual \rho(x) 0.5*x^2 |x| 0.5*x^2 if |x|<k, 0.5*k^2 + k|x-k| otherwise
* Derivative \phi(x) x sgn(x) x if |x|<k, k sgn(x) otherwise
* Weight w(x)=\phi(x)/x 1 1/|x| 1 if |x|<k, k/|x| otherwise
*
* With these definitions, D(\rho(x), p) = \phi(x) D(x,p) = w(x) x D(x,p) = w(x) D(L2(x), p),
* and hence we can solve the equivalent weighted least squares problem \sum w(r_i) \rho(r_i)
*
* Each M-estimator in the mEstimator name space simply implements the above functions.
*/
// clang-format on
namespace mEstimator {
//---------------------------------------------------------------------------------------
class GTSAM_EXPORT Base {
public:
enum ReweightScheme { Scalar, Block };
typedef boost::shared_ptr<Base> shared_ptr;
protected:
/** the rows can be weighted independently according to the error
* or uniformly with the norm of the right hand side */
ReweightScheme reweight_;
public:
Base(const ReweightScheme reweight = Block) : reweight_(reweight) {}
virtual ~Base() {}
/*
* This method is responsible for returning the total penalty for a given
* amount of error. For example, this method is responsible for implementing
* the quadratic function for an L2 penalty, the absolute value function for
* an L1 penalty, etc.
*
* TODO(mikebosse): When the residual function has as input the norm of the
* residual vector, then it prevents implementations of asymmeric loss
* functions. It would be better for this function to accept the vector and
* internally call the norm if necessary.
*/
virtual double residual(double error) const { return 0; };
/*
* This method is responsible for returning the weight function for a given
* amount of error. The weight function is related to the analytic derivative
* of the residual function. See
* https://members.loria.fr/MOBerger/Enseignement/Master2/Documents/ZhangIVC-97-01.pdf
* for details. This method is required when optimizing cost functions with
* robust penalties using iteratively re-weighted least squares.
*/
virtual double weight(double error) const = 0;
virtual void print(const std::string &s) const = 0;
virtual bool equals(const Base &expected, double tol = 1e-8) const = 0;
double sqrtWeight(double error) const { return std::sqrt(weight(error)); }
/** produce a weight vector according to an error vector and the implemented
* robust function */
Vector weight(const Vector &error) const;
/** square root version of the weight function */
Vector sqrtWeight(const Vector &error) const {
return weight(error).cwiseSqrt();
}
/** reweight block matrices and a vector according to their weight
* implementation */
void reweight(Vector &error) const;
void reweight(std::vector<Matrix> &A, Vector &error) const;
void reweight(Matrix &A, Vector &error) const;
void reweight(Matrix &A1, Matrix &A2, Vector &error) const;
void reweight(Matrix &A1, Matrix &A2, Matrix &A3, Vector &error) const;
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_NVP(reweight_);
}
};
/// Null class is not robust so is a Gaussian ?
class GTSAM_EXPORT Null : public Base {
public:
typedef boost::shared_ptr<Null> shared_ptr;
Null(const ReweightScheme reweight = Block) : Base(reweight) {}
~Null() {}
double weight(double /*error*/) const { return 1.0; }
double residual(double error) const { return error; }
void print(const std::string &s) const;
bool equals(const Base & /*expected*/, double /*tol*/) const { return true; }
static shared_ptr Create();
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
}
};
/// Fair implements the "Fair" robust error model (Zhang97ivc)
class GTSAM_EXPORT Fair : public Base {
protected:
double c_;
public:
typedef boost::shared_ptr<Fair> shared_ptr;
Fair(double c = 1.3998, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double c, const ReweightScheme reweight = Block);
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(c_);
}
};
/// Huber implements the "Huber" robust error model (Zhang97ivc)
class GTSAM_EXPORT Huber : public Base {
protected:
double k_;
public:
typedef boost::shared_ptr<Huber> shared_ptr;
Huber(double k = 1.345, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(k_);
}
};
/// Cauchy implements the "Cauchy" robust error model (Lee2013IROS). Contributed
/// by:
/// Dipl.-Inform. Jan Oberlaender (M.Sc.), FZI Research Center for
/// Information Technology, Karlsruhe, Germany.
/// oberlaender@fzi.de
/// Thanks Jan!
class GTSAM_EXPORT Cauchy : public Base {
protected:
double k_, ksquared_;
public:
typedef boost::shared_ptr<Cauchy> shared_ptr;
Cauchy(double k = 0.1, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(k_);
}
};
/// Tukey implements the "Tukey" robust error model (Zhang97ivc)
class GTSAM_EXPORT Tukey : public Base {
protected:
double c_, csquared_;
public:
typedef boost::shared_ptr<Tukey> shared_ptr;
Tukey(double c = 4.6851, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(c_);
}
};
/// Welsch implements the "Welsch" robust error model (Zhang97ivc)
class GTSAM_EXPORT Welsch : public Base {
protected:
double c_, csquared_;
public:
typedef boost::shared_ptr<Welsch> shared_ptr;
Welsch(double c = 2.9846, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(c_);
}
};
#ifdef GTSAM_ALLOW_DEPRECATED_SINCE_V4
/// @name Deprecated
/// @{
// Welsh implements the "Welsch" robust error model (Zhang97ivc)
// This was misspelled in previous versions of gtsam and should be
// removed in the future.
using Welsh = Welsch;
#endif
/// GemanMcClure implements the "Geman-McClure" robust error model
/// (Zhang97ivc).
///
/// Note that Geman-McClure weight function uses the parameter c == 1.0,
/// but here it's allowed to use different values, so we actually have
/// the generalized Geman-McClure from (Agarwal15phd).
class GTSAM_EXPORT GemanMcClure : public Base {
public:
typedef boost::shared_ptr<GemanMcClure> shared_ptr;
GemanMcClure(double c = 1.0, const ReweightScheme reweight = Block);
~GemanMcClure() {}
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
protected:
double c_;
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(c_);
}
};
/// DCS implements the Dynamic Covariance Scaling robust error model
/// from the paper Robust Map Optimization (Agarwal13icra).
///
/// Under the special condition of the parameter c == 1.0 and not
/// forcing the output weight s <= 1.0, DCS is similar to Geman-McClure.
class GTSAM_EXPORT DCS : public Base {
public:
typedef boost::shared_ptr<DCS> shared_ptr;
DCS(double c = 1.0, const ReweightScheme reweight = Block);
~DCS() {}
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
protected:
double c_;
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(c_);
}
};
/// L2WithDeadZone implements a standard L2 penalty, but with a dead zone of
/// width 2*k, centered at the origin. The resulting penalty within the dead
/// zone is always zero, and grows quadratically outside the dead zone. In this
/// sense, the L2WithDeadZone penalty is "robust to inliers", rather than being
/// robust to outliers. This penalty can be used to create barrier functions in
/// a general way.
class GTSAM_EXPORT L2WithDeadZone : public Base {
protected:
double k_;
public:
typedef boost::shared_ptr<L2WithDeadZone> shared_ptr;
L2WithDeadZone(double k = 1.0, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base &expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
private:
/** Serialization function */
friend class boost::serialization::access;
template <class ARCHIVE>
void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar &BOOST_SERIALIZATION_NVP(k_);
}
};
} // namespace mEstimator
} // namespace noiseModel
} // namespace gtsam

397
gtsam/linear/NoiseModel.cpp
View File

@ -616,403 +616,6 @@ void Unit::print(const std::string& name) const {
cout << name << "unit (" << dim_ << ") " << endl;
}
/* ************************************************************************* */
// M-Estimator
/* ************************************************************************* */
namespace mEstimator {
Vector Base::weight(const Vector& error) const {
const size_t n = error.rows();
Vector w(n);
for (size_t i = 0; i < n; ++i)
w(i) = weight(error(i));
return w;
}
// The following three functions re-weight block matrices and a vector
// according to their weight implementation
void Base::reweight(Vector& error) const {
if (reweight_ == Block) {
const double w = sqrtWeight(error.norm());
error *= w;
} else {
error.array() *= weight(error).cwiseSqrt().array();
}
}
// Reweight n block matrices with one error vector
void Base::reweight(vector<Matrix> &A, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
for(Matrix& Aj: A) {
Aj *= w;
}
error *= w;
}
else {
const Vector W = sqrtWeight(error);
for(Matrix& Aj: A) {
vector_scale_inplace(W,Aj);
}
error = W.cwiseProduct(error);
}
}
// Reweight one block matrix with one error vector
void Base::reweight(Matrix &A, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
A *= w;
error *= w;
}
else {
const Vector W = sqrtWeight(error);
vector_scale_inplace(W,A);
error = W.cwiseProduct(error);
}
}
// Reweight two block matrix with one error vector
void Base::reweight(Matrix &A1, Matrix &A2, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
A1 *= w;
A2 *= w;
error *= w;
}
else {
const Vector W = sqrtWeight(error);
vector_scale_inplace(W,A1);
vector_scale_inplace(W,A2);
error = W.cwiseProduct(error);
}
}
// Reweight three block matrix with one error vector
void Base::reweight(Matrix &A1, Matrix &A2, Matrix &A3, Vector &error) const {
if ( reweight_ == Block ) {
const double w = sqrtWeight(error.norm());
A1 *= w;
A2 *= w;
A3 *= w;
error *= w;
}
else {
const Vector W = sqrtWeight(error);
vector_scale_inplace(W,A1);
vector_scale_inplace(W,A2);
vector_scale_inplace(W,A3);
error = W.cwiseProduct(error);
}
}
/* ************************************************************************* */
// Null model
/* ************************************************************************* */
void Null::print(const std::string &s="") const
{ cout << s << "null ()" << endl; }
Null::shared_ptr Null::Create()
{ return shared_ptr(new Null()); }
/* ************************************************************************* */
// Fair
/* ************************************************************************* */
Fair::Fair(double c, const ReweightScheme reweight) : Base(reweight), c_(c) {
if (c_ <= 0) {
throw runtime_error("mEstimator Fair takes only positive double in constructor.");
}
}
double Fair::weight(double error) const {
return 1.0 / (1.0 + std::abs(error) / c_);
}
double Fair::residual(double error) const {
const double absError = std::abs(error);
const double normalizedError = absError / c_;
const double c_2 = c_ * c_;
return c_2 * (normalizedError - std::log(1 + normalizedError));
}
void Fair::print(const std::string &s="") const
{ cout << s << "fair (" << c_ << ")" << endl; }
bool Fair::equals(const Base &expected, double tol) const {
const Fair* p = dynamic_cast<const Fair*> (&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_ ) < tol;
}
Fair::shared_ptr Fair::Create(double c, const ReweightScheme reweight)
{ return shared_ptr(new Fair(c, reweight)); }
/* ************************************************************************* */
// Huber
/* ************************************************************************* */
Huber::Huber(double k, const ReweightScheme reweight) : Base(reweight), k_(k) {
if (k_ <= 0) {
throw runtime_error("mEstimator Huber takes only positive double in constructor.");
}
}
double Huber::weight(double error) const {
const double absError = std::abs(error);
return (absError <= k_) ? (1.0) : (k_ / absError);
}
double Huber::residual(double error) const {
const double absError = std::abs(error);
if (absError <= k_) { // |x| <= k
return error*error / 2;
} else { // |x| > k
return k_ * (absError - (k_/2));
}
}
void Huber::print(const std::string &s="") const {
cout << s << "huber (" << k_ << ")" << endl;
}
bool Huber::equals(const Base &expected, double tol) const {
const Huber* p = dynamic_cast<const Huber*>(&expected);
if (p == NULL) return false;
return std::abs(k_ - p->k_) < tol;
}
Huber::shared_ptr Huber::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Huber(c, reweight));
}
/* ************************************************************************* */
// Cauchy
/* ************************************************************************* */
Cauchy::Cauchy(double k, const ReweightScheme reweight) : Base(reweight), k_(k), ksquared_(k * k) {
if (k <= 0) {
throw runtime_error("mEstimator Cauchy takes only positive double in constructor.");
}
}
double Cauchy::weight(double error) const {
return ksquared_ / (ksquared_ + error*error);
}
double Cauchy::residual(double error) const {
const double xc2 = error / k_;
const double val = std::log(1 + (xc2*xc2));
return ksquared_ * val * 0.5;
}
void Cauchy::print(const std::string &s="") const {
cout << s << "cauchy (" << k_ << ")" << endl;
}
bool Cauchy::equals(const Base &expected, double tol) const {
const Cauchy* p = dynamic_cast<const Cauchy*>(&expected);
if (p == NULL) return false;
return std::abs(ksquared_ - p->ksquared_) < tol;
}
Cauchy::shared_ptr Cauchy::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Cauchy(c, reweight));
}
/* ************************************************************************* */
// Tukey
/* ************************************************************************* */
Tukey::Tukey(double c, const ReweightScheme reweight) : Base(reweight), c_(c), csquared_(c * c) {
if (c <= 0) {
throw runtime_error("mEstimator Tukey takes only positive double in constructor.");
}
}
double Tukey::weight(double error) const {
if (std::abs(error) <= c_) {
const double xc2 = error*error/csquared_;
return (1.0-xc2)*(1.0-xc2);
}
return 0.0;
}
double Tukey::residual(double error) const {
double absError = std::abs(error);
if (absError <= c_) {
const double xc2 = error*error/csquared_;
const double t = (1 - xc2)*(1 - xc2)*(1 - xc2);
return csquared_ * (1 - t) / 6.0;
} else {
return csquared_ / 6.0;
}
}
void Tukey::print(const std::string &s="") const {
std::cout << s << ": Tukey (" << c_ << ")" << std::endl;
}
bool Tukey::equals(const Base &expected, double tol) const {
const Tukey* p = dynamic_cast<const Tukey*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
Tukey::shared_ptr Tukey::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Tukey(c, reweight));
}
/* ************************************************************************* */
// Welsch
/* ************************************************************************* */
Welsch::Welsch(double c, const ReweightScheme reweight) : Base(reweight), c_(c), csquared_(c * c) {}
double Welsch::weight(double error) const {
const double xc2 = (error*error)/csquared_;
return std::exp(-xc2);
}
double Welsch::residual(double error) const {
const double xc2 = (error*error)/csquared_;
return csquared_ * 0.5 * (1 - std::exp(-xc2) );
}
void Welsch::print(const std::string &s="") const {
std::cout << s << ": Welsch (" << c_ << ")" << std::endl;
}
bool Welsch::equals(const Base &expected, double tol) const {
const Welsch* p = dynamic_cast<const Welsch*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
Welsch::shared_ptr Welsch::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new Welsch(c, reweight));
}
/* ************************************************************************* */
// GemanMcClure
/* ************************************************************************* */
GemanMcClure::GemanMcClure(double c, const ReweightScheme reweight)
: Base(reweight), c_(c) {
}
double GemanMcClure::weight(double error) const {
const double c2 = c_*c_;
const double c4 = c2*c2;
const double c2error = c2 + error*error;
return c4/(c2error*c2error);
}
double GemanMcClure::residual(double error) const {
const double c2 = c_*c_;
const double error2 = error*error;
return 0.5 * (c2 * error2) / (c2 + error2);
}
void GemanMcClure::print(const std::string &s="") const {
std::cout << s << ": Geman-McClure (" << c_ << ")" << std::endl;
}
bool GemanMcClure::equals(const Base &expected, double tol) const {
const GemanMcClure* p = dynamic_cast<const GemanMcClure*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
GemanMcClure::shared_ptr GemanMcClure::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new GemanMcClure(c, reweight));
}
/* ************************************************************************* */
// DCS
/* ************************************************************************* */
DCS::DCS(double c, const ReweightScheme reweight)
: Base(reweight), c_(c) {
}
double DCS::weight(double error) const {
const double e2 = error*error;
if (e2 > c_)
{
const double w = 2.0*c_/(c_ + e2);
return w*w;
}
return 1.0;
}
double DCS::residual(double error) const {
// This is the simplified version of Eq 9 from (Agarwal13icra)
// after you simplify and cancel terms.
const double e2 = error*error;
const double e4 = e2*e2;
const double c2 = c_*c_;
return (c2*e2 + c_*e4) / ((e2 + c_)*(e2 + c_));
}
void DCS::print(const std::string &s="") const {
std::cout << s << ": DCS (" << c_ << ")" << std::endl;
}
bool DCS::equals(const Base &expected, double tol) const {
const DCS* p = dynamic_cast<const DCS*>(&expected);
if (p == NULL) return false;
return std::abs(c_ - p->c_) < tol;
}
DCS::shared_ptr DCS::Create(double c, const ReweightScheme reweight) {
return shared_ptr(new DCS(c, reweight));
}
/* ************************************************************************* */
// L2WithDeadZone
/* ************************************************************************* */
L2WithDeadZone::L2WithDeadZone(double k, const ReweightScheme reweight)
: Base(reweight), k_(k) {
if (k_ <= 0) {
throw runtime_error("mEstimator L2WithDeadZone takes only positive double in constructor.");
}
}
double L2WithDeadZone::weight(double error) const {
// note that this code is slightly uglier than residual, because there are three distinct
// cases to handle (left of deadzone, deadzone, right of deadzone) instead of the two
// cases (deadzone, non-deadzone) in residual.
if (std::abs(error) <= k_) return 0.0;
else if (error > k_) return (-k_+error)/error;
else return (k_+error)/error;
}
double L2WithDeadZone::residual(double error) const {
const double abs_error = std::abs(error);
return (abs_error < k_) ? 0.0 : 0.5*(k_-abs_error)*(k_-abs_error);
}
void L2WithDeadZone::print(const std::string &s="") const {
std::cout << s << ": L2WithDeadZone (" << k_ << ")" << std::endl;
}
bool L2WithDeadZone::equals(const Base &expected, double tol) const {
const L2WithDeadZone* p = dynamic_cast<const L2WithDeadZone*>(&expected);
if (p == NULL) return false;
return std::abs(k_ - p->k_) < tol;
}
L2WithDeadZone::shared_ptr L2WithDeadZone::Create(double k, const ReweightScheme reweight) {
return shared_ptr(new L2WithDeadZone(k, reweight));
}
} // namespace mEstimator
/* ************************************************************************* */
// Robust
/* ************************************************************************* */

366
gtsam/linear/NoiseModel.h
View File

@ -21,6 +21,7 @@
#include <gtsam/base/Testable.h>
#include <gtsam/base/Matrix.h>
#include <gtsam/dllexport.h>
#include <gtsam/linear/LossFunctions.h>
#include <boost/serialization/nvp.hpp>
#include <boost/serialization/extended_type_info.hpp>
@ -39,6 +40,7 @@ namespace gtsam {
class Constrained;
class Isotropic;
class Unit;
class RobustModel;
//---------------------------------------------------------------------------------------
@ -115,6 +117,14 @@ namespace gtsam {
v = unwhiten(v);
}
/** Useful function for robust noise models to get the unweighted but whitened error */
virtual Vector unweightedWhiten(const Vector& v) const {
return whiten(v);
}
/** get the weight from the effective loss function on residual vector v */
virtual double weight(const Vector& v) const { return 1.0; }
private:
/** Serialization function */
friend class boost::serialization::access;
@ -626,350 +636,6 @@ namespace gtsam {
}
};
/**
* The mEstimator name space contains all robust error functions.
* It mirrors the exposition at
* https://members.loria.fr/MOBerger/Enseignement/Master2/Documents/ZhangIVC-97-01.pdf
* which talks about minimizing \sum \rho(r_i), where \rho is a residual function of choice.
*
* To illustrate, let's consider the least-squares (L2), L1, and Huber estimators as examples:
*
* Name Symbol Least-Squares L1-norm Huber
* Residual \rho(x) 0.5*x^2 |x| 0.5*x^2 if |x|<k, 0.5*k^2 + k|x-k| otherwise
* Derivative \phi(x) x sgn(x) x if |x|<k, k sgn(x) otherwise
* Weight w(x)=\phi(x)/x 1 1/|x| 1 if |x|<k, k/|x| otherwise
*
* With these definitions, D(\rho(x), p) = \phi(x) D(x,p) = w(x) x D(x,p) = w(x) D(L2(x), p),
* and hence we can solve the equivalent weighted least squares problem \sum w(r_i) \rho(r_i)
*
* Each M-estimator in the mEstimator name space simply implements the above functions.
*/
namespace mEstimator {
//---------------------------------------------------------------------------------------
class GTSAM_EXPORT Base {
public:
enum ReweightScheme { Scalar, Block };
typedef boost::shared_ptr<Base> shared_ptr;
protected:
/** the rows can be weighted independently according to the error
* or uniformly with the norm of the right hand side */
ReweightScheme reweight_;
public:
Base(const ReweightScheme reweight = Block):reweight_(reweight) {}
virtual ~Base() {}
/*
* This method is responsible for returning the total penalty for a given amount of error.
* For example, this method is responsible for implementing the quadratic function for an
* L2 penalty, the absolute value function for an L1 penalty, etc.
*
* TODO(mike): There is currently a bug in GTSAM, where none of the mEstimator classes
* implement a residual function, and GTSAM calls the weight function to evaluate the
* total penalty, rather than calling the residual function. The weight function should be
* used during iteratively reweighted least squares optimization, but should not be used to
* evaluate the total penalty. The long-term solution is for all mEstimators to implement
* both a weight and a residual function, and for GTSAM to call the residual function when
* evaluating the total penalty. But for now, I'm leaving this residual method as pure
* virtual, so the existing mEstimators can inherit this default fallback behavior.
*/
virtual double residual(double error) const { return 0; };
/*
* This method is responsible for returning the weight function for a given amount of error.
* The weight function is related to the analytic derivative of the residual function. See
* https://members.loria.fr/MOBerger/Enseignement/Master2/Documents/ZhangIVC-97-01.pdf
* for details. This method is required when optimizing cost functions with robust penalties
* using iteratively re-weighted least squares.
*/
virtual double weight(double error) const = 0;
virtual void print(const std::string &s) const = 0;
virtual bool equals(const Base& expected, double tol=1e-8) const = 0;
double sqrtWeight(double error) const {
return std::sqrt(weight(error));
}
/** produce a weight vector according to an error vector and the implemented
* robust function */
Vector weight(const Vector &error) const;
/** square root version of the weight function */
Vector sqrtWeight(const Vector &error) const {
return weight(error).cwiseSqrt();
}
/** reweight block matrices and a vector according to their weight implementation */
void reweight(Vector &error) const;
void reweight(std::vector<Matrix> &A, Vector &error) const;
void reweight(Matrix &A, Vector &error) const;
void reweight(Matrix &A1, Matrix &A2, Vector &error) const;
void reweight(Matrix &A1, Matrix &A2, Matrix &A3, Vector &error) const;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_NVP(reweight_);
}
};
/// Null class is not robust so is a Gaussian ?
class GTSAM_EXPORT Null : public Base {
public:
typedef boost::shared_ptr<Null> shared_ptr;
Null(const ReweightScheme reweight = Block) : Base(reweight) {}
~Null() {}
double weight(double /*error*/) const { return 1.0; }
double residual(double error) const { return error; }
void print(const std::string &s) const;
bool equals(const Base& /*expected*/, double /*tol*/) const { return true; }
static shared_ptr Create() ;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
}
};
/// Fair implements the "Fair" robust error model (Zhang97ivc)
class GTSAM_EXPORT Fair : public Base {
protected:
double c_;
public:
typedef boost::shared_ptr<Fair> shared_ptr;
Fair(double c = 1.3998, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol = 1e-8) const override;
static shared_ptr Create(double c, const ReweightScheme reweight = Block) ;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(c_);
}
};
/// Huber implements the "Huber" robust error model (Zhang97ivc)
class GTSAM_EXPORT Huber : public Base {
protected:
double k_;
public:
typedef boost::shared_ptr<Huber> shared_ptr;
Huber(double k = 1.345, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block) ;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(k_);
}
};
/// Cauchy implements the "Cauchy" robust error model (Lee2013IROS). Contributed by:
/// Dipl.-Inform. Jan Oberlaender (M.Sc.), FZI Research Center for
/// Information Technology, Karlsruhe, Germany.
/// oberlaender@fzi.de
/// Thanks Jan!
class GTSAM_EXPORT Cauchy : public Base {
protected:
double k_, ksquared_;
public:
typedef boost::shared_ptr<Cauchy> shared_ptr;
Cauchy(double k = 0.1, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block) ;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(k_);
}
};
/// Tukey implements the "Tukey" robust error model (Zhang97ivc)
class GTSAM_EXPORT Tukey : public Base {
protected:
double c_, csquared_;
public:
typedef boost::shared_ptr<Tukey> shared_ptr;
Tukey(double c = 4.6851, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block) ;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(c_);
}
};
/// Welsch implements the "Welsch" robust error model (Zhang97ivc)
class GTSAM_EXPORT Welsch : public Base {
protected:
double c_, csquared_;
public:
typedef boost::shared_ptr<Welsch> shared_ptr;
Welsch(double c = 2.9846, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block) ;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(c_);
}
};
#ifdef GTSAM_ALLOW_DEPRECATED_SINCE_V4
/// @name Deprecated
/// @{
// Welsh implements the "Welsch" robust error model (Zhang97ivc)
// This was misspelled in previous versions of gtsam and should be
// removed in the future.
using Welsh = Welsch;
#endif
/// GemanMcClure implements the "Geman-McClure" robust error model
/// (Zhang97ivc).
///
/// Note that Geman-McClure weight function uses the parameter c == 1.0,
/// but here it's allowed to use different values, so we actually have
/// the generalized Geman-McClure from (Agarwal15phd).
class GTSAM_EXPORT GemanMcClure : public Base {
public:
typedef boost::shared_ptr<GemanMcClure> shared_ptr;
GemanMcClure(double c = 1.0, const ReweightScheme reweight = Block);
~GemanMcClure() {}
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol=1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block) ;
protected:
double c_;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(c_);
}
};
/// DCS implements the Dynamic Covariance Scaling robust error model
/// from the paper Robust Map Optimization (Agarwal13icra).
///
/// Under the special condition of the parameter c == 1.0 and not
/// forcing the output weight s <= 1.0, DCS is similar to Geman-McClure.
class GTSAM_EXPORT DCS : public Base {
public:
typedef boost::shared_ptr<DCS> shared_ptr;
DCS(double c = 1.0, const ReweightScheme reweight = Block);
~DCS() {}
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block) ;
protected:
double c_;
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(c_);
}
};
/// L2WithDeadZone implements a standard L2 penalty, but with a dead zone of width 2*k,
/// centered at the origin. The resulting penalty within the dead zone is always zero, and
/// grows quadratically outside the dead zone. In this sense, the L2WithDeadZone penalty is
/// "robust to inliers", rather than being robust to outliers. This penalty can be used to
/// create barrier functions in a general way.
class GTSAM_EXPORT L2WithDeadZone : public Base {
protected:
double k_;
public:
typedef boost::shared_ptr<L2WithDeadZone> shared_ptr;
L2WithDeadZone(double k = 1.0, const ReweightScheme reweight = Block);
double weight(double error) const override;
double residual(double error) const override;
void print(const std::string &s) const override;
bool equals(const Base& expected, double tol = 1e-8) const override;
static shared_ptr Create(double k, const ReweightScheme reweight = Block);
private:
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
ar & BOOST_SERIALIZATION_NVP(k_);
}
};
} ///\namespace mEstimator
/**
* Base class for robust error models
* The robust M-estimators above simply tell us how to re-weight the residual, and are
@ -1026,9 +692,9 @@ namespace gtsam {
{ Vector b; Matrix B=A; this->WhitenSystem(B,b); return B; }
inline virtual Vector unwhiten(const Vector& /*v*/) const
{ throw std::invalid_argument("unwhiten is not currently supported for robust noise models."); }
// Fold the use of the m-estimator residual(...) function into distance(...)
inline virtual double distance(const Vector& v) const
{ return this->whiten(v).squaredNorm(); }
// TODO(mike): fold the use of the m-estimator residual(...) function into distance(...)
{ return robust_->residual(this->unweightedWhiten(v).norm()); }
inline virtual double distance_non_whitened(const Vector& v) const
{ return robust_->residual(v.norm()); }
// TODO: these are really robust iterated re-weighting support functions
@ -1038,6 +704,14 @@ namespace gtsam {
virtual void WhitenSystem(Matrix& A1, Matrix& A2, Vector& b) const;
virtual void WhitenSystem(Matrix& A1, Matrix& A2, Matrix& A3, Vector& b) const;
virtual Vector unweightedWhiten(const Vector& v) const {
return noise_->unweightedWhiten(v);
}
virtual double weight(const Vector& v) const {
// Todo(mikebosse): make the robust weight function input a vector.
return robust_->weight(v.norm());
}
static shared_ptr Create(
const RobustModel::shared_ptr &robust, const NoiseModel::shared_ptr noise);

22
gtsam/nonlinear/NonlinearFactor.cpp
View File

@ -93,6 +93,28 @@ Vector NoiseModelFactor::whitenedError(const Values& c) const {
return noiseModel_ ? noiseModel_->whiten(b) : b;
}
/* ************************************************************************* */
Vector NoiseModelFactor::unweightedWhitenedError(const Values& c) const {
const Vector b = unwhitenedError(c);
check(noiseModel_, b.size());
return noiseModel_ ? noiseModel_->unweightedWhiten(b) : b;
}
/* ************************************************************************* */
double NoiseModelFactor::weight(const Values& c) const {
if (active(c)) {
if (noiseModel_) {
const Vector b = unwhitenedError(c);
check(noiseModel_, b.size());
return 0.5 * noiseModel_->weight(b);
}
else
return 1.0;
} else {
return 0.0;
}
}
/* ************************************************************************* */
double NoiseModelFactor::error(const Values& c) const {
if (active(c)) {

10
gtsam/nonlinear/NonlinearFactor.h
View File

@ -226,6 +226,16 @@ public:
*/
Vector whitenedError(const Values& c) const;
/**
* Vector of errors, whitened, but unweighted by any loss function
*/
Vector unweightedWhitenedError(const Values& c) const;
/**
* Compute the effective weight of the factor from the noise model.
*/
double weight(const Values& c) const;
/**
* Calculate the error of the factor.
* This is the log-likelihood, e.g. \f$ 0.5(h(x)-z)^2/\sigma^2 \f$ in case of Gaussian.

16
gtsam/nonlinear/NonlinearOptimizerParams.h
View File

@ -31,7 +31,7 @@ namespace gtsam {
/** The common parameters for Nonlinear optimizers. Most optimizers
* deriving from NonlinearOptimizer also subclass the parameters.
*/
class NonlinearOptimizerParams {
class GTSAM_EXPORT NonlinearOptimizerParams {
public:
/** See NonlinearOptimizerParams::verbosity */
enum Verbosity {
@ -52,7 +52,7 @@ public:
virtual ~NonlinearOptimizerParams() {
}
GTSAM_EXPORT virtual void print(const std::string& str = "") const;
virtual void print(const std::string& str = "") const;
size_t getMaxIterations() const { return maxIterations; }
double getRelativeErrorTol() const { return relativeErrorTol; }
@ -68,8 +68,8 @@ public:
verbosity = verbosityTranslator(src);
}
GTSAM_EXPORT static Verbosity verbosityTranslator(const std::string &s) ;
GTSAM_EXPORT static std::string verbosityTranslator(Verbosity value) ;
static Verbosity verbosityTranslator(const std::string &s) ;
static std::string verbosityTranslator(Verbosity value) ;
/** See NonlinearOptimizerParams::linearSolverType */
enum LinearSolverType {
@ -144,10 +144,10 @@ public:
}
private:
GTSAM_EXPORT std::string linearSolverTranslator(LinearSolverType linearSolverType) const;
GTSAM_EXPORT LinearSolverType linearSolverTranslator(const std::string& linearSolverType) const;
GTSAM_EXPORT std::string orderingTypeTranslator(Ordering::OrderingType type) const;
GTSAM_EXPORT Ordering::OrderingType orderingTypeTranslator(const std::string& type) const;
std::string linearSolverTranslator(LinearSolverType linearSolverType) const;
LinearSolverType linearSolverTranslator(const std::string& linearSolverType) const;
std::string orderingTypeTranslator(Ordering::OrderingType type) const;
Ordering::OrderingType orderingTypeTranslator(const std::string& type) const;
};
// For backward compatibility:

2
gtsam/nonlinear/internal/ExpressionNode.h
View File

@ -149,6 +149,8 @@ public:
ExecutionTraceStorage* traceStorage) const {
return constant_;
}
EIGEN_MAKE_ALIGNED_OPERATOR_NEW
};
//-----------------------------------------------------------------------------

2
gtsam/slam/RotateFactor.h
View File

@ -112,6 +112,8 @@ public:
}
return error;
}
EIGEN_MAKE_ALIGNED_OPERATOR_NEW
};
} // namespace gtsam

6
gtsam/symbolic/SymbolicBayesTree.h
View File

@ -30,7 +30,7 @@ namespace gtsam {
/* ************************************************************************* */
/// A clique in a SymbolicBayesTree
class SymbolicBayesTreeClique :
class GTSAM_EXPORT SymbolicBayesTreeClique :
public BayesTreeCliqueBase<SymbolicBayesTreeClique, SymbolicFactorGraph>
{
public:
@ -45,7 +45,7 @@ namespace gtsam {
/* ************************************************************************* */
/// A Bayes tree that represents the connectivity between variables but is not associated with any
/// probability functions.
class SymbolicBayesTree :
class GTSAM_EXPORT SymbolicBayesTree :
public BayesTree<SymbolicBayesTreeClique>
{
private:
@ -59,7 +59,7 @@ namespace gtsam {
SymbolicBayesTree() {}
/** check equality */
GTSAM_EXPORT bool equals(const This& other, double tol = 1e-9) const;
bool equals(const This& other, double tol = 1e-9) const;
private:
/** Serialization function */

1
gtsam_unstable/partition/GenericGraph.h
View File

@ -12,6 +12,7 @@
#include <list>
#include <vector>
#include <stdexcept>
#include <string>
#include <boost/shared_ptr.hpp>
#include "PartitionWorkSpace.h"

7
package.xml
View File

@ -1,13 +1,18 @@
<?xml version="1.0"?>
<package format="2">
<name>gtsam</name>
<version>4.0.0</version>
<version>4.0.2</version>
<description>gtsam</description>
<maintainer email="gtsam@lists.gatech.edu">Frank Dellaert</maintainer>
<license>BSD</license>
<buildtool_depend>cmake</buildtool_depend>
<build_depend>boost</build_depend>
<build_depend>eigen</build_depend>
<build_depend>tbb</build_depend>
<export>
<!-- Specify that this is not really a Catkin package-->
<build_type>cmake</build_type>