/** * @file ISAM2-inl.h * @brief Incremental update functionality (ISAM2) for BayesTree, with fluid relinearization. * @author Michael Kaess */ #include #include // for operator += using namespace boost::assign; #include #include "NonlinearFactorGraph-inl.h" #include "GaussianFactor.h" #include "VectorConfig.h" #include "Conditional.h" #include "BayesTree-inl.h" #include "ISAM2.h" namespace gtsam { using namespace std; // from inference-inl.h - need to additionally return the newly created factor for caching boost::shared_ptr _eliminateOne(FactorGraph& graph, CachedFactors& cached, const Symbol& key) { // combine the factors of all nodes connected to the variable to be eliminated // if no factors are connected to key, returns an empty factor boost::shared_ptr joint_factor = removeAndCombineFactors(graph,key); // eliminate that joint factor boost::shared_ptr factor; boost::shared_ptr conditional; boost::tie(conditional, factor) = joint_factor->eliminate(key); // ADDED: remember the intermediate result to be able to later restart computation in the middle cached[key] = factor; // add new factor on separator back into the graph if (!factor->empty()) graph.push_back(factor); // return the conditional Gaussian return conditional; } // from GaussianFactorGraph.cpp, see _eliminateOne above GaussianBayesNet _eliminate(FactorGraph& graph, CachedFactors& cached, const Ordering& ordering) { GaussianBayesNet chordalBayesNet; // empty BOOST_FOREACH(const Symbol& key, ordering) { GaussianConditional::shared_ptr cg = _eliminateOne(graph, cached, key); chordalBayesNet.push_back(cg); } return chordalBayesNet; } GaussianBayesNet _eliminate_const(const FactorGraph& graph, CachedFactors& cached, const Ordering& ordering) { // make a copy that can be modified locally FactorGraph graph_ignored = graph; return _eliminate(graph_ignored, cached, ordering); } /** Create an empty Bayes Tree */ template ISAM2::ISAM2() : BayesTree() {} /** Create a Bayes Tree from a nonlinear factor graph */ template ISAM2::ISAM2(const NonlinearFactorGraph& nlfg, const Ordering& ordering, const Config& config) : BayesTree(nlfg.linearize(config)->eliminate(ordering)), theta_(config), thetaFuture_(config), nonlinearFactors_(nlfg) { // todo: repeats calculation above, just to set "cached" // De-referencing shared pointer can be quite expensive because creates temporary _eliminate_const(*nlfg.linearize(config), cached_, ordering); } /* ************************************************************************* */ template list ISAM2::getAffectedFactors(const list& keys) const { FactorGraph > allAffected; list indices; BOOST_FOREACH(const Symbol& key, keys) { const list l = nonlinearFactors_.factors(key); indices.insert(indices.begin(), l.begin(), l.end()); } indices.sort(); indices.unique(); return indices; } /* ************************************************************************* */ // retrieve all factors that ONLY contain the affected variables // (note that the remaining stuff is summarized in the cached factors) template boost::shared_ptr ISAM2::relinearizeAffectedFactors (const set& affectedKeys) const { list affectedKeysList; // todo: shouldn't have to convert back to list... affectedKeysList.insert(affectedKeysList.begin(), affectedKeys.begin(), affectedKeys.end()); list candidates = getAffectedFactors(affectedKeysList); NonlinearFactorGraph nonlinearAffectedFactors; BOOST_FOREACH(size_t idx, candidates) { bool inside = true; BOOST_FOREACH(const Symbol& key, nonlinearFactors_[idx]->keys()) { if (affectedKeys.find(key) == affectedKeys.end()) { inside = false; break; } } if (inside) nonlinearAffectedFactors.push_back(nonlinearFactors_[idx]); } // TODO: temporary might be expensive, return shared pointer ? return nonlinearAffectedFactors.linearize(theta_); } /* ************************************************************************* */ // find intermediate (linearized) factors from cache that are passed into the affected area template FactorGraph ISAM2::getCachedBoundaryFactors(Cliques& orphans) { FactorGraph cachedBoundary; BOOST_FOREACH(sharedClique orphan, orphans) { // find the last variable that was eliminated const Symbol& key = orphan->ordering().back(); // retrieve the cached factor and add to boundary cachedBoundary.push_back(cached_[key]); } return cachedBoundary; } /* ************************************************************************* */ // todo: will be obsolete soon template void ISAM2::update_internal(const NonlinearFactorGraph& newFactors, const Config& newTheta, Cliques& orphans, double wildfire_threshold, double relinearize_threshold, bool relinearize) { // marked_ = nonlinearFactors_.keys(); // debug only //////////// // only relinearize if requested in previous step AND necessary (ie. at least one variable changes) relinearize = true; // todo - switched off bool relinFromLast = true; //marked_.size() > 0; //// 1 - relinearize selected variables if (relinFromLast) { theta_ = expmap(theta_, deltaMarked_); } //// 2 - Add new factors (for later relinearization) nonlinearFactors_.push_back(newFactors); //// 3 - Initialize new variables theta_.insert(newTheta); thetaFuture_.insert(newTheta); //// 4 - Mark affected variables as invalid // todo - not in lyx yet: relin requires more than just removing the cliques corresponding to the variables!!! // It's about factors!!! if (relinFromLast) { // mark variables that have to be removed as invalid (removeFATtop) // basically calculate all the keys contained in the factors that contain any of the keys... // the goal is to relinearize all variables directly affected by new factors list allAffected = getAffectedFactors(marked_); set accumulate; BOOST_FOREACH(int idx, allAffected) { list tmp = nonlinearFactors_[idx]->keys(); accumulate.insert(tmp.begin(), tmp.end()); } marked_.clear(); marked_.insert(marked_.begin(), accumulate.begin(), accumulate.end()); } // else: marked_ is empty anyways // also mark variables that are affected by new factors as invalid const list newKeys = newFactors.keys(); marked_.insert(marked_.begin(), newKeys.begin(), newKeys.end()); // eliminate duplicates marked_.sort(); marked_.unique(); //// 5 - removeTop invalidate all cliques involving marked variables // remove affected factors BayesNet affectedBayesNet; this->removeTop(marked_, affectedBayesNet, orphans); //// 6 - find factors connected to affected variables //// 7 - linearize boost::shared_ptr factors; if (relinFromLast) { // ordering provides all keys in conditionals, there cannot be others because path to root included set affectedKeys; list tmp = affectedBayesNet.ordering(); affectedKeys.insert(tmp.begin(), tmp.end()); // todo - remerge in keys of new factors affectedKeys.insert(newKeys.begin(), newKeys.end()); // Save number of affected variables lastAffectedVariableCount = affectedKeys.size(); factors = relinearizeAffectedFactors(affectedKeys); // Save number of affected factors lastAffectedFactorCount = factors->size(); // add the cached intermediate results from the boundary of the orphans ... FactorGraph cachedBoundary = getCachedBoundaryFactors(orphans); factors->push_back(cachedBoundary); } else { // reuse the old factors FactorGraph tmp(affectedBayesNet); factors.reset(new GaussianFactorGraph); factors->push_back(tmp); factors->push_back(*newFactors.linearize(theta_)); // avoid temporary ? } //// 8 - eliminate and add orphans back in // create an ordering for the new and contaminated factors // newKeys are passed in: those variables will be forced to the end in the ordering set newKeysSet; newKeysSet.insert(newKeys.begin(), newKeys.end()); Ordering ordering = factors->getConstrainedOrdering(newKeysSet); // eliminate into a Bayes net BayesNet bayesNet = _eliminate(*factors, cached_, ordering); // Create Index from ordering IndexTable index(ordering); // insert conditionals back in, straight into the topless bayesTree typename BayesNet::const_reverse_iterator rit; for ( rit=bayesNet.rbegin(); rit != bayesNet.rend(); ++rit ) this->insert(*rit, index); // Save number of affectedCliques lastAffectedCliqueCount = this->size(); // add orphans to the bottom of the new tree BOOST_FOREACH(sharedClique orphan, orphans) { Symbol parentRepresentative = findParentClique(orphan->separator_, index); sharedClique parent = (*this)[parentRepresentative]; parent->children_ += orphan; orphan->parent_ = parent; // set new parent! } //// 9 - update solution delta_ = optimize2(*this, wildfire_threshold); //// 10 - mark variables, if significant change marked_.clear(); deltaMarked_ = VectorConfig(); // clear if (relinearize) { // decides about next step!!! for (VectorConfig::const_iterator it = delta_.begin(); it!=delta_.end(); it++) { Symbol key = it->first; Vector v = it->second; if (max(abs(v)) >= relinearize_threshold) { marked_.push_back(key); deltaMarked_.insert(key, v); } } // not part of the formal algorithm, but needed to allow initialization of new variables outside by the user thetaFuture_ = expmap(thetaFuture_, deltaMarked_); } } template void ISAM2::linear_update(const FactorGraph& newFactors) { // Input: BayesTree(this), newFactors // 1. Remove top of Bayes tree and convert to a factor graph: // (a) For each affected variable, remove the corresponding clique and all parents up to the root. // (b) Store orphaned sub-trees \BayesTree_{O} of removed cliques. const list newKeys = newFactors.keys(); Cliques& orphans; BayesNet affectedBayesNet; this->removeTop(newKeys, affectedBayesNet, orphans); FactorGraph factors(affectedBayesNet); // 2. Add the new factors \Factors' into the resulting factor graph factors.push_back(newFactors); // 3. Re-order and eliminate the factor graph into a Bayes net (Algorithm [alg:eliminate]), and re-assemble into a new Bayes tree (Algorithm [alg:BayesTree]) // create an ordering for the new and contaminated factors // newKeys are passed in: those variables will be forced to the end in the ordering set newKeysSet; newKeysSet.insert(newKeys.begin(), newKeys.end()); Ordering ordering = factors.getConstrainedOrdering(newKeysSet); // eliminate into a Bayes net BayesNet bayesNet = _eliminate(factors, cached_, ordering); // Create Index from ordering IndexTable index(ordering); // insert conditionals back in, straight into the topless bayesTree typename BayesNet::const_reverse_iterator rit; for ( rit=bayesNet.rbegin(); rit != bayesNet.rend(); ++rit ) this->insert(*rit, index); // Save number of affectedCliques lastAffectedCliqueCount = this->size(); // 4. Insert the orphans back into the new Bayes tree. // add orphans to the bottom of the new tree BOOST_FOREACH(sharedClique orphan, orphans) { Symbol parentRepresentative = findParentClique(orphan->separator_, index); sharedClique parent = (*this)[parentRepresentative]; parent->children_ += orphan; orphan->parent_ = parent; // set new parent! } // Output: BayesTree(this) } template void ISAM2::fluid_relinearization(double relinearize_threshold) { // Input: nonlinear factors factors_, linearization point theta_, Bayes tree (this), delta_ // 1. Mark variables in \Delta above threshold \beta: J=\{\Delta_{j}\in\Delta|\Delta_{j}\geq\beta\}. std::list marked; VectorConfig deltaMarked; for (VectorConfig::const_iterator it = delta_.begin(); it!=delta_.end(); it++) { Symbol key = it->first; Vector v = it->second; if (max(abs(v)) >= relinearize_threshold) { marked.push_back(key); deltaMarked.insert(key, v); } } // 2. Update linearization point for marked variables: \Theta_{J}:=\Theta_{J}+\Delta_{J}. theta_ = expmap(theta_, deltaMarked); // 3. Mark all cliques that involve marked variables \Theta_{J} and all their ancestors. // 4. From the leaves to the top, if a clique is marked: // re-linearize the original factors in \Factors associated with the clique, // add the cached marginal factors from its children, and re-eliminate. // Output: updated Bayes tree (this), updated linearization point theta_ } template void ISAM2::update( const NonlinearFactorGraph& newFactors, const Config& newTheta, double wildfire_threshold, double relinearize_threshold, bool relinearize) { #if 1 // old algorithm: Cliques orphans; this->update_internal(newFactors, newTheta, orphans, wildfire_threshold, relinearize_threshold, relinearize); #else // 1. Add any new factors \Factors:=\Factors\cup\Factors'. nonlinearFactors_.push_back(newFactors); // 2. Initialize any new variables \Theta_{new} and add \Theta:=\Theta\cup\Theta_{new}. theta_.insert(newTheta); // 3. Linearize new factor FactorGraph linearFactors = newFactors.linearize(theta_); // 4. Linear iSAM step (alg 3) linear_update(linearFactors); // in: this // 5. Calculate Delta (alg 0) delta_ = optimize2(*this, wildfire_threshold); // 6. Iterate Algorithm 4 until no more re-linearizations occur if (relinearize) fluid_relinearization(relinearize_threshold); // in: delta_, theta_, nonlinearFactors_, this // todo: linearization point and delta_ do not fit... have to update delta again delta_ = optimize2(*this, wildfire_threshold); #endif } /* ************************************************************************* */ } /// namespace gtsam