// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // 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: keir@google.com (Keir Mierle) #include "ceres/gradient_checking_cost_function.h" #include #include #include "ceres/cost_function.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/local_parameterization.h" #include "ceres/loss_function.h" #include "ceres/parameter_block.h" #include "ceres/problem_impl.h" #include "ceres/program.h" #include "ceres/random.h" #include "ceres/residual_block.h" #include "ceres/sized_cost_function.h" #include "ceres/types.h" #include "glog/logging.h" #include "gmock/gmock.h" #include "gmock/mock-log.h" #include "gtest/gtest.h" using testing::AllOf; using testing::AnyNumber; using testing::HasSubstr; using testing::ScopedMockLog; using testing::_; namespace ceres { namespace internal { // Pick a (non-quadratic) function whose derivative are easy: // // f = exp(- a' x). // df = - f a. // // where 'a' is a vector of the same size as 'x'. In the block // version, they are both block vectors, of course. template class TestTerm : public CostFunction { public: // The constructor of this function needs to know the number // of blocks desired, and the size of each block. TestTerm(int arity, int const *dim) : arity_(arity) { // Make 'arity' random vectors. a_.resize(arity_); for (int j = 0; j < arity_; ++j) { a_[j].resize(dim[j]); for (int u = 0; u < dim[j]; ++u) { a_[j][u] = 2.0 * RandDouble() - 1.0; } } for (int i = 0; i < arity_; i++) { mutable_parameter_block_sizes()->push_back(dim[i]); } set_num_residuals(1); } bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { // Compute a . x. double ax = 0; for (int j = 0; j < arity_; ++j) { for (int u = 0; u < parameter_block_sizes()[j]; ++u) { ax += a_[j][u] * parameters[j][u]; } } // This is the cost, but also appears as a factor // in the derivatives. double f = *residuals = exp(-ax); // Accumulate 1st order derivatives. if (jacobians) { for (int j = 0; j < arity_; ++j) { if (jacobians[j]) { for (int u = 0; u < parameter_block_sizes()[j]; ++u) { // See comments before class. jacobians[j][u] = - f * a_[j][u]; if (bad_block == j && bad_variable == u) { // Whoopsiedoopsie! Deliberately introduce a faulty jacobian entry // like what happens when users make an error in their jacobian // computations. This should get detected. LOG(INFO) << "Poisoning jacobian for parameter block " << j << ", row 0, column " << u; jacobians[j][u] += 500; } } } } } return true; } private: int arity_; vector > a_; }; TEST(GradientCheckingCostFunction, ResidualsAndJacobiansArePreservedTest) { srand(5); // Test with 3 blocks of size 2, 3 and 4. int const arity = 3; int const dim[arity] = { 2, 3, 4 }; // Make a random set of blocks. vector parameters(arity); for (int j = 0; j < arity; ++j) { parameters[j] = new double[dim[j]]; for (int u = 0; u < dim[j]; ++u) { parameters[j][u] = 2.0 * RandDouble() - 1.0; } } double original_residual; double residual; vector original_jacobians(arity); vector jacobians(arity); for (int j = 0; j < arity; ++j) { // Since residual is one dimensional the jacobians have the same // size as the parameter blocks. jacobians[j] = new double[dim[j]]; original_jacobians[j] = new double[dim[j]]; } const double kRelativeStepSize = 1e-6; const double kRelativePrecision = 1e-4; TestTerm<-1, -1> term(arity, dim); scoped_ptr gradient_checking_cost_function( CreateGradientCheckingCostFunction(&term, kRelativeStepSize, kRelativePrecision, "Ignored.")); term.Evaluate(¶meters[0], &original_residual, &original_jacobians[0]); gradient_checking_cost_function->Evaluate(¶meters[0], &residual, &jacobians[0]); EXPECT_EQ(original_residual, residual); for (int j = 0; j < arity; j++) { for (int k = 0; k < dim[j]; ++k) { EXPECT_EQ(original_jacobians[j][k], jacobians[j][k]); } delete[] parameters[j]; delete[] jacobians[j]; delete[] original_jacobians[j]; } } TEST(GradientCheckingCostFunction, SmokeTest) { srand(5); // Test with 3 blocks of size 2, 3 and 4. int const arity = 3; int const dim[arity] = { 2, 3, 4 }; // Make a random set of blocks. vector parameters(arity); for (int j = 0; j < arity; ++j) { parameters[j] = new double[dim[j]]; for (int u = 0; u < dim[j]; ++u) { parameters[j][u] = 2.0 * RandDouble() - 1.0; } } double residual; vector jacobians(arity); for (int j = 0; j < arity; ++j) { // Since residual is one dimensional the jacobians have the same size as the // parameter blocks. jacobians[j] = new double[dim[j]]; } const double kRelativeStepSize = 1e-6; const double kRelativePrecision = 1e-4; // Should have one term that's bad, causing everything to get dumped. LOG(INFO) << "Bad gradient"; { TestTerm<1, 2> term(arity, dim); scoped_ptr gradient_checking_cost_function( CreateGradientCheckingCostFunction(&term, kRelativeStepSize, kRelativePrecision, "Fuzzy bananas")); ScopedMockLog log; EXPECT_CALL(log, Log(_, _, _)).Times(AnyNumber()); EXPECT_CALL(log, Log(WARNING, _, AllOf(HasSubstr("(1,0,2) Relative error worse than"), HasSubstr("Fuzzy bananas")))); gradient_checking_cost_function->Evaluate(¶meters[0], &residual, &jacobians[0]); } // The gradient is correct, so no errors are reported. LOG(INFO) << "Good gradient"; { TestTerm<-1, -1> term(arity, dim); scoped_ptr gradient_checking_cost_function( CreateGradientCheckingCostFunction(&term, kRelativeStepSize, kRelativePrecision, "Ignored.")); ScopedMockLog log; EXPECT_CALL(log, Log(_, _, _)).Times(0); gradient_checking_cost_function->Evaluate(¶meters[0], &residual, &jacobians[0]); } for (int j = 0; j < arity; j++) { delete[] parameters[j]; delete[] jacobians[j]; } } // The following three classes are for the purposes of defining // function signatures. They have dummy Evaluate functions. // Trivial cost function that accepts a single argument. class UnaryCostFunction : public CostFunction { public: UnaryCostFunction(int num_residuals, int32 parameter_block_size) { set_num_residuals(num_residuals); mutable_parameter_block_sizes()->push_back(parameter_block_size); } virtual ~UnaryCostFunction() {} virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { for (int i = 0; i < num_residuals(); ++i) { residuals[i] = 1; } return true; } }; // Trivial cost function that accepts two arguments. class BinaryCostFunction: public CostFunction { public: BinaryCostFunction(int num_residuals, int32 parameter_block1_size, int32 parameter_block2_size) { set_num_residuals(num_residuals); mutable_parameter_block_sizes()->push_back(parameter_block1_size); mutable_parameter_block_sizes()->push_back(parameter_block2_size); } virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { for (int i = 0; i < num_residuals(); ++i) { residuals[i] = 2; } return true; } }; // Trivial cost function that accepts three arguments. class TernaryCostFunction: public CostFunction { public: TernaryCostFunction(int num_residuals, int32 parameter_block1_size, int32 parameter_block2_size, int32 parameter_block3_size) { set_num_residuals(num_residuals); mutable_parameter_block_sizes()->push_back(parameter_block1_size); mutable_parameter_block_sizes()->push_back(parameter_block2_size); mutable_parameter_block_sizes()->push_back(parameter_block3_size); } virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { for (int i = 0; i < num_residuals(); ++i) { residuals[i] = 3; } return true; } }; // Verify that the two ParameterBlocks are formed from the same user // array and have the same LocalParameterization object. void ParameterBlocksAreEquivalent(const ParameterBlock* left, const ParameterBlock* right) { CHECK_NOTNULL(left); CHECK_NOTNULL(right); EXPECT_EQ(left->user_state(), right->user_state()); EXPECT_EQ(left->Size(), right->Size()); EXPECT_EQ(left->Size(), right->Size()); EXPECT_EQ(left->LocalSize(), right->LocalSize()); EXPECT_EQ(left->local_parameterization(), right->local_parameterization()); EXPECT_EQ(left->IsConstant(), right->IsConstant()); } TEST(GradientCheckingProblemImpl, ProblemDimensionsMatch) { // Parameter blocks with arbitrarily chosen initial values. double x[] = {1.0, 2.0, 3.0}; double y[] = {4.0, 5.0, 6.0, 7.0}; double z[] = {8.0, 9.0, 10.0, 11.0, 12.0}; double w[] = {13.0, 14.0, 15.0, 16.0}; ProblemImpl problem_impl; problem_impl.AddParameterBlock(x, 3); problem_impl.AddParameterBlock(y, 4); problem_impl.SetParameterBlockConstant(y); problem_impl.AddParameterBlock(z, 5); problem_impl.AddParameterBlock(w, 4, new QuaternionParameterization); problem_impl.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x); problem_impl.AddResidualBlock(new BinaryCostFunction(6, 5, 4) , NULL, z, y); problem_impl.AddResidualBlock(new BinaryCostFunction(3, 3, 5), new TrivialLoss, x, z); problem_impl.AddResidualBlock(new BinaryCostFunction(7, 5, 3), NULL, z, x); problem_impl.AddResidualBlock(new TernaryCostFunction(1, 5, 3, 4), NULL, z, x, y); scoped_ptr gradient_checking_problem_impl( CreateGradientCheckingProblemImpl(&problem_impl, 1.0, 1.0)); // The dimensions of the two problems match. EXPECT_EQ(problem_impl.NumParameterBlocks(), gradient_checking_problem_impl->NumParameterBlocks()); EXPECT_EQ(problem_impl.NumResidualBlocks(), gradient_checking_problem_impl->NumResidualBlocks()); EXPECT_EQ(problem_impl.NumParameters(), gradient_checking_problem_impl->NumParameters()); EXPECT_EQ(problem_impl.NumResiduals(), gradient_checking_problem_impl->NumResiduals()); const Program& program = problem_impl.program(); const Program& gradient_checking_program = gradient_checking_problem_impl->program(); // Since we added the ParameterBlocks and ResidualBlocks explicitly, // they should be in the same order in the two programs. It is // possible that may change due to implementation changes to // Program. This is not exepected to be the case and writing code to // anticipate that possibility not worth the extra complexity in // this test. for (int i = 0; i < program.parameter_blocks().size(); ++i) { ParameterBlocksAreEquivalent( program.parameter_blocks()[i], gradient_checking_program.parameter_blocks()[i]); } for (int i = 0; i < program.residual_blocks().size(); ++i) { // Compare the sizes of the two ResidualBlocks. const ResidualBlock* original_residual_block = program.residual_blocks()[i]; const ResidualBlock* new_residual_block = gradient_checking_program.residual_blocks()[i]; EXPECT_EQ(original_residual_block->NumParameterBlocks(), new_residual_block->NumParameterBlocks()); EXPECT_EQ(original_residual_block->NumResiduals(), new_residual_block->NumResiduals()); EXPECT_EQ(original_residual_block->NumScratchDoublesForEvaluate(), new_residual_block->NumScratchDoublesForEvaluate()); // Verify that the ParameterBlocks for the two residuals are equivalent. for (int j = 0; j < original_residual_block->NumParameterBlocks(); ++j) { ParameterBlocksAreEquivalent( original_residual_block->parameter_blocks()[j], new_residual_block->parameter_blocks()[j]); } } } } // namespace internal } // namespace ceres