/* ---------------------------------------------------------------------------- * 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", RAL, 2020. (arxiv version: https://arxiv.org/pdf/1909.08605.pdf) */ #include #include #include #include #include using namespace std; using namespace gtsam; using symbol_shorthand::X; using symbol_shorthand::L; static double tol = 1e-7; /* ************************************************************************* */ template 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 knownInliers = std::vector(); /* 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 knownIn) { for(size_t i=0; i 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(graph[i]); noiseModel::Robust::shared_ptr robust = boost::dynamic_pointer_cast(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(nfg_[i]); noiseModel::Gaussian::shared_ptr noiseModel = boost::dynamic_pointer_cast(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 allWeights; for (size_t k = 0; k < nfg_.size(); k++) {allWeights.push_back(k);} std::vector 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 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) { // simple graph with Gaussian noise model 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) { // 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); EXPECT_DOUBLES_EQUAL(gnc.initializeMu(), 2 * 198.999, 1e-3); // according to rmk 5 in the gnc paper: m0 = 2 rmax^2 / barcSq (barcSq=1 in this example) } /* ************************************************************************* */ TEST(GncOptimizer, updateMu) { // 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 = 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, checkMuConvergence) { // 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)); } /* ************************************************************************* */ TEST(GncOptimizer, calculateWeights) { // has to have Gaussian noise models ! 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); 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, 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) { // 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); auto gnc = GncOptimizer>(fg, initial, gncParams); Values actual = gnc.optimize(); DOUBLES_EQUAL(0, fg.error(actual), tol); } /* ************************************************************************* */ TEST(GncOptimizer, optimize) { // has to have Gaussian noise models ! 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) { // has to have Gaussian noise models ! 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(); 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); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */