gtsam/gtsam/hybrid/tests/testHybridGaussianFactor.cpp

382 lines
12 KiB
C++

/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file testHybridGaussianFactor.cpp
* @brief Unit tests for HybridGaussianFactor
* @author Varun Agrawal
* @author Fan Jiang
* @author Frank Dellaert
* @date December 2021
*/
#include <gtsam/base/Testable.h>
#include <gtsam/base/TestableAssertions.h>
#include <gtsam/discrete/DiscreteConditional.h>
#include <gtsam/discrete/DiscreteValues.h>
#include <gtsam/hybrid/HybridBayesNet.h>
#include <gtsam/hybrid/HybridGaussianConditional.h>
#include <gtsam/hybrid/HybridGaussianFactor.h>
#include <gtsam/hybrid/HybridGaussianFactorGraph.h>
#include <gtsam/hybrid/HybridValues.h>
#include <gtsam/inference/Symbol.h>
#include <gtsam/linear/GaussianFactorGraph.h>
#include <gtsam/linear/VectorValues.h>
#include <gtsam/nonlinear/PriorFactor.h>
#include <gtsam/slam/BetweenFactor.h>
// Include for test suite
#include <CppUnitLite/TestHarness.h>
#include <memory>
using namespace std;
using namespace gtsam;
using symbol_shorthand::M;
using symbol_shorthand::X;
using symbol_shorthand::Z;
/* ************************************************************************* */
// Check iterators of empty hybrid factor.
TEST(HybridGaussianFactor, Constructor) {
HybridGaussianFactor factor;
HybridGaussianFactor::const_iterator const_it = factor.begin();
CHECK(const_it == factor.end());
HybridGaussianFactor::iterator it = factor.begin();
CHECK(it == factor.end());
}
/* ************************************************************************* */
namespace test_constructor {
DiscreteKey m1(1, 2);
auto A1 = Matrix::Zero(2, 1);
auto A2 = Matrix::Zero(2, 2);
auto b = Matrix::Zero(2, 1);
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);
} // namespace test_constructor
/* ************************************************************************* */
// Test simple to complex constructors...
TEST(HybridGaussianFactor, ConstructorVariants) {
using namespace test_constructor;
HybridGaussianFactor fromFactors(m1, {f10, f11});
std::vector<GaussianFactorValuePair> pairs{{f10, 0.0}, {f11, 0.0}};
HybridGaussianFactor fromPairs(m1, pairs);
assert_equal(fromFactors, fromPairs);
HybridGaussianFactor::FactorValuePairs decisionTree({m1}, pairs);
HybridGaussianFactor fromDecisionTree({m1}, decisionTree);
assert_equal(fromDecisionTree, fromPairs);
}
/* ************************************************************************* */
// "Add" two hybrid factors together.
TEST(HybridGaussianFactor, Sum) {
using namespace test_constructor;
DiscreteKey m2(2, 3);
auto A3 = Matrix::Zero(2, 3);
auto f20 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b);
auto f21 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b);
auto f22 = std::make_shared<JacobianFactor>(X(1), A1, X(3), A3, b);
// TODO(Frank): why specify keys at all? And: keys in factor should be *all*
// keys, deviating from Kevin's scheme. Should we index DT on DiscreteKey?
// Design review!
HybridGaussianFactor hybridFactorA(m1, {f10, f11});
HybridGaussianFactor hybridFactorB(m2, {f20, f21, f22});
// Check the number of keys matches what we expect
EXPECT_LONGS_EQUAL(3, hybridFactorA.keys().size());
EXPECT_LONGS_EQUAL(2, hybridFactorA.continuousKeys().size());
EXPECT_LONGS_EQUAL(1, hybridFactorA.discreteKeys().size());
// Create sum of two hybrid factors: it will be a decision tree now on both
// discrete variables m1 and m2:
GaussianFactorGraphTree sum;
sum += hybridFactorA;
sum += hybridFactorB;
// Let's check that this worked:
Assignment<Key> mode;
mode[m1.first] = 1;
mode[m2.first] = 2;
auto actual = sum(mode);
EXPECT(actual.at(0) == f11);
EXPECT(actual.at(1) == f22);
}
/* ************************************************************************* */
TEST(HybridGaussianFactor, Printing) {
using namespace test_constructor;
HybridGaussianFactor hybridFactor(m1, {f10, f11});
std::string expected =
R"(HybridGaussianFactor
Hybrid [x1 x2; 1]{
Choice(1)
0 Leaf :
A[x1] = [
0;
0
]
A[x2] = [
0, 0;
0, 0
]
b = [ 0 0 ]
No noise model
1 Leaf :
A[x1] = [
0;
0
]
A[x2] = [
0, 0;
0, 0
]
b = [ 0 0 ]
No noise model
}
)";
EXPECT(assert_print_equal(expected, hybridFactor));
}
/* ************************************************************************* */
TEST(HybridGaussianFactor, HybridGaussianConditional) {
DiscreteKeys dKeys;
dKeys.emplace_back(M(0), 2);
dKeys.emplace_back(M(1), 2);
auto gaussians = std::make_shared<GaussianConditional>();
HybridGaussianConditional::Conditionals conditionals(gaussians);
HybridGaussianConditional gm(dKeys, conditionals);
EXPECT_LONGS_EQUAL(2, gm.discreteKeys().size());
}
/* ************************************************************************* */
// Test the error of the HybridGaussianFactor
TEST(HybridGaussianFactor, Error) {
DiscreteKey m1(1, 2);
auto A01 = Matrix2::Identity();
auto A02 = Matrix2::Identity();
auto A11 = Matrix2::Identity();
auto A12 = Matrix2::Identity() * 2;
auto b = Vector2::Zero();
auto f0 = std::make_shared<JacobianFactor>(X(1), A01, X(2), A02, b);
auto f1 = std::make_shared<JacobianFactor>(X(1), A11, X(2), A12, b);
HybridGaussianFactor hybridFactor(m1, {f0, f1});
VectorValues continuousValues;
continuousValues.insert(X(1), Vector2(0, 0));
continuousValues.insert(X(2), Vector2(1, 1));
// error should return a tree of errors, with nodes for each discrete value.
AlgebraicDecisionTree<Key> error_tree =
hybridFactor.errorTree(continuousValues);
std::vector<DiscreteKey> discrete_keys = {m1};
// Error values for regression test
std::vector<double> errors = {1, 4};
AlgebraicDecisionTree<Key> expected_error(discrete_keys, errors);
EXPECT(assert_equal(expected_error, error_tree));
// Test for single leaf given discrete assignment P(X|M,Z).
DiscreteValues discreteValues;
discreteValues[m1.first] = 1;
EXPECT_DOUBLES_EQUAL(
4.0, hybridFactor.error({continuousValues, discreteValues}), 1e-9);
}
/* ************************************************************************* */
namespace test_direct_factor_graph {
/**
* @brief Create a Factor Graph by directly specifying all
* the factors instead of creating conditionals first.
* This way we can directly provide the likelihoods and
* then perform linearization.
*
* @param values Initial values to linearize around.
* @param means The means of the HybridGaussianFactor components.
* @param sigmas The covariances of the HybridGaussianFactor components.
* @param m1 The discrete key.
* @return HybridGaussianFactorGraph
*/
static HybridGaussianFactorGraph CreateFactorGraph(
const gtsam::Values &values, const std::vector<double> &means,
const std::vector<double> &sigmas, DiscreteKey &m1,
double measurement_noise = 1e-3) {
auto model0 = noiseModel::Isotropic::Sigma(1, sigmas[0]);
auto model1 = noiseModel::Isotropic::Sigma(1, sigmas[1]);
auto prior_noise = noiseModel::Isotropic::Sigma(1, measurement_noise);
auto f0 =
std::make_shared<BetweenFactor<double>>(X(0), X(1), means[0], model0)
->linearize(values);
auto f1 =
std::make_shared<BetweenFactor<double>>(X(0), X(1), means[1], model1)
->linearize(values);
// Create HybridGaussianFactor
// We take negative since we want
// the underlying scalar to be log(\sqrt(|2πΣ|))
std::vector<GaussianFactorValuePair> factors{{f0, model0->negLogConstant()},
{f1, model1->negLogConstant()}};
HybridGaussianFactor motionFactor(m1, factors);
HybridGaussianFactorGraph hfg;
hfg.push_back(motionFactor);
hfg.push_back(PriorFactor<double>(X(0), values.at<double>(X(0)), prior_noise)
.linearize(values));
return hfg;
}
} // namespace test_direct_factor_graph
/* ************************************************************************* */
/**
* @brief Test components with differing means but the same covariances.
* The factor graph is
* *-X1-*-X2
* |
* M1
*/
TEST(HybridGaussianFactor, DifferentMeansFG) {
using namespace test_direct_factor_graph;
DiscreteKey m1(M(1), 2);
Values values;
double x1 = 0.0, x2 = 1.75;
values.insert(X(0), x1);
values.insert(X(1), x2);
std::vector<double> means = {0.0, 2.0}, sigmas = {1e-0, 1e-0};
HybridGaussianFactorGraph hfg = CreateFactorGraph(values, means, sigmas, m1);
{
auto bn = hfg.eliminateSequential();
HybridValues actual = bn->optimize();
HybridValues expected(
VectorValues{{X(0), Vector1(0.0)}, {X(1), Vector1(-1.75)}},
DiscreteValues{{M(1), 0}});
EXPECT(assert_equal(expected, actual));
DiscreteValues dv0{{M(1), 0}};
VectorValues cont0 = bn->optimize(dv0);
double error0 = bn->error(HybridValues(cont0, dv0));
// regression
EXPECT_DOUBLES_EQUAL(0.69314718056, error0, 1e-9);
DiscreteValues dv1{{M(1), 1}};
VectorValues cont1 = bn->optimize(dv1);
double error1 = bn->error(HybridValues(cont1, dv1));
EXPECT_DOUBLES_EQUAL(error0, error1, 1e-9);
}
{
auto prior_noise = noiseModel::Isotropic::Sigma(1, 1e-3);
hfg.push_back(
PriorFactor<double>(X(1), means[1], prior_noise).linearize(values));
auto bn = hfg.eliminateSequential();
HybridValues actual = bn->optimize();
HybridValues expected(
VectorValues{{X(0), Vector1(0.0)}, {X(1), Vector1(0.25)}},
DiscreteValues{{M(1), 1}});
EXPECT(assert_equal(expected, actual));
{
DiscreteValues dv{{M(1), 0}};
VectorValues cont = bn->optimize(dv);
double error = bn->error(HybridValues(cont, dv));
// regression
EXPECT_DOUBLES_EQUAL(2.12692448787, error, 1e-9);
}
{
DiscreteValues dv{{M(1), 1}};
VectorValues cont = bn->optimize(dv);
double error = bn->error(HybridValues(cont, dv));
// regression
EXPECT_DOUBLES_EQUAL(0.126928487854, error, 1e-9);
}
}
}
/* ************************************************************************* */
/**
* @brief Test components with differing covariances but the same means.
* The factor graph is
* *-X1-*-X2
* |
* M1
*/
TEST(HybridGaussianFactor, DifferentCovariancesFG) {
using namespace test_direct_factor_graph;
DiscreteKey m1(M(1), 2);
Values values;
double x1 = 1.0, x2 = 1.0;
values.insert(X(0), x1);
values.insert(X(1), x2);
std::vector<double> means = {0.0, 0.0}, sigmas = {1e2, 1e-2};
// Create FG with HybridGaussianFactor and prior on X1
HybridGaussianFactorGraph fg = CreateFactorGraph(values, means, sigmas, m1);
auto hbn = fg.eliminateSequential();
VectorValues cv;
cv.insert(X(0), Vector1(0.0));
cv.insert(X(1), 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));
}
/* ************************************************************************* */
int main() {
TestResult tr;
return TestRegistry::runAllTests(tr);
}
/* ************************************************************************* */