A conditional of gaussian conditionals indexed by discrete variables, as part of a Bayes Network. This is the result of the elimination of a continuous variable in a hybrid scheme, such that the remaining variables are discrete+continuous. More...

#include <HybridGaussianConditional.h>

Inheritance diagram for gtsam::HybridGaussianConditional:

[legend]

Classes
struct	Helper
	Helper struct for constructing HybridGaussianConditional objects. More...

Public Types
using	BaseConditional = Conditional< BaseFactor, HybridGaussianConditional >

using	BaseFactor = HybridGaussianFactor

using	Conditionals = DecisionTree< Key, GaussianConditional::shared_ptr >
	typedef for Decision Tree of Gaussian Conditionals More...

using	shared_ptr = std::shared_ptr< This >

using	This = HybridGaussianConditional

Public Types inherited from gtsam::HybridGaussianFactor
using	Base = HybridFactor

using	FactorValuePairs = DecisionTree< Key, GaussianFactorValuePair >
	typedef for Decision Tree of Gaussian factors and arbitrary value. More...

using	shared_ptr = std::shared_ptr< This >

using	sharedFactor = std::shared_ptr< GaussianFactor >

using	This = HybridGaussianFactor

Public Types inherited from gtsam::HybridFactor
typedef Factor	Base
	Our base class. More...

enum	Category { Category::None, Category::Discrete, Category::Continuous, Category::Hybrid }
	Enum to help with categorizing hybrid factors. More...

typedef std::shared_ptr< HybridFactor >	shared_ptr
	shared_ptr to this class More...

typedef HybridFactor	This
	This class. More...

Public Types inherited from gtsam::Factor
typedef KeyVector::const_iterator	const_iterator
	Const iterator over keys. More...

typedef KeyVector::iterator	iterator
	Iterator over keys. More...

Public Types inherited from gtsam::Conditional< HybridGaussianFactor, HybridGaussianConditional >
typedef std::pair< typename HybridGaussianFactor ::const_iterator, typename HybridGaussianFactor ::const_iterator >	ConstFactorRange

typedef ConstFactorRangeIterator	Frontals

typedef ConstFactorRangeIterator	Parents

Public Member Functions
Constructors
	HybridGaussianConditional ()=default
	Default constructor, mainly for serialization. More...

	HybridGaussianConditional (const DiscreteKey &discreteParent, const std::vector< GaussianConditional::shared_ptr > &conditionals)
	Construct from one discrete key and vector of conditionals. More...

	HybridGaussianConditional (const DiscreteKey &discreteParent, Key key, const std::vector< std::pair< Vector, double >> &parameters)
	Constructs a HybridGaussianConditional with means mu_i and standard deviations sigma_i. More...

	HybridGaussianConditional (const DiscreteKey &discreteParent, Key key, const Matrix &A, Key parent, const std::vector< std::pair< Vector, double >> &parameters)
	Constructs a HybridGaussianConditional with conditional means A × parent + b_i and standard deviations sigma_i. More...

	HybridGaussianConditional (const DiscreteKey &discreteParent, Key key, const Matrix &A1, Key parent1, const Matrix &A2, Key parent2, const std::vector< std::pair< Vector, double >> &parameters)
	Constructs a HybridGaussianConditional with conditional means A1 × parent1 + A2 × parent2 + b_i and standard deviations sigma_i. More...

	HybridGaussianConditional (const DiscreteKeys &discreteParents, const Conditionals &conditionals)
	Construct from multiple discrete keys and conditional tree. More...

	HybridGaussianConditional (const DiscreteKeys &discreteParents, const FactorValuePairs &pairs, bool pruned=false)
	Construct from multiple discrete keys M and a tree of factor/scalar pairs, where the scalar is assumed to be the the negative log constant for each assignment m, up to a constant. More...

Testable
bool	equals (const HybridFactor &lf, double tol=1e-9) const override
	Test equality with base HybridFactor. More...

void	print (const std::string &s="HybridGaussianConditional\n", const KeyFormatter &formatter=DefaultKeyFormatter) const override
	Print utility. More...

Standard API
GaussianConditional::shared_ptr	choose (const DiscreteValues &discreteValues) const
	Return the conditional Gaussian for the given discrete assignment. More...

GaussianConditional::shared_ptr	operator() (const DiscreteValues &discreteValues) const
	Syntactic sugar for choose. More...

size_t	nrComponents () const
	Returns the total number of continuous components. More...

KeyVector	continuousParents () const
	Returns the continuous keys among the parents. More...

double	negLogConstant () const override
	Return log normalization constant in negative log space. More...

std::shared_ptr< HybridGaussianFactor >	likelihood (const VectorValues &given) const

const Conditionals	conditionals () const

double	logProbability (const HybridValues &values) const override
	Compute the logProbability of this hybrid Gaussian conditional. More...

double	evaluate (const HybridValues &values) const override
	Calculate probability density for given `values`. More...

double	operator() (const HybridValues &values) const
	Evaluate probability density, sugar. More...

HybridGaussianConditional::shared_ptr	prune (const DiscreteConditional &discreteProbs) const
	Prune the decision tree of Gaussian factors as per the discrete `discreteProbs`. More...

bool	pruned () const
	Return true if the conditional has already been pruned. More...

std::shared_ptr< Factor >	restrict (const DiscreteValues &discreteValues) const override
	Restrict to the given discrete values. More...

Public Member Functions inherited from gtsam::HybridGaussianFactor
	HybridGaussianFactor ()=default
	Default constructor, mainly for serialization. More...

	HybridGaussianFactor (const DiscreteKey &discreteKey, const std::vector< GaussianFactor::shared_ptr > &factors)
	Construct a new HybridGaussianFactor on a single discrete key, providing the factors for each mode m as a vector of factors ϕ_m(x). The value ϕ(x,m) for the factor is simply ϕ_m(x). More...

	HybridGaussianFactor (const DiscreteKey &discreteKey, const std::vector< GaussianFactorValuePair > &factorPairs)
	Construct a new HybridGaussianFactor on a single discrete key, including a scalar error value for each mode m. The factors and scalars are provided as a vector of pairs (ϕ_m(x), E_m). The value ϕ(x,m) for the factor is now ϕ_m(x) + E_m. More...

	HybridGaussianFactor (const DiscreteKeys &discreteKeys, const FactorValuePairs &factorPairs)
	Construct a new HybridGaussianFactor on a several discrete keys M, including a scalar error value for each assignment m. The factors and scalars are provided as a DecisionTree<Key> of pairs (ϕ_M(x), E_M). The value ϕ(x,M) for the factor is again ϕ_m(x) + E_m. More...

bool	equals (const HybridFactor &lf, double tol=1e-9) const override
	equals More...

void	print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override
	print More...

GaussianFactorValuePair	operator() (const DiscreteValues &assignment) const
	Get factor at a given discrete assignment. More...

AlgebraicDecisionTree< Key >	errorTree (const VectorValues &continuousValues) const override
	Compute error of the HybridGaussianFactor as a tree. More...

double	error (const HybridValues &values) const override
	Compute the log-likelihood, including the log-normalizing constant. More...

const FactorValuePairs &	factors () const
	Getter for GaussianFactor decision tree. More...

virtual HybridGaussianProductFactor	asProductFactor () const
	Helper function to return factors and functional to create a DecisionTree of Gaussian Factor Graphs. More...

std::shared_ptr< Factor >	restrict (const DiscreteValues &discreteValues) const override
	Restrict the factor to the given discrete values. More...

Public Member Functions inherited from gtsam::HybridFactor
	HybridFactor ()=default

	HybridFactor (const KeyVector &keys)
	Construct hybrid factor from continuous keys. More...

	HybridFactor (const DiscreteKeys &discreteKeys)
	Construct hybrid factor from discrete keys. More...

	HybridFactor (const KeyVector &continuousKeys, const DiscreteKeys &discreteKeys)
	Construct a new Hybrid Factor object. More...

bool	isDiscrete () const
	True if this is a factor of discrete variables only. More...

bool	isContinuous () const
	True if this is a factor of continuous variables only. More...

bool	isHybrid () const
	True is this is a Discrete-Continuous factor. More...

size_t	nrContinuous () const
	Return the number of continuous variables in this factor. More...

const DiscreteKeys &	discreteKeys () const
	Return the discrete keys for this factor. More...

const KeyVector &	continuousKeys () const
	Return only the continuous keys for this factor. More...

Public Member Functions inherited from gtsam::Factor
virtual	~Factor ()=default
	Default destructor. More...

bool	empty () const
	Whether the factor is empty (involves zero variables). More...

Key	front () const
	First key. More...

Key	back () const
	Last key. More...

const_iterator	find (Key key) const
	find More...

const KeyVector &	keys () const
	Access the factor's involved variable keys. More...

const_iterator	begin () const

const_iterator	end () const

size_t	size () const

virtual void	printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const
	print only keys More...

bool	equals (const This &other, double tol=1e-9) const
	check equality More...

KeyVector &	keys ()

iterator	begin ()

iterator	end ()

Public Member Functions inherited from gtsam::Conditional< HybridGaussianFactor, HybridGaussianConditional >
void	print (const std::string &s="Conditional", const KeyFormatter &formatter=DefaultKeyFormatter) const

bool	equals (const This &c, double tol=1e-9) const

virtual	~Conditional ()

size_t	nrFrontals () const

size_t	nrParents () const

Key	firstFrontalKey () const

Frontals	frontals () const

Parents	parents () const

double	operator() (const HybridValues &x) const
	Evaluate probability density, sugar. More...

virtual double	negLogConstant () const
	All conditional types need to implement this as the negative log of the normalization constant to make it such that error>=0. More...

size_t &	nrFrontals ()

HybridGaussianFactor ::const_iterator	beginFrontals () const

HybridGaussianFactor ::iterator	beginFrontals ()

HybridGaussianFactor ::const_iterator	endFrontals () const

HybridGaussianFactor ::iterator	endFrontals ()

HybridGaussianFactor ::const_iterator	beginParents () const

HybridGaussianFactor ::iterator	beginParents ()

HybridGaussianFactor ::const_iterator	endParents () const

HybridGaussianFactor ::iterator	endParents ()

Private Member Functions
bool	allFrontalsGiven (const VectorValues &given) const
	Check whether `given` has values for all frontal keys. More...

	HybridGaussianConditional (const DiscreteKeys &discreteParents, Helper &&helper, bool pruned=false)
	Private constructor that uses helper struct above. More...

Private Attributes
double	negLogConstant_

bool	pruned_ = false
	Flag to indicate if the conditional has been pruned. More...

Additional Inherited Members
Static Public Member Functions inherited from gtsam::Conditional< HybridGaussianFactor, HybridGaussianConditional >
static bool	CheckInvariants (const HybridGaussianConditional &conditional, const VALUES &x)

Protected Member Functions inherited from gtsam::Factor
	Factor ()

template<typename CONTAINER >
	Factor (const CONTAINER &keys)

template<typename ITERATOR >
	Factor (ITERATOR first, ITERATOR last)

Protected Member Functions inherited from gtsam::Conditional< HybridGaussianFactor, HybridGaussianConditional >
	Conditional ()

	Conditional (size_t nrFrontals)

Static Protected Member Functions inherited from gtsam::Factor
template<typename CONTAINER >
static Factor	FromKeys (const CONTAINER &keys)

template<typename ITERATOR >
static Factor	FromIterators (ITERATOR first, ITERATOR last)

Protected Attributes inherited from gtsam::HybridFactor
KeyVector	continuousKeys_
	Record continuous keys for book-keeping. More...

DiscreteKeys	discreteKeys_

Protected Attributes inherited from gtsam::Factor
KeyVector	keys_
	The keys involved in this factor. More...

Protected Attributes inherited from gtsam::Conditional< HybridGaussianFactor, HybridGaussianConditional >
size_t	nrFrontals_

Detailed Description

A conditional of gaussian conditionals indexed by discrete variables, as part of a Bayes Network. This is the result of the elimination of a continuous variable in a hybrid scheme, such that the remaining variables are discrete+continuous.

Represents the conditional density P(X | M, Z) where X is the set of continuous random variables, M is the selection of discrete variables corresponding to a subset of the Gaussian variables and Z is parent of this node .

The probability P(x|y,z,...) is proportional to $\sum_i k_i \exp - \frac{1}{2} |R_i x - (d_i - S_i y - T_i z - ...)|^2$ where i indexes the components and k_i is a component-wise normalization constant.

a density over continuous variables given discrete/continuous parents.

Symbolic factors, used to represent a graph structure, implemented in

Definition at line 55 of file HybridGaussianConditional.h.

Member Typedef Documentation

◆ BaseConditional

using gtsam::HybridGaussianConditional::BaseConditional = Conditional<BaseFactor, HybridGaussianConditional>

Definition at line 62 of file HybridGaussianConditional.h.

◆ BaseFactor

using gtsam::HybridGaussianConditional::BaseFactor = HybridGaussianFactor

Definition at line 61 of file HybridGaussianConditional.h.

◆ Conditionals

using gtsam::HybridGaussianConditional::Conditionals = DecisionTree<Key, GaussianConditional::shared_ptr>

typedef for Decision Tree of Gaussian Conditionals

Definition at line 65 of file HybridGaussianConditional.h.

◆ shared_ptr

using gtsam::HybridGaussianConditional::shared_ptr = std::shared_ptr<This>

Definition at line 60 of file HybridGaussianConditional.h.

◆ This

using gtsam::HybridGaussianConditional::This = HybridGaussianConditional

Definition at line 59 of file HybridGaussianConditional.h.

Constructor & Destructor Documentation

◆ HybridGaussianConditional() [1/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional ( )

default

Default constructor, mainly for serialization.

◆ HybridGaussianConditional() [2/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional	(	const DiscreteKey &	discreteParent,
		const std::vector< GaussianConditional::shared_ptr > &	conditionals
	)

Construct from one discrete key and vector of conditionals.

Parameters

discreteParent	Single discrete parent variable
conditionals	Vector of conditionals with the same size as the cardinality of the discrete parent.

Definition at line 136 of file HybridGaussianConditional.cpp.

◆ HybridGaussianConditional() [3/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional	(	const DiscreteKey &	discreteParent,
		Key	key,
		const std::vector< std::pair< Vector, double >> &	parameters
	)

Constructs a HybridGaussianConditional with means mu_i and standard deviations sigma_i.

Parameters

discreteParent	The discrete parent or "mode" key.
key	The key for this conditional variable.
parameters	A vector of pairs (mu_i, sigma_i).

Definition at line 142 of file HybridGaussianConditional.cpp.

◆ HybridGaussianConditional() [4/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional	(	const DiscreteKey &	discreteParent,
		Key	key,
		const Matrix &	A,
		Key	parent,
		const std::vector< std::pair< Vector, double >> &	parameters
	)

Constructs a HybridGaussianConditional with conditional means A × parent + b_i and standard deviations sigma_i.

Parameters

discreteParent	The discrete parent or "mode" key.
key	The key for this conditional variable.
A	The matrix A.
parent	The key of the parent variable.
parameters	A vector of pairs (b_i, sigma_i).

Definition at line 148 of file HybridGaussianConditional.cpp.

◆ HybridGaussianConditional() [5/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional	(	const DiscreteKey &	discreteParent,
		Key	key,
		const Matrix &	A1,
		Key	parent1,
		const Matrix &	A2,
		Key	parent2,
		const std::vector< std::pair< Vector, double >> &	parameters
	)

Constructs a HybridGaussianConditional with conditional means A1 × parent1 + A2 × parent2 + b_i and standard deviations sigma_i.

Parameters

discreteParent	The discrete parent or "mode" key.
key	The key for this conditional variable.
A1	The first matrix.
parent1	The key of the first parent variable.
A2	The second matrix.
parent2	The key of the second parent variable.
parameters	A vector of pairs (b_i, sigma_i).

Definition at line 156 of file HybridGaussianConditional.cpp.

◆ HybridGaussianConditional() [6/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional	(	const DiscreteKeys &	discreteParents,
		const Conditionals &	conditionals
	)

Construct from multiple discrete keys and conditional tree.

Parameters

discreteParents	the discrete parents. Will be placed last.
conditionals	a decision tree of GaussianConditionals. The number of conditionals should be C^(number of discrete parents), where C is the cardinality of the DiscreteKeys in discreteParents, since the discreteParents will be used as the labels in the decision tree.

Definition at line 164 of file HybridGaussianConditional.cpp.

◆ HybridGaussianConditional() [7/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional	(	const DiscreteKeys &	discreteParents,
		const FactorValuePairs &	pairs,
		bool	pruned = `false`
	)

Construct from multiple discrete keys M and a tree of factor/scalar pairs, where the scalar is assumed to be the the negative log constant for each assignment m, up to a constant.

Note: Will throw if factors are not actually conditionals.

Parameters

discreteParents	the discrete parents. Will be placed last.
conditionalPairs	Decision tree of GaussianFactor/scalar pairs.
pruned	Flag indicating if conditional has been pruned.

Definition at line 169 of file HybridGaussianConditional.cpp.

◆ HybridGaussianConditional() [8/8]

gtsam::HybridGaussianConditional::HybridGaussianConditional	(	const DiscreteKeys &	discreteParents,
		Helper &&	helper,
		bool	pruned = `false`
	)

private

Private constructor that uses helper struct above.

Definition at line 122 of file HybridGaussianConditional.cpp.

Member Function Documentation

◆ allFrontalsGiven()

bool gtsam::HybridGaussianConditional::allFrontalsGiven ( const VectorValues & given ) const

private

Check whether given has values for all frontal keys.

Definition at line 270 of file HybridGaussianConditional.cpp.

◆ choose()

GaussianConditional::shared_ptr gtsam::HybridGaussianConditional::choose ( const DiscreteValues & discreteValues ) const

Return the conditional Gaussian for the given discrete assignment.

Definition at line 192 of file HybridGaussianConditional.cpp.

◆ conditionals()

const HybridGaussianConditional::Conditionals gtsam::HybridGaussianConditional::conditionals ( ) const

Get Conditionals DecisionTree (dynamic cast from factors)

Note: Slow: avoid using in favor of factors(), which uses existing tree.

Definition at line 176 of file HybridGaussianConditional.cpp.

◆ continuousParents()

KeyVector gtsam::HybridGaussianConditional::continuousParents ( ) const

Returns the continuous keys among the parents.

Definition at line 254 of file HybridGaussianConditional.cpp.

◆ equals()

bool gtsam::HybridGaussianConditional::equals	(	const HybridFactor &	lf,
		double	tol = `1e-9`
	)		const

overridevirtual

Test equality with base HybridFactor.

Reimplemented from gtsam::HybridFactor.

Definition at line 210 of file HybridGaussianConditional.cpp.

◆ evaluate()

double gtsam::HybridGaussianConditional::evaluate ( const HybridValues & values ) const

overridevirtual

Calculate probability density for given values.

Reimplemented from gtsam::Conditional< HybridGaussianFactor, HybridGaussianConditional >.

Definition at line 360 of file HybridGaussianConditional.cpp.

◆ likelihood()

std::shared_ptr< HybridGaussianFactor > gtsam::HybridGaussianConditional::likelihood ( const VectorValues & given ) const

Create a likelihood factor for a hybrid Gaussian conditional, return a hybrid Gaussian factor on the parents.

Definition at line 281 of file HybridGaussianConditional.cpp.

◆ logProbability()

double gtsam::HybridGaussianConditional::logProbability ( const HybridValues & values ) const

overridevirtual

Compute the logProbability of this hybrid Gaussian conditional.

Parameters

values Continuous values and discrete assignment.

Returns: double

Reimplemented from gtsam::Conditional< HybridGaussianFactor, HybridGaussianConditional >.

Definition at line 352 of file HybridGaussianConditional.cpp.

◆ negLogConstant()

double gtsam::HybridGaussianConditional::negLogConstant ( ) const

inlineoverride

Return log normalization constant in negative log space.

The log normalization constant is the min of the individual log-normalization constants.

Returns: double

Definition at line 202 of file HybridGaussianConditional.h.

◆ nrComponents()

size_t gtsam::HybridGaussianConditional::nrComponents ( ) const

Returns the total number of continuous components.

Definition at line 183 of file HybridGaussianConditional.cpp.

◆ operator()() [1/2]

GaussianConditional::shared_ptr gtsam::HybridGaussianConditional::operator() ( const DiscreteValues & discreteValues ) const

inline

Syntactic sugar for choose.

Definition at line 183 of file HybridGaussianConditional.h.

◆ operator()() [2/2]

double gtsam::HybridGaussianConditional::operator() ( const HybridValues & values ) const

inline

Evaluate probability density, sugar.

Definition at line 227 of file HybridGaussianConditional.h.

◆ print()

void gtsam::HybridGaussianConditional::print	(	const std::string &	s = `"HybridGaussianConditional\n"`,
		const KeyFormatter &	formatter = `DefaultKeyFormatter`
	)		const

overridevirtual

Print utility.

Reimplemented from gtsam::HybridFactor.

Definition at line 228 of file HybridGaussianConditional.cpp.

◆ prune()

HybridGaussianConditional::shared_ptr gtsam::HybridGaussianConditional::prune ( const DiscreteConditional & discreteProbs ) const

Prune the decision tree of Gaussian factors as per the discrete discreteProbs.

Parameters

discreteProbs A pruned set of probabilities for the discrete keys.

Returns: Shared pointer to possibly a pruned HybridGaussianConditional

Definition at line 314 of file HybridGaussianConditional.cpp.

◆ pruned()

bool gtsam::HybridGaussianConditional::pruned ( ) const

inline

Return true if the conditional has already been pruned.

Definition at line 242 of file HybridGaussianConditional.h.

◆ restrict()

std::shared_ptr< Factor > gtsam::HybridGaussianConditional::restrict ( const DiscreteValues & discreteValues ) const

overridevirtual

Restrict to the given discrete values.

Implements gtsam::HybridFactor.

Definition at line 367 of file HybridGaussianConditional.cpp.

Member Data Documentation

◆ negLogConstant_

double gtsam::HybridGaussianConditional::negLogConstant_

private

< Negative-log of the normalization constant (log(\sqrt(|2πΣ|))). Take advantage of the neg-log space so everything is a minimization

Definition at line 70 of file HybridGaussianConditional.h.

◆ pruned_

bool gtsam::HybridGaussianConditional::pruned_ = false

private

Flag to indicate if the conditional has been pruned.

Definition at line 73 of file HybridGaussianConditional.h.

The documentation for this class was generated from the following files:

Classes

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ BaseConditional

◆ BaseFactor

◆ Conditionals

◆ shared_ptr

◆ This

Constructor & Destructor Documentation

◆ HybridGaussianConditional() [1/8]

◆ HybridGaussianConditional() [2/8]

◆ HybridGaussianConditional() [3/8]

◆ HybridGaussianConditional() [4/8]

◆ HybridGaussianConditional() [5/8]

◆ HybridGaussianConditional() [6/8]

◆ HybridGaussianConditional() [7/8]

◆ HybridGaussianConditional() [8/8]

Member Function Documentation

◆ allFrontalsGiven()

◆ choose()

◆ conditionals()

◆ continuousParents()

◆ equals()

◆ evaluate()

◆ likelihood()

◆ logProbability()

◆ negLogConstant()

◆ nrComponents()

◆ operator()() [1/2]

◆ operator()() [2/2]

◆ print()

◆ prune()

◆ pruned()

◆ restrict()

Member Data Documentation

◆ negLogConstant_

◆ pruned_