Blame internal/ceres/gradient_checking_cost_function.cc

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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//   this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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//   this list of conditions and the following disclaimer in the documentation
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//   and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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//   used to endorse or promote products derived from this software without
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//   specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Authors: keir@google.com (Keir Mierle),
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//          dgossow@google.com (David Gossow)
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#include "ceres/gradient_checking_cost_function.h"
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#include <algorithm>
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#include <cmath>
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#include <numeric>
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#include <string>
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#include <vector>
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#include "ceres/gradient_checker.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/parameter_block.h"
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#include "ceres/problem.h"
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#include "ceres/problem_impl.h"
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#include "ceres/program.h"
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#include "ceres/residual_block.h"
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#include "ceres/dynamic_numeric_diff_cost_function.h"
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#include "ceres/stringprintf.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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using std::abs;
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using std::max;
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using std::string;
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using std::vector;
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namespace {
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class GradientCheckingCostFunction : public CostFunction {
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 public:
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  GradientCheckingCostFunction(
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      const CostFunction* function,
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      const std::vector<const LocalParameterization*>* local_parameterizations,
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      const NumericDiffOptions& options,
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      double relative_precision,
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      const string& extra_info,
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      GradientCheckingIterationCallback* callback)
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      : function_(function),
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        gradient_checker_(function, local_parameterizations, options),
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        relative_precision_(relative_precision),
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        extra_info_(extra_info),
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        callback_(callback) {
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    CHECK_NOTNULL(callback_);
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    const vector<int32>& parameter_block_sizes =
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        function->parameter_block_sizes();
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    *mutable_parameter_block_sizes() = parameter_block_sizes;
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    set_num_residuals(function->num_residuals());
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  }
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  virtual ~GradientCheckingCostFunction() { }
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  virtual bool Evaluate(double const* const* parameters,
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                        double* residuals,
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                        double** jacobians) const {
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    if (!jacobians) {
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      // Nothing to check in this case; just forward.
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      return function_->Evaluate(parameters, residuals, NULL);
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    }
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    GradientChecker::ProbeResults results;
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    bool okay = gradient_checker_.Probe(parameters,
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                                        relative_precision_,
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                                        &results);
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    // If the cost function returned false, there's nothing we can say about
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    // the gradients.
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    if (results.return_value == false) {
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      return false;
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    }
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    // Copy the residuals.
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    const int num_residuals = function_->num_residuals();
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    MatrixRef(residuals, num_residuals, 1) = results.residuals;
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    // Copy the original jacobian blocks into the jacobians array.
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    const vector<int32>& block_sizes = function_->parameter_block_sizes();
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    for (int k = 0; k < block_sizes.size(); k++) {
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      if (jacobians[k] != NULL) {
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        MatrixRef(jacobians[k],
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                  results.jacobians[k].rows(),
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                  results.jacobians[k].cols()) = results.jacobians[k];
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      }
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    }
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    if (!okay) {
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      std::string error_log = "Gradient Error detected!\nExtra info for "
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          "this residual: " + extra_info_ + "\n" + results.error_log;
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      callback_->SetGradientErrorDetected(error_log);
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    }
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    return true;
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  }
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 private:
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  const CostFunction* function_;
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  GradientChecker gradient_checker_;
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  double relative_precision_;
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  string extra_info_;
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  GradientCheckingIterationCallback* callback_;
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};
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}  // namespace
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GradientCheckingIterationCallback::GradientCheckingIterationCallback()
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    : gradient_error_detected_(false) {
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}
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CallbackReturnType GradientCheckingIterationCallback::operator()(
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    const IterationSummary& summary) {
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  if (gradient_error_detected_) {
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    LOG(ERROR)<< "Gradient error detected. Terminating solver.";
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    return SOLVER_ABORT;
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  }
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  return SOLVER_CONTINUE;
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}
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void GradientCheckingIterationCallback::SetGradientErrorDetected(
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    std::string& error_log) {
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  mutex_.Lock();
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  gradient_error_detected_ = true;
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  error_log_ += "\n" + error_log;
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  mutex_.Unlock();
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}
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CostFunction* CreateGradientCheckingCostFunction(
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    const CostFunction* cost_function,
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    const std::vector<const LocalParameterization*>* local_parameterizations,
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    double relative_step_size,
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    double relative_precision,
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    const std::string& extra_info,
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    GradientCheckingIterationCallback* callback) {
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  NumericDiffOptions numeric_diff_options;
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  numeric_diff_options.relative_step_size = relative_step_size;
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  return new GradientCheckingCostFunction(cost_function,
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                                          local_parameterizations,
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                                          numeric_diff_options,
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                                          relative_precision, extra_info,
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                                          callback);
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}
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ProblemImpl* CreateGradientCheckingProblemImpl(
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    ProblemImpl* problem_impl,
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    double relative_step_size,
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    double relative_precision,
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    GradientCheckingIterationCallback* callback) {
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  CHECK_NOTNULL(callback);
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  // We create new CostFunctions by wrapping the original CostFunction
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  // in a gradient checking CostFunction. So its okay for the
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  // ProblemImpl to take ownership of it and destroy it. The
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  // LossFunctions and LocalParameterizations are reused and since
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  // they are owned by problem_impl, gradient_checking_problem_impl
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  // should not take ownership of it.
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  Problem::Options gradient_checking_problem_options;
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  gradient_checking_problem_options.cost_function_ownership = TAKE_OWNERSHIP;
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  gradient_checking_problem_options.loss_function_ownership =
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      DO_NOT_TAKE_OWNERSHIP;
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  gradient_checking_problem_options.local_parameterization_ownership =
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      DO_NOT_TAKE_OWNERSHIP;
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  NumericDiffOptions numeric_diff_options;
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  numeric_diff_options.relative_step_size = relative_step_size;
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  ProblemImpl* gradient_checking_problem_impl = new ProblemImpl(
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      gradient_checking_problem_options);
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  Program* program = problem_impl->mutable_program();
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  // For every ParameterBlock in problem_impl, create a new parameter
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  // block with the same local parameterization and constancy.
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  const vector<ParameterBlock*>& parameter_blocks = program->parameter_blocks();
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  for (int i = 0; i < parameter_blocks.size(); ++i) {
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    ParameterBlock* parameter_block = parameter_blocks[i];
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    gradient_checking_problem_impl->AddParameterBlock(
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        parameter_block->mutable_user_state(),
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        parameter_block->Size(),
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        parameter_block->mutable_local_parameterization());
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    if (parameter_block->IsConstant()) {
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      gradient_checking_problem_impl->SetParameterBlockConstant(
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          parameter_block->mutable_user_state());
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    }
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  }
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  // For every ResidualBlock in problem_impl, create a new
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  // ResidualBlock by wrapping its CostFunction inside a
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  // GradientCheckingCostFunction.
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  const vector<ResidualBlock*>& residual_blocks = program->residual_blocks();
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  for (int i = 0; i < residual_blocks.size(); ++i) {
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    ResidualBlock* residual_block = residual_blocks[i];
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    // Build a human readable string which identifies the
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    // ResidualBlock. This is used by the GradientCheckingCostFunction
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    // when logging debugging information.
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    string extra_info = StringPrintf(
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        "Residual block id %d; depends on parameters [", i);
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    vector<double*> parameter_blocks;
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    vector<const LocalParameterization*> local_parameterizations;
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    parameter_blocks.reserve(residual_block->NumParameterBlocks());
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    local_parameterizations.reserve(residual_block->NumParameterBlocks());
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    for (int j = 0; j < residual_block->NumParameterBlocks(); ++j) {
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      ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
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      parameter_blocks.push_back(parameter_block->mutable_user_state());
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      StringAppendF(&extra_info, "%p", parameter_block->mutable_user_state());
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      extra_info += (j < residual_block->NumParameterBlocks() - 1) ? ", " : "]";
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      local_parameterizations.push_back(problem_impl->GetParameterization(
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          parameter_block->mutable_user_state()));
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    }
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    // Wrap the original CostFunction in a GradientCheckingCostFunction.
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    CostFunction* gradient_checking_cost_function =
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        new GradientCheckingCostFunction(residual_block->cost_function(),
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                                         &local_parameterizations,
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                                         numeric_diff_options,
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                                         relative_precision,
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                                         extra_info,
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                                         callback);
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    // The const_cast is necessary because
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    // ProblemImpl::AddResidualBlock can potentially take ownership of
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    // the LossFunction, but in this case we are guaranteed that this
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    // will not be the case, so this const_cast is harmless.
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    gradient_checking_problem_impl->AddResidualBlock(
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        gradient_checking_cost_function,
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        const_cast<LossFunction*>(residual_block->loss_function()),
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        parameter_blocks);
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  }
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  // Normally, when a problem is given to the solver, we guarantee
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  // that the state pointers for each parameter block point to the
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  // user provided data. Since we are creating this new problem from a
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  // problem given to us at an arbitrary stage of the solve, we cannot
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  // depend on this being the case, so we explicitly call
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  // SetParameterBlockStatePtrsToUserStatePtrs to ensure that this is
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  // the case.
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  gradient_checking_problem_impl
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      ->mutable_program()
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      ->SetParameterBlockStatePtrsToUserStatePtrs();
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  return gradient_checking_problem_impl;
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}
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}  // namespace internal
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}  // namespace ceres