DiscreteFactor.cpp

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

 * 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

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

#include <gtsam/base/Vector.h>
#include <gtsam/discrete/DiscreteFactor.h>
#include <gtsam/hybrid/HybridValues.h>

#include <cmath>
#include <sstream>

using namespace std;

namespace gtsam {

/* ************************************************************************* */
double DiscreteFactor::error(const DiscreteValues& values) const {
  return -std::log((*this)(values));
}

/* ************************************************************************* */
double DiscreteFactor::error(const HybridValues& c) const {
  return this->error(c.discrete());
}

/* ************************************************************************* */
std::vector<double> expNormalize(const std::vector<double>& logProbs) {
  double maxLogProb = -std::numeric_limits<double>::infinity();
  for (size_t i = 0; i < logProbs.size(); i++) {
    double logProb = logProbs[i];
    if ((logProb != std::numeric_limits<double>::infinity()) &&
        logProb > maxLogProb) {
      maxLogProb = logProb;
    }
  }

  // After computing the max = "Z" of the log probabilities L_i, we compute
  // the log of the normalizing constant, log S, where S = sum_j exp(L_j - Z).
  double total = 0.0;
  for (size_t i = 0; i < logProbs.size(); i++) {
    double probPrime = exp(logProbs[i] - maxLogProb);
    total += probPrime;
  }
  double logTotal = log(total);

  // Now we compute the (normalized) probability (for each i):
  // p_i = exp(L_i - Z - log S)
  double checkNormalization = 0.0;
  std::vector<double> probs;
  for (size_t i = 0; i < logProbs.size(); i++) {
    double prob = exp(logProbs[i] - maxLogProb - logTotal);
    probs.push_back(prob);
    checkNormalization += prob;
  }

  // Numerical tolerance for floating point comparisons
  double tol = 1e-9;

  if (!gtsam::fpEqual(checkNormalization, 1.0, tol)) {
    std::string errMsg =
        std::string("expNormalize failed to normalize probabilities. ") +
        std::string("Expected normalization constant = 1.0. Got value: ") +
        std::to_string(checkNormalization) +
        std::string(
            "\n This could have resulted from numerical overflow/underflow.");
    throw std::logic_error(errMsg);
  }
  return probs;
}

}  // namespace gtsam