Hybrid Pruning

gtsam/hybrid/GaussianMixture.cpp

@@ -129,7 +129,6 @@ void GaussianMixture::print(const std::string &s,
 }
 
 /* ************************************************************************* */
-/// Return the DiscreteKey vector as a set.
 std::set<DiscreteKey> DiscreteKeysAsSet(const DiscreteKeys &dkeys) {
   std::set<DiscreteKey> s;
   s.insert(dkeys.begin(), dkeys.end());

gtsam/hybrid/GaussianMixture.h

@@ -162,6 +162,9 @@ class GTSAM_EXPORT GaussianMixture
   Sum add(const Sum &sum) const;
 };
 
+/// Return the DiscreteKey vector as a set.
+std::set<DiscreteKey> DiscreteKeysAsSet(const DiscreteKeys &dkeys);
+
 // traits
 template <>
 struct traits<GaussianMixture> : public Testable<GaussianMixture> {};

gtsam/hybrid/HybridBayesNet.cpp

@@ -42,13 +42,100 @@ DecisionTreeFactor::shared_ptr HybridBayesNet::discreteConditionals() const {
 }
 
 /* ************************************************************************* */
-HybridBayesNet HybridBayesNet::prune(size_t maxNrLeaves) const {
+/**
+ * @brief Helper function to get the pruner functional.
+ *
+ * @param decisionTree The probability decision tree of only discrete keys.
+ * @return std::function<GaussianConditional::shared_ptr(
+ * const Assignment<Key> &, const GaussianConditional::shared_ptr &)>
+ */
+std::function<double(const Assignment<Key> &, double)> prunerFunc(
+    const DecisionTreeFactor &decisionTree,
+    const HybridConditional &conditional) {
+  // Get the discrete keys as sets for the decision tree
+  // and the gaussian mixture.
+  auto decisionTreeKeySet = DiscreteKeysAsSet(decisionTree.discreteKeys());
+  auto conditionalKeySet = DiscreteKeysAsSet(conditional.discreteKeys());
+
+  auto pruner = [decisionTree, decisionTreeKeySet, conditionalKeySet](
+                    const Assignment<Key> &choices,
+                    double probability) -> double {
+    // typecast so we can use this to get probability value
+    DiscreteValues values(choices);
+    // Case where the gaussian mixture has the same
+    // discrete keys as the decision tree.
+    if (conditionalKeySet == decisionTreeKeySet) {
+      if (decisionTree(values) == 0) {
+        return 0.0;
+      } else {
+        return probability;
+      }
+    } else {
+      std::vector<DiscreteKey> set_diff;
+      std::set_difference(decisionTreeKeySet.begin(), decisionTreeKeySet.end(),
+                          conditionalKeySet.begin(), conditionalKeySet.end(),
+                          std::back_inserter(set_diff));
+
+      const std::vector<DiscreteValues> assignments =
+          DiscreteValues::CartesianProduct(set_diff);
+      for (const DiscreteValues &assignment : assignments) {
+        DiscreteValues augmented_values(values);
+        augmented_values.insert(assignment.begin(), assignment.end());
+
+        // If any one of the sub-branches are non-zero,
+        // we need this probability.
+        if (decisionTree(augmented_values) > 0.0) {
+          return probability;
+        }
+      }
+      // If we are here, it means that all the sub-branches are 0,
+      // so we prune.
+      return 0.0;
+    }
+  };
+  return pruner;
+}
+
+/* ************************************************************************* */
+void HybridBayesNet::updateDiscreteConditionals(
+    const DecisionTreeFactor::shared_ptr &prunedDecisionTree) {
+  KeyVector prunedTreeKeys = prunedDecisionTree->keys();
+
+  for (size_t i = 0; i < this->size(); i++) {
+    HybridConditional::shared_ptr conditional = this->at(i);
+    if (conditional->isDiscrete()) {
+      // std::cout << demangle(typeid(conditional).name()) << std::endl;
+      auto discrete = conditional->asDiscreteConditional();
+      KeyVector frontals(discrete->frontals().begin(),
+                         discrete->frontals().end());
+
+      // Apply prunerFunc to the underlying AlgebraicDecisionTree
+      auto discreteTree =
+          boost::dynamic_pointer_cast<DecisionTreeFactor::ADT>(discrete);
+      DecisionTreeFactor::ADT prunedDiscreteTree =
+          discreteTree->apply(prunerFunc(*prunedDecisionTree, *conditional));
+
+      // Create the new (hybrid) conditional
+      auto prunedDiscrete = boost::make_shared<DiscreteLookupTable>(
+          frontals.size(), conditional->discreteKeys(), prunedDiscreteTree);
+      conditional = boost::make_shared<HybridConditional>(prunedDiscrete);
+
+      // Add it back to the BayesNet
+      this->at(i) = conditional;
+    }
+  }
+}
+
+/* ************************************************************************* */
+HybridBayesNet HybridBayesNet::prune(size_t maxNrLeaves) {
   // Get the decision tree of only the discrete keys
   auto discreteConditionals = this->discreteConditionals();
-  const DecisionTreeFactor::shared_ptr discreteFactor =
+  const DecisionTreeFactor::shared_ptr decisionTree =
       boost::make_shared<DecisionTreeFactor>(
           discreteConditionals->prune(maxNrLeaves));
 
+  this->updateDiscreteConditionals(decisionTree);
+
   /* To Prune, we visitWith every leaf in the GaussianMixture.
    * For each leaf, using the assignment we can check the discrete decision tree
    * for 0.0 probability, then just set the leaf to a nullptr.
@@ -59,7 +146,7 @@ HybridBayesNet HybridBayesNet::prune(size_t maxNrLeaves) const {
   HybridBayesNet prunedBayesNetFragment;
 
   // Go through all the conditionals in the
-  // Bayes Net and prune them as per discreteFactor.
+  // Bayes Net and prune them as per decisionTree.
   for (size_t i = 0; i < this->size(); i++) {
     HybridConditional::shared_ptr conditional = this->at(i);
 
@@ -69,7 +156,7 @@ HybridBayesNet HybridBayesNet::prune(size_t maxNrLeaves) const {
       // Make a copy of the gaussian mixture and prune it!
       auto prunedGaussianMixture =
           boost::make_shared<GaussianMixture>(*gaussianMixture);
-      prunedGaussianMixture->prune(*discreteFactor);
+      prunedGaussianMixture->prune(*decisionTree);
 
       // Type-erase and add to the pruned Bayes Net fragment.
       prunedBayesNetFragment.push_back(

gtsam/hybrid/HybridBayesNet.h

@@ -111,7 +111,6 @@ class GTSAM_EXPORT HybridBayesNet : public BayesNet<HybridConditional> {
    */
   VectorValues optimize(const DiscreteValues &assignment) const;
 
- protected:
   /**
    * @brief Get all the discrete conditionals as a decision tree factor.
    *
@@ -121,11 +120,19 @@ class GTSAM_EXPORT HybridBayesNet : public BayesNet<HybridConditional> {
 
  public:
   /// Prune the Hybrid Bayes Net such that we have at most maxNrLeaves leaves.
-  HybridBayesNet prune(size_t maxNrLeaves) const;
+  HybridBayesNet prune(size_t maxNrLeaves);
 
   /// @}
 
  private:
+  /**
+   * @brief Update the discrete conditionals with the pruned versions.
+   *
+   * @param prunedDecisionTree
+   */
+  void updateDiscreteConditionals(
+      const DecisionTreeFactor::shared_ptr &prunedDecisionTree);
+
   /** Serialization function */
   friend class boost::serialization::access;
   template <class ARCHIVE>

gtsam/hybrid/HybridBayesTree.cpp

@@ -146,8 +146,8 @@ VectorValues HybridBayesTree::optimize(const DiscreteValues& assignment) const {
 
 /* ************************************************************************* */
 void HybridBayesTree::prune(const size_t maxNrLeaves) {
-  auto decisionTree = boost::dynamic_pointer_cast<DecisionTreeFactor>(
-      this->roots_.at(0)->conditional()->inner());
+  auto decisionTree =
+      this->roots_.at(0)->conditional()->asDiscreteConditional();
 
   DecisionTreeFactor prunedDecisionTree = decisionTree->prune(maxNrLeaves);
   decisionTree->root_ = prunedDecisionTree.root_;

gtsam/hybrid/HybridSmoother.cpp

@@ -0,0 +1,112 @@
+/* ----------------------------------------------------------------------------
+
+ * GTSAM Copyright 2010, Georgia Tech Research Corporation,
+ * Atlanta, Georgia 30332-0415
+ * All Rights Reserved
+ * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
+
+ * See LICENSE for the license information
+
+ * -------------------------------------------------------------------------- */
+
+/**
+ * @file    HybridSmoother.cpp
+ * @brief   An incremental smoother for hybrid factor graphs
+ * @author  Varun Agrawal
+ * @date    October 2022
+ */
+
+#include <gtsam/hybrid/HybridSmoother.h>
+
+#include <algorithm>
+#include <unordered_set>
+
+namespace gtsam {
+
+/* ************************************************************************* */
+void HybridSmoother::update(HybridGaussianFactorGraph graph,
+                            const Ordering &ordering,
+                            boost::optional<size_t> maxNrLeaves) {
+  // Add the necessary conditionals from the previous timestep(s).
+  std::tie(graph, hybridBayesNet_) =
+      addConditionals(graph, hybridBayesNet_, ordering);
+
+  // Eliminate.
+  auto bayesNetFragment = graph.eliminateSequential(ordering);
+
+  /// Prune
+  if (maxNrLeaves) {
+    // `pruneBayesNet` sets the leaves with 0 in discreteFactor to nullptr in
+    // all the conditionals with the same keys in bayesNetFragment.
+    HybridBayesNet prunedBayesNetFragment =
+        bayesNetFragment->prune(*maxNrLeaves);
+    // Set the bayes net fragment to the pruned version
+    bayesNetFragment =
+        boost::make_shared<HybridBayesNet>(prunedBayesNetFragment);
+  }
+
+  // Add the partial bayes net to the posterior bayes net.
+  hybridBayesNet_.push_back<HybridBayesNet>(*bayesNetFragment);
+}
+
+/* ************************************************************************* */
+std::pair<HybridGaussianFactorGraph, HybridBayesNet>
+HybridSmoother::addConditionals(const HybridGaussianFactorGraph &originalGraph,
+                                const HybridBayesNet &originalHybridBayesNet,
+                                const Ordering &ordering) const {
+  HybridGaussianFactorGraph graph(originalGraph);
+  HybridBayesNet hybridBayesNet(originalHybridBayesNet);
+
+  // If we are not at the first iteration, means we have conditionals to add.
+  if (!hybridBayesNet.empty()) {
+    // We add all relevant conditional mixtures on the last continuous variable
+    // in the previous `hybridBayesNet` to the graph
+
+    // Conditionals to remove from the bayes net
+    // since the conditional will be updated.
+    std::vector<HybridConditional::shared_ptr> conditionals_to_erase;
+
+    // New conditionals to add to the graph
+    gtsam::HybridBayesNet newConditionals;
+
+    // NOTE(Varun) Using a for-range loop doesn't work since some of the
+    // conditionals are invalid pointers
+    for (size_t i = 0; i < hybridBayesNet.size(); i++) {
+      auto conditional = hybridBayesNet.at(i);
+
+      for (auto &key : conditional->frontals()) {
+        if (std::find(ordering.begin(), ordering.end(), key) !=
+            ordering.end()) {
+          newConditionals.push_back(conditional);
+          conditionals_to_erase.push_back(conditional);
+
+          break;
+        }
+      }
+    }
+    // Remove conditionals at the end so we don't affect the order in the
+    // original bayes net.
+    for (auto &&conditional : conditionals_to_erase) {
+      auto it = find(hybridBayesNet.begin(), hybridBayesNet.end(), conditional);
+      hybridBayesNet.erase(it);
+    }
+
+    graph.push_back(newConditionals);
+    // newConditionals.print("\n\n\nNew Conditionals to add back");
+  }
+  return {graph, hybridBayesNet};
+}
+
+/* ************************************************************************* */
+GaussianMixture::shared_ptr HybridSmoother::gaussianMixture(
+    size_t index) const {
+  return boost::dynamic_pointer_cast<GaussianMixture>(
+      hybridBayesNet_.at(index));
+}
+
+/* ************************************************************************* */
+const HybridBayesNet &HybridSmoother::hybridBayesNet() const {
+  return hybridBayesNet_;
+}
+
+}  // namespace gtsam

gtsam/hybrid/HybridSmoother.h

@@ -0,0 +1,73 @@
+/* ----------------------------------------------------------------------------
+
+ * GTSAM Copyright 2010, Georgia Tech Research Corporation,
+ * Atlanta, Georgia 30332-0415
+ * All Rights Reserved
+ * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
+
+ * See LICENSE for the license information
+
+ * -------------------------------------------------------------------------- */
+
+/**
+ * @file    HybridSmoother.h
+ * @brief   An incremental smoother for hybrid factor graphs
+ * @author  Varun Agrawal
+ * @date    October 2022
+ */
+
+#include <gtsam/discrete/DiscreteFactorGraph.h>
+#include <gtsam/hybrid/HybridBayesNet.h>
+#include <gtsam/hybrid/HybridGaussianFactorGraph.h>
+
+namespace gtsam {
+
+class HybridSmoother {
+ private:
+  HybridBayesNet hybridBayesNet_;
+  HybridGaussianFactorGraph remainingFactorGraph_;
+
+ public:
+  /**
+   * Given new factors, perform an incremental update.
+   * The relevant densities in the `hybridBayesNet` will be added to the input
+   * graph (fragment), and then eliminated according to the `ordering`
+   * presented. The remaining factor graph contains Gaussian mixture factors
+   * that are not connected to the variables in the ordering, or a single
+   * discrete factor on all discrete keys, plus all discrete factors in the
+   * original graph.
+   *
+   * \note If maxComponents is given, we look at the discrete factor resulting
+   * from this elimination, and prune it and the Gaussian components
+   * corresponding to the pruned choices.
+   *
+   * @param graph The new factors, should be linear only
+   * @param ordering The ordering for elimination, only continuous vars are
+   * allowed
+   * @param maxNrLeaves The maximum number of leaves in the new discrete factor,
+   * if applicable
+   */
+  void update(HybridGaussianFactorGraph graph, const Ordering& ordering,
+              boost::optional<size_t> maxNrLeaves = boost::none);
+
+  /**
+   * @brief Add conditionals from previous timestep as part of liquefication.
+   *
+   * @param graph The new factor graph for the current time step.
+   * @param hybridBayesNet The hybrid bayes net containing all conditionals so
+   * far.
+   * @param ordering The elimination ordering.
+   * @return std::pair<HybridGaussianFactorGraph, HybridBayesNet>
+   */
+  std::pair<HybridGaussianFactorGraph, HybridBayesNet> addConditionals(
+      const HybridGaussianFactorGraph& graph,
+      const HybridBayesNet& hybridBayesNet, const Ordering& ordering) const;
+
+  /// Get the Gaussian Mixture from the Bayes Net posterior at `index`.
+  GaussianMixture::shared_ptr gaussianMixture(size_t index) const;
+
+  /// Return the Bayes Net posterior.
+  const HybridBayesNet& hybridBayesNet() const;
+};
+
+};  // namespace gtsam