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Evaluation callback API

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This adds a callback mechanism to for users to get notified just
before jacobian and residual evaluations. This will enable
aggressive caching and sharing of compute between cost functions.

Change-Id: I67993726920218edf71ab9ae70c34c204756c71a
This commit is contained in:
Keir Mierle
2018-01-10 17:14:57 -08:00
parent 83098e12e8
commit 7bdceb46cf
15 changed files with 643 additions and 38 deletions
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include/ceres/solver.h
+38 -8
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@@ -35,6 +35,7 @@
#include <string>
#include <vector>
#include "ceres/crs_matrix.h"
#include "ceres/evaluation_callback.h"
#include "ceres/internal/disable_warnings.h"
#include "ceres/internal/macros.h"
#include "ceres/internal/port.h"
@@ -136,6 +137,7 @@ class CERES_EXPORT Solver {
gradient_check_relative_precision = 1e-8;
gradient_check_numeric_derivative_relative_step_size = 1e-6;
update_state_every_iteration = false;
evaluation_callback = NULL;
}
// Returns true if the options struct has a valid
@@ -740,8 +742,23 @@ class CERES_EXPORT Solver {
// If true, the user's parameter blocks are updated at the end of
// every Minimizer iteration, otherwise they are updated when the
// Minimizer terminates. This is useful if, for example, the user
// wishes to visualize the state of the optimization every
// iteration.
// wishes to visualize the state of the optimization every iteration
// (in combination with an IterationCallback).
//
// NOTE: If an evaluation_callback is provided, then the behaviour
// of this flag is slightly different in each case:
//
// (1) If update_state_every_iteration = false, then the user's
// state is changed at every residual and/or jacobian evaluation.
// Any user provided IterationCallbacks should NOT inspect and
// depend on the user visible state while the solver is running,
// since there will be undefined contents.
//
// (2) If update_state_every_iteration is true, then the user's
// state is changed at every residual and/or jacobian evaluation,
// BUT the solver will ensure that before the user provided
// IterationCallbacks are called, the user visible state will be
// updated to the current best point found by the solver.
bool update_state_every_iteration;
// Callbacks that are executed at the end of each iteration of the
@@ -751,15 +768,28 @@ class CERES_EXPORT Solver {
// executed.
// Callbacks are executed in the order that they are specified in
// this vector. By default, parameter blocks are updated only at
// the end of the optimization, i.e when the Minimizer
// terminates. This behaviour is controlled by
// update_state_every_variable. If the user wishes to have access
// to the update parameter blocks when his/her callbacks are
// executed, then set update_state_every_iteration to true.
// this vector. By default, parameter blocks are updated only at the
// end of the optimization, i.e when the Minimizer terminates. This
// behaviour is controlled by update_state_every_iteration. If the
// user wishes to have access to the updated parameter blocks when
// his/her callbacks are executed, then set
// update_state_every_iteration to true.
//
// The solver does NOT take ownership of these pointers.
std::vector<IterationCallback*> callbacks;
// If non-NULL, gets notified when Ceres is about to evaluate the
// residuals and/or Jacobians. This enables sharing computation
// between residuals, which in some cases is important for efficient
// cost evaluation. See evaluation_callback.h for details.
//
// NOTE: Evaluation callbacks are incompatible with inner iterations.
//
// WARNING: This interacts with update_state_every_iteration. See
// the documentation for that option for more details.
//
// The solver does NOT take ownership of the pointer.
EvaluationCallback* evaluation_callback;
};
struct CERES_EXPORT Summary {