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/*=========================================================================
*
* Copyright Insight Software Consortium
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0.txt
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*=========================================================================*/
#include "itkLevenbergMarquardtOptimizer.h"
#include "itkMath.h"
typedef vnl_matrix<double> MatrixType;
typedef vnl_vector<double> VectorType;
const double ra = 11.0;
const double rb = 17.0;
const double rc = 29.0;
/**
*
* This example minimize the equation:
*
* sum { [ ( a * x + b * y + c )
* -( 11 * x + 17 * y + 29 ) ] ^ 2 }
*
* for the (a,b,c) parameters
*
* the solution is the vector | 11 17 29 |
*
* (x,y) values are sampled over a rectangular region
* whose size is defined by XRange and YRange
* \class LMCostFunction
*
*/
class LMCostFunction : public itk::MultipleValuedCostFunction
{
public:
typedef LMCostFunction Self;
typedef itk::MultipleValuedCostFunction Superclass;
typedef itk::SmartPointer<Self> Pointer;
typedef itk::SmartPointer<const Self> ConstPointer;
itkNewMacro( Self );
enum { XRange = 2,
YRange = 2 }; // size of the region to sample the cost function
enum { SpaceDimension = 3 };
enum { RangeDimension = ( 2*XRange+1 ) * ( 2*YRange+1 ) };
typedef Superclass::ParametersType ParametersType;
typedef Superclass::DerivativeType DerivativeType;
typedef Superclass::MeasureType MeasureType;
LMCostFunction():
m_Measure(RangeDimension),
m_Derivative(SpaceDimension,RangeDimension),
m_TheoreticalData(SpaceDimension)
{
m_Measure.SetSize(RangeDimension);
m_Derivative.SetSize(SpaceDimension,RangeDimension);
m_TheoreticalData.SetSize(RangeDimension);
// Compute points of the function over a square region
unsigned valueindex = 0;
for( int y = -YRange; y<=YRange; y++ )
{
const double yd = (double)y;
for( int x = -XRange; x<=XRange; x++ )
{
const double xd = (double)x;
m_TheoreticalData[valueindex] = ra*xd + rb*yd + rc;
valueindex++;
}
}
}
virtual MeasureType GetValue( const ParametersType & parameters ) const ITK_OVERRIDE
{
std::cout << "GetValue( ";
double a = parameters[0];
double b = parameters[1];
double c = parameters[2];
std::cout << a << " , ";
std::cout << b << " , ";
std::cout << c << ") " << std::endl;
// Compute points of the function over a square region
unsigned valueindex = 0;
for( int y = -YRange; y<=YRange; y++ )
{
const double yd = (double)y;
for( int x = -XRange; x<=XRange; x++ )
{
const double xd = (double)x;
double value = a * xd + b * yd + c;
value -= m_TheoreticalData[valueindex];
m_Measure[valueindex] = value;
valueindex++;
}
}
return m_Measure;
}
void GetDerivative( const ParametersType & parameters,
DerivativeType & derivative ) const ITK_OVERRIDE
{
std::cout << "GetDerivative( ";
double a = parameters[0];
double b = parameters[1];
double c = parameters[2];
std::cout << a << " , ";
std::cout << b << " , ";
std::cout << c << ") " << std::endl;
// Compute points of the function over a square region
unsigned valueindex = 0;
for( int y = -YRange; y<=YRange; y++ )
{
const double yd = (double)y;
for( int x = -XRange; x<=XRange; x++ )
{
const double xd = (double)x;
m_Derivative[0][valueindex] = xd;
m_Derivative[1][valueindex] = yd;
m_Derivative[2][valueindex] = 1.0;
valueindex++;
}
}
derivative = m_Derivative;
}
virtual unsigned int GetNumberOfParameters(void) const ITK_OVERRIDE
{
return SpaceDimension;
}
virtual unsigned int GetNumberOfValues(void) const ITK_OVERRIDE
{
return RangeDimension;
}
private:
mutable MeasureType m_Measure;
mutable DerivativeType m_Derivative;
MeasureType m_TheoreticalData;
};
class CommandIterationUpdateLevenbergMarquardt : public itk::Command
{
public:
typedef CommandIterationUpdateLevenbergMarquardt Self;
typedef itk::Command Superclass;
typedef itk::SmartPointer<Self> Pointer;
itkNewMacro( Self );
protected:
CommandIterationUpdateLevenbergMarquardt()
{
m_IterationNumber=0;
}
public:
typedef itk::LevenbergMarquardtOptimizer OptimizerType;
typedef const OptimizerType * OptimizerPointer;
virtual void Execute(itk::Object *caller, const itk::EventObject & event) ITK_OVERRIDE
{
Execute( (const itk::Object *)caller, event);
}
virtual void Execute(const itk::Object * object, const itk::EventObject & event) ITK_OVERRIDE
{
std::cout << "Observer::Execute() " << std::endl;
OptimizerPointer optimizer = static_cast< OptimizerPointer >( object );
if( m_FunctionEvent.CheckEvent( &event ) )
{
std::cout << m_IterationNumber++ << " ";
std::cout << optimizer->GetCachedValue() << " ";
std::cout << optimizer->GetCachedCurrentPosition() << std::endl;
}
else if( m_GradientEvent.CheckEvent( &event ) )
{
std::cout << "Gradient " << optimizer->GetCachedDerivative() << " ";
}
}
private:
unsigned long m_IterationNumber;
itk::FunctionEvaluationIterationEvent m_FunctionEvent;
itk::GradientEvaluationIterationEvent m_GradientEvent;
};
int itkRunLevenbergMarquardOptimization( bool useGradient,
double fTolerance, double gTolerance, double xTolerance,
double epsilonFunction, int maxIterations )
{
std::cout << "Levenberg Marquardt optimizer test \n \n";
typedef itk::LevenbergMarquardtOptimizer OptimizerType;
typedef OptimizerType::InternalOptimizerType vnlOptimizerType;
// Declaration of a itkOptimizer
OptimizerType::Pointer optimizer = OptimizerType::New();
// Declaration of the CostFunction adaptor
LMCostFunction::Pointer costFunction = LMCostFunction::New();
typedef LMCostFunction::ParametersType ParametersType;
ParametersType parameters(LMCostFunction::SpaceDimension);
parameters.Fill(0.0);
costFunction->GetValue(parameters);
std::cout << "Number of Values = " << costFunction->GetNumberOfValues() << "\n";
try
{
optimizer->SetCostFunction( costFunction.GetPointer() );
}
catch( itk::ExceptionObject & e )
{
std::cout << "Exception thrown ! " << std::endl;
std::cout << "An error occurred during Optimization" << std::endl;
std::cout << e << std::endl;
return EXIT_FAILURE;
}
// this following call is equivalent to invoke: costFunction->SetUseGradient( useGradient );
optimizer->GetUseCostFunctionGradient();
optimizer->UseCostFunctionGradientOn();
optimizer->UseCostFunctionGradientOff();
optimizer->SetUseCostFunctionGradient( useGradient );
vnlOptimizerType * vnlOptimizer = optimizer->GetOptimizer();
vnlOptimizer->set_f_tolerance( fTolerance );
vnlOptimizer->set_g_tolerance( gTolerance );
vnlOptimizer->set_x_tolerance( xTolerance );
vnlOptimizer->set_epsilon_function( epsilonFunction );
vnlOptimizer->set_max_function_evals( maxIterations );
// We start not so far from the solution
typedef LMCostFunction::ParametersType ParametersType;
ParametersType initialValue(LMCostFunction::SpaceDimension);
initialValue[0] = 200;
initialValue[1] = 300;
initialValue[2] = 400;
OptimizerType::ParametersType currentValue(LMCostFunction::SpaceDimension);
currentValue = initialValue;
optimizer->SetInitialPosition( currentValue );
CommandIterationUpdateLevenbergMarquardt::Pointer observer =
CommandIterationUpdateLevenbergMarquardt::New();
optimizer->AddObserver( itk::IterationEvent(), observer );
optimizer->AddObserver( itk::FunctionEvaluationIterationEvent(), observer );
try
{
optimizer->StartOptimization();
}
catch( itk::ExceptionObject & e )
{
std::cerr << "Exception thrown ! " << std::endl;
std::cerr << "An error occurred during Optimization" << std::endl;
std::cerr << "Location = " << e.GetLocation() << std::endl;
std::cerr << "Description = " << e.GetDescription() << std::endl;
return EXIT_FAILURE;
}
// Error codes taken from vxl/vnl/vnl_nonlinear_minimizer.h
std::cout << "End condition = ";
switch( vnlOptimizer->get_failure_code() )
{
case vnl_nonlinear_minimizer::ERROR_FAILURE:
std::cout << " Error Failure"; break;
case vnl_nonlinear_minimizer::ERROR_DODGY_INPUT:
std::cout << " Error Dogy Input"; break;
case vnl_nonlinear_minimizer::CONVERGED_FTOL:
std::cout << " Converged F Tolerance"; break;
case vnl_nonlinear_minimizer::CONVERGED_XTOL:
std::cout << " Converged X Tolerance"; break;
case vnl_nonlinear_minimizer::CONVERGED_XFTOL:
std::cout << " Converged XF Tolerance"; break;
case vnl_nonlinear_minimizer::CONVERGED_GTOL:
std::cout << " Converged G Tolerance"; break;
case vnl_nonlinear_minimizer::FAILED_TOO_MANY_ITERATIONS:
std::cout << " Too many iterations "; break;
case vnl_nonlinear_minimizer::FAILED_FTOL_TOO_SMALL:
std::cout << " Failed F Tolerance too small "; break;
case vnl_nonlinear_minimizer::FAILED_XTOL_TOO_SMALL:
std::cout << " Failed X Tolerance too small "; break;
case vnl_nonlinear_minimizer::FAILED_GTOL_TOO_SMALL:
std::cout << " Failed G Tolerance too small "; break;
case vnl_nonlinear_minimizer::FAILED_USER_REQUEST:
std::cout << " Failed user request "; break;
}
std::cout << std::endl;
std::cout << "Stop description = " << optimizer->GetStopConditionDescription() << std::endl;
std::cout << "Number of iters = " << vnlOptimizer->get_num_iterations() << std::endl;
std::cout << "Number of evals = " << vnlOptimizer->get_num_evaluations() << std::endl;
std::cout << std::endl;
OptimizerType::ParametersType finalPosition;
finalPosition = optimizer->GetCurrentPosition();
std::cout << "Solution = (";
std::cout << finalPosition[0] << ",";
std::cout << finalPosition[1] << ",";
std::cout << finalPosition[2] << ")" << std::endl;
//
// check results to see if it is within range
//
bool pass = true;
double trueParameters[3] = { ra,rb,rc };
for( unsigned int j = 0; j < LMCostFunction::SpaceDimension; j++ )
{
if( itk::Math::abs( finalPosition[j] - trueParameters[j] ) > 0.01 )
pass = false;
}
if( !pass )
{
std::cout << "Test failed." << std::endl;
return EXIT_FAILURE;
}
// Get the final value of the optimizer
std::cout << "Testing GetValue() : ";
OptimizerType::MeasureType finalValue = optimizer->GetValue();
// We compare only the first value for this test
if(std::fabs(finalValue[0]-0.0)>0.01)
{
std::cout << "[FAILURE]" << std::endl;
return EXIT_FAILURE;
}
else
{
std::cout << "[SUCCESS]" << std::endl;
}
std::cout << "Test passed." << std::endl;
return EXIT_SUCCESS;
}
int itkLevenbergMarquardtOptimizerTest(int argc, char* argv[] )
{
std::cout << "Levenberg Marquardt optimizer test \n \n";
bool useGradient;
int result;
double F_Tolerance = 1e-2; // Function value tolerance
double G_Tolerance = 1e-2; // Gradient magnitude tolerance
double X_Tolerance = 1e-5; // Search space tolerance
double Epsilon_Function = 1e-9; // Step
int Max_Iterations = 200; // Maximum number of iterations
if( argc > 1 )
{
F_Tolerance = atof( argv[1] );
}
if( argc > 2 )
{
G_Tolerance = atof( argv[2] );
}
if( argc > 3 )
{
X_Tolerance = atof( argv[3] );
}
if( argc > 4 )
{
Epsilon_Function = atof( argv[4] );
}
if( argc > 5 )
{
Max_Iterations = atoi( argv[5] );
}
std::cout << "F_Tolerance = " << F_Tolerance << std::endl;
std::cout << "G_Tolerance = " << G_Tolerance << std::endl;
std::cout << "X_Tolerance = " << X_Tolerance << std::endl;
std::cout << "Epsilon_Function = " << Epsilon_Function << std::endl;
std::cout << "Max_Iterations = " << Max_Iterations << std::endl;
std::cout << std::endl;
std::cout << std::endl;
std::cout << "Running using the Gradient computed by vnl " << std::endl;
useGradient = false;
result = itkRunLevenbergMarquardOptimization( useGradient,F_Tolerance,
G_Tolerance,X_Tolerance,
Epsilon_Function,Max_Iterations );
if( result == EXIT_FAILURE )
{
return EXIT_FAILURE;
}
std::cout << std::endl;
std::cout << std::endl;
std::cout << "Running using the Gradient provided by the Cost function" << std::endl;
useGradient = true;
result = itkRunLevenbergMarquardOptimization( useGradient,F_Tolerance,
G_Tolerance,X_Tolerance,
Epsilon_Function,Max_Iterations );
if( result == EXIT_FAILURE )
{
return EXIT_FAILURE;
}
return EXIT_SUCCESS;
}
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