moved class to .h

release/4.3a0
lcarlone 2020-12-05 13:47:40 -05:00
parent 786d4bbf9a
commit fcf2d31684
2 changed files with 320 additions and 285 deletions

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@ -0,0 +1,312 @@
/* ----------------------------------------------------------------------------
* 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 testGncOptimizer.cpp
* @brief Unit tests for GncOptimizer class
* @author Jingnan Shi
* @author Luca Carlone
* @author Frank Dellaert
*
* Implementation of the paper: Yang, Antonante, Tzoumas, Carlone, "Graduated Non-Convexity for Robust Spatial Perception:
* From Non-Minimal Solvers to Global Outlier Rejection", ICRA/RAL, 2020. (arxiv version: https://arxiv.org/pdf/1909.08605.pdf)
*
* See also:
* Antonante, Tzoumas, Yang, Carlone, "Outlier-Robust Estimation: Hardness, Minimally-Tuned Algorithms, and Applications",
* arxiv: https://arxiv.org/pdf/2007.15109.pdf, 2020.
*/
#pragma once
#include <gtsam/nonlinear/LevenbergMarquardtOptimizer.h>
#include <gtsam/nonlinear/GaussNewtonOptimizer.h>
#include <gtsam/nonlinear/NonlinearFactorGraph.h>
namespace gtsam {
/* ************************************************************************* */
template<class BaseOptimizerParameters>
class GncParams {
public:
/** Verbosity levels */
enum VerbosityGNC {
SILENT = 0, SUMMARY, VALUES
};
/** Choice of robust loss function for GNC */
enum RobustLossType {
GM /*Geman McClure*/, TLS /*Truncated least squares*/
};
using BaseOptimizer = GaussNewtonOptimizer; // BaseOptimizerParameters::OptimizerType;
GncParams(const BaseOptimizerParameters& baseOptimizerParams) :
baseOptimizerParams(baseOptimizerParams) {
}
// default constructor
GncParams() :
baseOptimizerParams() {
}
BaseOptimizerParameters baseOptimizerParams;
/// any other specific GNC parameters:
RobustLossType lossType = GM; /* default loss*/
size_t maxIterations = 100; /* maximum number of iterations*/
double barcSq = 1.0; /* a factor is considered an inlier if factor.error() < barcSq. Note that factor.error() whitens by the covariance*/
double muStep = 1.4; /* multiplicative factor to reduce/increase the mu in gnc */
VerbosityGNC verbosityGNC = SILENT; /* verbosity level */
std::vector<size_t> knownInliers = std::vector<size_t>(); /* slots in the factor graph corresponding to measurements that we know are inliers */
void setLossType(const RobustLossType type) {
lossType = type;
}
void setMaxIterations(const size_t maxIter) {
std::cout
<< "setMaxIterations: changing the max nr of iters might lead to less accurate solutions and is not recommended! "
<< std::endl;
maxIterations = maxIter;
}
void setInlierThreshold(const double inth) {
barcSq = inth;
}
void setMuStep(const double step) {
muStep = step;
}
void setVerbosityGNC(const VerbosityGNC verbosity) {
verbosityGNC = verbosity;
}
void setKnownInliers(const std::vector<size_t> knownIn) {
for (size_t i = 0; i < knownIn.size(); i++)
knownInliers.push_back(knownIn[i]);
}
/// equals
bool equals(const GncParams& other, double tol = 1e-9) const {
return baseOptimizerParams.equals(other.baseOptimizerParams)
&& lossType == other.lossType && maxIterations == other.maxIterations
&& std::fabs(barcSq - other.barcSq) <= tol
&& std::fabs(muStep - other.muStep) <= tol
&& verbosityGNC == other.verbosityGNC
&& knownInliers == other.knownInliers;
}
/// print function
void print(const std::string& str) const {
std::cout << str << "\n";
switch (lossType) {
case GM:
std::cout << "lossType: Geman McClure" << "\n";
break;
default:
throw std::runtime_error("GncParams::print: unknown loss type.");
}
std::cout << "maxIterations: " << maxIterations << "\n";
std::cout << "barcSq: " << barcSq << "\n";
std::cout << "muStep: " << muStep << "\n";
std::cout << "verbosityGNC: " << verbosityGNC << "\n";
for (size_t i = 0; i < knownInliers.size(); i++)
std::cout << "knownInliers: " << knownInliers[i] << "\n";
baseOptimizerParams.print(str);
}
};
/* ************************************************************************* */
template<class GncParameters>
class GncOptimizer {
public:
// types etc
private:
NonlinearFactorGraph nfg_;
Values state_;
GncParameters params_;
Vector weights_; // this could be a local variable in optimize, but it is useful to make it accessible from outside
public:
GncOptimizer(const NonlinearFactorGraph& graph, const Values& initialValues,
const GncParameters& params = GncParameters()) :
state_(initialValues), params_(params) {
// make sure all noiseModels are Gaussian or convert to Gaussian
nfg_.resize(graph.size());
for (size_t i = 0; i < graph.size(); i++) {
if (graph[i]) {
NoiseModelFactor::shared_ptr factor = boost::dynamic_pointer_cast<
NoiseModelFactor>(graph[i]);
noiseModel::Robust::shared_ptr robust = boost::dynamic_pointer_cast<
noiseModel::Robust>(factor->noiseModel());
if (robust) { // if the factor has a robust loss, we have to change it:
SharedNoiseModel gaussianNoise = robust->noise();
NoiseModelFactor::shared_ptr gaussianFactor =
factor->cloneWithNewNoiseModel(gaussianNoise);
nfg_[i] = gaussianFactor;
} else { // else we directly push it back
nfg_[i] = factor;
}
}
}
}
/// getter functions
NonlinearFactorGraph getFactors() const {
return NonlinearFactorGraph(nfg_);
}
Values getState() const {
return Values(state_);
}
GncParameters getParams() const {
return GncParameters(params_);
}
Vector getWeights() const {
return weights_;
}
/// implement GNC main loop, including graduating nonconvexity with mu
Values optimize() {
// start by assuming all measurements are inliers
weights_ = Vector::Ones(nfg_.size());
GaussNewtonOptimizer baseOptimizer(nfg_, state_);
Values result = baseOptimizer.optimize();
double mu = initializeMu();
for (size_t iter = 0; iter < params_.maxIterations; iter++) {
// display info
if (params_.verbosityGNC >= GncParameters::VerbosityGNC::VALUES) {
result.print("result\n");
std::cout << "mu: " << mu << std::endl;
std::cout << "weights: " << weights_ << std::endl;
}
// weights update
weights_ = calculateWeights(result, mu);
// variable/values update
NonlinearFactorGraph graph_iter = this->makeWeightedGraph(weights_);
GaussNewtonOptimizer baseOptimizer_iter(graph_iter, state_);
result = baseOptimizer_iter.optimize();
// stopping condition
if (checkMuConvergence(mu)) {
// display info
if (params_.verbosityGNC >= GncParameters::VerbosityGNC::SUMMARY) {
std::cout << "final iterations: " << iter << std::endl;
std::cout << "final mu: " << mu << std::endl;
std::cout << "final weights: " << weights_ << std::endl;
}
break;
}
// otherwise update mu
mu = updateMu(mu);
}
return result;
}
/// initialize the gnc parameter mu such that loss is approximately convex (remark 5 in GNC paper)
double initializeMu() const {
// compute largest error across all factors
double rmax_sq = 0.0;
for (size_t i = 0; i < nfg_.size(); i++) {
if (nfg_[i]) {
rmax_sq = std::max(rmax_sq, nfg_[i]->error(state_));
}
}
// set initial mu
switch (params_.lossType) {
case GncParameters::GM:
return 2 * rmax_sq / params_.barcSq; // initial mu
default:
throw std::runtime_error(
"GncOptimizer::initializeMu: called with unknown loss type.");
}
}
/// update the gnc parameter mu to gradually increase nonconvexity
double updateMu(const double mu) const {
switch (params_.lossType) {
case GncParameters::GM:
return std::max(1.0, mu / params_.muStep); // reduce mu, but saturate at 1
default:
throw std::runtime_error(
"GncOptimizer::updateMu: called with unknown loss type.");
}
}
/// check if we have reached the value of mu for which the surrogate loss matches the original loss
bool checkMuConvergence(const double mu) const {
switch (params_.lossType) {
case GncParameters::GM:
return std::fabs(mu - 1.0) < 1e-9; // mu=1 recovers the original GM function
default:
throw std::runtime_error(
"GncOptimizer::checkMuConvergence: called with unknown loss type.");
}
}
/// create a graph where each factor is weighted by the gnc weights
NonlinearFactorGraph makeWeightedGraph(const Vector& weights) const {
// make sure all noiseModels are Gaussian or convert to Gaussian
NonlinearFactorGraph newGraph;
newGraph.resize(nfg_.size());
for (size_t i = 0; i < nfg_.size(); i++) {
if (nfg_[i]) {
NoiseModelFactor::shared_ptr factor = boost::dynamic_pointer_cast<
NoiseModelFactor>(nfg_[i]);
noiseModel::Gaussian::shared_ptr noiseModel =
boost::dynamic_pointer_cast<noiseModel::Gaussian>(
factor->noiseModel());
if (noiseModel) {
Matrix newInfo = weights[i] * noiseModel->information();
SharedNoiseModel newNoiseModel = noiseModel::Gaussian::Information(
newInfo);
newGraph[i] = factor->cloneWithNewNoiseModel(newNoiseModel);
} else {
throw std::runtime_error(
"GncOptimizer::makeWeightedGraph: unexpected non-Gaussian noise model.");
}
}
}
return newGraph;
}
/// calculate gnc weights
Vector calculateWeights(const Values currentEstimate, const double mu) {
Vector weights = Vector::Ones(nfg_.size());
// do not update the weights that the user has decided are known inliers
std::vector<size_t> allWeights;
for (size_t k = 0; k < nfg_.size(); k++) {
allWeights.push_back(k);
}
std::vector<size_t> unknownWeights;
std::set_difference(allWeights.begin(), allWeights.end(),
params_.knownInliers.begin(), params_.knownInliers.end(),
std::inserter(unknownWeights, unknownWeights.begin()));
// update weights of known inlier/outlier measurements
switch (params_.lossType) {
case GncParameters::GM: // use eq (12) in GNC paper
for (size_t k : unknownWeights) {
if (nfg_[k]) {
double u2_k = nfg_[k]->error(currentEstimate); // squared (and whitened) residual
weights[k] = std::pow(
(mu * params_.barcSq) / (u2_k + mu * params_.barcSq), 2);
}
}
return weights;
default:
throw std::runtime_error(
"GncOptimizer::calculateWeights: called with unknown loss type.");
}
}
};
}

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@ -17,16 +17,16 @@
* @author Frank Dellaert
*
* Implementation of the paper: Yang, Antonante, Tzoumas, Carlone, "Graduated Non-Convexity for Robust Spatial Perception:
* From Non-Minimal Solvers to Global Outlier Rejection", RAL, 2020. (arxiv version: https://arxiv.org/pdf/1909.08605.pdf)
* From Non-Minimal Solvers to Global Outlier Rejection", ICRA/RAL, 2020. (arxiv version: https://arxiv.org/pdf/1909.08605.pdf)
*
* See also:
* Antonante, Tzoumas, Yang, Carlone, "Outlier-Robust Estimation: Hardness, Minimally-Tuned Algorithms, and Applications",
* arxiv: https://arxiv.org/pdf/2007.15109.pdf, 2020.
*/
#include <gtsam/slam/dataset.h>
#include <gtsam/nonlinear/LevenbergMarquardtOptimizer.h>
#include <gtsam/nonlinear/GaussNewtonOptimizer.h>
#include <gtsam/nonlinear/NonlinearFactorGraph.h>
#include <gtsam/nonlinear/GncOptimizer.h>
#include <tests/smallExample.h>
#include <CppUnitLite/TestHarness.h>
using namespace std;
@ -36,283 +36,6 @@ using symbol_shorthand::X;
using symbol_shorthand::L;
static double tol = 1e-7;
/* ************************************************************************* */
template<class BaseOptimizerParameters>
class GncParams {
public:
/** Verbosity levels */
enum VerbosityGNC {
SILENT = 0, SUMMARY, VALUES
};
/** Choice of robust loss function for GNC */
enum RobustLossType {
GM /*Geman McClure*/, TLS /*Truncated least squares*/
};
using BaseOptimizer = GaussNewtonOptimizer; // BaseOptimizerParameters::OptimizerType;
GncParams(const BaseOptimizerParameters& baseOptimizerParams) :
baseOptimizerParams(baseOptimizerParams) {
}
// default constructor
GncParams() :
baseOptimizerParams() {
}
BaseOptimizerParameters baseOptimizerParams;
/// any other specific GNC parameters:
RobustLossType lossType = GM; /* default loss*/
size_t maxIterations = 100; /* maximum number of iterations*/
double barcSq = 1.0; /* a factor is considered an inlier if factor.error() < barcSq. Note that factor.error() whitens by the covariance*/
double muStep = 1.4; /* multiplicative factor to reduce/increase the mu in gnc */
VerbosityGNC verbosityGNC = SILENT; /* verbosity level */
std::vector<size_t> knownInliers = std::vector<size_t>(); /* slots in the factor graph corresponding to measurements that we know are inliers */
void setLossType(const RobustLossType type) {
lossType = type;
}
void setMaxIterations(const size_t maxIter) {
std::cout
<< "setMaxIterations: changing the max nr of iters might lead to less accurate solutions and is not recommended! "
<< std::endl;
maxIterations = maxIter;
}
void setInlierThreshold(const double inth) {
barcSq = inth;
}
void setMuStep(const double step) {
muStep = step;
}
void setVerbosityGNC(const VerbosityGNC verbosity) {
verbosityGNC = verbosity;
}
void setKnownInliers(const std::vector<size_t> knownIn) {
for (size_t i = 0; i < knownIn.size(); i++)
knownInliers.push_back(knownIn[i]);
}
/// equals
bool equals(const GncParams& other, double tol = 1e-9) const {
return baseOptimizerParams.equals(other.baseOptimizerParams)
&& lossType == other.lossType && maxIterations == other.maxIterations
&& std::fabs(barcSq - other.barcSq) <= tol
&& std::fabs(muStep - other.muStep) <= tol
&& verbosityGNC == other.verbosityGNC
&& knownInliers == other.knownInliers;
}
/// print function
void print(const std::string& str) const {
std::cout << str << "\n";
switch (lossType) {
case GM:
std::cout << "lossType: Geman McClure" << "\n";
break;
default:
throw std::runtime_error("GncParams::print: unknown loss type.");
}
std::cout << "maxIterations: " << maxIterations << "\n";
std::cout << "barcSq: " << barcSq << "\n";
std::cout << "muStep: " << muStep << "\n";
std::cout << "verbosityGNC: " << verbosityGNC << "\n";
for (size_t i = 0; i < knownInliers.size(); i++)
std::cout << "knownInliers: " << knownInliers[i] << "\n";
baseOptimizerParams.print(str);
}
};
/* ************************************************************************* */
template<class GncParameters>
class GncOptimizer {
public:
// types etc
private:
NonlinearFactorGraph nfg_;
Values state_;
GncParameters params_;
Vector weights_; // this could be a local variable in optimize, but it is useful to make it accessible from outside
public:
GncOptimizer(const NonlinearFactorGraph& graph, const Values& initialValues,
const GncParameters& params = GncParameters()) :
state_(initialValues), params_(params) {
// make sure all noiseModels are Gaussian or convert to Gaussian
nfg_.resize(graph.size());
for (size_t i = 0; i < graph.size(); i++) {
if (graph[i]) {
NoiseModelFactor::shared_ptr factor = boost::dynamic_pointer_cast<
NoiseModelFactor>(graph[i]);
noiseModel::Robust::shared_ptr robust = boost::dynamic_pointer_cast<
noiseModel::Robust>(factor->noiseModel());
if (robust) { // if the factor has a robust loss, we have to change it:
SharedNoiseModel gaussianNoise = robust->noise();
NoiseModelFactor::shared_ptr gaussianFactor =
factor->cloneWithNewNoiseModel(gaussianNoise);
nfg_[i] = gaussianFactor;
} else { // else we directly push it back
nfg_[i] = factor;
}
}
}
}
/// getter functions
NonlinearFactorGraph getFactors() const {
return NonlinearFactorGraph(nfg_);
}
Values getState() const {
return Values(state_);
}
GncParameters getParams() const {
return GncParameters(params_);
}
Vector getWeights() const {
return weights_;
}
/// implement GNC main loop, including graduating nonconvexity with mu
Values optimize() {
// start by assuming all measurements are inliers
weights_ = Vector::Ones(nfg_.size());
GaussNewtonOptimizer baseOptimizer(nfg_, state_);
Values result = baseOptimizer.optimize();
double mu = initializeMu();
for (size_t iter = 0; iter < params_.maxIterations; iter++) {
// display info
if (params_.verbosityGNC >= GncParameters::VerbosityGNC::VALUES) {
result.print("result\n");
std::cout << "mu: " << mu << std::endl;
std::cout << "weights: " << weights_ << std::endl;
}
// weights update
weights_ = calculateWeights(result, mu);
// variable/values update
NonlinearFactorGraph graph_iter = this->makeWeightedGraph(weights_);
GaussNewtonOptimizer baseOptimizer_iter(graph_iter, state_);
result = baseOptimizer_iter.optimize();
// stopping condition
if (checkMuConvergence(mu)) {
// display info
if (params_.verbosityGNC >= GncParameters::VerbosityGNC::SUMMARY) {
std::cout << "final iterations: " << iter << std::endl;
std::cout << "final mu: " << mu << std::endl;
std::cout << "final weights: " << weights_ << std::endl;
}
break;
}
// otherwise update mu
mu = updateMu(mu);
}
return result;
}
/// initialize the gnc parameter mu such that loss is approximately convex (remark 5 in GNC paper)
double initializeMu() const {
// compute largest error across all factors
double rmax_sq = 0.0;
for (size_t i = 0; i < nfg_.size(); i++) {
if (nfg_[i]) {
rmax_sq = std::max(rmax_sq, nfg_[i]->error(state_));
}
}
// set initial mu
switch (params_.lossType) {
case GncParameters::GM:
return 2 * rmax_sq / params_.barcSq; // initial mu
default:
throw std::runtime_error(
"GncOptimizer::initializeMu: called with unknown loss type.");
}
}
/// update the gnc parameter mu to gradually increase nonconvexity
double updateMu(const double mu) const {
switch (params_.lossType) {
case GncParameters::GM:
return std::max(1.0, mu / params_.muStep); // reduce mu, but saturate at 1
default:
throw std::runtime_error(
"GncOptimizer::updateMu: called with unknown loss type.");
}
}
/// check if we have reached the value of mu for which the surrogate loss matches the original loss
bool checkMuConvergence(const double mu) const {
switch (params_.lossType) {
case GncParameters::GM:
return std::fabs(mu - 1.0) < 1e-9; // mu=1 recovers the original GM function
default:
throw std::runtime_error(
"GncOptimizer::checkMuConvergence: called with unknown loss type.");
}
}
/// create a graph where each factor is weighted by the gnc weights
NonlinearFactorGraph makeWeightedGraph(const Vector& weights) const {
// make sure all noiseModels are Gaussian or convert to Gaussian
NonlinearFactorGraph newGraph;
newGraph.resize(nfg_.size());
for (size_t i = 0; i < nfg_.size(); i++) {
if (nfg_[i]) {
NoiseModelFactor::shared_ptr factor = boost::dynamic_pointer_cast<
NoiseModelFactor>(nfg_[i]);
noiseModel::Gaussian::shared_ptr noiseModel =
boost::dynamic_pointer_cast<noiseModel::Gaussian>(
factor->noiseModel());
if (noiseModel) {
Matrix newInfo = weights[i] * noiseModel->information();
SharedNoiseModel newNoiseModel = noiseModel::Gaussian::Information(
newInfo);
newGraph[i] = factor->cloneWithNewNoiseModel(newNoiseModel);
} else {
throw std::runtime_error(
"GncOptimizer::makeWeightedGraph: unexpected non-Gaussian noise model.");
}
}
}
return newGraph;
}
/// calculate gnc weights
Vector calculateWeights(const Values currentEstimate, const double mu) {
Vector weights = Vector::Ones(nfg_.size());
// do not update the weights that the user has decided are known inliers
std::vector<size_t> allWeights;
for (size_t k = 0; k < nfg_.size(); k++) {
allWeights.push_back(k);
}
std::vector<size_t> unknownWeights;
std::set_difference(allWeights.begin(), allWeights.end(),
params_.knownInliers.begin(), params_.knownInliers.end(),
std::inserter(unknownWeights, unknownWeights.begin()));
// update weights of known inlier/outlier measurements
switch (params_.lossType) {
case GncParameters::GM: // use eq (12) in GNC paper
for (size_t k : unknownWeights) {
if (nfg_[k]) {
double u2_k = nfg_[k]->error(currentEstimate); // squared (and whitened) residual
weights[k] = std::pow(
(mu * params_.barcSq) / (u2_k + mu * params_.barcSq), 2);
}
}
return weights;
default:
throw std::runtime_error(
"GncOptimizer::calculateWeights: called with unknown loss type.");
}
}
};
/* ************************************************************************* */
TEST(GncOptimizer, gncParamsConstructor) {
//check params are correctly parsed
@ -566,7 +289,7 @@ TEST(GncOptimizer, optimizeWithKnownInliers) {
knownInliers.push_back(2);
// nonconvexity with known inliers
GncParams<GaussNewtonParams> gncParams = GncParams<GaussNewtonParams>();
GncParams<GaussNewtonParams> gncParams;
gncParams.setKnownInliers(knownInliers);
// gncParams.setVerbosityGNC(GncParams<GaussNewtonParams>::VerbosityGNC::VALUES);
auto gnc = GncOptimizer<GncParams<GaussNewtonParams>>(fg, initial, gncParams);
@ -609,7 +332,7 @@ TEST(GncOptimizer, optimizeSmallPoseGraph) {
// Note: in difficult instances, we set the odometry measurements to be inliers,
// but this problem is simple enought to succeed even without that assumption
// std::vector<size_t> knownInliers;
GncParams<GaussNewtonParams> gncParams = GncParams<GaussNewtonParams>();
GncParams<GaussNewtonParams> gncParams;
auto gnc = GncOptimizer<GncParams<GaussNewtonParams>>(*graph, *initial, gncParams);
Values actual = gnc.optimize();