gtsam/gtsam/hybrid/tests/testHybridGaussianISAM.cpp

568 lines
22 KiB
C++

/* ----------------------------------------------------------------------------
* 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 testHybridIncremental.cpp
* @brief Unit tests for incremental inference
* @author Fan Jiang, Varun Agrawal, Frank Dellaert
* @date Jan 2021
*/
#include <gtsam/discrete/DiscreteBayesNet.h>
#include <gtsam/discrete/DiscreteDistribution.h>
#include <gtsam/discrete/DiscreteFactorGraph.h>
#include <gtsam/geometry/Pose2.h>
#include <gtsam/hybrid/HybridConditional.h>
#include <gtsam/hybrid/HybridGaussianISAM.h>
#include <gtsam/linear/GaussianBayesNet.h>
#include <gtsam/linear/GaussianFactorGraph.h>
#include <gtsam/nonlinear/PriorFactor.h>
#include <gtsam/sam/BearingRangeFactor.h>
#include <numeric>
#include "Switching.h"
// Include for test suite
#include <CppUnitLite/TestHarness.h>
using namespace std;
using namespace gtsam;
using noiseModel::Isotropic;
using symbol_shorthand::L;
using symbol_shorthand::M;
using symbol_shorthand::W;
using symbol_shorthand::X;
using symbol_shorthand::Y;
using symbol_shorthand::Z;
/* ****************************************************************************/
// Test if we can perform elimination incrementally.
TEST(HybridGaussianElimination, IncrementalElimination) {
Switching switching(3);
HybridGaussianISAM isam;
HybridGaussianFactorGraph graph1;
// Create initial factor graph
// * * *
// | | |
// X0 -*- X1 -*- X2
// \*-M0-*/
graph1.push_back(switching.linearizedFactorGraph.at(0)); // P(X0)
graph1.push_back(switching.linearizedFactorGraph.at(1)); // P(X0, X1 | M0)
graph1.push_back(switching.linearizedFactorGraph.at(2)); // P(X1, X2 | M1)
graph1.push_back(switching.linearizedFactorGraph.at(5)); // P(M0)
// Run update step
isam.update(graph1);
// Check that after update we have 2 hybrid Bayes net nodes:
// P(X0 | X1, M0) and P(X1, X2 | M0, M1), P(M0, M1)
EXPECT_LONGS_EQUAL(3, isam.size());
EXPECT(isam[X(0)]->conditional()->frontals() == KeyVector{X(0)});
EXPECT(isam[X(0)]->conditional()->parents() == KeyVector({X(1), M(0)}));
EXPECT(isam[X(1)]->conditional()->frontals() == KeyVector({X(1), X(2)}));
EXPECT(isam[X(1)]->conditional()->parents() == KeyVector({M(0), M(1)}));
/********************************************************/
// New factor graph for incremental update.
HybridGaussianFactorGraph graph2;
graph1.push_back(switching.linearizedFactorGraph.at(3)); // P(X1)
graph2.push_back(switching.linearizedFactorGraph.at(4)); // P(X2)
graph2.push_back(switching.linearizedFactorGraph.at(6)); // P(M0, M1)
isam.update(graph2);
// Check that after the second update we have
// 1 additional hybrid Bayes net node:
// P(X1, X2 | M0, M1)
EXPECT_LONGS_EQUAL(3, isam.size());
EXPECT(isam[X(2)]->conditional()->frontals() == KeyVector({X(1), X(2)}));
EXPECT(isam[X(2)]->conditional()->parents() == KeyVector({M(0), M(1)}));
}
/* ****************************************************************************/
// Test if we can incrementally do the inference
TEST(HybridGaussianElimination, IncrementalInference) {
Switching switching(3);
HybridGaussianISAM isam;
HybridGaussianFactorGraph graph1;
// Create initial factor graph
// * * *
// | | |
// X0 -*- X1 -*- X2
// | |
// *-M0 - * - M1
graph1.push_back(switching.linearizedFactorGraph.at(0)); // P(X0)
graph1.push_back(switching.linearizedFactorGraph.at(1)); // P(X0, X1 | M0)
graph1.push_back(switching.linearizedFactorGraph.at(3)); // P(X1)
graph1.push_back(switching.linearizedFactorGraph.at(5)); // P(M0)
// Run update step
isam.update(graph1);
auto discreteConditional_m0 = isam[M(0)]->conditional()->asDiscrete();
EXPECT(discreteConditional_m0->keys() == KeyVector({M(0)}));
/********************************************************/
// New factor graph for incremental update.
HybridGaussianFactorGraph graph2;
graph2.push_back(switching.linearizedFactorGraph.at(2)); // P(X1, X2 | M1)
graph2.push_back(switching.linearizedFactorGraph.at(4)); // P(X2)
graph2.push_back(switching.linearizedFactorGraph.at(6)); // P(M0, M1)
isam.update(graph2);
/********************************************************/
// Run batch elimination so we can compare results.
Ordering ordering;
ordering += X(0);
ordering += X(1);
ordering += X(2);
// Now we calculate the expected factors using full elimination
HybridBayesTree::shared_ptr expectedHybridBayesTree;
HybridGaussianFactorGraph::shared_ptr expectedRemainingGraph;
std::tie(expectedHybridBayesTree, expectedRemainingGraph) =
switching.linearizedFactorGraph.eliminatePartialMultifrontal(ordering);
// The densities on X(0) should be the same
auto x0_conditional =
dynamic_pointer_cast<GaussianMixture>(isam[X(0)]->conditional()->inner());
auto expected_x0_conditional = dynamic_pointer_cast<GaussianMixture>(
(*expectedHybridBayesTree)[X(0)]->conditional()->inner());
EXPECT(assert_equal(*x0_conditional, *expected_x0_conditional));
// The densities on X(1) should be the same
auto x1_conditional =
dynamic_pointer_cast<GaussianMixture>(isam[X(1)]->conditional()->inner());
auto expected_x1_conditional = dynamic_pointer_cast<GaussianMixture>(
(*expectedHybridBayesTree)[X(1)]->conditional()->inner());
EXPECT(assert_equal(*x1_conditional, *expected_x1_conditional));
// The densities on X(2) should be the same
auto x2_conditional =
dynamic_pointer_cast<GaussianMixture>(isam[X(2)]->conditional()->inner());
auto expected_x2_conditional = dynamic_pointer_cast<GaussianMixture>(
(*expectedHybridBayesTree)[X(2)]->conditional()->inner());
EXPECT(assert_equal(*x2_conditional, *expected_x2_conditional));
// We only perform manual continuous elimination for 0,0.
// The other discrete probabilities on M(2) are calculated the same way
Ordering discrete_ordering;
discrete_ordering += M(0);
discrete_ordering += M(1);
HybridBayesTree::shared_ptr discreteBayesTree =
expectedRemainingGraph->BaseEliminateable::eliminateMultifrontal(
discrete_ordering);
DiscreteValues m00;
m00[M(0)] = 0, m00[M(1)] = 0;
DiscreteConditional decisionTree =
*(*discreteBayesTree)[M(1)]->conditional()->asDiscrete();
double m00_prob = decisionTree(m00);
auto discreteConditional = isam[M(1)]->conditional()->asDiscrete();
// Test the probability values with regression tests.
DiscreteValues assignment;
EXPECT(assert_equal(0.0952922, m00_prob, 1e-5));
assignment[M(0)] = 0;
assignment[M(1)] = 0;
EXPECT(assert_equal(0.0952922, (*discreteConditional)(assignment), 1e-5));
assignment[M(0)] = 1;
assignment[M(1)] = 0;
EXPECT(assert_equal(0.282758, (*discreteConditional)(assignment), 1e-5));
assignment[M(0)] = 0;
assignment[M(1)] = 1;
EXPECT(assert_equal(0.314175, (*discreteConditional)(assignment), 1e-5));
assignment[M(0)] = 1;
assignment[M(1)] = 1;
EXPECT(assert_equal(0.307775, (*discreteConditional)(assignment), 1e-5));
// Check if the clique conditional generated from incremental elimination
// matches that of batch elimination.
auto expectedChordal =
expectedRemainingGraph->BaseEliminateable::eliminateMultifrontal();
auto actualConditional = dynamic_pointer_cast<DecisionTreeFactor>(
isam[M(1)]->conditional()->inner());
// Account for the probability terms from evaluating continuous FGs
DiscreteKeys discrete_keys = {{M(0), 2}, {M(1), 2}};
vector<double> probs = {0.095292197, 0.31417524, 0.28275772, 0.30777485};
auto expectedConditional =
std::make_shared<DecisionTreeFactor>(discrete_keys, probs);
EXPECT(assert_equal(*expectedConditional, *actualConditional, 1e-6));
}
/* ****************************************************************************/
// Test if we can approximately do the inference
TEST(HybridGaussianElimination, Approx_inference) {
Switching switching(4);
HybridGaussianISAM incrementalHybrid;
HybridGaussianFactorGraph graph1;
// Add the 3 hybrid factors, x0-x1, x1-x2, x2-x3
for (size_t i = 1; i < 4; i++) {
graph1.push_back(switching.linearizedFactorGraph.at(i));
}
// Add the Gaussian factors, 1 prior on X(0),
// 3 measurements on X(1), X(2), X(3)
graph1.push_back(switching.linearizedFactorGraph.at(0));
for (size_t i = 4; i <= 7; i++) {
graph1.push_back(switching.linearizedFactorGraph.at(i));
}
// Create ordering.
Ordering ordering;
for (size_t j = 0; j < 4; j++) {
ordering += X(j);
}
// Now we calculate the actual factors using full elimination
HybridBayesTree::shared_ptr unprunedHybridBayesTree;
HybridGaussianFactorGraph::shared_ptr unprunedRemainingGraph;
std::tie(unprunedHybridBayesTree, unprunedRemainingGraph) =
switching.linearizedFactorGraph.eliminatePartialMultifrontal(ordering);
size_t maxNrLeaves = 5;
incrementalHybrid.update(graph1);
incrementalHybrid.prune(maxNrLeaves);
/*
unpruned factor is:
Choice(m3)
0 Choice(m2)
0 0 Choice(m1)
0 0 0 Leaf 0.11267528
0 0 1 Leaf 0.18576102
0 1 Choice(m1)
0 1 0 Leaf 0.18754662
0 1 1 Leaf 0.30623871
1 Choice(m2)
1 0 Choice(m1)
1 0 0 Leaf 0.18576102
1 0 1 Leaf 0.30622428
1 1 Choice(m1)
1 1 0 Leaf 0.30623871
1 1 1 Leaf 0.5
pruned factors is:
Choice(m3)
0 Choice(m2)
0 0 Leaf 0
0 1 Choice(m1)
0 1 0 Leaf 0.18754662
0 1 1 Leaf 0.30623871
1 Choice(m2)
1 0 Choice(m1)
1 0 0 Leaf 0
1 0 1 Leaf 0.30622428
1 1 Choice(m1)
1 1 0 Leaf 0.30623871
1 1 1 Leaf 0.5
*/
auto discreteConditional_m0 = *dynamic_pointer_cast<DiscreteConditional>(
incrementalHybrid[M(0)]->conditional()->inner());
EXPECT(discreteConditional_m0.keys() == KeyVector({M(0), M(1), M(2)}));
// Get the number of elements which are greater than 0.
auto count = [](const double &value, int count) {
return value > 0 ? count + 1 : count;
};
// Check that the number of leaves after pruning is 5.
EXPECT_LONGS_EQUAL(5, discreteConditional_m0.fold(count, 0));
// Check that the hybrid nodes of the bayes net match those of the pre-pruning
// bayes net, at the same positions.
auto &unprunedLastDensity = *dynamic_pointer_cast<GaussianMixture>(
unprunedHybridBayesTree->clique(X(3))->conditional()->inner());
auto &lastDensity = *dynamic_pointer_cast<GaussianMixture>(
incrementalHybrid[X(3)]->conditional()->inner());
std::vector<std::pair<DiscreteValues, double>> assignments =
discreteConditional_m0.enumerate();
// Loop over all assignments and check the pruned components
for (auto &&av : assignments) {
const DiscreteValues &assignment = av.first;
const double value = av.second;
if (value == 0.0) {
EXPECT(lastDensity(assignment) == nullptr);
} else {
CHECK(lastDensity(assignment));
EXPECT(assert_equal(*unprunedLastDensity(assignment),
*lastDensity(assignment)));
}
}
}
/* ****************************************************************************/
// Test approximate inference with an additional pruning step.
TEST(HybridGaussianElimination, Incremental_approximate) {
Switching switching(5);
HybridGaussianISAM incrementalHybrid;
HybridGaussianFactorGraph graph1;
/***** Run Round 1 *****/
// Add the 3 hybrid factors, x0-x1, x1-x2, x2-x3
for (size_t i = 1; i < 4; i++) {
graph1.push_back(switching.linearizedFactorGraph.at(i));
}
// Add the Gaussian factors, 1 prior on X(0),
// 3 measurements on X(1), X(2), X(3)
graph1.push_back(switching.linearizedFactorGraph.at(0));
for (size_t i = 5; i <= 7; i++) {
graph1.push_back(switching.linearizedFactorGraph.at(i));
}
// Run update with pruning
size_t maxComponents = 5;
incrementalHybrid.update(graph1);
incrementalHybrid.prune(maxComponents);
// Check if we have a bayes tree with 4 hybrid nodes,
// each with 2, 4, 8, and 5 (pruned) leaves respetively.
EXPECT_LONGS_EQUAL(4, incrementalHybrid.size());
EXPECT_LONGS_EQUAL(
2, incrementalHybrid[X(0)]->conditional()->asMixture()->nrComponents());
EXPECT_LONGS_EQUAL(
3, incrementalHybrid[X(1)]->conditional()->asMixture()->nrComponents());
EXPECT_LONGS_EQUAL(
5, incrementalHybrid[X(2)]->conditional()->asMixture()->nrComponents());
EXPECT_LONGS_EQUAL(
5, incrementalHybrid[X(3)]->conditional()->asMixture()->nrComponents());
/***** Run Round 2 *****/
HybridGaussianFactorGraph graph2;
graph2.push_back(switching.linearizedFactorGraph.at(4));
graph2.push_back(switching.linearizedFactorGraph.at(8));
// Run update with pruning a second time.
incrementalHybrid.update(graph2);
incrementalHybrid.prune(maxComponents);
// Check if we have a bayes tree with pruned hybrid nodes,
// with 5 (pruned) leaves.
CHECK_EQUAL(5, incrementalHybrid.size());
EXPECT_LONGS_EQUAL(
5, incrementalHybrid[X(3)]->conditional()->asMixture()->nrComponents());
EXPECT_LONGS_EQUAL(
5, incrementalHybrid[X(4)]->conditional()->asMixture()->nrComponents());
}
/* ************************************************************************/
// A GTSAM-only test for running inference on a single-legged robot.
// The leg links are represented by the chain X-Y-Z-W, where X is the base and
// W is the foot.
// We use BetweenFactor<Pose2> as constraints between each of the poses.
TEST(HybridGaussianISAM, NonTrivial) {
/*************** Run Round 1 ***************/
HybridNonlinearFactorGraph fg;
// Add a prior on pose x0 at the origin.
// A prior factor consists of a mean and
// a noise model (covariance matrix)
Pose2 prior(0.0, 0.0, 0.0); // prior mean is at origin
auto priorNoise = noiseModel::Diagonal::Sigmas(
Vector3(0.3, 0.3, 0.1)); // 30cm std on x,y, 0.1 rad on theta
fg.emplace_shared<PriorFactor<Pose2>>(X(0), prior, priorNoise);
// create a noise model for the landmark measurements
auto poseNoise = noiseModel::Isotropic::Sigma(3, 0.1);
// We model a robot's single leg as X - Y - Z - W
// where X is the base link and W is the foot link.
// Add connecting poses similar to PoseFactors in GTD
fg.emplace_shared<BetweenFactor<Pose2>>(X(0), Y(0), Pose2(0, 1.0, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Y(0), Z(0), Pose2(0, 1.0, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Z(0), W(0), Pose2(0, 1.0, 0),
poseNoise);
// Create initial estimate
Values initial;
initial.insert(X(0), Pose2(0.0, 0.0, 0.0));
initial.insert(Y(0), Pose2(0.0, 1.0, 0.0));
initial.insert(Z(0), Pose2(0.0, 2.0, 0.0));
initial.insert(W(0), Pose2(0.0, 3.0, 0.0));
HybridGaussianFactorGraph gfg = *fg.linearize(initial);
fg = HybridNonlinearFactorGraph();
HybridGaussianISAM inc;
// Update without pruning
// The result is a HybridBayesNet with no discrete variables
// (equivalent to a GaussianBayesNet).
// Factorization is:
// `P(X | measurements) = P(W0|Z0) P(Z0|Y0) P(Y0|X0) P(X0)`
inc.update(gfg);
/*************** Run Round 2 ***************/
using PlanarMotionModel = BetweenFactor<Pose2>;
// Add odometry factor with discrete modes.
Pose2 odometry(1.0, 0.0, 0.0);
KeyVector contKeys = {W(0), W(1)};
auto noise_model = noiseModel::Isotropic::Sigma(3, 1.0);
auto still = std::make_shared<PlanarMotionModel>(W(0), W(1), Pose2(0, 0, 0),
noise_model),
moving = std::make_shared<PlanarMotionModel>(W(0), W(1), odometry,
noise_model);
std::vector<PlanarMotionModel::shared_ptr> components = {moving, still};
auto mixtureFactor = std::make_shared<MixtureFactor>(
contKeys, DiscreteKeys{gtsam::DiscreteKey(M(1), 2)}, components);
fg.push_back(mixtureFactor);
// Add equivalent of ImuFactor
fg.emplace_shared<BetweenFactor<Pose2>>(X(0), X(1), Pose2(1.0, 0.0, 0),
poseNoise);
// PoseFactors-like at k=1
fg.emplace_shared<BetweenFactor<Pose2>>(X(1), Y(1), Pose2(0, 1, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Y(1), Z(1), Pose2(0, 1, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Z(1), W(1), Pose2(-1, 1, 0),
poseNoise);
initial.insert(X(1), Pose2(1.0, 0.0, 0.0));
initial.insert(Y(1), Pose2(1.0, 1.0, 0.0));
initial.insert(Z(1), Pose2(1.0, 2.0, 0.0));
// The leg link did not move so we set the expected pose accordingly.
initial.insert(W(1), Pose2(0.0, 3.0, 0.0));
gfg = *fg.linearize(initial);
fg = HybridNonlinearFactorGraph();
// Update without pruning
// The result is a HybridBayesNet with 1 discrete variable M(1).
// P(X | measurements) = P(W0|Z0, W1, M1) P(Z0|Y0, W1, M1) P(Y0|X0, W1, M1)
// P(X0 | X1, W1, M1) P(W1|Z1, X1, M1) P(Z1|Y1, X1, M1)
// P(Y1 | X1, M1)P(X1 | M1)P(M1)
// The MHS tree is a 1 level tree for time indices (1,) with 2 leaves.
inc.update(gfg);
/*************** Run Round 3 ***************/
// Add odometry factor with discrete modes.
contKeys = {W(1), W(2)};
still = std::make_shared<PlanarMotionModel>(W(1), W(2), Pose2(0, 0, 0),
noise_model);
moving =
std::make_shared<PlanarMotionModel>(W(1), W(2), odometry, noise_model);
components = {moving, still};
mixtureFactor = std::make_shared<MixtureFactor>(
contKeys, DiscreteKeys{gtsam::DiscreteKey(M(2), 2)}, components);
fg.push_back(mixtureFactor);
// Add equivalent of ImuFactor
fg.emplace_shared<BetweenFactor<Pose2>>(X(1), X(2), Pose2(1.0, 0.0, 0),
poseNoise);
// PoseFactors-like at k=1
fg.emplace_shared<BetweenFactor<Pose2>>(X(2), Y(2), Pose2(0, 1, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Y(2), Z(2), Pose2(0, 1, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Z(2), W(2), Pose2(-2, 1, 0),
poseNoise);
initial.insert(X(2), Pose2(2.0, 0.0, 0.0));
initial.insert(Y(2), Pose2(2.0, 1.0, 0.0));
initial.insert(Z(2), Pose2(2.0, 2.0, 0.0));
initial.insert(W(2), Pose2(0.0, 3.0, 0.0));
gfg = *fg.linearize(initial);
fg = HybridNonlinearFactorGraph();
// Now we prune!
// P(X | measurements) = P(W0|Z0, W1, M1) P(Z0|Y0, W1, M1) P(Y0|X0, W1, M1)
// P(X0 | X1, W1, M1) P(W1|W2, Z1, X1, M1, M2)
// P(Z1| W2, Y1, X1, M1, M2) P(Y1 | W2, X1, M1, M2)
// P(X1 | W2, X2, M1, M2) P(W2|Z2, X2, M1, M2)
// P(Z2|Y2, X2, M1, M2) P(Y2 | X2, M1, M2)
// P(X2 | M1, M2) P(M1, M2)
// The MHS at this point should be a 2 level tree on (1, 2).
// 1 has 2 choices, and 2 has 4 choices.
inc.update(gfg);
inc.prune(2);
/*************** Run Round 4 ***************/
// Add odometry factor with discrete modes.
contKeys = {W(2), W(3)};
still = std::make_shared<PlanarMotionModel>(W(2), W(3), Pose2(0, 0, 0),
noise_model);
moving =
std::make_shared<PlanarMotionModel>(W(2), W(3), odometry, noise_model);
components = {moving, still};
mixtureFactor = std::make_shared<MixtureFactor>(
contKeys, DiscreteKeys{gtsam::DiscreteKey(M(3), 2)}, components);
fg.push_back(mixtureFactor);
// Add equivalent of ImuFactor
fg.emplace_shared<BetweenFactor<Pose2>>(X(2), X(3), Pose2(1.0, 0.0, 0),
poseNoise);
// PoseFactors-like at k=3
fg.emplace_shared<BetweenFactor<Pose2>>(X(3), Y(3), Pose2(0, 1, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Y(3), Z(3), Pose2(0, 1, 0),
poseNoise);
fg.emplace_shared<BetweenFactor<Pose2>>(Z(3), W(3), Pose2(-3, 1, 0),
poseNoise);
initial.insert(X(3), Pose2(3.0, 0.0, 0.0));
initial.insert(Y(3), Pose2(3.0, 1.0, 0.0));
initial.insert(Z(3), Pose2(3.0, 2.0, 0.0));
initial.insert(W(3), Pose2(0.0, 3.0, 0.0));
gfg = *fg.linearize(initial);
fg = HybridNonlinearFactorGraph();
// Keep pruning!
inc.update(gfg);
inc.prune(3);
// The final discrete graph should not be empty since we have eliminated
// all continuous variables.
auto discreteTree = inc[M(3)]->conditional()->asDiscrete();
EXPECT_LONGS_EQUAL(3, discreteTree->size());
// Test if the optimal discrete mode assignment is (1, 1, 1).
DiscreteFactorGraph discreteGraph;
discreteGraph.push_back(discreteTree);
DiscreteValues optimal_assignment = discreteGraph.optimize();
DiscreteValues expected_assignment;
expected_assignment[M(1)] = 1;
expected_assignment[M(2)] = 1;
expected_assignment[M(3)] = 1;
EXPECT(assert_equal(expected_assignment, optimal_assignment));
// Test if pruning worked correctly by checking that we only have 3 leaves in
// the last node.
auto lastConditional = inc[X(3)]->conditional()->asMixture();
EXPECT_LONGS_EQUAL(3, lastConditional->nrComponents());
}
/* ************************************************************************* */
int main() {
TestResult tr;
return TestRegistry::runAllTests(tr);
}