gtsam 4.2.0
gtsam
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GaussianBayesNet is a Bayes net made from linear-Gaussian conditionals.
Public Member Functions | |
Standard Constructors | |
GaussianBayesNet () | |
Construct empty bayes net. | |
template<typename ITERATOR > | |
GaussianBayesNet (ITERATOR firstConditional, ITERATOR lastConditional) | |
Construct from iterator over conditionals. | |
template<class CONTAINER > | |
GaussianBayesNet (const CONTAINER &conditionals) | |
Construct from container of factors (shared_ptr or plain objects) | |
template<class DERIVEDCONDITIONAL > | |
GaussianBayesNet (const FactorGraph< DERIVEDCONDITIONAL > &graph) | |
Implicit copy/downcast constructor to override explicit template container constructor. | |
template<class DERIVEDCONDITIONAL > | |
GaussianBayesNet (std::initializer_list< boost::shared_ptr< DERIVEDCONDITIONAL > > conditionals) | |
Constructor that takes an initializer list of shared pointers. More... | |
virtual | ~GaussianBayesNet ()=default |
Destructor. | |
Testable | |
bool | equals (const This &bn, double tol=1e-9) const |
Check equality. | |
void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
print graph More... | |
Standard Interface | |
double | error (const VectorValues &x) const |
Sum error over all variables. | |
double | logProbability (const VectorValues &x) const |
Sum logProbability over all variables. | |
double | evaluate (const VectorValues &x) const |
Calculate probability density for given values x : exp(logProbability) where x is the vector of values. | |
double | operator() (const VectorValues &x) const |
Evaluate probability density, sugar. | |
VectorValues | optimize () const |
Solve the GaussianBayesNet, i.e. More... | |
VectorValues | optimize (const VectorValues &given) const |
Version of optimize for incomplete BayesNet, given missing variables. | |
VectorValues | sample (std::mt19937_64 *rng) const |
Sample using ancestral sampling Example: std::mt19937_64 rng(42); auto sample = gbn.sample(&rng);. | |
VectorValues | sample (const VectorValues &given, std::mt19937_64 *rng) const |
Sample from an incomplete BayesNet, given missing variables Example: std::mt19937_64 rng(42); VectorValues given = ...; auto sample = gbn.sample(given, &rng);. | |
VectorValues | sample () const |
Sample using ancestral sampling, use default rng. | |
VectorValues | sample (const VectorValues &given) const |
Sample from an incomplete BayesNet, use default rng. | |
Ordering | ordering () const |
Return ordering corresponding to a topological sort. More... | |
Linear Algebra | |
std::pair< Matrix, Vector > | matrix (const Ordering &ordering) const |
Return (dense) upper-triangular matrix representation Will return upper-triangular matrix only when using 'ordering' above. More... | |
std::pair< Matrix, Vector > | matrix () const |
Return (dense) upper-triangular matrix representation Will return upper-triangular matrix only when using 'ordering' above. More... | |
VectorValues | optimizeGradientSearch () const |
Optimize along the gradient direction, with a closed-form computation to perform the line search. More... | |
VectorValues | gradient (const VectorValues &x0) const |
Compute the gradient of the energy function, \( \nabla_{x=x_0} \left\Vert \Sigma^{-1} R x -
d \right\Vert^2 \), centered around \( x = x_0 \). More... | |
VectorValues | gradientAtZero () const |
Compute the gradient of the energy function, \( \nabla_{x=0} \left\Vert \Sigma^{-1} R x - d
\right\Vert^2 \), centered around zero. More... | |
double | determinant () const |
Computes the determinant of a GassianBayesNet. More... | |
double | logDeterminant () const |
Computes the log of the determinant of a GassianBayesNet. More... | |
VectorValues | backSubstitute (const VectorValues &gx) const |
Backsubstitute with a different RHS vector than the one stored in this BayesNet. More... | |
VectorValues | backSubstituteTranspose (const VectorValues &gx) const |
Transpose backsubstitute with a different RHS vector than the one stored in this BayesNet. More... | |
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void | print (const std::string &s="BayesNet", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
print out graph More... | |
void | dot (std::ostream &os, const KeyFormatter &keyFormatter=DefaultKeyFormatter, const DotWriter &writer=DotWriter()) const |
Output to graphviz format, stream version. | |
std::string | dot (const KeyFormatter &keyFormatter=DefaultKeyFormatter, const DotWriter &writer=DotWriter()) const |
Output to graphviz format string. | |
void | saveGraph (const std::string &filename, const KeyFormatter &keyFormatter=DefaultKeyFormatter, const DotWriter &writer=DotWriter()) const |
output to file with graphviz format. | |
double | logProbability (const HybridValues &x) const |
double | evaluate (const HybridValues &c) const |
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FactorGraph (std::initializer_list< boost::shared_ptr< DERIVEDFACTOR > > sharedFactors) | |
Constructor that takes an initializer list of shared pointers. More... | |
virtual | ~FactorGraph ()=default |
Default destructor Public and virtual so boost serialization can call it. | |
void | reserve (size_t size) |
Reserve space for the specified number of factors if you know in advance how many there will be (works like FastVector::reserve). | |
IsDerived< DERIVEDFACTOR > | push_back (boost::shared_ptr< DERIVEDFACTOR > factor) |
Add a factor directly using a shared_ptr. | |
IsDerived< DERIVEDFACTOR > | push_back (const DERIVEDFACTOR &factor) |
Add a factor by value, will be copy-constructed (use push_back with a shared_ptr to avoid the copy). | |
IsDerived< DERIVEDFACTOR > | emplace_shared (Args &&... args) |
Emplace a shared pointer to factor of given type. | |
IsDerived< DERIVEDFACTOR > | add (boost::shared_ptr< DERIVEDFACTOR > factor) |
add is a synonym for push_back. | |
std::enable_if< std::is_base_of< FactorType, DERIVEDFACTOR >::value, boost::assign::list_inserter< RefCallPushBack< This > > >::type | operator+= (boost::shared_ptr< DERIVEDFACTOR > factor) |
+= works well with boost::assign list inserter. | |
HasDerivedElementType< ITERATOR > | push_back (ITERATOR firstFactor, ITERATOR lastFactor) |
Push back many factors with an iterator over shared_ptr (factors are not copied) | |
HasDerivedValueType< ITERATOR > | push_back (ITERATOR firstFactor, ITERATOR lastFactor) |
Push back many factors with an iterator (factors are copied) | |
HasDerivedElementType< CONTAINER > | push_back (const CONTAINER &container) |
Push back many factors as shared_ptr's in a container (factors are not copied) | |
HasDerivedValueType< CONTAINER > | push_back (const CONTAINER &container) |
Push back non-pointer objects in a container (factors are copied). | |
void | add (const FACTOR_OR_CONTAINER &factorOrContainer) |
Add a factor or container of factors, including STL collections, BayesTrees, etc. | |
boost::assign::list_inserter< CRefCallPushBack< This > > | operator+= (const FACTOR_OR_CONTAINER &factorOrContainer) |
Add a factor or container of factors, including STL collections, BayesTrees, etc. | |
std::enable_if< std::is_base_of< This, typenameCLIQUE::FactorGraphType >::value >::type | push_back (const BayesTree< CLIQUE > &bayesTree) |
Push back a BayesTree as a collection of factors. More... | |
FactorIndices | add_factors (const CONTAINER &factors, bool useEmptySlots=false) |
Add new factors to a factor graph and returns a list of new factor indices, optionally finding and reusing empty factor slots. | |
bool | equals (const This &fg, double tol=1e-9) const |
Check equality up to tolerance. | |
size_t | size () const |
return the number of factors (including any null factors set by remove() ). | |
bool | empty () const |
Check if the graph is empty (null factors set by remove() will cause this to return false). | |
const sharedFactor | at (size_t i) const |
Get a specific factor by index (this checks array bounds and may throw an exception, as opposed to operator[] which does not). | |
sharedFactor & | at (size_t i) |
Get a specific factor by index (this checks array bounds and may throw an exception, as opposed to operator[] which does not). | |
const sharedFactor | operator[] (size_t i) const |
Get a specific factor by index (this does not check array bounds, as opposed to at() which does). | |
sharedFactor & | operator[] (size_t i) |
Get a specific factor by index (this does not check array bounds, as opposed to at() which does). | |
const_iterator | begin () const |
Iterator to beginning of factors. | |
const_iterator | end () const |
Iterator to end of factors. | |
sharedFactor | front () const |
Get the first factor. | |
sharedFactor | back () const |
Get the last factor. | |
double | error (const HybridValues &values) const |
Add error for all factors. | |
iterator | begin () |
non-const STL-style begin() | |
iterator | end () |
non-const STL-style end() | |
virtual void | resize (size_t size) |
Directly resize the number of factors in the graph. More... | |
void | remove (size_t i) |
delete factor without re-arranging indexes by inserting a nullptr pointer | |
void | replace (size_t index, sharedFactor factor) |
replace a factor by index | |
iterator | erase (iterator item) |
Erase factor and rearrange other factors to take up the empty space. | |
iterator | erase (iterator first, iterator last) |
Erase factors and rearrange other factors to take up the empty space. | |
void | dot (std::ostream &os, const KeyFormatter &keyFormatter=DefaultKeyFormatter, const DotWriter &writer=DotWriter()) const |
Output to graphviz format, stream version. | |
std::string | dot (const KeyFormatter &keyFormatter=DefaultKeyFormatter, const DotWriter &writer=DotWriter()) const |
Output to graphviz format string. | |
void | saveGraph (const std::string &filename, const KeyFormatter &keyFormatter=DefaultKeyFormatter, const DotWriter &writer=DotWriter()) const |
output to file with graphviz format. | |
size_t | nrFactors () const |
return the number of non-null factors | |
KeySet | keys () const |
Potentially slow function to return all keys involved, sorted, as a set. | |
KeyVector | keyVector () const |
Potentially slow function to return all keys involved, sorted, as a vector. | |
bool | exists (size_t idx) const |
MATLAB interface utility: Checks whether a factor index idx exists in the graph and is a live pointer. | |
Public Types | |
typedef BayesNet< GaussianConditional > | Base |
typedef GaussianBayesNet | This |
typedef GaussianConditional | ConditionalType |
typedef boost::shared_ptr< This > | shared_ptr |
typedef boost::shared_ptr< ConditionalType > | sharedConditional |
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typedef boost::shared_ptr< GaussianConditional > | sharedConditional |
A shared pointer to a conditional. | |
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typedef GaussianConditional | FactorType |
factor type | |
typedef boost::shared_ptr< GaussianConditional > | sharedFactor |
Shared pointer to a factor. | |
typedef sharedFactor | value_type |
typedef FastVector< sharedFactor >::iterator | iterator |
typedef FastVector< sharedFactor >::const_iterator | const_iterator |
Friends | |
class | boost::serialization::access |
Serialization function. | |
Additional Inherited Members | |
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BayesNet () | |
Default constructor as an empty BayesNet. | |
BayesNet (ITERATOR firstConditional, ITERATOR lastConditional) | |
Construct from iterator over conditionals. | |
BayesNet (std::initializer_list< sharedConditional > conditionals) | |
Constructor that takes an initializer list of shared pointers. More... | |
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bool | isEqual (const FactorGraph &other) const |
Check exact equality of the factor pointers. Useful for derived ==. | |
FactorGraph () | |
Default constructor. | |
FactorGraph (ITERATOR firstFactor, ITERATOR lastFactor) | |
Constructor from iterator over factors (shared_ptr or plain objects) | |
FactorGraph (const CONTAINER &factors) | |
Construct from container of factors (shared_ptr or plain objects) | |
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FastVector< sharedFactor > | factors_ |
concept check, makes sure FACTOR defines print and equals More... | |
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inline |
Constructor that takes an initializer list of shared pointers.
BayesNet bn = {make_shared<Conditional>(), ...};
VectorValues gtsam::GaussianBayesNet::backSubstitute | ( | const VectorValues & | gx | ) | const |
Backsubstitute with a different RHS vector than the one stored in this BayesNet.
gy=inv(R*inv(Sigma))*gx
VectorValues gtsam::GaussianBayesNet::backSubstituteTranspose | ( | const VectorValues & | gx | ) | const |
Transpose backsubstitute with a different RHS vector than the one stored in this BayesNet.
gy=inv(L)*gx by solving L*gy=gx. gy=inv(R'*inv(Sigma))*gx gz'*R'=gx', gy = gz.*sigmas
double gtsam::GaussianBayesNet::determinant | ( | ) | const |
Computes the determinant of a GassianBayesNet.
A GaussianBayesNet is an upper triangular matrix and for an upper triangular matrix determinant is the product of the diagonal elements. Instead of actually multiplying we add the logarithms of the diagonal elements and take the exponent at the end because this is more numerically stable.
bayesNet | The input GaussianBayesNet |
VectorValues gtsam::GaussianBayesNet::gradient | ( | const VectorValues & | x0 | ) | const |
Compute the gradient of the energy function, \( \nabla_{x=x_0} \left\Vert \Sigma^{-1} R x - d \right\Vert^2 \), centered around \( x = x_0 \).
The gradient is \( R^T(Rx-d) \).
x0 | The center about which to compute the gradient |
VectorValues gtsam::GaussianBayesNet::gradientAtZero | ( | ) | const |
Compute the gradient of the energy function, \( \nabla_{x=0} \left\Vert \Sigma^{-1} R x - d \right\Vert^2 \), centered around zero.
The gradient about zero is \( -R^T d \). See also gradient(const GaussianBayesNet&, const VectorValues&).
[output] | g A VectorValues to store the gradient, which must be preallocated, see allocateVectorValues |
double gtsam::GaussianBayesNet::logDeterminant | ( | ) | const |
Computes the log of the determinant of a GassianBayesNet.
A GaussianBayesNet is an upper triangular matrix and for an upper triangular matrix determinant is the product of the diagonal elements.
bayesNet | The input GaussianBayesNet |
pair< Matrix, Vector > gtsam::GaussianBayesNet::matrix | ( | ) | const |
Return (dense) upper-triangular matrix representation Will return upper-triangular matrix only when using 'ordering' above.
In case Bayes net is incomplete zero columns are added to the end.
pair< Matrix, Vector > gtsam::GaussianBayesNet::matrix | ( | const Ordering & | ordering | ) | const |
Return (dense) upper-triangular matrix representation Will return upper-triangular matrix only when using 'ordering' above.
In case Bayes net is incomplete zero columns are added to the end.
VectorValues gtsam::GaussianBayesNet::optimize | ( | ) | const |
Solve the GaussianBayesNet, i.e.
return \( x = R^{-1}*d \), by back-substitution
VectorValues gtsam::GaussianBayesNet::optimizeGradientSearch | ( | ) | const |
Optimize along the gradient direction, with a closed-form computation to perform the line search.
The gradient is computed about \( \delta x=0 \).
This function returns \( \delta x \) that minimizes a reparametrized problem. The error function of a GaussianBayesNet is
\[ f(\delta x) = \frac{1}{2} |R \delta x - d|^2 = \frac{1}{2}d^T d - d^T R \delta x + \frac{1}{2} \delta x^T R^T R \delta x \]
with gradient and Hessian
\[ g(\delta x) = R^T(R\delta x - d), \qquad G(\delta x) = R^T R. \]
This function performs the line search in the direction of the gradient evaluated at \( g = g(\delta x = 0) \) with step size \( \alpha \) that minimizes \( f(\delta x = \alpha g) \):
\[ f(\alpha) = \frac{1}{2} d^T d + g^T \delta x + \frac{1}{2} \alpha^2 g^T G g \]
Optimizing by setting the derivative to zero yields \( \hat \alpha = (-g^T g) / (g^T G g) \). For efficiency, this function evaluates the denominator without computing the Hessian \( G \), returning
\[ \delta x = \hat\alpha g = \frac{-g^T g}{(R g)^T(R g)} \]
Ordering gtsam::GaussianBayesNet::ordering | ( | ) | const |
Return ordering corresponding to a topological sort.
There are many topological sorts of a Bayes net. This one corresponds to the one that makes 'matrix' below upper-triangular. In case Bayes net is incomplete any non-frontal are added to the end.
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inlineoverridevirtual |
print graph
Reimplemented from gtsam::FactorGraph< GaussianConditional >.