Merge branch 'develop' into model-selection-bayestree
commit
9acf127f1d
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@ -593,6 +593,55 @@ TEST(ADT, zero) {
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EXPECT_DOUBLES_EQUAL(0, anotb(x11), 1e-9);
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EXPECT_DOUBLES_EQUAL(0, anotb(x11), 1e-9);
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}
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}
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/// Example ADT from 0 to 11.
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ADT exampleADT() {
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DiscreteKey A(0, 2), B(1, 3), C(2, 2);
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ADT f(A & B & C, "0 6 2 8 4 10 1 7 3 9 5 11");
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return f;
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}
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/* ************************************************************************** */
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// Test sum
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TEST(ADT, Sum) {
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ADT a = exampleADT();
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double expected_sum = 0;
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for (double i = 0; i < 12; i++) {
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expected_sum += i;
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}
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EXPECT_DOUBLES_EQUAL(expected_sum, a.sum(), 1e-9);
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}
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/* ************************************************************************** */
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// Test normalize
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TEST(ADT, Normalize) {
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ADT a = exampleADT();
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double sum = a.sum();
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auto actual = a.normalize(sum);
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DiscreteKey A(0, 2), B(1, 3), C(2, 2);
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DiscreteKeys keys = DiscreteKeys{A, B, C};
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std::vector<double> cpt{0 / sum, 6 / sum, 2 / sum, 8 / sum,
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4 / sum, 10 / sum, 1 / sum, 7 / sum,
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3 / sum, 9 / sum, 5 / sum, 11 / sum};
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ADT expected(keys, cpt);
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EXPECT(assert_equal(expected, actual));
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}
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/* ************************************************************************** */
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// Test min
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TEST(ADT, Min) {
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ADT a = exampleADT();
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double min = a.min();
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EXPECT_DOUBLES_EQUAL(0.0, min, 1e-9);
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}
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/* ************************************************************************** */
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// Test max
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TEST(ADT, Max) {
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ADT a = exampleADT();
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double max = a.max();
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EXPECT_DOUBLES_EQUAL(11.0, max, 1e-9);
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}
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/* ************************************************************************* */
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/* ************************************************************************* */
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int main() {
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int main() {
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TestResult tr;
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TestResult tr;
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@ -856,7 +856,7 @@ class Cal3_S2Stereo {
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gtsam::Matrix K() const;
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gtsam::Matrix K() const;
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gtsam::Point2 principalPoint() const;
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gtsam::Point2 principalPoint() const;
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double baseline() const;
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double baseline() const;
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Vector6 vector() const;
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gtsam::Vector6 vector() const;
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gtsam::Matrix inverse() const;
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gtsam::Matrix inverse() const;
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};
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};
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@ -24,7 +24,6 @@
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#include <gtsam/hybrid/GaussianMixtureFactor.h>
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#include <gtsam/hybrid/GaussianMixtureFactor.h>
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#include <gtsam/hybrid/HybridValues.h>
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#include <gtsam/hybrid/HybridValues.h>
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#include <gtsam/inference/Conditional-inst.h>
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#include <gtsam/inference/Conditional-inst.h>
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#include <gtsam/linear/GaussianBayesNet.h>
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#include <gtsam/linear/GaussianFactorGraph.h>
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#include <gtsam/linear/GaussianFactorGraph.h>
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namespace gtsam {
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namespace gtsam {
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@ -70,43 +69,6 @@ GaussianMixture::GaussianMixture(
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: GaussianMixture(continuousFrontals, continuousParents, discreteParents,
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: GaussianMixture(continuousFrontals, continuousParents, discreteParents,
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Conditionals(discreteParents, conditionals)) {}
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Conditionals(discreteParents, conditionals)) {}
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/* *******************************************************************************/
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GaussianBayesNetTree GaussianMixture::asGaussianBayesNetTree() const {
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auto wrap = [](const GaussianConditional::shared_ptr &gc) {
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if (gc) {
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return GaussianBayesNet{gc};
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} else {
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return GaussianBayesNet();
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}
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};
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return {conditionals_, wrap};
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}
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/* *******************************************************************************/
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GaussianFactorGraphTree GaussianMixture::asGaussianFactorGraphTree() const {
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auto wrap = [](const GaussianBayesNet &gbn) {
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return GaussianFactorGraph(gbn);
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};
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return {this->asGaussianBayesNetTree(), wrap};
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}
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/*
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*******************************************************************************/
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GaussianBayesNetTree GaussianMixture::add(
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const GaussianBayesNetTree &sum) const {
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using Y = GaussianBayesNet;
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auto add = [](const Y &graph1, const Y &graph2) {
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auto result = graph1;
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if (graph2.size() == 0) {
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return GaussianBayesNet();
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}
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result.push_back(graph2);
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return result;
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};
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const auto tree = asGaussianBayesNetTree();
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return sum.empty() ? tree : sum.apply(tree, add);
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}
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/* *******************************************************************************/
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/* *******************************************************************************/
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// TODO(dellaert): This is copy/paste: GaussianMixture should be derived from
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// TODO(dellaert): This is copy/paste: GaussianMixture should be derived from
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// GaussianMixtureFactor, no?
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// GaussianMixtureFactor, no?
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@ -122,6 +84,14 @@ GaussianFactorGraphTree GaussianMixture::add(
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return sum.empty() ? tree : sum.apply(tree, add);
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return sum.empty() ? tree : sum.apply(tree, add);
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}
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}
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/* *******************************************************************************/
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GaussianFactorGraphTree GaussianMixture::asGaussianFactorGraphTree() const {
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auto wrap = [](const GaussianConditional::shared_ptr &gc) {
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return GaussianFactorGraph{gc};
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};
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return {conditionals_, wrap};
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}
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/* *******************************************************************************/
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/* *******************************************************************************/
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size_t GaussianMixture::nrComponents() const {
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size_t GaussianMixture::nrComponents() const {
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size_t total = 0;
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size_t total = 0;
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@ -347,15 +317,8 @@ AlgebraicDecisionTree<Key> GaussianMixture::logProbability(
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AlgebraicDecisionTree<Key> GaussianMixture::errorTree(
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AlgebraicDecisionTree<Key> GaussianMixture::errorTree(
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const VectorValues &continuousValues) const {
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const VectorValues &continuousValues) const {
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auto errorFunc = [&](const GaussianConditional::shared_ptr &conditional) {
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auto errorFunc = [&](const GaussianConditional::shared_ptr &conditional) {
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// Check if valid pointer
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return conditional->error(continuousValues) + //
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if (conditional) {
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logConstant_ - conditional->logNormalizationConstant();
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return conditional->error(continuousValues) + //
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logConstant_ - conditional->logNormalizationConstant();
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} else {
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// If not valid, pointer, it means this conditional was pruned,
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// so we return maximum error.
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return std::numeric_limits<double>::max();
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}
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};
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};
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DecisionTree<Key, double> error_tree(conditionals_, errorFunc);
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DecisionTree<Key, double> error_tree(conditionals_, errorFunc);
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return error_tree;
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return error_tree;
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@ -363,32 +326,10 @@ AlgebraicDecisionTree<Key> GaussianMixture::errorTree(
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/* *******************************************************************************/
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/* *******************************************************************************/
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double GaussianMixture::error(const HybridValues &values) const {
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double GaussianMixture::error(const HybridValues &values) const {
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// Check if discrete keys in discrete assignment are
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// present in the GaussianMixture
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KeyVector dKeys = this->discreteKeys_.indices();
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bool valid_assignment = false;
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for (auto &&kv : values.discrete()) {
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if (std::find(dKeys.begin(), dKeys.end(), kv.first) != dKeys.end()) {
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valid_assignment = true;
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break;
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}
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}
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// The discrete assignment is not valid so we return 0.0 erorr.
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if (!valid_assignment) {
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return 0.0;
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}
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// Directly index to get the conditional, no need to build the whole tree.
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// Directly index to get the conditional, no need to build the whole tree.
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auto conditional = conditionals_(values.discrete());
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auto conditional = conditionals_(values.discrete());
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if (conditional) {
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return conditional->error(values.continuous()) + //
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return conditional->error(values.continuous()) + //
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logConstant_ - conditional->logNormalizationConstant();
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logConstant_ - conditional->logNormalizationConstant();
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} else {
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// If not valid, pointer, it means this conditional was pruned,
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// so we return maximum error.
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return std::numeric_limits<double>::max();
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}
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}
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}
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/* *******************************************************************************/
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/* *******************************************************************************/
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@ -72,12 +72,6 @@ class GTSAM_EXPORT GaussianMixture
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*/
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*/
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GaussianFactorGraphTree asGaussianFactorGraphTree() const;
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GaussianFactorGraphTree asGaussianFactorGraphTree() const;
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/**
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* @brief Convert a DecisionTree of conditionals into
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* a DecisionTree of Gaussian Bayes nets.
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*/
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GaussianBayesNetTree asGaussianBayesNetTree() const;
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/**
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/**
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* @brief Helper function to get the pruner functor.
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* @brief Helper function to get the pruner functor.
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*
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*
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@ -221,7 +215,8 @@ class GTSAM_EXPORT GaussianMixture
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* @return AlgebraicDecisionTree<Key> A decision tree on the discrete keys
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* @return AlgebraicDecisionTree<Key> A decision tree on the discrete keys
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* only, with the leaf values as the error for each assignment.
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* only, with the leaf values as the error for each assignment.
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*/
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*/
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AlgebraicDecisionTree<Key> errorTree(const VectorValues &continuousValues) const;
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AlgebraicDecisionTree<Key> errorTree(
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const VectorValues &continuousValues) const;
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/**
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/**
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* @brief Compute the logProbability of this Gaussian Mixture.
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* @brief Compute the logProbability of this Gaussian Mixture.
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@ -255,15 +250,6 @@ class GTSAM_EXPORT GaussianMixture
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* @return GaussianFactorGraphTree
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* @return GaussianFactorGraphTree
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*/
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*/
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GaussianFactorGraphTree add(const GaussianFactorGraphTree &sum) const;
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GaussianFactorGraphTree add(const GaussianFactorGraphTree &sum) const;
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/**
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* @brief Merge the Gaussian Bayes Nets in `this` and `sum` while
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* maintaining the decision tree structure.
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*
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* @param sum Decision Tree of Gaussian Bayes Nets
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* @return GaussianBayesNetTree
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*/
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GaussianBayesNetTree add(const GaussianBayesNetTree &sum) const;
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/// @}
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/// @}
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private:
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private:
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@ -28,86 +28,11 @@
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namespace gtsam {
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namespace gtsam {
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/**
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* @brief Helper function to correct the [A|b] matrices in the factor components
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* with the normalizer values.
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* This is done by storing the normalizer value in
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* the `b` vector as an additional row.
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*
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* @param factors DecisionTree of GaussianFactor shared pointers.
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* @param varyingNormalizers Flag indicating the normalizers are different for
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* each component.
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* @return GaussianMixtureFactor::Factors
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*/
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GaussianMixtureFactor::Factors correct(
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const GaussianMixtureFactor::Factors &factors, bool varyingNormalizers) {
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if (!varyingNormalizers) {
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return factors;
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}
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// First compute all the sqrt(|2 pi Sigma|) terms
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auto computeNormalizers = [](const GaussianMixtureFactor::sharedFactor &gf) {
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auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf);
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// If we have, say, a Hessian factor, then no need to do anything
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if (!jf) return 0.0;
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auto model = jf->get_model();
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// If there is no noise model, there is nothing to do.
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if (!model) {
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return 0.0;
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}
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// Since noise models are Gaussian, we can get the logDeterminant using the
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// same trick as in GaussianConditional
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|
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double logDetR =
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model->R().diagonal().unaryExpr([](double x) { return log(x); }).sum();
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double logDeterminantSigma = -2.0 * logDetR;
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|
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size_t n = model->dim();
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constexpr double log2pi = 1.8378770664093454835606594728112;
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return n * log2pi + logDeterminantSigma;
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};
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AlgebraicDecisionTree<Key> log_normalizers =
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DecisionTree<Key, double>(factors, computeNormalizers);
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// Find the minimum value so we can "proselytize" to positive values.
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// Done because we can't have sqrt of negative numbers.
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|
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double min_log_normalizer = log_normalizers.min();
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|
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log_normalizers = log_normalizers.apply(
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[&min_log_normalizer](double n) { return n - min_log_normalizer; });
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// Finally, update the [A|b] matrices.
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auto update = [&log_normalizers](
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const Assignment<Key> &assignment,
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|
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const GaussianMixtureFactor::sharedFactor &gf) {
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|
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auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf);
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|
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if (!jf) return gf;
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|
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// If there is no noise model, there is nothing to do.
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|
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if (!jf->get_model()) return gf;
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// If the log_normalizer is 0, do nothing
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|
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if (log_normalizers(assignment) == 0.0) return gf;
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|
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GaussianFactorGraph gfg;
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gfg.push_back(jf);
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|
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Vector c(1);
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|
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c << std::sqrt(log_normalizers(assignment));
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auto constantFactor = std::make_shared<JacobianFactor>(c);
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|
||||||
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gfg.push_back(constantFactor);
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|
||||||
return std::dynamic_pointer_cast<GaussianFactor>(
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|
||||||
std::make_shared<JacobianFactor>(gfg));
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|
||||||
};
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|
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return factors.apply(update);
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|
||||||
}
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|
||||||
|
|
||||||
/* *******************************************************************************/
|
/* *******************************************************************************/
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||||||
GaussianMixtureFactor::GaussianMixtureFactor(const KeyVector &continuousKeys,
|
GaussianMixtureFactor::GaussianMixtureFactor(const KeyVector &continuousKeys,
|
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const DiscreteKeys &discreteKeys,
|
const DiscreteKeys &discreteKeys,
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const Factors &factors,
|
const Factors &factors)
|
||||||
bool varyingNormalizers)
|
: Base(continuousKeys, discreteKeys), factors_(factors) {}
|
||||||
: Base(continuousKeys, discreteKeys),
|
|
||||||
factors_(correct(factors, varyingNormalizers)) {}
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|
||||||
|
|
||||||
/* *******************************************************************************/
|
/* *******************************************************************************/
|
||||||
bool GaussianMixtureFactor::equals(const HybridFactor &lf, double tol) const {
|
bool GaussianMixtureFactor::equals(const HybridFactor &lf, double tol) const {
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|
|
@ -129,9 +54,7 @@ bool GaussianMixtureFactor::equals(const HybridFactor &lf, double tol) const {
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||||||
/* *******************************************************************************/
|
/* *******************************************************************************/
|
||||||
void GaussianMixtureFactor::print(const std::string &s,
|
void GaussianMixtureFactor::print(const std::string &s,
|
||||||
const KeyFormatter &formatter) const {
|
const KeyFormatter &formatter) const {
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std::cout << (s.empty() ? "" : s + "\n");
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HybridFactor::print(s, formatter);
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std::cout << "GaussianMixtureFactor" << std::endl;
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|
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HybridFactor::print("", formatter);
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|
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std::cout << "{\n";
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std::cout << "{\n";
|
||||||
if (factors_.empty()) {
|
if (factors_.empty()) {
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std::cout << " empty" << std::endl;
|
std::cout << " empty" << std::endl;
|
||||||
|
|
|
||||||
|
|
@ -82,13 +82,10 @@ class GTSAM_EXPORT GaussianMixtureFactor : public HybridFactor {
|
||||||
* their cardinalities.
|
* their cardinalities.
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||||||
* @param factors The decision tree of Gaussian factors stored as the mixture
|
* @param factors The decision tree of Gaussian factors stored as the mixture
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* density.
|
* density.
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||||||
* @param varyingNormalizers Flag indicating factor components have varying
|
|
||||||
* normalizer values.
|
|
||||||
*/
|
*/
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GaussianMixtureFactor(const KeyVector &continuousKeys,
|
GaussianMixtureFactor(const KeyVector &continuousKeys,
|
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const DiscreteKeys &discreteKeys,
|
const DiscreteKeys &discreteKeys,
|
||||||
const Factors &factors,
|
const Factors &factors);
|
||||||
bool varyingNormalizers = false);
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* @brief Construct a new GaussianMixtureFactor object using a vector of
|
* @brief Construct a new GaussianMixtureFactor object using a vector of
|
||||||
|
|
@ -97,16 +94,12 @@ class GTSAM_EXPORT GaussianMixtureFactor : public HybridFactor {
|
||||||
* @param continuousKeys Vector of keys for continuous factors.
|
* @param continuousKeys Vector of keys for continuous factors.
|
||||||
* @param discreteKeys Vector of discrete keys.
|
* @param discreteKeys Vector of discrete keys.
|
||||||
* @param factors Vector of gaussian factor shared pointers.
|
* @param factors Vector of gaussian factor shared pointers.
|
||||||
* @param varyingNormalizers Flag indicating factor components have varying
|
|
||||||
* normalizer values.
|
|
||||||
*/
|
*/
|
||||||
GaussianMixtureFactor(const KeyVector &continuousKeys,
|
GaussianMixtureFactor(const KeyVector &continuousKeys,
|
||||||
const DiscreteKeys &discreteKeys,
|
const DiscreteKeys &discreteKeys,
|
||||||
const std::vector<sharedFactor> &factors,
|
const std::vector<sharedFactor> &factors)
|
||||||
bool varyingNormalizers = false)
|
|
||||||
: GaussianMixtureFactor(continuousKeys, discreteKeys,
|
: GaussianMixtureFactor(continuousKeys, discreteKeys,
|
||||||
Factors(discreteKeys, factors),
|
Factors(discreteKeys, factors)) {}
|
||||||
varyingNormalizers) {}
|
|
||||||
|
|
||||||
/// @}
|
/// @}
|
||||||
/// @name Testable
|
/// @name Testable
|
||||||
|
|
@ -114,8 +107,9 @@ class GTSAM_EXPORT GaussianMixtureFactor : public HybridFactor {
|
||||||
|
|
||||||
bool equals(const HybridFactor &lf, double tol = 1e-9) const override;
|
bool equals(const HybridFactor &lf, double tol = 1e-9) const override;
|
||||||
|
|
||||||
void print(const std::string &s = "", const KeyFormatter &formatter =
|
void print(
|
||||||
DefaultKeyFormatter) const override;
|
const std::string &s = "GaussianMixtureFactor\n",
|
||||||
|
const KeyFormatter &formatter = DefaultKeyFormatter) const override;
|
||||||
|
|
||||||
/// @}
|
/// @}
|
||||||
/// @name Standard API
|
/// @name Standard API
|
||||||
|
|
|
||||||
|
|
@ -220,16 +220,15 @@ GaussianBayesNet HybridBayesNet::choose(
|
||||||
/* ************************************************************************* */
|
/* ************************************************************************* */
|
||||||
HybridValues HybridBayesNet::optimize() const {
|
HybridValues HybridBayesNet::optimize() const {
|
||||||
// Collect all the discrete factors to compute MPE
|
// Collect all the discrete factors to compute MPE
|
||||||
DiscreteFactorGraph discrete_fg;
|
DiscreteBayesNet discrete_bn;
|
||||||
|
|
||||||
for (auto &&conditional : *this) {
|
for (auto &&conditional : *this) {
|
||||||
if (conditional->isDiscrete()) {
|
if (conditional->isDiscrete()) {
|
||||||
discrete_fg.push_back(conditional->asDiscrete());
|
discrete_bn.push_back(conditional->asDiscrete());
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
// Solve for the MPE
|
// Solve for the MPE
|
||||||
DiscreteValues mpe = discrete_fg.optimize();
|
DiscreteValues mpe = DiscreteFactorGraph(discrete_bn).optimize();
|
||||||
|
|
||||||
// Given the MPE, compute the optimal continuous values.
|
// Given the MPE, compute the optimal continuous values.
|
||||||
return HybridValues(optimize(mpe), mpe);
|
return HybridValues(optimize(mpe), mpe);
|
||||||
|
|
|
||||||
|
|
@ -13,7 +13,6 @@
|
||||||
* @file HybridFactor.h
|
* @file HybridFactor.h
|
||||||
* @date Mar 11, 2022
|
* @date Mar 11, 2022
|
||||||
* @author Fan Jiang
|
* @author Fan Jiang
|
||||||
* @author Varun Agrawal
|
|
||||||
*/
|
*/
|
||||||
|
|
||||||
#pragma once
|
#pragma once
|
||||||
|
|
@ -34,8 +33,6 @@ class HybridValues;
|
||||||
|
|
||||||
/// Alias for DecisionTree of GaussianFactorGraphs
|
/// Alias for DecisionTree of GaussianFactorGraphs
|
||||||
using GaussianFactorGraphTree = DecisionTree<Key, GaussianFactorGraph>;
|
using GaussianFactorGraphTree = DecisionTree<Key, GaussianFactorGraph>;
|
||||||
/// Alias for DecisionTree of GaussianBayesNets
|
|
||||||
using GaussianBayesNetTree = DecisionTree<Key, GaussianBayesNet>;
|
|
||||||
|
|
||||||
KeyVector CollectKeys(const KeyVector &continuousKeys,
|
KeyVector CollectKeys(const KeyVector &continuousKeys,
|
||||||
const DiscreteKeys &discreteKeys);
|
const DiscreteKeys &discreteKeys);
|
||||||
|
|
|
||||||
|
|
@ -279,37 +279,21 @@ GaussianFactorGraphTree removeEmpty(const GaussianFactorGraphTree &sum) {
|
||||||
using Result = std::pair<std::shared_ptr<GaussianConditional>,
|
using Result = std::pair<std::shared_ptr<GaussianConditional>,
|
||||||
GaussianMixtureFactor::sharedFactor>;
|
GaussianMixtureFactor::sharedFactor>;
|
||||||
|
|
||||||
/**
|
// Integrate the probability mass in the last continuous conditional using
|
||||||
* Compute the probability q(μ;m) = exp(-error(μ;m)) * sqrt(det(2π Σ_m)
|
// the unnormalized probability q(μ;m) = exp(-error(μ;m)) at the mean.
|
||||||
* from the residual error at the mean μ.
|
// discrete_probability = exp(-error(μ;m)) * sqrt(det(2π Σ_m))
|
||||||
* The residual error contains no keys, and only
|
|
||||||
* depends on the discrete separator if present.
|
|
||||||
*/
|
|
||||||
static std::shared_ptr<Factor> createDiscreteFactor(
|
static std::shared_ptr<Factor> createDiscreteFactor(
|
||||||
const DecisionTree<Key, Result> &eliminationResults,
|
const DecisionTree<Key, Result> &eliminationResults,
|
||||||
const DiscreteKeys &discreteSeparator) {
|
const DiscreteKeys &discreteSeparator) {
|
||||||
auto logProbability = [&](const Result &pair) -> double {
|
auto probability = [&](const Result &pair) -> double {
|
||||||
const auto &[conditional, factor] = pair;
|
const auto &[conditional, factor] = pair;
|
||||||
static const VectorValues kEmpty;
|
static const VectorValues kEmpty;
|
||||||
// If the factor is not null, it has no keys, just contains the residual.
|
// If the factor is not null, it has no keys, just contains the residual.
|
||||||
if (!factor) return 1.0; // TODO(dellaert): not loving this.
|
if (!factor) return 1.0; // TODO(dellaert): not loving this.
|
||||||
|
return exp(-factor->error(kEmpty)) / conditional->normalizationConstant();
|
||||||
// Logspace version of:
|
|
||||||
// exp(-factor->error(kEmpty)) / conditional->normalizationConstant();
|
|
||||||
// We take negative of the logNormalizationConstant `log(1/k)`
|
|
||||||
// to get `log(k)`.
|
|
||||||
return -factor->error(kEmpty) + (-conditional->logNormalizationConstant());
|
|
||||||
};
|
};
|
||||||
|
|
||||||
AlgebraicDecisionTree<Key> logProbabilities(
|
DecisionTree<Key, double> probabilities(eliminationResults, probability);
|
||||||
DecisionTree<Key, double>(eliminationResults, logProbability));
|
|
||||||
|
|
||||||
// Perform normalization
|
|
||||||
double max_log = logProbabilities.max();
|
|
||||||
AlgebraicDecisionTree probabilities = DecisionTree<Key, double>(
|
|
||||||
logProbabilities,
|
|
||||||
[&max_log](const double x) { return exp(x - max_log); });
|
|
||||||
probabilities = probabilities.normalize(probabilities.sum());
|
|
||||||
|
|
||||||
return std::make_shared<DecisionTreeFactor>(discreteSeparator, probabilities);
|
return std::make_shared<DecisionTreeFactor>(discreteSeparator, probabilities);
|
||||||
}
|
}
|
||||||
|
|
@ -372,12 +356,6 @@ hybridElimination(const HybridGaussianFactorGraph &factors,
|
||||||
// Perform elimination!
|
// Perform elimination!
|
||||||
DecisionTree<Key, Result> eliminationResults(factorGraphTree, eliminate);
|
DecisionTree<Key, Result> eliminationResults(factorGraphTree, eliminate);
|
||||||
|
|
||||||
// Create the GaussianMixture from the conditionals
|
|
||||||
GaussianMixture::Conditionals conditionals(
|
|
||||||
eliminationResults, [](const Result &pair) { return pair.first; });
|
|
||||||
auto gaussianMixture = std::make_shared<GaussianMixture>(
|
|
||||||
frontalKeys, continuousSeparator, discreteSeparator, conditionals);
|
|
||||||
|
|
||||||
// If there are no more continuous parents we create a DiscreteFactor with the
|
// If there are no more continuous parents we create a DiscreteFactor with the
|
||||||
// error for each discrete choice. Otherwise, create a GaussianMixtureFactor
|
// error for each discrete choice. Otherwise, create a GaussianMixtureFactor
|
||||||
// on the separator, taking care to correct for conditional constants.
|
// on the separator, taking care to correct for conditional constants.
|
||||||
|
|
@ -387,6 +365,12 @@ hybridElimination(const HybridGaussianFactorGraph &factors,
|
||||||
: createGaussianMixtureFactor(eliminationResults, continuousSeparator,
|
: createGaussianMixtureFactor(eliminationResults, continuousSeparator,
|
||||||
discreteSeparator);
|
discreteSeparator);
|
||||||
|
|
||||||
|
// Create the GaussianMixture from the conditionals
|
||||||
|
GaussianMixture::Conditionals conditionals(
|
||||||
|
eliminationResults, [](const Result &pair) { return pair.first; });
|
||||||
|
auto gaussianMixture = std::make_shared<GaussianMixture>(
|
||||||
|
frontalKeys, continuousSeparator, discreteSeparator, conditionals);
|
||||||
|
|
||||||
return {std::make_shared<HybridConditional>(gaussianMixture), newFactor};
|
return {std::make_shared<HybridConditional>(gaussianMixture), newFactor};
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
|
||||||
|
|
@ -22,13 +22,9 @@
|
||||||
#include <gtsam/discrete/DiscreteValues.h>
|
#include <gtsam/discrete/DiscreteValues.h>
|
||||||
#include <gtsam/hybrid/GaussianMixture.h>
|
#include <gtsam/hybrid/GaussianMixture.h>
|
||||||
#include <gtsam/hybrid/GaussianMixtureFactor.h>
|
#include <gtsam/hybrid/GaussianMixtureFactor.h>
|
||||||
#include <gtsam/hybrid/HybridBayesNet.h>
|
|
||||||
#include <gtsam/hybrid/HybridGaussianFactorGraph.h>
|
|
||||||
#include <gtsam/hybrid/HybridValues.h>
|
#include <gtsam/hybrid/HybridValues.h>
|
||||||
#include <gtsam/inference/Symbol.h>
|
#include <gtsam/inference/Symbol.h>
|
||||||
#include <gtsam/linear/GaussianFactorGraph.h>
|
#include <gtsam/linear/GaussianFactorGraph.h>
|
||||||
#include <gtsam/nonlinear/PriorFactor.h>
|
|
||||||
#include <gtsam/slam/BetweenFactor.h>
|
|
||||||
|
|
||||||
// Include for test suite
|
// Include for test suite
|
||||||
#include <CppUnitLite/TestHarness.h>
|
#include <CppUnitLite/TestHarness.h>
|
||||||
|
|
@ -60,6 +56,7 @@ TEST(GaussianMixtureFactor, Sum) {
|
||||||
auto b = Matrix::Zero(2, 1);
|
auto b = Matrix::Zero(2, 1);
|
||||||
Vector2 sigmas;
|
Vector2 sigmas;
|
||||||
sigmas << 1, 2;
|
sigmas << 1, 2;
|
||||||
|
auto model = noiseModel::Diagonal::Sigmas(sigmas, true);
|
||||||
|
|
||||||
auto f10 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b);
|
auto f10 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b);
|
||||||
auto f11 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b);
|
auto f11 = std::make_shared<JacobianFactor>(X(1), A1, X(2), A2, b);
|
||||||
|
|
@ -109,8 +106,7 @@ TEST(GaussianMixtureFactor, Printing) {
|
||||||
GaussianMixtureFactor mixtureFactor({X(1), X(2)}, {m1}, factors);
|
GaussianMixtureFactor mixtureFactor({X(1), X(2)}, {m1}, factors);
|
||||||
|
|
||||||
std::string expected =
|
std::string expected =
|
||||||
R"(GaussianMixtureFactor
|
R"(Hybrid [x1 x2; 1]{
|
||||||
Hybrid [x1 x2; 1]{
|
|
||||||
Choice(1)
|
Choice(1)
|
||||||
0 Leaf :
|
0 Leaf :
|
||||||
A[x1] = [
|
A[x1] = [
|
||||||
|
|
@ -182,8 +178,7 @@ TEST(GaussianMixtureFactor, Error) {
|
||||||
continuousValues.insert(X(2), Vector2(1, 1));
|
continuousValues.insert(X(2), Vector2(1, 1));
|
||||||
|
|
||||||
// error should return a tree of errors, with nodes for each discrete value.
|
// error should return a tree of errors, with nodes for each discrete value.
|
||||||
AlgebraicDecisionTree<Key> error_tree =
|
AlgebraicDecisionTree<Key> error_tree = mixtureFactor.errorTree(continuousValues);
|
||||||
mixtureFactor.errorTree(continuousValues);
|
|
||||||
|
|
||||||
std::vector<DiscreteKey> discrete_keys = {m1};
|
std::vector<DiscreteKey> discrete_keys = {m1};
|
||||||
// Error values for regression test
|
// Error values for regression test
|
||||||
|
|
@ -196,240 +191,8 @@ TEST(GaussianMixtureFactor, Error) {
|
||||||
DiscreteValues discreteValues;
|
DiscreteValues discreteValues;
|
||||||
discreteValues[m1.first] = 1;
|
discreteValues[m1.first] = 1;
|
||||||
EXPECT_DOUBLES_EQUAL(
|
EXPECT_DOUBLES_EQUAL(
|
||||||
4.0, mixtureFactor.error({continuousValues, discreteValues}), 1e-9);
|
4.0, mixtureFactor.error({continuousValues, discreteValues}),
|
||||||
}
|
1e-9);
|
||||||
|
|
||||||
/* ************************************************************************* */
|
|
||||||
// Test components with differing means
|
|
||||||
TEST(GaussianMixtureFactor, DifferentMeans) {
|
|
||||||
DiscreteKey m1(M(1), 2), m2(M(2), 2);
|
|
||||||
|
|
||||||
Values values;
|
|
||||||
double x1 = 0.0, x2 = 1.75, x3 = 2.60;
|
|
||||||
values.insert(X(1), x1);
|
|
||||||
values.insert(X(2), x2);
|
|
||||||
values.insert(X(3), x3);
|
|
||||||
|
|
||||||
auto model0 = noiseModel::Isotropic::Sigma(1, 1e-0);
|
|
||||||
auto model1 = noiseModel::Isotropic::Sigma(1, 1e-0);
|
|
||||||
auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-0);
|
|
||||||
|
|
||||||
auto f0 = std::make_shared<BetweenFactor<double>>(X(1), X(2), 0.0, model0)
|
|
||||||
->linearize(values);
|
|
||||||
auto f1 = std::make_shared<BetweenFactor<double>>(X(1), X(2), 2.0, model1)
|
|
||||||
->linearize(values);
|
|
||||||
std::vector<GaussianFactor::shared_ptr> factors{f0, f1};
|
|
||||||
|
|
||||||
GaussianMixtureFactor mixtureFactor({X(1), X(2)}, {m1}, factors, true);
|
|
||||||
HybridGaussianFactorGraph hfg;
|
|
||||||
hfg.push_back(mixtureFactor);
|
|
||||||
|
|
||||||
f0 = std::make_shared<BetweenFactor<double>>(X(2), X(3), 0.0, model0)
|
|
||||||
->linearize(values);
|
|
||||||
f1 = std::make_shared<BetweenFactor<double>>(X(2), X(3), 2.0, model1)
|
|
||||||
->linearize(values);
|
|
||||||
std::vector<GaussianFactor::shared_ptr> factors23{f0, f1};
|
|
||||||
hfg.push_back(GaussianMixtureFactor({X(2), X(3)}, {m2}, factors23, true));
|
|
||||||
|
|
||||||
auto prior = PriorFactor<double>(X(1), x1, prior_noise).linearize(values);
|
|
||||||
hfg.push_back(prior);
|
|
||||||
|
|
||||||
hfg.push_back(PriorFactor<double>(X(2), 2.0, prior_noise).linearize(values));
|
|
||||||
|
|
||||||
auto bn = hfg.eliminateSequential();
|
|
||||||
HybridValues actual = bn->optimize();
|
|
||||||
|
|
||||||
HybridValues expected(
|
|
||||||
VectorValues{
|
|
||||||
{X(1), Vector1(0.0)}, {X(2), Vector1(0.25)}, {X(3), Vector1(-0.6)}},
|
|
||||||
DiscreteValues{{M(1), 1}, {M(2), 0}});
|
|
||||||
|
|
||||||
EXPECT(assert_equal(expected, actual));
|
|
||||||
|
|
||||||
{
|
|
||||||
DiscreteValues dv{{M(1), 0}, {M(2), 0}};
|
|
||||||
VectorValues cont = bn->optimize(dv);
|
|
||||||
double error = bn->error(HybridValues(cont, dv));
|
|
||||||
// regression
|
|
||||||
EXPECT_DOUBLES_EQUAL(1.77418393408, error, 1e-9);
|
|
||||||
}
|
|
||||||
{
|
|
||||||
DiscreteValues dv{{M(1), 0}, {M(2), 1}};
|
|
||||||
VectorValues cont = bn->optimize(dv);
|
|
||||||
double error = bn->error(HybridValues(cont, dv));
|
|
||||||
// regression
|
|
||||||
EXPECT_DOUBLES_EQUAL(1.77418393408, error, 1e-9);
|
|
||||||
}
|
|
||||||
{
|
|
||||||
DiscreteValues dv{{M(1), 1}, {M(2), 0}};
|
|
||||||
VectorValues cont = bn->optimize(dv);
|
|
||||||
double error = bn->error(HybridValues(cont, dv));
|
|
||||||
// regression
|
|
||||||
EXPECT_DOUBLES_EQUAL(1.10751726741, error, 1e-9);
|
|
||||||
}
|
|
||||||
{
|
|
||||||
DiscreteValues dv{{M(1), 1}, {M(2), 1}};
|
|
||||||
VectorValues cont = bn->optimize(dv);
|
|
||||||
double error = bn->error(HybridValues(cont, dv));
|
|
||||||
// regression
|
|
||||||
EXPECT_DOUBLES_EQUAL(1.10751726741, error, 1e-9);
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
/* ************************************************************************* */
|
|
||||||
/**
|
|
||||||
* @brief Test components with differing covariances.
|
|
||||||
* The factor graph is
|
|
||||||
* *-X1-*-X2
|
|
||||||
* |
|
|
||||||
* M1
|
|
||||||
*/
|
|
||||||
TEST(GaussianMixtureFactor, DifferentCovariances) {
|
|
||||||
DiscreteKey m1(M(1), 2);
|
|
||||||
|
|
||||||
Values values;
|
|
||||||
double x1 = 1.0, x2 = 1.0;
|
|
||||||
values.insert(X(1), x1);
|
|
||||||
values.insert(X(2), x2);
|
|
||||||
|
|
||||||
double between = 0.0;
|
|
||||||
|
|
||||||
auto model0 = noiseModel::Isotropic::Sigma(1, 1e2);
|
|
||||||
auto model1 = noiseModel::Isotropic::Sigma(1, 1e-2);
|
|
||||||
auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-3);
|
|
||||||
|
|
||||||
auto f0 =
|
|
||||||
std::make_shared<BetweenFactor<double>>(X(1), X(2), between, model0);
|
|
||||||
auto f1 =
|
|
||||||
std::make_shared<BetweenFactor<double>>(X(1), X(2), between, model1);
|
|
||||||
std::vector<NonlinearFactor::shared_ptr> factors{f0, f1};
|
|
||||||
|
|
||||||
// Create via toFactorGraph
|
|
||||||
using symbol_shorthand::Z;
|
|
||||||
Matrix H0_1, H0_2, H1_1, H1_2;
|
|
||||||
Vector d0 = f0->evaluateError(x1, x2, &H0_1, &H0_2);
|
|
||||||
std::vector<std::pair<Key, Matrix>> terms0 = {{Z(1), gtsam::I_1x1 /*Rx*/},
|
|
||||||
//
|
|
||||||
{X(1), H0_1 /*Sp1*/},
|
|
||||||
{X(2), H0_2 /*Tp2*/}};
|
|
||||||
|
|
||||||
Vector d1 = f1->evaluateError(x1, x2, &H1_1, &H1_2);
|
|
||||||
std::vector<std::pair<Key, Matrix>> terms1 = {{Z(1), gtsam::I_1x1 /*Rx*/},
|
|
||||||
//
|
|
||||||
{X(1), H1_1 /*Sp1*/},
|
|
||||||
{X(2), H1_2 /*Tp2*/}};
|
|
||||||
gtsam::GaussianMixtureFactor gmf(
|
|
||||||
{X(1), X(2)}, {m1},
|
|
||||||
{std::make_shared<JacobianFactor>(X(1), H0_1, X(2), H0_2, -d0, model0),
|
|
||||||
std::make_shared<JacobianFactor>(X(1), H1_1, X(2), H1_2, -d1, model1)},
|
|
||||||
true);
|
|
||||||
|
|
||||||
// Create FG with single GaussianMixtureFactor
|
|
||||||
HybridGaussianFactorGraph mixture_fg;
|
|
||||||
mixture_fg.add(gmf);
|
|
||||||
|
|
||||||
// Linearized prior factor on X1
|
|
||||||
auto prior = PriorFactor<double>(X(1), x1, prior_noise).linearize(values);
|
|
||||||
mixture_fg.push_back(prior);
|
|
||||||
|
|
||||||
auto hbn = mixture_fg.eliminateSequential();
|
|
||||||
// hbn->print();
|
|
||||||
|
|
||||||
VectorValues cv;
|
|
||||||
cv.insert(X(1), Vector1(0.0));
|
|
||||||
cv.insert(X(2), Vector1(0.0));
|
|
||||||
|
|
||||||
// Check that the error values at the MLE point μ.
|
|
||||||
AlgebraicDecisionTree<Key> errorTree = hbn->errorTree(cv);
|
|
||||||
|
|
||||||
DiscreteValues dv0{{M(1), 0}};
|
|
||||||
DiscreteValues dv1{{M(1), 1}};
|
|
||||||
|
|
||||||
// regression
|
|
||||||
EXPECT_DOUBLES_EQUAL(9.90348755254, errorTree(dv0), 1e-9);
|
|
||||||
EXPECT_DOUBLES_EQUAL(0.69314718056, errorTree(dv1), 1e-9);
|
|
||||||
|
|
||||||
DiscreteConditional expected_m1(m1, "0.5/0.5");
|
|
||||||
DiscreteConditional actual_m1 = *(hbn->at(2)->asDiscrete());
|
|
||||||
|
|
||||||
EXPECT(assert_equal(expected_m1, actual_m1));
|
|
||||||
}
|
|
||||||
|
|
||||||
/* ************************************************************************* */
|
|
||||||
/**
|
|
||||||
* @brief Test components with differing covariances
|
|
||||||
* but with a Bayes net P(Z|X, M) converted to a FG.
|
|
||||||
*/
|
|
||||||
TEST(GaussianMixtureFactor, DifferentCovariances2) {
|
|
||||||
DiscreteKey m1(M(1), 2);
|
|
||||||
|
|
||||||
Values values;
|
|
||||||
double x1 = 1.0, x2 = 1.0;
|
|
||||||
values.insert(X(1), x1);
|
|
||||||
values.insert(X(2), x2);
|
|
||||||
|
|
||||||
double between = 0.0;
|
|
||||||
|
|
||||||
auto model0 = noiseModel::Isotropic::Sigma(1, 1e2);
|
|
||||||
auto model1 = noiseModel::Isotropic::Sigma(1, 1e-2);
|
|
||||||
auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-3);
|
|
||||||
|
|
||||||
auto f0 =
|
|
||||||
std::make_shared<BetweenFactor<double>>(X(1), X(2), between, model0);
|
|
||||||
auto f1 =
|
|
||||||
std::make_shared<BetweenFactor<double>>(X(1), X(2), between, model1);
|
|
||||||
std::vector<NonlinearFactor::shared_ptr> factors{f0, f1};
|
|
||||||
|
|
||||||
// Create via toFactorGraph
|
|
||||||
using symbol_shorthand::Z;
|
|
||||||
Matrix H0_1, H0_2, H1_1, H1_2;
|
|
||||||
Vector d0 = f0->evaluateError(x1, x2, &H0_1, &H0_2);
|
|
||||||
std::vector<std::pair<Key, Matrix>> terms0 = {{Z(1), gtsam::I_1x1 /*Rx*/},
|
|
||||||
//
|
|
||||||
{X(1), H0_1 /*Sp1*/},
|
|
||||||
{X(2), H0_2 /*Tp2*/}};
|
|
||||||
|
|
||||||
Vector d1 = f1->evaluateError(x1, x2, &H1_1, &H1_2);
|
|
||||||
std::vector<std::pair<Key, Matrix>> terms1 = {{Z(1), gtsam::I_1x1 /*Rx*/},
|
|
||||||
//
|
|
||||||
{X(1), H1_1 /*Sp1*/},
|
|
||||||
{X(2), H1_2 /*Tp2*/}};
|
|
||||||
auto gm = new gtsam::GaussianMixture(
|
|
||||||
{Z(1)}, {X(1), X(2)}, {m1},
|
|
||||||
{std::make_shared<GaussianConditional>(terms0, 1, -d0, model0),
|
|
||||||
std::make_shared<GaussianConditional>(terms1, 1, -d1, model1)});
|
|
||||||
gtsam::HybridBayesNet bn;
|
|
||||||
bn.emplace_back(gm);
|
|
||||||
|
|
||||||
gtsam::VectorValues measurements;
|
|
||||||
measurements.insert(Z(1), gtsam::Z_1x1);
|
|
||||||
// Create FG with single GaussianMixtureFactor
|
|
||||||
HybridGaussianFactorGraph mixture_fg = bn.toFactorGraph(measurements);
|
|
||||||
|
|
||||||
// Linearized prior factor on X1
|
|
||||||
auto prior = PriorFactor<double>(X(1), x1, prior_noise).linearize(values);
|
|
||||||
mixture_fg.push_back(prior);
|
|
||||||
|
|
||||||
auto hbn = mixture_fg.eliminateSequential();
|
|
||||||
|
|
||||||
VectorValues cv;
|
|
||||||
cv.insert(X(1), Vector1(0.0));
|
|
||||||
cv.insert(X(2), Vector1(0.0));
|
|
||||||
|
|
||||||
// Check that the error values at the MLE point μ.
|
|
||||||
AlgebraicDecisionTree<Key> errorTree = hbn->errorTree(cv);
|
|
||||||
|
|
||||||
DiscreteValues dv0{{M(1), 0}};
|
|
||||||
DiscreteValues dv1{{M(1), 1}};
|
|
||||||
|
|
||||||
// regression
|
|
||||||
EXPECT_DOUBLES_EQUAL(9.90348755254, errorTree(dv0), 1e-9);
|
|
||||||
EXPECT_DOUBLES_EQUAL(0.69314718056, errorTree(dv1), 1e-9);
|
|
||||||
|
|
||||||
DiscreteConditional expected_m1(m1, "0.5/0.5");
|
|
||||||
DiscreteConditional actual_m1 = *(hbn->at(2)->asDiscrete());
|
|
||||||
|
|
||||||
EXPECT(assert_equal(expected_m1, actual_m1));
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/* ************************************************************************* */
|
/* ************************************************************************* */
|
||||||
|
|
|
||||||
|
|
@ -510,7 +510,6 @@ factor 0:
|
||||||
b = [ -10 ]
|
b = [ -10 ]
|
||||||
No noise model
|
No noise model
|
||||||
factor 1:
|
factor 1:
|
||||||
GaussianMixtureFactor
|
|
||||||
Hybrid [x0 x1; m0]{
|
Hybrid [x0 x1; m0]{
|
||||||
Choice(m0)
|
Choice(m0)
|
||||||
0 Leaf :
|
0 Leaf :
|
||||||
|
|
@ -535,7 +534,6 @@ Hybrid [x0 x1; m0]{
|
||||||
|
|
||||||
}
|
}
|
||||||
factor 2:
|
factor 2:
|
||||||
GaussianMixtureFactor
|
|
||||||
Hybrid [x1 x2; m1]{
|
Hybrid [x1 x2; m1]{
|
||||||
Choice(m1)
|
Choice(m1)
|
||||||
0 Leaf :
|
0 Leaf :
|
||||||
|
|
@ -677,8 +675,6 @@ factor 6: P( m1 | m0 ):
|
||||||
size: 3
|
size: 3
|
||||||
conditional 0: Hybrid P( x0 | x1 m0)
|
conditional 0: Hybrid P( x0 | x1 m0)
|
||||||
Discrete Keys = (m0, 2),
|
Discrete Keys = (m0, 2),
|
||||||
logNormalizationConstant: 1.38862
|
|
||||||
|
|
||||||
Choice(m0)
|
Choice(m0)
|
||||||
0 Leaf p(x0 | x1)
|
0 Leaf p(x0 | x1)
|
||||||
R = [ 10.0499 ]
|
R = [ 10.0499 ]
|
||||||
|
|
@ -696,8 +692,6 @@ conditional 0: Hybrid P( x0 | x1 m0)
|
||||||
|
|
||||||
conditional 1: Hybrid P( x1 | x2 m0 m1)
|
conditional 1: Hybrid P( x1 | x2 m0 m1)
|
||||||
Discrete Keys = (m0, 2), (m1, 2),
|
Discrete Keys = (m0, 2), (m1, 2),
|
||||||
logNormalizationConstant: 1.3935
|
|
||||||
|
|
||||||
Choice(m1)
|
Choice(m1)
|
||||||
0 Choice(m0)
|
0 Choice(m0)
|
||||||
0 0 Leaf p(x1 | x2)
|
0 0 Leaf p(x1 | x2)
|
||||||
|
|
@ -731,8 +725,6 @@ conditional 1: Hybrid P( x1 | x2 m0 m1)
|
||||||
|
|
||||||
conditional 2: Hybrid P( x2 | m0 m1)
|
conditional 2: Hybrid P( x2 | m0 m1)
|
||||||
Discrete Keys = (m0, 2), (m1, 2),
|
Discrete Keys = (m0, 2), (m1, 2),
|
||||||
logNormalizationConstant: 1.38857
|
|
||||||
|
|
||||||
Choice(m1)
|
Choice(m1)
|
||||||
0 Choice(m0)
|
0 Choice(m0)
|
||||||
0 0 Leaf p(x2)
|
0 0 Leaf p(x2)
|
||||||
|
|
|
||||||
|
|
@ -18,9 +18,6 @@
|
||||||
|
|
||||||
#include <gtsam/base/TestableAssertions.h>
|
#include <gtsam/base/TestableAssertions.h>
|
||||||
#include <gtsam/discrete/DiscreteValues.h>
|
#include <gtsam/discrete/DiscreteValues.h>
|
||||||
#include <gtsam/hybrid/HybridBayesNet.h>
|
|
||||||
#include <gtsam/hybrid/HybridGaussianFactorGraph.h>
|
|
||||||
#include <gtsam/hybrid/HybridNonlinearFactorGraph.h>
|
|
||||||
#include <gtsam/hybrid/MixtureFactor.h>
|
#include <gtsam/hybrid/MixtureFactor.h>
|
||||||
#include <gtsam/inference/Symbol.h>
|
#include <gtsam/inference/Symbol.h>
|
||||||
#include <gtsam/slam/BetweenFactor.h>
|
#include <gtsam/slam/BetweenFactor.h>
|
||||||
|
|
|
||||||
|
|
@ -263,7 +263,7 @@ namespace gtsam {
|
||||||
/** equals required by Testable for unit testing */
|
/** equals required by Testable for unit testing */
|
||||||
bool equals(const VectorValues& x, double tol = 1e-9) const;
|
bool equals(const VectorValues& x, double tol = 1e-9) const;
|
||||||
|
|
||||||
/// Check exact equality.
|
/// Check equality.
|
||||||
friend bool operator==(const VectorValues& lhs, const VectorValues& rhs) {
|
friend bool operator==(const VectorValues& lhs, const VectorValues& rhs) {
|
||||||
return lhs.equals(rhs);
|
return lhs.equals(rhs);
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -80,6 +80,8 @@ TEST(GaussianBayesNet, Evaluate1) {
|
||||||
smallBayesNet.at(0)->logNormalizationConstant() +
|
smallBayesNet.at(0)->logNormalizationConstant() +
|
||||||
smallBayesNet.at(1)->logNormalizationConstant(),
|
smallBayesNet.at(1)->logNormalizationConstant(),
|
||||||
1e-9);
|
1e-9);
|
||||||
|
EXPECT_DOUBLES_EQUAL(log(constant), smallBayesNet.logNormalizationConstant(),
|
||||||
|
1e-9);
|
||||||
const double actual = smallBayesNet.evaluate(mean);
|
const double actual = smallBayesNet.evaluate(mean);
|
||||||
EXPECT_DOUBLES_EQUAL(constant, actual, 1e-9);
|
EXPECT_DOUBLES_EQUAL(constant, actual, 1e-9);
|
||||||
}
|
}
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue