/* ---------------------------------------------------------------------------- * 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. */ #include #include #include #include using namespace std; using namespace gtsam; using symbol_shorthand::L; using symbol_shorthand::X; static double tol = 1e-7; /* ************************************************************************* */ TEST(GncOptimizer, gncParamsConstructor) { // check params are correctly parsed LevenbergMarquardtParams lmParams; GncParams gncParams1(lmParams); CHECK(lmParams.equals(gncParams1.baseOptimizerParams)); // check also default constructor GncParams gncParams1b; CHECK(lmParams.equals(gncParams1b.baseOptimizerParams)); // and check params become different if we change lmParams lmParams.setVerbosity("DELTA"); CHECK(!lmParams.equals(gncParams1.baseOptimizerParams)); // and same for GN GaussNewtonParams gnParams; GncParams gncParams2(gnParams); CHECK(gnParams.equals(gncParams2.baseOptimizerParams)); // check default constructor GncParams gncParams2b; CHECK(gnParams.equals(gncParams2b.baseOptimizerParams)); // change something at the gncParams level GncParams gncParams2c(gncParams2b); gncParams2c.setLossType(GncParams::RobustLossType::TLS); CHECK(!gncParams2c.equals(gncParams2b.baseOptimizerParams)); } /* ************************************************************************* */ TEST(GncOptimizer, gncConstructor) { // has to have Gaussian noise models ! auto fg = example::createReallyNonlinearFactorGraph(); // just a unary factor // on a 2D point Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); auto gnc = GncOptimizer>(fg, initial, gncParams); CHECK(gnc.getFactors().equals(fg)); CHECK(gnc.getState().equals(initial)); CHECK(gnc.getParams().equals(gncParams)); } /* ************************************************************************* */ TEST(GncOptimizer, gncConstructorWithRobustGraphAsInput) { auto fg = example::sharedNonRobustFactorGraphWithOutliers(); // same graph with robust noise model auto fg_robust = example::sharedRobustFactorGraphWithOutliers(); Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); auto gnc = GncOptimizer>( fg_robust, initial, gncParams); // make sure that when parsing the graph is transformed into one without // robust loss CHECK(fg.equals(gnc.getFactors())); } /* ************************************************************************* */ TEST(GncOptimizer, initializeMu) { auto fg = example::createReallyNonlinearFactorGraph(); Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); // testing GM mu initialization LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); gncParams.setLossType( GncParams::RobustLossType::GM); auto gnc_gm = GncOptimizer>(fg, initial, gncParams); // according to rmk 5 in the gnc paper: m0 = 2 rmax^2 / barcSq // (barcSq=1 in this example) EXPECT_DOUBLES_EQUAL(gnc_gm.initializeMu(), 2 * 198.999, 1e-3); // testing TLS mu initialization gncParams.setLossType( GncParams::RobustLossType::TLS); auto gnc_tls = GncOptimizer>(fg, initial, gncParams); // according to rmk 5 in the gnc paper: m0 = barcSq / (2 * rmax^2 - barcSq) // (barcSq=1 in this example) EXPECT_DOUBLES_EQUAL(gnc_tls.initializeMu(), 1 / (2 * 198.999 - 1), 1e-3); } /* ************************************************************************* */ TEST(GncOptimizer, updateMuGM) { // has to have Gaussian noise models ! auto fg = example::createReallyNonlinearFactorGraph(); Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); gncParams.setLossType( GncParams::RobustLossType::GM); gncParams.setMuStep(1.4); auto gnc = GncOptimizer>(fg, initial, gncParams); double mu = 5.0; EXPECT_DOUBLES_EQUAL(gnc.updateMu(mu), mu / 1.4, tol); // check it correctly saturates to 1 for GM mu = 1.2; EXPECT_DOUBLES_EQUAL(gnc.updateMu(mu), 1.0, tol); } /* ************************************************************************* */ TEST(GncOptimizer, updateMuTLS) { // has to have Gaussian noise models ! auto fg = example::createReallyNonlinearFactorGraph(); Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); gncParams.setMuStep(1.4); gncParams.setLossType( GncParams::RobustLossType::TLS); auto gnc = GncOptimizer>(fg, initial, gncParams); double mu = 5.0; EXPECT_DOUBLES_EQUAL(gnc.updateMu(mu), mu * 1.4, tol); } /* ************************************************************************* */ TEST(GncOptimizer, checkMuConvergenceGM) { // has to have Gaussian noise models ! auto fg = example::createReallyNonlinearFactorGraph(); Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); gncParams.setLossType( GncParams::RobustLossType::GM); auto gnc = GncOptimizer>(fg, initial, gncParams); double mu = 1.0; CHECK(gnc.checkMuConvergence(mu, 0)); } /* ************************************************************************* */ TEST(GncOptimizer, checkMuConvergenceTLS) { // has to have Gaussian noise models ! auto fg = example::createReallyNonlinearFactorGraph(); Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); gncParams.setLossType( GncParams::RobustLossType::TLS); auto gnc = GncOptimizer>(fg, initial, gncParams); double mu = 1.0; CHECK(gnc.checkMuConvergence(mu, mu)); } /* ************************************************************************* */ TEST(GncOptimizer, calculateWeightsGM) { auto fg = example::sharedNonRobustFactorGraphWithOutliers(); Point2 p0(0, 0); Values initial; initial.insert(X(1), p0); // we have 4 factors, 3 with zero errors (inliers), 1 with error 50 = 0.5 * // 1/sigma^2 || [1;0] - [0;0] ||^2 (outlier) Vector weights_expected = Vector::Zero(4); weights_expected[0] = 1.0; // zero error weights_expected[1] = 1.0; // zero error weights_expected[2] = 1.0; // zero error weights_expected[3] = std::pow(1.0 / (50.0 + 1.0), 2); // outlier, error = 50 GaussNewtonParams gnParams; GncParams gncParams(gnParams); gncParams.setLossType( GncParams::RobustLossType::GM); auto gnc = GncOptimizer>(fg, initial, gncParams); double mu = 1.0; Vector weights_actual = gnc.calculateWeights(initial, mu); CHECK(assert_equal(weights_expected, weights_actual, tol)); mu = 2.0; double barcSq = 5.0; weights_expected[3] = std::pow(mu * barcSq / (50.0 + mu * barcSq), 2); // outlier, error = 50 gncParams.setInlierThreshold(barcSq); auto gnc2 = GncOptimizer>(fg, initial, gncParams); weights_actual = gnc2.calculateWeights(initial, mu); CHECK(assert_equal(weights_expected, weights_actual, tol)); } /* ************************************************************************* */ TEST(GncOptimizer, calculateWeightsTLS) { auto fg = example::sharedNonRobustFactorGraphWithOutliers(); Point2 p0(0, 0); Values initial; initial.insert(X(1), p0); // we have 4 factors, 3 with zero errors (inliers), 1 with error Vector weights_expected = Vector::Zero(4); weights_expected[0] = 1.0; // zero error weights_expected[1] = 1.0; // zero error weights_expected[2] = 1.0; // zero error weights_expected[3] = 0; // outliers GaussNewtonParams gnParams; GncParams gncParams(gnParams); gncParams.setLossType( GncParams::RobustLossType::TLS); auto gnc = GncOptimizer>(fg, initial, gncParams); double mu = 1.0; Vector weights_actual = gnc.calculateWeights(initial, mu); CHECK(assert_equal(weights_expected, weights_actual, tol)); } /* ************************************************************************* */ TEST(GncOptimizer, makeWeightedGraph) { // create original factor double sigma1 = 0.1; NonlinearFactorGraph nfg = example::nonlinearFactorGraphWithGivenSigma(sigma1); // create expected double sigma2 = 10; NonlinearFactorGraph expected = example::nonlinearFactorGraphWithGivenSigma(sigma2); // create weights Vector weights = Vector::Ones( 1); // original info:1/0.1^2 = 100. New info: 1/10^2 = 0.01. Ratio is 10-4 weights[0] = 1e-4; // create actual Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); auto gnc = GncOptimizer>(nfg, initial, gncParams); NonlinearFactorGraph actual = gnc.makeWeightedGraph(weights); // check it's all good CHECK(assert_equal(expected, actual)); } /* ************************************************************************* */ TEST(GncOptimizer, optimizeSimple) { auto fg = example::createReallyNonlinearFactorGraph(); Point2 p0(3, 3); Values initial; initial.insert(X(1), p0); LevenbergMarquardtParams lmParams; GncParams gncParams(lmParams); auto gnc = GncOptimizer>(fg, initial, gncParams); Values actual = gnc.optimize(); DOUBLES_EQUAL(0, fg.error(actual), tol); } /* ************************************************************************* */ TEST(GncOptimizer, optimize) { auto fg = example::sharedNonRobustFactorGraphWithOutliers(); Point2 p0(1, 0); Values initial; initial.insert(X(1), p0); // try with nonrobust cost function and standard GN GaussNewtonParams gnParams; GaussNewtonOptimizer gn(fg, initial, gnParams); Values gn_results = gn.optimize(); // converges to incorrect point due to lack of robustness to an outlier, ideal // solution is Point2(0,0) CHECK(assert_equal(Point2(0.25, 0.0), gn_results.at(X(1)), 1e-3)); // try with robust loss function and standard GN auto fg_robust = example::sharedRobustFactorGraphWithOutliers(); // same as fg, but with // factors wrapped in // Geman McClure losses GaussNewtonOptimizer gn2(fg_robust, initial, gnParams); Values gn2_results = gn2.optimize(); // converges to incorrect point, this time due to the nonconvexity of the loss CHECK( assert_equal(Point2(0.999706, 0.0), gn2_results.at(X(1)), 1e-3)); // .. but graduated nonconvexity ensures both robustness and convergence in // the face of nonconvexity GncParams gncParams(gnParams); // gncParams.setVerbosityGNC(GncParams::VerbosityGNC::SUMMARY); auto gnc = GncOptimizer>(fg, initial, gncParams); Values gnc_result = gnc.optimize(); CHECK(assert_equal(Point2(0.0, 0.0), gnc_result.at(X(1)), 1e-3)); } /* ************************************************************************* */ TEST(GncOptimizer, optimizeWithKnownInliers) { auto fg = example::sharedNonRobustFactorGraphWithOutliers(); Point2 p0(1, 0); Values initial; initial.insert(X(1), p0); std::vector knownInliers; knownInliers.push_back(0); knownInliers.push_back(1); knownInliers.push_back(2); // nonconvexity with known inliers GncParams gncParams; gncParams.setKnownInliers(knownInliers); // gncParams.setVerbosityGNC(GncParams::VerbosityGNC::VALUES); auto gnc = GncOptimizer>(fg, initial, gncParams); Values gnc_result = gnc.optimize(); CHECK(assert_equal(Point2(0.0, 0.0), gnc_result.at(X(1)), 1e-3)); // check weights were actually fixed: Vector finalWeights = gnc.getWeights(); DOUBLES_EQUAL(1.0, finalWeights[0], tol); DOUBLES_EQUAL(1.0, finalWeights[1], tol); DOUBLES_EQUAL(1.0, finalWeights[2], tol); } /* ************************************************************************* */ TEST(GncOptimizer, optimizeSmallPoseGraph) { /// load small pose graph const string filename = findExampleDataFile("w100.graph"); NonlinearFactorGraph::shared_ptr graph; Values::shared_ptr initial; boost::tie(graph, initial) = load2D(filename); // Add a Gaussian prior on first poses Pose2 priorMean(0.0, 0.0, 0.0); // prior at origin SharedDiagonal priorNoise = noiseModel::Diagonal::Sigmas(Vector3(0.01, 0.01, 0.01)); graph->addPrior(0, priorMean, priorNoise); /// get expected values by optimizing outlier-free graph Values expected = LevenbergMarquardtOptimizer(*graph, *initial).optimize(); // add a few outliers SharedDiagonal betweenNoise = noiseModel::Diagonal::Sigmas(Vector3(0.1, 0.1, 0.01)); graph->push_back(BetweenFactor( 90, 50, Pose2(), betweenNoise)); // some arbitrary and incorrect between factor /// get expected values by optimizing outlier-free graph Values expectedWithOutliers = LevenbergMarquardtOptimizer(*graph, *initial).optimize(); // as expected, the following test fails due to the presence of an outlier! // CHECK(assert_equal(expected, expectedWithOutliers, 1e-3)); // GNC // 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 knownInliers; GncParams gncParams; auto gnc = GncOptimizer>(*graph, *initial, gncParams); Values actual = gnc.optimize(); // compare CHECK( assert_equal(expected, actual, 1e-3)); // yay! we are robust to outliers! } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */