robust_estim.hpp
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/**
* @brief Robust estimation library
*
* @author Andrey Kudryavtsev (avkudr.github.io)
* @date 01/03/2018
* @version 1.0
*/
#ifndef ROBUST_ESTIMATOR_H
#define ROBUST_ESTIMATOR_H
#include <vector>
#include <random>
#include <numeric>
#include <functional>
#include <algorithm>
#include <iostream>
#include <iterator>
namespace robest {
class EstimationProblem{
public:
// Functions to overload in your class:
virtual double estimErrorForSample(int i) = 0;
virtual void estimModelFromSamples(std::vector<int> samplesIdx) = 0;
virtual int getTotalNbSamples() const = 0;
int getNbParams() const{return nbParams;}
int getNbMinSamples() const{return nbMinSamples;}
protected:
void setNbParams(int i) {nbParams = i;}
void setNbMinSamples(int i){nbMinSamples = i;}
private:
int nbParams = -1;
int nbMinSamples = -1;
};
static std::random_device rd; // random device engine, usually based on /dev/random on UNIX-like systems
static std::mt19937 rng(rd()); // initialize Mersennes' twister using rd to generate the seed
//static std::mt19937 rng((unsigned int) - 1);
// Base class for Robust Estimators
class AbstractEstimator
{
public:
// Generate X !different! random numbers from 0 to N-1
// X - minimal number of samples
// N - total number of samples
// generated numbers are indices of data points
std::vector<int> randomSampleIdx(){
int minNbSamples = problem->getNbMinSamples();
int totalNbSamples = problem->getTotalNbSamples();
std::vector<int> allIdx(totalNbSamples);
std::iota (std::begin(allIdx), std::end(allIdx), 0); // Fill with 0, 1, ..., totalNbSamples-1.
// shuffle the elements of allIdx : Fisher–Yates shuffle
for (int i = 0; i < minNbSamples; i++){
std::uniform_int_distribution<int> dist(0,totalNbSamples-i-1);
int randInt = dist(rng);
std::swap(allIdx[totalNbSamples-i-1],allIdx[randInt]);
}
//take last <minNbSamples> elements
std::vector<int> idx( allIdx.end() - minNbSamples, allIdx.end());
// std::cout << "[";
// for (auto i : idx) std::cout << i << ", ";
// std::cout << "]\n";
return idx;
}
double getInliersFraction() const {return inliersFraction;}
std::vector<int> getInliersIndices() const {return inliersIdx;}
protected:
void getInliers(double thres){
int totalNbSamples = problem->getTotalNbSamples();
inliersIdx.clear();
for(int j = 0; j < totalNbSamples; j++){
double error = problem->estimErrorForSample(j);
error = error*error;
if (error < thres){
inliersIdx.push_back(j);
}
}
this->inliersFraction = (double)(inliersIdx.size()) / (double)(totalNbSamples);
}
EstimationProblem * problem;
std::vector<int> bestIdxSet;
std::vector<int> inliersIdx;
double inliersFraction = -1.0;
};
class RANSAC : public AbstractEstimator
{
public:
RANSAC(){
}
void solve(EstimationProblem * pb, double thres = 0.1, int nbIter = 10000){
problem = pb;
int totalNbSamples = problem->getTotalNbSamples();
for (int i = 0; i < nbIter; i++){
std::vector<int> indices = randomSampleIdx();
problem->estimModelFromSamples(indices);
//getInliersNb
int nbInliers = 0;
for(int j = 0; j < totalNbSamples; j++){
double error = problem->estimErrorForSample(j);
error = error*error;
if (error < thres){
nbInliers++;
}
}
double inliersFraction = (double)(nbInliers) / (double)(problem->getTotalNbSamples());
if (inliersFraction > this->inliersFraction){
this->inliersFraction = inliersFraction;
this->bestIdxSet = indices;
}
}
problem->estimModelFromSamples(bestIdxSet);
getInliers(thres);
problem->estimModelFromSamples(inliersIdx);
}
};
class LMedS : public AbstractEstimator
{
public:
LMedS(){
med = 1000000.0;
}
template <typename T>
double median(std::vector<T> & v){
std::sort(v.begin(), v.end());
if (v.size() % 2 == 0){
return (double)(v[v.size()/2-1] + v[v.size()/2]) / 2;
}else{
return v[v.size()/2];
}
}
void solve(EstimationProblem * pb, double thres = 0.1, int nbIter = 1000){
problem = pb;
int totalNbSamples = problem->getTotalNbSamples();
for (int i = 0; i < nbIter; i++){
std::vector<int> indices = randomSampleIdx();
problem->estimModelFromSamples(indices);
std::vector<double> errorsVec(totalNbSamples);
for(int j = 0; j < problem->getTotalNbSamples(); j++){
double error = problem->estimErrorForSample(j);
//errorsVec[j] = error; // error must be squared!
errorsVec[j] = error*error; // error must be squared!
}
double med = median(errorsVec);
if (med < this->med){
this->med = med;
this->bestIdxSet = indices;
}
}
problem->estimModelFromSamples(bestIdxSet);
getInliers(thres);
problem->estimModelFromSamples(inliersIdx);
}
private:
double med;
};
}
#endif // ROBUST_ESTIMATOR_H