/* ---------------------------------------------------------------------------- * 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 ConcurrentBatchSmoother.cpp * @brief A Levenberg-Marquardt Batch Smoother that implements the * Concurrent Filtering and Smoothing interface. * @author Stephen Williams */ #include #include #include #include #include namespace gtsam { /* ************************************************************************* */ void ConcurrentBatchSmoother::print(const std::string& s, const KeyFormatter& keyFormatter) const { std::cout << s; std::cout << " Factors:" << std::endl; BOOST_FOREACH(const NonlinearFactor::shared_ptr& factor, factors_) { PrintNonlinearFactor(factor, " ", keyFormatter); } theta_.print("Values:\n"); } /* ************************************************************************* */ bool ConcurrentBatchSmoother::equals(const ConcurrentSmoother& rhs, double tol) const { const ConcurrentBatchSmoother* smoother = dynamic_cast(&rhs); return smoother && factors_.equals(smoother->factors_) && theta_.equals(smoother->theta_) && ordering_.equals(smoother->ordering_) && delta_.equals(smoother->delta_) && separatorValues_.equals(smoother->separatorValues_); } /* ************************************************************************* */ ConcurrentBatchSmoother::Result ConcurrentBatchSmoother::update(const NonlinearFactorGraph& newFactors, const Values& newTheta, const boost::optional< std::vector >& removeFactorIndices) { gttic(update); // Create the return result meta-data Result result; // Update all of the internal variables with the new information gttic(augment_system); { // Add the new variables to theta theta_.insert(newTheta); // Add new variables to the end of the ordering BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, newTheta) { ordering_.push_back(key_value.key); } // Augment Delta delta_.insert(newTheta.zeroVectors()); // Add the new factors to the graph, updating the variable index insertFactors(newFactors); if(removeFactorIndices) removeFactors(*removeFactorIndices); } gttoc(augment_system); if(factors_.size() > 0) { // Reorder the system to ensure efficient optimization (and marginalization) performance gttic(reorder); reorder(); gttoc(reorder); // Optimize the factors using a modified version of L-M gttic(optimize); result = optimize(); gttoc(optimize); } // TODO: The following code does considerable work, much of which could be redundant given the previous optimization step // Refactor this code to reduce computational burden // Calculate the marginal on the separator from the smoother factors if(separatorValues_.size() > 0) { gttic(presync); updateSmootherSummarization(); gttoc(presync); } gttoc(update); return result; } /* ************************************************************************* */ void ConcurrentBatchSmoother::presync() { gttic(presync); gttoc(presync); } /* ************************************************************************* */ void ConcurrentBatchSmoother::getSummarizedFactors(NonlinearFactorGraph& summarizedFactors, Values& separatorValues) { gttic(get_summarized_factors); // Copy the previous calculated smoother summarization factors into the output summarizedFactors.push_back(smootherSummarization_); // Copy the separator values into the output separatorValues.insert(separatorValues_); gttoc(get_summarized_factors); } /* ************************************************************************* */ void ConcurrentBatchSmoother::synchronize(const NonlinearFactorGraph& smootherFactors, const Values& smootherValues, const NonlinearFactorGraph& summarizedFactors, const Values& separatorValues) { gttic(synchronize); // Remove the previous filter summarization from the graph removeFactors(filterSummarizationSlots_); // Insert new linpoints into the values, augment the ordering, and store new dims to augment delta BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, smootherValues) { std::pair iter_inserted = theta_.tryInsert(key_value.key, key_value.value); if(iter_inserted.second) { // If the insert succeeded ordering_.push_back(key_value.key); delta_.insert(key_value.key, Vector::Zero(key_value.value.dim())); } else { // If the element already existed in theta_ iter_inserted.first->value = key_value.value; } } BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, separatorValues) { std::pair iter_inserted = theta_.tryInsert(key_value.key, key_value.value); if(iter_inserted.second) { // If the insert succeeded ordering_.push_back(key_value.key); delta_.insert(key_value.key, Vector::Zero(key_value.value.dim())); } else { // If the element already existed in theta_ iter_inserted.first->value = key_value.value; } } // Insert the new smoother factors insertFactors(smootherFactors); // Insert the new filter summarized factors filterSummarizationSlots_ = insertFactors(summarizedFactors); // Update the list of root keys separatorValues_ = separatorValues; gttoc(synchronize); } /* ************************************************************************* */ void ConcurrentBatchSmoother::postsync() { gttic(postsync); gttoc(postsync); } /* ************************************************************************* */ std::vector ConcurrentBatchSmoother::insertFactors(const NonlinearFactorGraph& factors) { gttic(insert_factors); // create the output vector std::vector slots; slots.reserve(factors.size()); // Insert the factor into an existing hole in the factor graph, if possible BOOST_FOREACH(const NonlinearFactor::shared_ptr& factor, factors) { size_t slot; if(availableSlots_.size() > 0) { slot = availableSlots_.front(); availableSlots_.pop(); factors_.replace(slot, factor); } else { slot = factors_.size(); factors_.push_back(factor); } slots.push_back(slot); } gttoc(insert_factors); return slots; } /* ************************************************************************* */ void ConcurrentBatchSmoother::removeFactors(const std::vector& slots) { gttic(remove_factors); // For each factor slot to delete... BOOST_FOREACH(size_t slot, slots) { // Remove the factor from the graph factors_.remove(slot); // Mark the factor slot as available availableSlots_.push(slot); } gttoc(remove_factors); } /* ************************************************************************* */ void ConcurrentBatchSmoother::reorder() { // Recalculate the variable index variableIndex_ = VariableIndex(factors_); KeyVector separatorKeys = separatorValues_.keys(); ordering_ = Ordering::colamdConstrainedLast(variableIndex_, std::vector(separatorKeys.begin(), separatorKeys.end())); } /* ************************************************************************* */ ConcurrentBatchSmoother::Result ConcurrentBatchSmoother::optimize() { // Create output result structure Result result; result.nonlinearVariables = theta_.size() - separatorValues_.size(); result.linearVariables = separatorValues_.size(); // Pull out parameters we'll use const LevenbergMarquardtParams::VerbosityLM lmVerbosity = parameters_.verbosityLM; double lambda = parameters_.lambdaInitial; // Create a Values that holds the current evaluation point Values evalpoint = theta_.retract(delta_); result.error = factors_.error(evalpoint); if(result.error < parameters_.errorTol) { return result; } // Use a custom optimization loop so the linearization points can be controlled double previousError; VectorValues newDelta; do { previousError = result.error; // Do next iteration gttic(optimizer_iteration); { // Linearize graph around the linearization point GaussianFactorGraph linearFactorGraph = *factors_.linearize(theta_); // Keep increasing lambda until we make make progress while(true) { if (lmVerbosity >= LevenbergMarquardtParams::TRYLAMBDA) std::cout << "trying lambda = " << lambda << std::endl; // Add prior factors at the current solution gttic(damp); GaussianFactorGraph dampedFactorGraph(linearFactorGraph); dampedFactorGraph.reserve(linearFactorGraph.size() + delta_.size()); { // for each of the variables, add a prior at the current solution BOOST_FOREACH(const VectorValues::KeyValuePair& key_value, delta_) { size_t dim = key_value.second.size(); Matrix A = Matrix::Identity(dim,dim); Vector b = key_value.second; SharedDiagonal model = noiseModel::Isotropic::Sigma(dim, 1.0 / std::sqrt(lambda)); GaussianFactor::shared_ptr prior(new JacobianFactor(key_value.first, A, b, model)); dampedFactorGraph.push_back(prior); } } gttoc(damp); if (lmVerbosity >= LevenbergMarquardtParams::DAMPED) dampedFactorGraph.print("damped"); result.lambdas++; gttic(solve); // Solve Damped Gaussian Factor Graph newDelta = dampedFactorGraph.optimize(ordering_, parameters_.getEliminationFunction()); // update the evalpoint with the new delta evalpoint = theta_.retract(newDelta); gttoc(solve); if (lmVerbosity >= LevenbergMarquardtParams::TRYLAMBDA) std::cout << "linear delta norm = " << newDelta.norm() << std::endl; if (lmVerbosity >= LevenbergMarquardtParams::TRYDELTA) newDelta.print("delta"); // Evaluate the new error gttic(compute_error); double error = factors_.error(evalpoint); gttoc(compute_error); if (lmVerbosity >= LevenbergMarquardtParams::TRYLAMBDA) std::cout << "next error = " << error << std::endl; if(error < result.error) { // Keep this change // Update the error value result.error = error; // Update the linearization point theta_ = evalpoint; // Reset the deltas to zeros delta_.setZero(); // Put the linearization points and deltas back for specific variables if(separatorValues_.size() > 0) { theta_.update(separatorValues_); BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, separatorValues_) { delta_.at(key_value.key) = newDelta.at(key_value.key); } } // Decrease lambda for next time lambda /= parameters_.lambdaFactor; // End this lambda search iteration break; } else { // Reject this change if(lambda >= parameters_.lambdaUpperBound) { // The maximum lambda has been used. Print a warning and end the search. std::cout << "Warning: Levenberg-Marquardt giving up because cannot decrease error with maximum lambda" << std::endl; break; } else { // Increase lambda and continue searching lambda *= parameters_.lambdaFactor; } } } // end while } gttoc(optimizer_iteration); if (lmVerbosity >= LevenbergMarquardtParams::LAMBDA) std::cout << "using lambda = " << lambda << std::endl; result.iterations++; } while(result.iterations < (size_t)parameters_.maxIterations && !checkConvergence(parameters_.relativeErrorTol, parameters_.absoluteErrorTol, parameters_.errorTol, previousError, result.error, NonlinearOptimizerParams::SILENT)); return result; } /* ************************************************************************* */ void ConcurrentBatchSmoother::updateSmootherSummarization() { // The smoother summarization factors are the resulting marginal factors on the separator // variables that result from marginalizing out all of the other variables // These marginal factors will be cached for later transmission to the filter using // linear container factors // Create a nonlinear factor graph without the filter summarization factors NonlinearFactorGraph graph(factors_); BOOST_FOREACH(size_t slot, filterSummarizationSlots_) { graph.remove(slot); } // Get the set of separator keys gtsam::KeySet separatorKeys; BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, separatorValues_) { separatorKeys.insert(key_value.key); } // Calculate the marginal factors on the separator smootherSummarization_ = internal::calculateMarginalFactors(graph, theta_, separatorKeys, parameters_.getEliminationFunction()); } /* ************************************************************************* */ void ConcurrentBatchSmoother::PrintNonlinearFactor(const NonlinearFactor::shared_ptr& factor, const std::string& indent, const KeyFormatter& keyFormatter) { std::cout << indent; if(factor) { if(boost::dynamic_pointer_cast(factor)) { std::cout << "l( "; } else { std::cout << "f( "; } BOOST_FOREACH(Key key, *factor) { std::cout << keyFormatter(key) << " "; } std::cout << ")" << std::endl; } else { std::cout << "{ NULL }" << std::endl; } } /* ************************************************************************* */ void ConcurrentBatchSmoother::PrintLinearFactor(const GaussianFactor::shared_ptr& factor, const std::string& indent, const KeyFormatter& keyFormatter) { std::cout << indent; if(factor) { std::cout << "g( "; BOOST_FOREACH(Key key, *factor) { std::cout << keyFormatter(key) << " "; } std::cout << ")" << std::endl; } else { std::cout << "{ NULL }" << std::endl; } } /* ************************************************************************* */ }/// namespace gtsam