#include <GncOptimizer.h>
Public Types | |
| typedef GncParameters::OptimizerType | BaseOptimizer |
| For each parameter, specify the corresponding optimizer: e.g., GaussNewtonParams -> GaussNewtonOptimizer. More... | |
Public Member Functions | |
| Vector | calculateWeights (const Values ¤tEstimate, const double mu) |
| Calculate gnc weights. More... | |
| bool | checkConvergence (const double mu, const Vector &weights, const double cost, const double prev_cost) const |
| Check for convergence between consecutive GNC iterations. More... | |
| bool | checkCostConvergence (const double cost, const double prev_cost) const |
| Check convergence of relative cost differences. More... | |
| bool | checkMuConvergence (const double mu) const |
| Check if we have reached the value of mu for which the surrogate loss matches the original loss. More... | |
| bool | checkWeightsConvergence (const Vector &weights) const |
| Check convergence of weights to binary values. More... | |
| bool | equals (const GncOptimizer &other, double tol=1e-9) const |
| Equals. More... | |
| const NonlinearFactorGraph & | getFactors () const |
| Access a copy of the internal factor graph. More... | |
| const Vector & | getInlierCostThresholds () const |
| Get the inlier threshold. More... | |
| const GncParameters & | getParams () const |
| Access a copy of the parameters. More... | |
| const Values & | getState () const |
| Access a copy of the internal values. More... | |
| const Vector & | getWeights () const |
| Access a copy of the GNC weights. More... | |
| GncOptimizer (const NonlinearFactorGraph &graph, const Values &initialValues, const GncParameters ¶ms=GncParameters()) | |
| Constructor. More... | |
| double | initializeMu () const |
| Initialize the gnc parameter mu such that loss is approximately convex (remark 5 in GNC paper). More... | |
| NonlinearFactorGraph | makeWeightedGraph (const Vector &weights) const |
| Create a graph where each factor is weighted by the gnc weights. More... | |
| Values | optimize () |
| Compute optimal solution using graduated non-convexity. More... | |
| void | setInlierCostThresholds (const double inth) |
| void | setInlierCostThresholds (const Vector &inthVec) |
| void | setInlierCostThresholdsAtProbability (const double alpha) |
| double | updateMu (const double mu) const |
| Update the gnc parameter mu to gradually increase nonconvexity. More... | |
Private Attributes | |
| Vector | barcSq_ |
| Inlier thresholds. A factor is considered an inlier if factor.error() < barcSq_[i] (where i is the position of the factor in the factor graph. Note that factor.error() whitens by the covariance. More... | |
| NonlinearFactorGraph | nfg_ |
| Original factor graph to be solved by GNC. More... | |
| GncParameters | params_ |
| GNC parameters. More... | |
| Values | state_ |
| Initial values to be used at each iteration by GNC. More... | |
| Vector | weights_ |
| Weights associated to each factor in GNC (this could be a local variable in optimize, but it is useful to make it accessible from outside). More... | |
Definition at line 45 of file GncOptimizer.h.
| typedef GncParameters::OptimizerType gtsam::GncOptimizer< GncParameters >::BaseOptimizer |
For each parameter, specify the corresponding optimizer: e.g., GaussNewtonParams -> GaussNewtonOptimizer.
Definition at line 48 of file GncOptimizer.h.
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Constructor.
Definition at line 59 of file GncOptimizer.h.
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Calculate gnc weights.
Definition at line 352 of file GncOptimizer.h.
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Check for convergence between consecutive GNC iterations.
Definition at line 320 of file GncOptimizer.h.
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Check convergence of relative cost differences.
Definition at line 284 of file GncOptimizer.h.
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Check if we have reached the value of mu for which the surrogate loss matches the original loss.
Definition at line 265 of file GncOptimizer.h.
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Check convergence of weights to binary values.
Definition at line 293 of file GncOptimizer.h.
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Equals.
Definition at line 128 of file GncOptimizer.h.
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Access a copy of the internal factor graph.
Definition at line 113 of file GncOptimizer.h.
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Get the inlier threshold.
Definition at line 125 of file GncOptimizer.h.
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Access a copy of the parameters.
Definition at line 119 of file GncOptimizer.h.
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Access a copy of the internal values.
Definition at line 116 of file GncOptimizer.h.
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Access a copy of the GNC weights.
Definition at line 122 of file GncOptimizer.h.
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Initialize the gnc parameter mu such that loss is approximately convex (remark 5 in GNC paper).
Definition at line 210 of file GncOptimizer.h.
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Create a graph where each factor is weighted by the gnc weights.
Definition at line 327 of file GncOptimizer.h.
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Compute optimal solution using graduated non-convexity.
Definition at line 136 of file GncOptimizer.h.
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Set the maximum weighted residual error for an inlier (same for all factors). For a factor in the form f(x) = 0.5 * || r(x) ||^2_Omega, the inlier threshold is the largest value of f(x) for the corresponding measurement to be considered an inlier. In other words, an inlier at x is such that 0.5 * || r(x) ||^2_Omega <= barcSq. Assuming an isotropic measurement covariance sigma^2 * Identity, the cost becomes: 0.5 * 1/sigma^2 || r(x) ||^2 <= barcSq. Hence || r(x) ||^2 <= 2 * barcSq * sigma^2.
Definition at line 88 of file GncOptimizer.h.
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Set the maximum weighted residual error for an inlier (one for each factor). For a factor in the form f(x) = 0.5 * || r(x) ||^2_Omega, the inlier threshold is the largest value of f(x) for the corresponding measurement to be considered an inlier. In other words, an inlier at x is such that 0.5 * || r(x) ||^2_Omega <= barcSq.
Definition at line 96 of file GncOptimizer.h.
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Set the maximum weighted residual error threshold by specifying the probability alpha that the inlier residuals are smaller than that threshold
Definition at line 103 of file GncOptimizer.h.
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Update the gnc parameter mu to gradually increase nonconvexity.
Definition at line 250 of file GncOptimizer.h.
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Inlier thresholds. A factor is considered an inlier if factor.error() < barcSq_[i] (where i is the position of the factor in the factor graph. Note that factor.error() whitens by the covariance.
Definition at line 55 of file GncOptimizer.h.
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Original factor graph to be solved by GNC.
Definition at line 51 of file GncOptimizer.h.
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GNC parameters.
Definition at line 53 of file GncOptimizer.h.
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Initial values to be used at each iteration by GNC.
Definition at line 52 of file GncOptimizer.h.
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Weights associated to each factor in GNC (this could be a local variable in optimize, but it is useful to make it accessible from outside).
Definition at line 54 of file GncOptimizer.h.