Made into example rather than test
Frank Dellaert
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245d7eb849
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"""
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GTSAM Copyright 2010-2019, Georgia Tech Research Corporation,
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Atlanta, Georgia 30332-0415
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All Rights Reserved
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See LICENSE for the license information
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Example comparing DoglegOptimizer with Levenberg-Marquardt.
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Author: Frank Dellaert
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"""
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# pylint: disable=no-member, invalid-name
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import math
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import argparse
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import gtsam
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import matplotlib.pyplot as plt
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import numpy as np
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def run(args):
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"""Test Dogleg vs LM, inspired by issue #452."""
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# print parameters
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print("num samples = {}, deltaInitial = {}".format(
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args.num_samples, args.delta))
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# Ground truth solution
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T11 = gtsam.Pose2(0, 0, 0)
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T12 = gtsam.Pose2(1, 0, 0)
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T21 = gtsam.Pose2(0, 1, 0)
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T22 = gtsam.Pose2(1, 1, 0)
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# Factor graph
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graph = gtsam.NonlinearFactorGraph()
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# Priors
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prior = gtsam.noiseModel_Isotropic.Sigma(3, 1)
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graph.add(gtsam.PriorFactorPose2(11, T11, prior))
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graph.add(gtsam.PriorFactorPose2(21, T21, prior))
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# Odometry
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model = gtsam.noiseModel_Diagonal.Sigmas(np.array([0.01, 0.01, 0.3]))
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graph.add(gtsam.BetweenFactorPose2(11, 12, T11.between(T12), model))
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graph.add(gtsam.BetweenFactorPose2(21, 22, T21.between(T22), model))
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# Range
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model_rho = gtsam.noiseModel_Isotropic.Sigma(1, 0.01)
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graph.add(gtsam.RangeFactorPose2(12, 22, 1.0, model_rho))
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params = gtsam.DoglegParams()
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params.setDeltaInitial(args.delta) # default is 10
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# Add progressively more noise to ground truth
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sigmas = [0.01, 0.1, 0.2, 0.5, 1, 2, 5, 10, 20]
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n = len(sigmas)
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p_dl, s_dl, p_lm, s_lm = [0]*n, [0]*n, [0]*n, [0]*n
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for i, sigma in enumerate(sigmas):
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dl_fails, lm_fails = 0, 0
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# Attempt num_samples optimizations for both DL and LM
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for _attempt in range(args.num_samples):
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initial = gtsam.Values()
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initial.insert(11, T11.retract(np.random.normal(0, sigma, 3)))
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initial.insert(12, T12.retract(np.random.normal(0, sigma, 3)))
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initial.insert(21, T21.retract(np.random.normal(0, sigma, 3)))
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initial.insert(22, T22.retract(np.random.normal(0, sigma, 3)))
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# Run dogleg optimizer
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dl = gtsam.DoglegOptimizer(graph, initial, params)
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result = dl.optimize()
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dl_fails += graph.error(result) > 1e-9
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# Run
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lm = gtsam.LevenbergMarquardtOptimizer(graph, initial)
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result = lm.optimize()
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lm_fails += graph.error(result) > 1e-9
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# Calculate Bayes estimate of success probability
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# using a beta prior of alpha=0.5, beta=0.5
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alpha, beta = 0.5, 0.5
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v = args.num_samples+alpha+beta
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p_dl[i] = (args.num_samples-dl_fails+alpha)/v
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p_lm[i] = (args.num_samples-lm_fails+alpha)/v
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def stddev(p):
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"""Calculate standard deviation."""
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return math.sqrt(p*(1-p)/(1+v))
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s_dl[i] = stddev(p_dl[i])
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s_lm[i] = stddev(p_lm[i])
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fmt = "sigma= {}:\tDL success {:.2f}% +/- {:.2f}%, LM success {:.2f}% +/- {:.2f}%"
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print(fmt.format(sigma,
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100*p_dl[i], 100*s_dl[i],
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100*p_lm[i], 100*s_lm[i]))
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if args.plot:
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fig, ax = plt.subplots()
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dl_plot = plt.errorbar(sigmas, p_dl, yerr=s_dl, label="Dogleg")
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lm_plot = plt.errorbar(sigmas, p_lm, yerr=s_lm, label="LM")
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plt.title("Dogleg emprical success vs. LM")
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plt.legend(handles=[dl_plot, lm_plot])
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ax.set_xlim(0, sigmas[-1]+1)
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ax.set_ylim(0, 1)
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plt.show()
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if __name__ == "__main__":
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parser = argparse.ArgumentParser(
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description="Compare Dogleg and LM success rates")
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parser.add_argument("-n", "--num_samples", type=int, default=1000,
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help="Number of samples for each sigma")
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parser.add_argument("-d", "--delta", type=float, default=10.0,
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help="Initial delta for dogleg")
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parser.add_argument("-p", "--plot", action="store_true",
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help="Flag to plot results")
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args = parser.parse_args()
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run(args)
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@ -1,109 +0,0 @@
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"""
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GTSAM Copyright 2010-2019, Georgia Tech Research Corporation,
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Atlanta, Georgia 30332-0415
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All Rights Reserved
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See LICENSE for the license information
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DoglegOptimizer unit tests.
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Author: Frank Dellaert
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"""
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# pylint: disable=no-member, invalid-name
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import math
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import unittest
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import gtsam
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import matplotlib.pyplot as plt
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import numpy as np
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from gtsam.utils.test_case import GtsamTestCase
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class TestDoglegOptimizer(GtsamTestCase):
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"""Test Dogleg vs LM, isnpired by issue #452."""
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def test_DoglegOptimizer(self):
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# Ground truth solution
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T11 = gtsam.Pose2(0, 0, 0)
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T12 = gtsam.Pose2(1, 0, 0)
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T21 = gtsam.Pose2(0, 1, 0)
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T22 = gtsam.Pose2(1, 1, 0)
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# Factor graph
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graph = gtsam.NonlinearFactorGraph()
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# Priors
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prior = gtsam.noiseModel_Isotropic.Sigma(3, 1)
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graph.add(gtsam.PriorFactorPose2(11, T11, prior))
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graph.add(gtsam.PriorFactorPose2(21, T21, prior))
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# Odometry
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model = gtsam.noiseModel_Diagonal.Sigmas(np.array([0.01, 0.01, 0.3]))
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graph.add(gtsam.BetweenFactorPose2(11, 12, T11.between(T12), model))
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graph.add(gtsam.BetweenFactorPose2(21, 22, T21.between(T22), model))
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# Range
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model_rho = gtsam.noiseModel_Isotropic.Sigma(1, 0.01)
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graph.add(gtsam.RangeFactorPose2(12, 22, 1.0, model_rho))
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num_samples = 1000
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print("num samples = {}%".format(num_samples))
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params = gtsam.DoglegParams()
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params.setDeltaInitial(10) # default was 1.0
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# Add progressively more noise to ground truth
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sigmas = [0.01, 0.1, 0.2, 0.5, 1, 2, 5, 10, 20]
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n = len(sigmas)
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p_dl, s_dl, p_lm, s_lm = [0]*n, [0]*n, [0]*n, [0]*n
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for i, sigma in enumerate(sigmas):
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dl_fails, lm_fails = 0, 0
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# Attempt num_samples optimizations for both DL and LM
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for _attempt in range(num_samples):
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initial = gtsam.Values()
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initial.insert(11, T11.retract(np.random.normal(0, sigma, 3)))
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initial.insert(12, T12.retract(np.random.normal(0, sigma, 3)))
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initial.insert(21, T21.retract(np.random.normal(0, sigma, 3)))
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initial.insert(22, T22.retract(np.random.normal(0, sigma, 3)))
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# Run dogleg optimizer
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dl = gtsam.DoglegOptimizer(graph, initial, params)
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result = dl.optimize()
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dl_fails += graph.error(result) > 1e-9
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# Run
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lm = gtsam.LevenbergMarquardtOptimizer(graph, initial)
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result = lm.optimize()
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lm_fails += graph.error(result) > 1e-9
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# Calculate Bayes estimate of success probability
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# using a beta prior of alpha=0.5, beta=0.5
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alpha, beta = 0.5, 0.5
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v = num_samples+alpha+beta
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p_dl[i] = (num_samples-dl_fails+alpha)/v
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p_lm[i] = (num_samples-lm_fails+alpha)/v
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def stddev(p):
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"""Calculate standard deviation."""
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return math.sqrt(p*(1-p)/(1+v))
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s_dl[i] = stddev(p_dl[i])
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s_lm[i] = stddev(p_lm[i])
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fmt = "sigma= {}:\tDL success {:.2f}% +/- {:.2f}%, LM success {:.2f}% +/- {:.2f}%"
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print(fmt.format(sigma,
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100*p_dl[i], 100*s_dl[i],
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100*p_lm[i], 100*s_lm[i]))
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fig, ax = plt.subplots()
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dl_plot = plt.errorbar(sigmas, p_dl, yerr=s_dl, label="Dogleg")
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lm_plot = plt.errorbar(sigmas, p_lm, yerr=s_lm, label="LM")
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plt.title("Dogleg emprical success vs. LM")
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plt.legend(handles=[dl_plot, lm_plot])
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ax.set_xlim(0, sigmas[-1]+1)
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ax.set_ylim(0, 1)
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plt.show()
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if __name__ == "__main__":
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unittest.main()
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