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// Copyright (c) 2021, Viktor Larsson
// All rights reserved.
//
// 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 the copyright holder 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 COPYRIGHT HOLDERS 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.
#ifndef POSELIB_ROBUST_LM_IMPL_
#define POSELIB_ROBUST_LM_IMPL_
#include "PoseLib/types.h"
namespace poselib {
/*
Templated implementation of Levenberg-Marquadt.
The Problem class must provide
Problem::num_params - number of parameters to optimize over
Problem::params_t - type for the parameters which optimize over
Problem::accumulate(param, JtJ, Jtr) - compute jacobians
Problem::residual(param) - compute the current residuals
Problem::step(delta_params, param) - take a step in parameter space
Check jacobian_impl.h for examples
*/
typedef std::function<void(const BundleStats &stats)> IterationCallback;
template <typename Problem, typename Param = typename Problem::param_t>
BundleStats lm_impl(Problem &problem, Param *parameters, const BundleOptions &opt,
IterationCallback callback = nullptr) {
constexpr int n_params = Problem::num_params;
Eigen::Matrix<double, n_params, n_params> JtJ;
Eigen::Matrix<double, n_params, 1> Jtr;
// Initialize
BundleStats stats;
stats.cost = problem.residual(*parameters);
stats.initial_cost = stats.cost;
stats.grad_norm = -1;
stats.step_norm = -1;
stats.invalid_steps = 0;
stats.lambda = opt.initial_lambda;
bool recompute_jac = true;
for (stats.iterations = 0; stats.iterations < opt.max_iterations; ++stats.iterations) {
// We only recompute jacobian and residual vector if last step was successful
if (recompute_jac) {
JtJ.setZero();
Jtr.setZero();
problem.accumulate(*parameters, JtJ, Jtr);
stats.grad_norm = Jtr.norm();
if (stats.grad_norm < opt.gradient_tol) {
break;
}
}
// Add dampening
for (size_t k = 0; k < n_params; ++k) {
JtJ(k, k) += stats.lambda;
}
Eigen::Matrix<double, n_params, 1> sol = -JtJ.template selfadjointView<Eigen::Lower>().llt().solve(Jtr);
stats.step_norm = sol.norm();
if (stats.step_norm < opt.step_tol) {
break;
}
Param parameters_new = problem.step(sol, *parameters);
double cost_new = problem.residual(parameters_new);
if (cost_new < stats.cost) {
*parameters = parameters_new;
stats.lambda = std::max(opt.min_lambda, stats.lambda / 10);
stats.cost = cost_new;
recompute_jac = true;
} else {
stats.invalid_steps++;
// Remove dampening
for (size_t k = 0; k < n_params; ++k) {
JtJ(k, k) -= stats.lambda;
}
stats.lambda = std::min(opt.max_lambda, stats.lambda * 10);
recompute_jac = false;
}
if (callback != nullptr) {
callback(stats);
}
}
return stats;
}
} // namespace poselib
#endif
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