1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274
|
// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2022 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
// * Neither the name of Google Inc. nor the names of its contributors may be
// used to endorse or promote products derived from this software without
// specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
// POSSIBILITY OF SUCH DAMAGE.
//
// Author: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/coordinate_descent_minimizer.h"
#include <algorithm>
#include <iterator>
#include <memory>
#include <numeric>
#include <vector>
#include "ceres/evaluator.h"
#include "ceres/linear_solver.h"
#include "ceres/minimizer.h"
#include "ceres/parallel_for.h"
#include "ceres/parameter_block.h"
#include "ceres/parameter_block_ordering.h"
#include "ceres/problem_impl.h"
#include "ceres/program.h"
#include "ceres/residual_block.h"
#include "ceres/solver.h"
#include "ceres/trust_region_minimizer.h"
#include "ceres/trust_region_strategy.h"
namespace ceres {
namespace internal {
using std::map;
using std::max;
using std::min;
using std::set;
using std::string;
using std::vector;
CoordinateDescentMinimizer::CoordinateDescentMinimizer(ContextImpl* context)
: context_(context) {
CHECK(context_ != nullptr);
}
CoordinateDescentMinimizer::~CoordinateDescentMinimizer() = default;
bool CoordinateDescentMinimizer::Init(
const Program& program,
const ProblemImpl::ParameterMap& parameter_map,
const ParameterBlockOrdering& ordering,
string* error) {
parameter_blocks_.clear();
independent_set_offsets_.clear();
independent_set_offsets_.push_back(0);
// Serialize the OrderedGroups into a vector of parameter block
// offsets for parallel access.
map<ParameterBlock*, int> parameter_block_index;
map<int, set<double*>> group_to_elements = ordering.group_to_elements();
for (const auto& g_t_e : group_to_elements) {
const auto& elements = g_t_e.second;
for (double* parameter_block : elements) {
parameter_blocks_.push_back(parameter_map.find(parameter_block)->second);
parameter_block_index[parameter_blocks_.back()] =
parameter_blocks_.size() - 1;
}
independent_set_offsets_.push_back(independent_set_offsets_.back() +
elements.size());
}
// The ordering does not have to contain all parameter blocks, so
// assign zero offsets/empty independent sets to these parameter
// blocks.
const vector<ParameterBlock*>& parameter_blocks = program.parameter_blocks();
for (auto* parameter_block : parameter_blocks) {
if (!ordering.IsMember(parameter_block->mutable_user_state())) {
parameter_blocks_.push_back(parameter_block);
independent_set_offsets_.push_back(independent_set_offsets_.back());
}
}
// Compute the set of residual blocks that depend on each parameter
// block.
residual_blocks_.resize(parameter_block_index.size());
const vector<ResidualBlock*>& residual_blocks = program.residual_blocks();
for (auto* residual_block : residual_blocks) {
const int num_parameter_blocks = residual_block->NumParameterBlocks();
for (int j = 0; j < num_parameter_blocks; ++j) {
ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
const auto it = parameter_block_index.find(parameter_block);
if (it != parameter_block_index.end()) {
residual_blocks_[it->second].push_back(residual_block);
}
}
}
evaluator_options_.linear_solver_type = DENSE_QR;
evaluator_options_.num_eliminate_blocks = 0;
evaluator_options_.num_threads = 1;
evaluator_options_.context = context_;
return true;
}
void CoordinateDescentMinimizer::Minimize(const Minimizer::Options& options,
double* parameters,
Solver::Summary* summary) {
// Set the state and mark all parameter blocks constant.
for (auto* parameter_block : parameter_blocks_) {
parameter_block->SetState(parameters + parameter_block->state_offset());
parameter_block->SetConstant();
}
std::vector<std::unique_ptr<LinearSolver>> linear_solvers(
options.num_threads);
// std::unique_ptr<LinearSolver*[]> linear_solvers(
// new LinearSolver*[options.num_threads]);
LinearSolver::Options linear_solver_options;
linear_solver_options.type = DENSE_QR;
linear_solver_options.context = context_;
for (int i = 0; i < options.num_threads; ++i) {
linear_solvers[i] = LinearSolver::Create(linear_solver_options);
}
for (int i = 0; i < independent_set_offsets_.size() - 1; ++i) {
const int num_problems =
independent_set_offsets_[i + 1] - independent_set_offsets_[i];
// Avoid parallelization overhead call if the set is empty.
if (num_problems == 0) {
continue;
}
const int num_inner_iteration_threads =
min(options.num_threads, num_problems);
evaluator_options_.num_threads =
max(1, options.num_threads / num_inner_iteration_threads);
// The parameter blocks in each independent set can be optimized
// in parallel, since they do not co-occur in any residual block.
ParallelFor(
context_,
independent_set_offsets_[i],
independent_set_offsets_[i + 1],
num_inner_iteration_threads,
[&](int thread_id, int j) {
ParameterBlock* parameter_block = parameter_blocks_[j];
const int old_index = parameter_block->index();
const int old_delta_offset = parameter_block->delta_offset();
parameter_block->SetVarying();
parameter_block->set_index(0);
parameter_block->set_delta_offset(0);
Program inner_program;
inner_program.mutable_parameter_blocks()->push_back(parameter_block);
*inner_program.mutable_residual_blocks() = residual_blocks_[j];
// TODO(sameeragarwal): Better error handling. Right now we
// assume that this is not going to lead to problems of any
// sort. Basically we should be checking for numerical failure
// of some sort.
//
// On the other hand, if the optimization is a failure, that in
// some ways is fine, since it won't change the parameters and
// we are fine.
Solver::Summary inner_summary;
Solve(&inner_program,
linear_solvers[thread_id].get(),
parameters + parameter_block->state_offset(),
&inner_summary);
parameter_block->set_index(old_index);
parameter_block->set_delta_offset(old_delta_offset);
parameter_block->SetState(parameters +
parameter_block->state_offset());
parameter_block->SetConstant();
});
}
for (auto* parameter_block : parameter_blocks_) {
parameter_block->SetVarying();
}
// for (int i = 0; i < options.num_threads; ++i) {
// delete linear_solvers[i];
//}
}
// Solve the optimization problem for one parameter block.
void CoordinateDescentMinimizer::Solve(Program* program,
LinearSolver* linear_solver,
double* parameter,
Solver::Summary* summary) {
*summary = Solver::Summary();
summary->initial_cost = 0.0;
summary->fixed_cost = 0.0;
summary->final_cost = 0.0;
string error;
Minimizer::Options minimizer_options;
minimizer_options.evaluator =
Evaluator::Create(evaluator_options_, program, &error);
CHECK(minimizer_options.evaluator != nullptr);
minimizer_options.jacobian = minimizer_options.evaluator->CreateJacobian();
CHECK(minimizer_options.jacobian != nullptr);
TrustRegionStrategy::Options trs_options;
trs_options.linear_solver = linear_solver;
minimizer_options.trust_region_strategy =
TrustRegionStrategy::Create(trs_options);
CHECK(minimizer_options.trust_region_strategy != nullptr);
minimizer_options.is_silent = true;
TrustRegionMinimizer minimizer;
minimizer.Minimize(minimizer_options, parameter, summary);
}
bool CoordinateDescentMinimizer::IsOrderingValid(
const Program& program,
const ParameterBlockOrdering& ordering,
string* message) {
const map<int, set<double*>>& group_to_elements =
ordering.group_to_elements();
// Verify that each group is an independent set
for (const auto& g_t_e : group_to_elements) {
if (!program.IsParameterBlockSetIndependent(g_t_e.second)) {
*message = StringPrintf(
"The user-provided parameter_blocks_for_inner_iterations does not "
"form an independent set. Group Id: %d",
g_t_e.first);
return false;
}
}
return true;
}
// Find a recursive decomposition of the Hessian matrix as a set
// of independent sets of decreasing size and invert it. This
// seems to work better in practice, i.e., Cameras before
// points.
std::shared_ptr<ParameterBlockOrdering>
CoordinateDescentMinimizer::CreateOrdering(const Program& program) {
auto ordering = std::make_shared<ParameterBlockOrdering>();
ComputeRecursiveIndependentSetOrdering(program, ordering.get());
ordering->Reverse();
return ordering;
}
} // namespace internal
} // namespace ceres
|