File: itkLevenbergMarquardtOptimizerTest.cxx

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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;
}