// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2018 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. // // Author: mierle@gmail.com (Keir Mierle) #include "ceres/evaluation_callback.h" #include #include #include #include #include "ceres/autodiff_cost_function.h" #include "ceres/problem.h" #include "ceres/problem_impl.h" #include "ceres/sized_cost_function.h" #include "ceres/solver.h" #include "gtest/gtest.h" namespace ceres::internal { // Use an inline hash function to avoid portability wrangling. Algorithm from // Daniel Bernstein, known as the "djb2" hash. template uint64_t Djb2Hash(const T* data, const int size) { uint64_t hash = 5381; const auto* data_as_bytes = reinterpret_cast(data); for (int i = 0; i < sizeof(*data) * size; ++i) { hash = hash * 33 + data_as_bytes[i]; } return hash; } const double kUninitialized = 0; // Generally multiple inheritance is a terrible idea, but in this (test) // case it makes for a relatively elegant test implementation. struct WigglyBowlCostFunctionAndEvaluationCallback : SizedCostFunction<2, 2>, EvaluationCallback { explicit WigglyBowlCostFunctionAndEvaluationCallback(double* parameter) : EvaluationCallback(), user_parameter_block(parameter), prepare_num_calls(0), prepare_requested_jacobians(false), prepare_new_evaluation_point(false), prepare_parameter_hash(kUninitialized), evaluate_num_calls(0), evaluate_last_parameter_hash(kUninitialized) {} // Evaluation callback interface. This checks that all the preconditions are // met at the point that Ceres calls into it. void PrepareForEvaluation(bool evaluate_jacobians, bool new_evaluation_point) final { // At this point, the incoming parameters are implicitly pushed by Ceres // into the user parameter blocks; in contrast to in Evaluate(). uint64_t incoming_parameter_hash = Djb2Hash(user_parameter_block, 2); // Check: Prepare() & Evaluate() come in pairs, in that order. Before this // call, the number of calls excluding this one should match. EXPECT_EQ(prepare_num_calls, evaluate_num_calls); // Check: new_evaluation_point indicates that the parameter has changed. if (new_evaluation_point) { // If it's a new evaluation point, then the parameter should have // changed. Technically, it's not required that it must change but // in practice it does, and that helps with testing. EXPECT_NE(evaluate_last_parameter_hash, incoming_parameter_hash); EXPECT_NE(prepare_parameter_hash, incoming_parameter_hash); } else { // If this is the same evaluation point as last time, ensure that // the parameters match both from the previous evaluate, the // previous prepare, and the current prepare. EXPECT_EQ(evaluate_last_parameter_hash, prepare_parameter_hash); EXPECT_EQ(evaluate_last_parameter_hash, incoming_parameter_hash); } // Save details for to check at the next call to Evaluate(). prepare_num_calls++; prepare_requested_jacobians = evaluate_jacobians; prepare_new_evaluation_point = new_evaluation_point; prepare_parameter_hash = incoming_parameter_hash; } // Cost function interface. This checks that preconditions that were // set as part of the PrepareForEvaluation() call are met in this one. bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const final { // Cost function implementation of the "Wiggly Bowl" function: // // 1/2 * [(y - a*sin(x))^2 + x^2], // // expressed as a Ceres cost function with two residuals: // // r[0] = y - a*sin(x) // r[1] = x. // // This is harder to optimize than the Rosenbrock function because the // minimizer has to navigate a sine-shaped valley while descending the 1D // parabola formed along the y axis. Note that the "a" needs to be more // than 5 to get a strong enough wiggle effect in the cost surface to // trigger failed iterations in the optimizer. const double a = 10.0; double x = (*parameters)[0]; double y = (*parameters)[1]; residuals[0] = y - a * sin(x); residuals[1] = x; if (jacobians != nullptr) { (*jacobians)[2 * 0 + 0] = -a * cos(x); // df1/dx (*jacobians)[2 * 0 + 1] = 1.0; // df1/dy (*jacobians)[2 * 1 + 0] = 1.0; // df2/dx (*jacobians)[2 * 1 + 1] = 0.0; // df2/dy } uint64_t incoming_parameter_hash = Djb2Hash(*parameters, 2); // Check: PrepareForEvaluation() & Evaluate() come in pairs, in that order. EXPECT_EQ(prepare_num_calls, evaluate_num_calls + 1); // Check: if new_evaluation_point indicates that the parameter has // changed, it has changed; otherwise it is the same. if (prepare_new_evaluation_point) { EXPECT_NE(evaluate_last_parameter_hash, incoming_parameter_hash); } else { EXPECT_NE(evaluate_last_parameter_hash, kUninitialized); EXPECT_EQ(evaluate_last_parameter_hash, incoming_parameter_hash); } // Check: Parameter matches value in in parameter blocks during prepare. EXPECT_EQ(prepare_parameter_hash, incoming_parameter_hash); // Check: jacobians are requested if they were in PrepareForEvaluation(). EXPECT_EQ(prepare_requested_jacobians, jacobians != nullptr); evaluate_num_calls++; evaluate_last_parameter_hash = incoming_parameter_hash; return true; } // Pointer to the parameter block associated with this cost function. // Contents should get set by Ceres before calls to PrepareForEvaluation() // and Evaluate(). double* user_parameter_block; // Track state: PrepareForEvaluation(). // // These track details from the PrepareForEvaluation() call (hence the // "prepare_" prefix), which are checked for consistency in Evaluate(). int prepare_num_calls; bool prepare_requested_jacobians; bool prepare_new_evaluation_point; uint64_t prepare_parameter_hash; // Track state: Evaluate(). // // These track details from the Evaluate() call (hence the "evaluate_" // prefix), which are then checked for consistency in the calls to // PrepareForEvaluation(). Mutable is reasonable for this case. mutable int evaluate_num_calls; mutable uint64_t evaluate_last_parameter_hash; }; TEST(EvaluationCallback, WithTrustRegionMinimizer) { double parameters[2] = {50.0, 50.0}; const uint64_t original_parameters_hash = Djb2Hash(parameters, 2); WigglyBowlCostFunctionAndEvaluationCallback cost_function(parameters); Problem::Options problem_options; problem_options.evaluation_callback = &cost_function; problem_options.cost_function_ownership = DO_NOT_TAKE_OWNERSHIP; Problem problem(problem_options); problem.AddResidualBlock(&cost_function, nullptr, parameters); Solver::Options options; options.linear_solver_type = DENSE_QR; options.max_num_iterations = 50; // Run the solve. Checking is done inside the cost function / callback. Solver::Summary summary; Solve(options, &problem, &summary); // Ensure that this was a hard cost function (not all steps succeed). EXPECT_GT(summary.num_successful_steps, 10); EXPECT_GT(summary.num_unsuccessful_steps, 10); // Ensure PrepareForEvaluation() is called the appropriate number of times. EXPECT_EQ( cost_function.prepare_num_calls, // Unsuccessful steps are evaluated only once (no jacobians). summary.num_unsuccessful_steps + // Successful steps are evaluated twice: with and without jacobians. 2 * summary.num_successful_steps // Final iteration doesn't re-evaluate the jacobian. // Note: This may be sensitive to tweaks to the TR algorithm; if // this becomes too brittle, remove this EXPECT_EQ() entirely. - 1); // Ensure the callback calls ran a reasonable number of times. EXPECT_GT(cost_function.prepare_num_calls, 0); EXPECT_GT(cost_function.evaluate_num_calls, 0); EXPECT_EQ(cost_function.prepare_num_calls, cost_function.evaluate_num_calls); // Ensure that the parameters did actually change. EXPECT_NE(Djb2Hash(parameters, 2), original_parameters_hash); } // r = 1 - x struct LinearResidual { template bool operator()(const T* x, T* residuals) const { residuals[0] = 1.0 - x[0]; return true; } static CostFunction* Create() { return new AutoDiffCostFunction(new LinearResidual); }; }; // Increments a counter everytime PrepareForEvaluation is called. class IncrementingEvaluationCallback : public EvaluationCallback { public: void PrepareForEvaluation(bool evaluate_jacobians, bool new_evaluation_point) final { (void)evaluate_jacobians; (void)new_evaluation_point; counter_ += 1.0; } double counter() const { return counter_; } private: double counter_ = -1; }; // r = IncrementingEvaluationCallback::counter - x struct EvaluationCallbackResidual { explicit EvaluationCallbackResidual( const IncrementingEvaluationCallback& callback) : callback(callback) {} template bool operator()(const T* x, T* residuals) const { residuals[0] = callback.counter() - x[0]; return true; } const IncrementingEvaluationCallback& callback; static CostFunction* Create(IncrementingEvaluationCallback& callback) { return new AutoDiffCostFunction( new EvaluationCallbackResidual(callback)); }; }; // The following test, constructs a problem with residual blocks all // of whose parameters are constant, so they are evaluated once // outside the Minimizer to compute Solver::Summary::fixed_cost. // // The cost function for this residual block depends on the // IncrementingEvaluationCallback::counter_, by checking the value of // the fixed cost, we can check if the IncrementingEvaluationCallback // was called. TEST(EvaluationCallback, EvaluationCallbackIsCalledBeforeFixedCostIsEvaluated) { double x = 1; double y = 2; std::unique_ptr callback( new IncrementingEvaluationCallback); Problem::Options problem_options; problem_options.evaluation_callback = callback.get(); Problem problem(problem_options); problem.AddResidualBlock(LinearResidual::Create(), nullptr, &x); problem.AddResidualBlock( EvaluationCallbackResidual::Create(*callback), nullptr, &y); problem.SetParameterBlockConstant(&y); Solver::Options options; options.linear_solver_type = DENSE_QR; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_EQ(summary.fixed_cost, 2.0); EXPECT_EQ(summary.final_cost, summary.fixed_cost); EXPECT_GT(callback->counter(), 0); } static void WithLineSearchMinimizerImpl( LineSearchType line_search, LineSearchDirectionType line_search_direction, LineSearchInterpolationType line_search_interpolation) { double parameters[2] = {50.0, 50.0}; const uint64_t original_parameters_hash = Djb2Hash(parameters, 2); WigglyBowlCostFunctionAndEvaluationCallback cost_function(parameters); Problem::Options problem_options; problem_options.evaluation_callback = &cost_function; problem_options.cost_function_ownership = DO_NOT_TAKE_OWNERSHIP; Problem problem(problem_options); problem.AddResidualBlock(&cost_function, nullptr, parameters); Solver::Options options; options.linear_solver_type = DENSE_QR; options.max_num_iterations = 50; options.minimizer_type = ceres::LINE_SEARCH; options.line_search_type = line_search; options.line_search_direction_type = line_search_direction; options.line_search_interpolation_type = line_search_interpolation; // Run the solve. Checking is done inside the cost function / callback. Solver::Summary summary; Solve(options, &problem, &summary); // Ensure the callback calls ran a reasonable number of times. EXPECT_GT(summary.num_line_search_steps, 10); EXPECT_GT(cost_function.prepare_num_calls, 30); EXPECT_EQ(cost_function.prepare_num_calls, cost_function.evaluate_num_calls); // Ensure that the parameters did actually change. EXPECT_NE(Djb2Hash(parameters, 2), original_parameters_hash); } // Note: These tests omit combinations of Wolfe line search with bisection. // Due to an implementation quirk in Wolfe line search with bisection, there // are calls to re-evaluate an existing point with new_point = true. That // causes the (overly) strict tests to break, since they check the new_point // preconditions in an if-and-only-if way. Strictly speaking, if new_point = // true, the interface does not *require* that the point has changed; only that // if new_point = false, the same point is reused. // // Since the strict checking is useful to verify that there aren't missed // optimizations, omit tests of the Wolfe with bisection cases. // Wolfe with L-BFGS. TEST(EvaluationCallback, WithLineSearchMinimizerWolfeLbfgsCubic) { WithLineSearchMinimizerImpl(WOLFE, LBFGS, CUBIC); } TEST(EvaluationCallback, WithLineSearchMinimizerWolfeLbfgsQuadratic) { WithLineSearchMinimizerImpl(WOLFE, LBFGS, QUADRATIC); } // Wolfe with full BFGS. TEST(EvaluationCallback, WithLineSearchMinimizerWolfeBfgsCubic) { WithLineSearchMinimizerImpl(WOLFE, BFGS, CUBIC); } TEST(EvaluationCallback, WithLineSearchMinimizerWolfeBfgsQuadratic) { WithLineSearchMinimizerImpl(WOLFE, BFGS, QUADRATIC); } // Armijo with nonlinear conjugate gradient. TEST(EvaluationCallback, WithLineSearchMinimizerArmijoCubic) { WithLineSearchMinimizerImpl(ARMIJO, NONLINEAR_CONJUGATE_GRADIENT, CUBIC); } TEST(EvaluationCallback, WithLineSearchMinimizerArmijoBisection) { WithLineSearchMinimizerImpl(ARMIJO, NONLINEAR_CONJUGATE_GRADIENT, BISECTION); } TEST(EvaluationCallback, WithLineSearchMinimizerArmijoQuadratic) { WithLineSearchMinimizerImpl(ARMIJO, NONLINEAR_CONJUGATE_GRADIENT, QUADRATIC); } } // namespace ceres::internal