417 lines
14 KiB
C++
417 lines
14 KiB
C++
/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file ConcurrentBatchSmoother.cpp
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* @brief A Levenberg-Marquardt Batch Smoother that implements the
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* Concurrent Filtering and Smoothing interface.
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* @author Stephen Williams
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*/
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#include <gtsam_unstable/nonlinear/ConcurrentBatchSmoother.h>
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#include <gtsam/nonlinear/LinearContainerFactor.h>
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#include <gtsam/linear/GaussianJunctionTree.h>
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#include <gtsam/base/timing.h>
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#include <gtsam/base/debug.h>
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namespace gtsam {
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::print(const std::string& s, const KeyFormatter& keyFormatter) const {
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std::cout << s;
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std::cout << " Factors:" << std::endl;
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BOOST_FOREACH(const NonlinearFactor::shared_ptr& factor, factors_) {
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PrintNonlinearFactor(factor, " ", keyFormatter);
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}
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theta_.print("Values:\n");
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}
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/* ************************************************************************* */
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bool ConcurrentBatchSmoother::equals(const ConcurrentSmoother& rhs, double tol) const {
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const ConcurrentBatchSmoother* smoother = dynamic_cast<const ConcurrentBatchSmoother*>(&rhs);
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return smoother
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&& factors_.equals(smoother->factors_)
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&& theta_.equals(smoother->theta_)
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&& ordering_.equals(smoother->ordering_)
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&& delta_.equals(smoother->delta_)
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&& separatorValues_.equals(smoother->separatorValues_);
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}
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/* ************************************************************************* */
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ConcurrentBatchSmoother::Result ConcurrentBatchSmoother::update(const NonlinearFactorGraph& newFactors, const Values& newTheta,
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const boost::optional< std::vector<size_t> >& removeFactorIndices) {
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gttic(update);
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// Create the return result meta-data
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Result result;
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// Update all of the internal variables with the new information
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gttic(augment_system);
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{
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// Add the new variables to theta
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theta_.insert(newTheta);
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// Add new variables to the end of the ordering
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BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, newTheta) {
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ordering_.push_back(key_value.key);
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}
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// Augment Delta
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delta_.insert(newTheta.zeroVectors());
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// Add the new factors to the graph, updating the variable index
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insertFactors(newFactors);
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if(removeFactorIndices)
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removeFactors(*removeFactorIndices);
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}
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gttoc(augment_system);
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if(factors_.size() > 0) {
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// Reorder the system to ensure efficient optimization (and marginalization) performance
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gttic(reorder);
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reorder();
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gttoc(reorder);
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// Optimize the factors using a modified version of L-M
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gttic(optimize);
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result = optimize();
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gttoc(optimize);
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}
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// TODO: The following code does considerable work, much of which could be redundant given the previous optimization step
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// Refactor this code to reduce computational burden
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// Calculate the marginal on the separator from the smoother factors
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if(separatorValues_.size() > 0) {
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gttic(presync);
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updateSmootherSummarization();
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gttoc(presync);
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}
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gttoc(update);
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return result;
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::presync() {
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gttic(presync);
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gttoc(presync);
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::getSummarizedFactors(NonlinearFactorGraph& summarizedFactors, Values& separatorValues) {
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gttic(get_summarized_factors);
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// Copy the previous calculated smoother summarization factors into the output
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summarizedFactors.push_back(smootherSummarization_);
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// Copy the separator values into the output
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separatorValues.insert(separatorValues_);
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gttoc(get_summarized_factors);
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::synchronize(const NonlinearFactorGraph& smootherFactors, const Values& smootherValues,
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const NonlinearFactorGraph& summarizedFactors, const Values& separatorValues) {
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gttic(synchronize);
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// Remove the previous filter summarization from the graph
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removeFactors(filterSummarizationSlots_);
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// Insert new linpoints into the values, augment the ordering, and store new dims to augment delta
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BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, smootherValues) {
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std::pair<Values::iterator, bool> iter_inserted = theta_.tryInsert(key_value.key, key_value.value);
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if(iter_inserted.second) {
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// If the insert succeeded
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ordering_.push_back(key_value.key);
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delta_.insert(key_value.key, Vector::Zero(key_value.value.dim()));
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} else {
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// If the element already existed in theta_
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iter_inserted.first->value = key_value.value;
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}
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}
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BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, separatorValues) {
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std::pair<Values::iterator, bool> iter_inserted = theta_.tryInsert(key_value.key, key_value.value);
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if(iter_inserted.second) {
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// If the insert succeeded
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ordering_.push_back(key_value.key);
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delta_.insert(key_value.key, Vector::Zero(key_value.value.dim()));
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} else {
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// If the element already existed in theta_
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iter_inserted.first->value = key_value.value;
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}
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}
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// Insert the new smoother factors
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insertFactors(smootherFactors);
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// Insert the new filter summarized factors
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filterSummarizationSlots_ = insertFactors(summarizedFactors);
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// Update the list of root keys
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separatorValues_ = separatorValues;
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gttoc(synchronize);
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::postsync() {
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gttic(postsync);
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gttoc(postsync);
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}
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/* ************************************************************************* */
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std::vector<size_t> ConcurrentBatchSmoother::insertFactors(const NonlinearFactorGraph& factors) {
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gttic(insert_factors);
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// create the output vector
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std::vector<size_t> slots;
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slots.reserve(factors.size());
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// Insert the factor into an existing hole in the factor graph, if possible
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BOOST_FOREACH(const NonlinearFactor::shared_ptr& factor, factors) {
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size_t slot;
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if(availableSlots_.size() > 0) {
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slot = availableSlots_.front();
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availableSlots_.pop();
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factors_.replace(slot, factor);
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} else {
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slot = factors_.size();
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factors_.push_back(factor);
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}
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slots.push_back(slot);
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}
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gttoc(insert_factors);
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return slots;
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::removeFactors(const std::vector<size_t>& slots) {
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gttic(remove_factors);
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// For each factor slot to delete...
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BOOST_FOREACH(size_t slot, slots) {
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// Remove the factor from the graph
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factors_.remove(slot);
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// Mark the factor slot as available
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availableSlots_.push(slot);
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}
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gttoc(remove_factors);
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::reorder() {
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// Recalculate the variable index
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variableIndex_ = VariableIndex(factors_);
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FastList<Key> separatorKeys = separatorValues_.keys();
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ordering_ = Ordering::COLAMDConstrainedLast(variableIndex_, std::vector<Key>(separatorKeys.begin(), separatorKeys.end()));
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}
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/* ************************************************************************* */
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ConcurrentBatchSmoother::Result ConcurrentBatchSmoother::optimize() {
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// Create output result structure
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Result result;
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result.nonlinearVariables = theta_.size() - separatorValues_.size();
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result.linearVariables = separatorValues_.size();
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// Pull out parameters we'll use
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const LevenbergMarquardtParams::VerbosityLM lmVerbosity = parameters_.verbosityLM;
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double lambda = parameters_.lambdaInitial;
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// Create a Values that holds the current evaluation point
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Values evalpoint = theta_.retract(delta_);
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result.error = factors_.error(evalpoint);
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if(result.error < parameters_.errorTol) {
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return result;
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}
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// Use a custom optimization loop so the linearization points can be controlled
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double previousError;
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VectorValues newDelta;
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do {
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previousError = result.error;
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// Do next iteration
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gttic(optimizer_iteration);
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{
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// Linearize graph around the linearization point
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GaussianFactorGraph linearFactorGraph = *factors_.linearize(theta_);
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// Keep increasing lambda until we make make progress
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while(true) {
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if (lmVerbosity >= LevenbergMarquardtParams::TRYLAMBDA)
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std::cout << "trying lambda = " << lambda << std::endl;
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// Add prior factors at the current solution
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gttic(damp);
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GaussianFactorGraph dampedFactorGraph(linearFactorGraph);
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dampedFactorGraph.reserve(linearFactorGraph.size() + delta_.size());
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{
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// for each of the variables, add a prior at the current solution
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BOOST_FOREACH(const VectorValues::KeyValuePair& key_value, delta_) {
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size_t dim = key_value.second.size();
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Matrix A = Matrix::Identity(dim,dim);
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Vector b = key_value.second;
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SharedDiagonal model = noiseModel::Isotropic::Sigma(dim, 1.0 / std::sqrt(lambda));
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GaussianFactor::shared_ptr prior(new JacobianFactor(key_value.first, A, b, model));
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dampedFactorGraph.push_back(prior);
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}
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}
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gttoc(damp);
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if (lmVerbosity >= LevenbergMarquardtParams::DAMPED)
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dampedFactorGraph.print("damped");
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result.lambdas++;
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gttic(solve);
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// Solve Damped Gaussian Factor Graph
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newDelta = dampedFactorGraph.optimize(ordering_, parameters_.getEliminationFunction());
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// update the evalpoint with the new delta
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evalpoint = theta_.retract(newDelta);
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gttoc(solve);
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if (lmVerbosity >= LevenbergMarquardtParams::TRYLAMBDA)
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std::cout << "linear delta norm = " << newDelta.norm() << std::endl;
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if (lmVerbosity >= LevenbergMarquardtParams::TRYDELTA)
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newDelta.print("delta");
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// Evaluate the new error
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gttic(compute_error);
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double error = factors_.error(evalpoint);
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gttoc(compute_error);
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if (lmVerbosity >= LevenbergMarquardtParams::TRYLAMBDA)
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std::cout << "next error = " << error << std::endl;
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if(error < result.error) {
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// Keep this change
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// Update the error value
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result.error = error;
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// Update the linearization point
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theta_ = evalpoint;
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// Reset the deltas to zeros
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delta_.setZero();
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// Put the linearization points and deltas back for specific variables
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if(separatorValues_.size() > 0) {
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theta_.update(separatorValues_);
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BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, separatorValues_) {
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delta_.at(key_value.key) = newDelta.at(key_value.key);
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}
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}
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// Decrease lambda for next time
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lambda /= parameters_.lambdaFactor;
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// End this lambda search iteration
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break;
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} else {
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// Reject this change
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if(lambda >= parameters_.lambdaUpperBound) {
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// The maximum lambda has been used. Print a warning and end the search.
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std::cout << "Warning: Levenberg-Marquardt giving up because cannot decrease error with maximum lambda" << std::endl;
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break;
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} else {
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// Increase lambda and continue searching
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lambda *= parameters_.lambdaFactor;
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}
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}
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} // end while
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}
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gttoc(optimizer_iteration);
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if (lmVerbosity >= LevenbergMarquardtParams::LAMBDA)
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std::cout << "using lambda = " << lambda << std::endl;
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result.iterations++;
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} while(result.iterations < (size_t)parameters_.maxIterations &&
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!checkConvergence(parameters_.relativeErrorTol, parameters_.absoluteErrorTol, parameters_.errorTol, previousError, result.error, NonlinearOptimizerParams::SILENT));
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return result;
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::updateSmootherSummarization() {
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// The smoother summarization factors are the resulting marginal factors on the separator
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// variables that result from marginalizing out all of the other variables
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// These marginal factors will be cached for later transmission to the filter using
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// linear container factors
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// Create a nonlinear factor graph without the filter summarization factors
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NonlinearFactorGraph graph(factors_);
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BOOST_FOREACH(size_t slot, filterSummarizationSlots_) {
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graph.remove(slot);
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}
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// Get the set of separator keys
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gtsam::FastSet<Key> separatorKeys;
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BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, separatorValues_) {
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separatorKeys.insert(key_value.key);
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}
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// Calculate the marginal factors on the separator
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smootherSummarization_ = internal::calculateMarginalFactors(graph, theta_, separatorKeys, parameters_.getEliminationFunction());
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::PrintNonlinearFactor(const NonlinearFactor::shared_ptr& factor, const std::string& indent, const KeyFormatter& keyFormatter) {
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std::cout << indent;
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if(factor) {
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if(boost::dynamic_pointer_cast<LinearContainerFactor>(factor)) {
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std::cout << "l( ";
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} else {
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std::cout << "f( ";
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}
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BOOST_FOREACH(Key key, *factor) {
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std::cout << keyFormatter(key) << " ";
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}
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std::cout << ")" << std::endl;
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} else {
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std::cout << "{ NULL }" << std::endl;
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}
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}
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/* ************************************************************************* */
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void ConcurrentBatchSmoother::PrintLinearFactor(const GaussianFactor::shared_ptr& factor, const std::string& indent, const KeyFormatter& keyFormatter) {
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std::cout << indent;
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if(factor) {
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std::cout << "g( ";
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BOOST_FOREACH(Key key, *factor) {
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std::cout << keyFormatter(key) << " ";
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}
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std::cout << ")" << std::endl;
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} else {
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std::cout << "{ NULL }" << std::endl;
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}
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}
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/* ************************************************************************* */
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}/// namespace gtsam
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