// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 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 #include #include #include #include #include "ceres/gradient_checker.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.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/dynamic_numeric_diff_cost_function.h" #include "ceres/stringprintf.h" #include "ceres/types.h" #include "glog/logging.h" namespace ceres { namespace internal { using std::abs; using std::max; using std::string; using std::vector; namespace { class GradientCheckingCostFunction : public CostFunction { public: GradientCheckingCostFunction( const CostFunction* function, const std::vector* local_parameterizations, const NumericDiffOptions& options, double relative_precision, const string& extra_info, GradientCheckingIterationCallback* callback) : function_(function), gradient_checker_(function, local_parameterizations, options), relative_precision_(relative_precision), extra_info_(extra_info), callback_(callback) { CHECK_NOTNULL(callback_); const vector& parameter_block_sizes = function->parameter_block_sizes(); *mutable_parameter_block_sizes() = parameter_block_sizes; set_num_residuals(function->num_residuals()); } virtual ~GradientCheckingCostFunction() { } virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { if (!jacobians) { // Nothing to check in this case; just forward. return function_->Evaluate(parameters, residuals, NULL); } 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 vector& block_sizes = function_->parameter_block_sizes(); for (int k = 0; k < block_sizes.size(); k++) { if (jacobians[k] != NULL) { 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_; 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) { mutex_.Lock(); gradient_error_detected_ = true; error_log_ += "\n" + error_log; mutex_.Unlock(); } CostFunction* CreateGradientCheckingCostFunction( const CostFunction* cost_function, const std::vector* local_parameterizations, 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 new GradientCheckingCostFunction(cost_function, local_parameterizations, numeric_diff_options, relative_precision, extra_info, callback); } ProblemImpl* CreateGradientCheckingProblemImpl( ProblemImpl* problem_impl, double relative_step_size, double relative_precision, GradientCheckingIterationCallback* callback) { CHECK_NOTNULL(callback); // 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 LocalParameterizations 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.local_parameterization_ownership = DO_NOT_TAKE_OWNERSHIP; NumericDiffOptions numeric_diff_options; numeric_diff_options.relative_step_size = relative_step_size; ProblemImpl* gradient_checking_problem_impl = new 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 local parameterization and constancy. const vector& parameter_blocks = program->parameter_blocks(); for (int i = 0; i < parameter_blocks.size(); ++i) { ParameterBlock* parameter_block = parameter_blocks[i]; gradient_checking_problem_impl->AddParameterBlock( parameter_block->mutable_user_state(), parameter_block->Size(), parameter_block->mutable_local_parameterization()); if (parameter_block->IsConstant()) { gradient_checking_problem_impl->SetParameterBlockConstant( parameter_block->mutable_user_state()); } } // For every ResidualBlock in problem_impl, create a new // ResidualBlock by wrapping its CostFunction inside a // GradientCheckingCostFunction. const vector& 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. string extra_info = StringPrintf( "Residual block id %d; depends on parameters [", i); vector parameter_blocks; vector local_parameterizations; parameter_blocks.reserve(residual_block->NumParameterBlocks()); local_parameterizations.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) ? ", " : "]"; local_parameterizations.push_back(problem_impl->GetParameterization( parameter_block->mutable_user_state())); } // Wrap the original CostFunction in a GradientCheckingCostFunction. CostFunction* gradient_checking_cost_function = new GradientCheckingCostFunction(residual_block->cost_function(), &local_parameterizations, 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(residual_block->loss_function()), parameter_blocks); } // 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 internal } // namespace ceres