gtsam/tests/testNonlinearOptimizer.cpp

/* ----------------------------------------------------------------------------

 * 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    testNonlinearOptimizer.cpp
 * @brief   Unit tests for NonlinearOptimizer class
 * @author  Frank Dellaert
 */

#include <tests/smallExample.h>
#include <gtsam/slam/PriorFactor.h>
#include <gtsam/slam/BetweenFactor.h>
#include <gtsam/nonlinear/NonlinearFactorGraph.h>
#include <gtsam/nonlinear/Values.h>
#include <gtsam/inference/Symbol.h>
#include <gtsam/nonlinear/NonlinearFactorGraph.h>
#include <gtsam/nonlinear/GaussNewtonOptimizer.h>
#include <gtsam/nonlinear/DoglegOptimizer.h>
#include <gtsam/nonlinear/LevenbergMarquardtOptimizer.h>
#include <gtsam/linear/GaussianFactorGraph.h>
#include <gtsam/linear/NoiseModel.h>
#include <gtsam/geometry/Pose2.h>
#include <gtsam/base/Matrix.h>

#include <CppUnitLite/TestHarness.h>

#include <boost/shared_ptr.hpp>
#include <boost/assign/std/list.hpp> // for operator +=
using namespace boost::assign;

#include <iostream>
#include <fstream>

using namespace std;
using namespace gtsam;

const double tol = 1e-5;

using symbol_shorthand::X;
using symbol_shorthand::L;

/* ************************************************************************* */
TEST( NonlinearOptimizer, iterateLM )
{
  // really non-linear factor graph
  NonlinearFactorGraph fg(example::createReallyNonlinearFactorGraph());

  // config far from minimum
  Point2 x0(3,0);
  Values config;
  config.insert(X(1), x0);

  // normal iterate
  GaussNewtonParams gnParams;
  GaussNewtonOptimizer gnOptimizer(fg, config, gnParams);
  gnOptimizer.iterate();

  // LM iterate with lambda 0 should be the same
  LevenbergMarquardtParams lmParams;
  lmParams.lambdaInitial = 0.0;
  LevenbergMarquardtOptimizer lmOptimizer(fg, config, lmParams);
  lmOptimizer.iterate();

  CHECK(assert_equal(gnOptimizer.values(), lmOptimizer.values(), 1e-9));
}

/* ************************************************************************* */
TEST( NonlinearOptimizer, optimize )
{
  NonlinearFactorGraph fg(example::createReallyNonlinearFactorGraph());

  // test error at minimum
  Point2 xstar(0,0);
  Values cstar;
  cstar.insert(X(1), xstar);
  DOUBLES_EQUAL(0.0,fg.error(cstar),0.0);

  // test error at initial = [(1-cos(3))^2 + (sin(3))^2]*50 =
  Point2 x0(3,3);
  Values c0;
  c0.insert(X(1), x0);
  DOUBLES_EQUAL(199.0,fg.error(c0),1e-3);

  // optimize parameters
  Ordering ord;
  ord.push_back(X(1));

  // Gauss-Newton
  GaussNewtonParams gnParams;
  gnParams.ordering = ord;
  Values actual1 = GaussNewtonOptimizer(fg, c0, gnParams).optimize();
  DOUBLES_EQUAL(0,fg.error(actual1),tol);

  // Levenberg-Marquardt
  LevenbergMarquardtParams lmParams;
  lmParams.ordering = ord;
  Values actual2 = LevenbergMarquardtOptimizer(fg, c0, lmParams).optimize();
  DOUBLES_EQUAL(0,fg.error(actual2),tol);

  // Dogleg
  DoglegParams dlParams;
  dlParams.ordering = ord;
  Values actual3 = DoglegOptimizer(fg, c0, dlParams).optimize();
  DOUBLES_EQUAL(0,fg.error(actual3),tol);
}

/* ************************************************************************* */
TEST( NonlinearOptimizer, SimpleLMOptimizer )
{
  NonlinearFactorGraph fg(example::createReallyNonlinearFactorGraph());

  Point2 x0(3,3);
  Values c0;
  c0.insert(X(1), x0);

  Values actual = LevenbergMarquardtOptimizer(fg, c0).optimize();
  DOUBLES_EQUAL(0,fg.error(actual),tol);
}

/* ************************************************************************* */
TEST( NonlinearOptimizer, SimpleGNOptimizer )
{
  NonlinearFactorGraph fg(example::createReallyNonlinearFactorGraph());

  Point2 x0(3,3);
  Values c0;
  c0.insert(X(1), x0);

  Values actual = GaussNewtonOptimizer(fg, c0).optimize();
  DOUBLES_EQUAL(0,fg.error(actual),tol);
}

/* ************************************************************************* */
TEST( NonlinearOptimizer, SimpleDLOptimizer )
{
  NonlinearFactorGraph fg(example::createReallyNonlinearFactorGraph());

  Point2 x0(3,3);
  Values c0;
  c0.insert(X(1), x0);

  Values actual = DoglegOptimizer(fg, c0).optimize();
  DOUBLES_EQUAL(0,fg.error(actual),tol);
}

/* ************************************************************************* */
TEST( NonlinearOptimizer, optimization_method )
{
  LevenbergMarquardtParams paramsQR;
  paramsQR.linearSolverType = LevenbergMarquardtParams::MULTIFRONTAL_QR;
  LevenbergMarquardtParams paramsChol;
  paramsChol.linearSolverType = LevenbergMarquardtParams::MULTIFRONTAL_CHOLESKY;

  NonlinearFactorGraph fg = example::createReallyNonlinearFactorGraph();

  Point2 x0(3,3);
  Values c0;
  c0.insert(X(1), x0);

  Values actualMFQR = LevenbergMarquardtOptimizer(fg, c0, paramsQR).optimize();
  DOUBLES_EQUAL(0,fg.error(actualMFQR),tol);

  Values actualMFChol = LevenbergMarquardtOptimizer(fg, c0, paramsChol).optimize();
  DOUBLES_EQUAL(0,fg.error(actualMFChol),tol);
}

/* ************************************************************************* */
TEST( NonlinearOptimizer, Factorization )
{
  Values config;
  config.insert(X(1), Pose2(0.,0.,0.));
  config.insert(X(2), Pose2(1.5,0.,0.));

  NonlinearFactorGraph graph;
  graph += PriorFactor<Pose2>(X(1), Pose2(0.,0.,0.), noiseModel::Isotropic::Sigma(3, 1e-10));
  graph += BetweenFactor<Pose2>(X(1),X(2), Pose2(1.,0.,0.), noiseModel::Isotropic::Sigma(3, 1));

  Ordering ordering;
  ordering.push_back(X(1));
  ordering.push_back(X(2));

  LevenbergMarquardtOptimizer optimizer(graph, config, ordering);
  optimizer.iterate();

  Values expected;
  expected.insert(X(1), Pose2(0.,0.,0.));
  expected.insert(X(2), Pose2(1.,0.,0.));
  CHECK(assert_equal(expected, optimizer.values(), 1e-5));
}

/* ************************************************************************* */
TEST(NonlinearOptimizer, NullFactor) {

  NonlinearFactorGraph fg = example::createReallyNonlinearFactorGraph();

  // Add null factor
  fg.push_back(NonlinearFactorGraph::sharedFactor());

  // test error at minimum
  Point2 xstar(0,0);
  Values cstar;
  cstar.insert(X(1), xstar);
  DOUBLES_EQUAL(0.0,fg.error(cstar),0.0);

  // test error at initial = [(1-cos(3))^2 + (sin(3))^2]*50 =
  Point2 x0(3,3);
  Values c0;
  c0.insert(X(1), x0);
  DOUBLES_EQUAL(199.0,fg.error(c0),1e-3);

  // optimize parameters
  Ordering ord;
  ord.push_back(X(1));

  // Gauss-Newton
  Values actual1 = GaussNewtonOptimizer(fg, c0, ord).optimize();
  DOUBLES_EQUAL(0,fg.error(actual1),tol);

  // Levenberg-Marquardt
  Values actual2 = LevenbergMarquardtOptimizer(fg, c0, ord).optimize();
  DOUBLES_EQUAL(0,fg.error(actual2),tol);

  // Dogleg
  Values actual3 = DoglegOptimizer(fg, c0, ord).optimize();
  DOUBLES_EQUAL(0,fg.error(actual3),tol);
}

/* ************************************************************************* */
TEST_UNSAFE(NonlinearOptimizer, MoreOptimization) {

  NonlinearFactorGraph fg;
  fg += PriorFactor<Pose2>(0, Pose2(0, 0, 0),
      noiseModel::Isotropic::Sigma(3, 1));
  fg += BetweenFactor<Pose2>(0, 1, Pose2(1, 0, M_PI / 2),
      noiseModel::Isotropic::Sigma(3, 1));
  fg += BetweenFactor<Pose2>(1, 2, Pose2(1, 0, M_PI / 2),
      noiseModel::Isotropic::Sigma(3, 1));

  Values init;
  init.insert(0, Pose2(3, 4, -M_PI));
  init.insert(1, Pose2(10, 2, -M_PI));
  init.insert(2, Pose2(11, 7, -M_PI));

  Values expected;
  expected.insert(0, Pose2(0, 0, 0));
  expected.insert(1, Pose2(1, 0, M_PI / 2));
  expected.insert(2, Pose2(1, 1, M_PI));

  VectorValues expectedGradient;
  expectedGradient.insert(0,zero(3));
  expectedGradient.insert(1,zero(3));
  expectedGradient.insert(2,zero(3));

  // Try LM and Dogleg
  LevenbergMarquardtParams params;
//  params.setVerbosityLM("TRYDELTA");
//  params.setVerbosity("TERMINATION");
  params.setlambdaUpperBound(1e9);
//  params.setRelativeErrorTol(0);
//  params.setAbsoluteErrorTol(0);
  //params.setlambdaInitial(10);

  {
    LevenbergMarquardtOptimizer optimizer(fg, init, params);

    // test convergence
    Values actual = optimizer.optimize();
    EXPECT(assert_equal(expected, actual));

    // Check that the gradient is zero
    GaussianFactorGraph::shared_ptr linear = optimizer.linearize();
    EXPECT(assert_equal(expectedGradient,linear->gradientAtZero()));
  }
  EXPECT(assert_equal(expected, DoglegOptimizer(fg, init).optimize()));

//  cout << "===================================================================================" << endl;

  // Try LM with diagonal damping
  Values initBetter;
    initBetter.insert(0, Pose2(3,4,0));
    initBetter.insert(1, Pose2(10,2,M_PI/3));
    initBetter.insert(2, Pose2(11,7,M_PI/2));

  {
    params.setDiagonalDamping(true);
    LevenbergMarquardtOptimizer optimizer(fg, initBetter, params);

    // test the diagonal
    GaussianFactorGraph::shared_ptr linear = optimizer.linearize();
    GaussianFactorGraph damped = *optimizer.buildDampedSystem(*linear);
    VectorValues d = linear->hessianDiagonal(), //
    expectedDiagonal = d + params.lambdaInitial * d;
    EXPECT(assert_equal(expectedDiagonal, damped.hessianDiagonal()));

    // test convergence (does not!)
    Values actual = optimizer.optimize();
    EXPECT(assert_equal(expected, actual));

    // Check that the gradient is zero (it is not!)
    linear = optimizer.linearize();
    EXPECT(assert_equal(expectedGradient,linear->gradientAtZero()));

    // Check that the gradient is zero for damped system (it is not!)
    damped = *optimizer.buildDampedSystem(*linear);
    VectorValues actualGradient = damped.gradientAtZero();
    EXPECT(assert_equal(expectedGradient,actualGradient));

    /* This block was made to test the original initial guess "init"
    // Check errors at convergence and errors in direction of gradient (decreases!)
    EXPECT_DOUBLES_EQUAL(46.02558,fg.error(actual),1e-5);
    EXPECT_DOUBLES_EQUAL(44.742237,fg.error(actual.retract(-0.01*actualGradient)),1e-5);

    // Check that solve yields gradient (it's not equal to gradient, as predicted)
    VectorValues delta = damped.optimize();
    double factor = actualGradient[0][0]/delta[0][0];
    EXPECT(assert_equal(actualGradient,factor*delta));

    // Still pointing downhill wrt actual gradient !
    EXPECT_DOUBLES_EQUAL( 0.1056157,dot(-1*actualGradient,delta),1e-3);

    // delta.print("This is the delta value computed by LM with diagonal damping");

    // Still pointing downhill wrt expected gradient (IT DOES NOT! actually they are perpendicular)
    EXPECT_DOUBLES_EQUAL( 0.0,dot(-1*expectedGradient,delta),1e-5);

    // Check errors at convergence and errors in direction of solution (does not decrease!)
    EXPECT_DOUBLES_EQUAL(46.0254859,fg.error(actual.retract(delta)),1e-5);

    // Check errors at convergence and errors at a small step in direction of solution (does not decrease!)
    EXPECT_DOUBLES_EQUAL(46.0255,fg.error(actual.retract(0.01*delta)),1e-3);
    */
  }
}

/* ************************************************************************* */
TEST(NonlinearOptimizer, MoreOptimizationWithHuber) {

  NonlinearFactorGraph fg;
  fg += PriorFactor<Pose2>(0, Pose2(0,0,0), noiseModel::Isotropic::Sigma(3,1));
  fg += BetweenFactor<Pose2>(0, 1, Pose2(1,0,M_PI/2),
                              noiseModel::Robust::Create(noiseModel::mEstimator::Huber::Create(2.0),
                                                         noiseModel::Isotropic::Sigma(3,1)));
  fg += BetweenFactor<Pose2>(1, 2, Pose2(1,0,M_PI/2),
                              noiseModel::Robust::Create(noiseModel::mEstimator::Huber::Create(3.0),
                                                         noiseModel::Isotropic::Sigma(3,1)));

  Values init;
  init.insert(0, Pose2(10,10,0));
  init.insert(1, Pose2(1,0,M_PI));
  init.insert(2, Pose2(1,1,-M_PI));

  Values expected;
  expected.insert(0, Pose2(0,0,0));
  expected.insert(1, Pose2(1,0,M_PI/2));
  expected.insert(2, Pose2(1,1,M_PI));

  EXPECT(assert_equal(expected, GaussNewtonOptimizer(fg, init).optimize()));
  EXPECT(assert_equal(expected, LevenbergMarquardtOptimizer(fg, init).optimize()));
  EXPECT(assert_equal(expected, DoglegOptimizer(fg, init).optimize()));
}

/* ************************************************************************* */
TEST(NonlinearOptimizer, disconnected_graph) {
  Values expected;
  expected.insert(X(1), Pose2(0.,0.,0.));
  expected.insert(X(2), Pose2(1.5,0.,0.));
  expected.insert(X(3), Pose2(3.0,0.,0.));

  Values init;
  init.insert(X(1), Pose2(0.,0.,0.));
  init.insert(X(2), Pose2(0.,0.,0.));
  init.insert(X(3), Pose2(0.,0.,0.));

  NonlinearFactorGraph graph;
  graph += PriorFactor<Pose2>(X(1), Pose2(0.,0.,0.), noiseModel::Isotropic::Sigma(3,1));
  graph += BetweenFactor<Pose2>(X(1),X(2), Pose2(1.5,0.,0.), noiseModel::Isotropic::Sigma(3,1));
  graph += PriorFactor<Pose2>(X(3), Pose2(3.,0.,0.), noiseModel::Isotropic::Sigma(3,1));

  EXPECT(assert_equal(expected, LevenbergMarquardtOptimizer(graph, init).optimize()));
}

/* ************************************************************************* */
#include <gtsam/linear/iterative.h>

class IterativeLM: public LevenbergMarquardtOptimizer {

  /// Solver specific parameters
  ConjugateGradientParameters cgParams_;

public:
  /// Constructor
  IterativeLM(const NonlinearFactorGraph& graph, const Values& initialValues,
      const ConjugateGradientParameters &p,
      const LevenbergMarquardtParams& params = LevenbergMarquardtParams()) :
      LevenbergMarquardtOptimizer(graph, initialValues, params), cgParams_(p) {
  }

  /// Solve that uses conjugate gradient
  virtual VectorValues solve(const GaussianFactorGraph &gfg,
      const Values& initial, const NonlinearOptimizerParams& params) const {
    VectorValues zeros = initial.zeroVectors();
    return conjugateGradientDescent(gfg, zeros, cgParams_);
  }
};

/* ************************************************************************* */
TEST(NonlinearOptimizer, subclass_solver) {
  Values expected;
  expected.insert(X(1), Pose2(0.,0.,0.));
  expected.insert(X(2), Pose2(1.5,0.,0.));
  expected.insert(X(3), Pose2(3.0,0.,0.));

  Values init;
  init.insert(X(1), Pose2(0.,0.,0.));
  init.insert(X(2), Pose2(0.,0.,0.));
  init.insert(X(3), Pose2(0.,0.,0.));

  NonlinearFactorGraph graph;
  graph += PriorFactor<Pose2>(X(1), Pose2(0.,0.,0.), noiseModel::Isotropic::Sigma(3,1));
  graph += BetweenFactor<Pose2>(X(1),X(2), Pose2(1.5,0.,0.), noiseModel::Isotropic::Sigma(3,1));
  graph += PriorFactor<Pose2>(X(3), Pose2(3.,0.,0.), noiseModel::Isotropic::Sigma(3,1));

  ConjugateGradientParameters p;
  Values actual = IterativeLM(graph, init, p).optimize();
  EXPECT(assert_equal(expected, actual, 1e-4));
}

/* ************************************************************************* */
#include <wrap/utilities.h>
TEST( NonlinearOptimizer, logfile )
{
  NonlinearFactorGraph fg(example::createReallyNonlinearFactorGraph());

  Point2 x0(3,3);
  Values c0;
  c0.insert(X(1), x0);

  // Levenberg-Marquardt
  LevenbergMarquardtParams lmParams;
  static const string filename("testNonlinearOptimizer.log");
  lmParams.setLogFile(filename);
  CHECK(lmParams.getLogFile()==filename);
  LevenbergMarquardtOptimizer(fg, c0, lmParams).optimize();

//  stringstream expected,actual;
//  ifstream ifs(("../../gtsam/tests/" + filename).c_str());
//  if(!ifs) throw std::runtime_error(filename);
//  expected << ifs.rdbuf();
//  ifs.close();
//  ifstream ifs2(filename.c_str());
//  if(!ifs2) throw std::runtime_error(filename);
//  actual << ifs2.rdbuf();
//  EXPECT(actual.str()==expected.str());
}

/* ************************************************************************* */
int main() {
  TestResult tr;
  return TestRegistry::runAllTests(tr);
}
/* ************************************************************************* */