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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2023 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.
- //
- // Authors: keir@google.com (Keir Mierle),
- // dgossow@google.com (David Gossow)
- #include "ceres/gradient_checking_cost_function.h"
- #include <algorithm>
- #include <cmath>
- #include <cstdint>
- #include <memory>
- #include <numeric>
- #include <string>
- #include <utility>
- #include <vector>
- #include "ceres/dynamic_numeric_diff_cost_function.h"
- #include "ceres/gradient_checker.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/parameter_block.h"
- #include "ceres/problem.h"
- #include "ceres/problem_impl.h"
- #include "ceres/program.h"
- #include "ceres/residual_block.h"
- #include "ceres/stringprintf.h"
- #include "ceres/types.h"
- #include "glog/logging.h"
- namespace ceres::internal {
- namespace {
- class GradientCheckingCostFunction final : public CostFunction {
- public:
- GradientCheckingCostFunction(const CostFunction* function,
- const std::vector<const Manifold*>* manifolds,
- const NumericDiffOptions& options,
- double relative_precision,
- std::string extra_info,
- GradientCheckingIterationCallback* callback)
- : function_(function),
- gradient_checker_(function, manifolds, options),
- relative_precision_(relative_precision),
- extra_info_(std::move(extra_info)),
- callback_(callback) {
- CHECK(callback_ != nullptr);
- const std::vector<int32_t>& parameter_block_sizes =
- function->parameter_block_sizes();
- *mutable_parameter_block_sizes() = parameter_block_sizes;
- set_num_residuals(function->num_residuals());
- }
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const final {
- if (!jacobians) {
- // Nothing to check in this case; just forward.
- return function_->Evaluate(parameters, residuals, nullptr);
- }
- GradientChecker::ProbeResults results;
- bool okay =
- gradient_checker_.Probe(parameters, relative_precision_, &results);
- // If the cost function returned false, there's nothing we can say about
- // the gradients.
- if (results.return_value == false) {
- return false;
- }
- // Copy the residuals.
- const int num_residuals = function_->num_residuals();
- MatrixRef(residuals, num_residuals, 1) = results.residuals;
- // Copy the original jacobian blocks into the jacobians array.
- const std::vector<int32_t>& block_sizes =
- function_->parameter_block_sizes();
- for (int k = 0; k < block_sizes.size(); k++) {
- if (jacobians[k] != nullptr) {
- MatrixRef(jacobians[k],
- results.jacobians[k].rows(),
- results.jacobians[k].cols()) = results.jacobians[k];
- }
- }
- if (!okay) {
- std::string error_log =
- "Gradient Error detected!\nExtra info for this residual: " +
- extra_info_ + "\n" + results.error_log;
- callback_->SetGradientErrorDetected(error_log);
- }
- return true;
- }
- private:
- const CostFunction* function_;
- GradientChecker gradient_checker_;
- double relative_precision_;
- std::string extra_info_;
- GradientCheckingIterationCallback* callback_;
- };
- } // namespace
- GradientCheckingIterationCallback::GradientCheckingIterationCallback()
- : gradient_error_detected_(false) {}
- CallbackReturnType GradientCheckingIterationCallback::operator()(
- const IterationSummary& /*summary*/) {
- if (gradient_error_detected_) {
- LOG(ERROR) << "Gradient error detected. Terminating solver.";
- return SOLVER_ABORT;
- }
- return SOLVER_CONTINUE;
- }
- void GradientCheckingIterationCallback::SetGradientErrorDetected(
- std::string& error_log) {
- std::lock_guard<std::mutex> l(mutex_);
- gradient_error_detected_ = true;
- error_log_ += "\n" + error_log;
- }
- std::unique_ptr<CostFunction> CreateGradientCheckingCostFunction(
- const CostFunction* cost_function,
- const std::vector<const Manifold*>* manifolds,
- double relative_step_size,
- double relative_precision,
- const std::string& extra_info,
- GradientCheckingIterationCallback* callback) {
- NumericDiffOptions numeric_diff_options;
- numeric_diff_options.relative_step_size = relative_step_size;
- return std::make_unique<GradientCheckingCostFunction>(cost_function,
- manifolds,
- numeric_diff_options,
- relative_precision,
- extra_info,
- callback);
- }
- std::unique_ptr<ProblemImpl> CreateGradientCheckingProblemImpl(
- ProblemImpl* problem_impl,
- double relative_step_size,
- double relative_precision,
- GradientCheckingIterationCallback* callback) {
- CHECK(callback != nullptr);
- // We create new CostFunctions by wrapping the original CostFunction in a
- // gradient checking CostFunction. So its okay for the ProblemImpl to take
- // ownership of it and destroy it. The LossFunctions and Manifolds are reused
- // and since they are owned by problem_impl, gradient_checking_problem_impl
- // should not take ownership of it.
- Problem::Options gradient_checking_problem_options;
- gradient_checking_problem_options.cost_function_ownership = TAKE_OWNERSHIP;
- gradient_checking_problem_options.loss_function_ownership =
- DO_NOT_TAKE_OWNERSHIP;
- gradient_checking_problem_options.manifold_ownership = DO_NOT_TAKE_OWNERSHIP;
- gradient_checking_problem_options.context = problem_impl->context();
- NumericDiffOptions numeric_diff_options;
- numeric_diff_options.relative_step_size = relative_step_size;
- auto gradient_checking_problem_impl =
- std::make_unique<ProblemImpl>(gradient_checking_problem_options);
- Program* program = problem_impl->mutable_program();
- // For every ParameterBlock in problem_impl, create a new parameter block with
- // the same manifold and constancy.
- const std::vector<ParameterBlock*>& parameter_blocks =
- program->parameter_blocks();
- for (auto* parameter_block : parameter_blocks) {
- gradient_checking_problem_impl->AddParameterBlock(
- parameter_block->mutable_user_state(),
- parameter_block->Size(),
- parameter_block->mutable_manifold());
- if (parameter_block->IsConstant()) {
- gradient_checking_problem_impl->SetParameterBlockConstant(
- parameter_block->mutable_user_state());
- }
- for (int i = 0; i < parameter_block->Size(); ++i) {
- gradient_checking_problem_impl->SetParameterUpperBound(
- parameter_block->mutable_user_state(),
- i,
- parameter_block->UpperBound(i));
- gradient_checking_problem_impl->SetParameterLowerBound(
- parameter_block->mutable_user_state(),
- i,
- parameter_block->LowerBound(i));
- }
- }
- // For every ResidualBlock in problem_impl, create a new
- // ResidualBlock by wrapping its CostFunction inside a
- // GradientCheckingCostFunction.
- const std::vector<ResidualBlock*>& residual_blocks =
- program->residual_blocks();
- for (int i = 0; i < residual_blocks.size(); ++i) {
- ResidualBlock* residual_block = residual_blocks[i];
- // Build a human readable string which identifies the
- // ResidualBlock. This is used by the GradientCheckingCostFunction
- // when logging debugging information.
- std::string extra_info =
- StringPrintf("Residual block id %d; depends on parameters [", i);
- std::vector<double*> parameter_blocks;
- std::vector<const Manifold*> manifolds;
- parameter_blocks.reserve(residual_block->NumParameterBlocks());
- manifolds.reserve(residual_block->NumParameterBlocks());
- for (int j = 0; j < residual_block->NumParameterBlocks(); ++j) {
- ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
- parameter_blocks.push_back(parameter_block->mutable_user_state());
- StringAppendF(&extra_info, "%p", parameter_block->mutable_user_state());
- extra_info += (j < residual_block->NumParameterBlocks() - 1) ? ", " : "]";
- manifolds.push_back(
- problem_impl->GetManifold(parameter_block->mutable_user_state()));
- }
- // Wrap the original CostFunction in a GradientCheckingCostFunction.
- CostFunction* gradient_checking_cost_function =
- new GradientCheckingCostFunction(residual_block->cost_function(),
- &manifolds,
- numeric_diff_options,
- relative_precision,
- extra_info,
- callback);
- // The const_cast is necessary because
- // ProblemImpl::AddResidualBlock can potentially take ownership of
- // the LossFunction, but in this case we are guaranteed that this
- // will not be the case, so this const_cast is harmless.
- gradient_checking_problem_impl->AddResidualBlock(
- gradient_checking_cost_function,
- const_cast<LossFunction*>(residual_block->loss_function()),
- parameter_blocks.data(),
- static_cast<int>(parameter_blocks.size()));
- }
- // Normally, when a problem is given to the solver, we guarantee
- // that the state pointers for each parameter block point to the
- // user provided data. Since we are creating this new problem from a
- // problem given to us at an arbitrary stage of the solve, we cannot
- // depend on this being the case, so we explicitly call
- // SetParameterBlockStatePtrsToUserStatePtrs to ensure that this is
- // the case.
- gradient_checking_problem_impl->mutable_program()
- ->SetParameterBlockStatePtrsToUserStatePtrs();
- return gradient_checking_problem_impl;
- }
- } // namespace ceres::internal
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