// Copyright (c) 2022, ETH Zurich and UNC Chapel Hill. // All rights reserved. // // 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 ETH Zurich and UNC Chapel Hill 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 HOLDERS 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. // // Author: Johannes L. Schoenberger (jsch-at-demuc-dot-de) #include "optim/sprt.h" namespace colmap { SPRT::SPRT(const Options& options) { Update(options); } void SPRT::Update(const Options& options) { options_ = options; delta_epsilon_ = options.delta / options.epsilon; delta_1_epsilon_1_ = (1 - options.delta) / (1 - options.epsilon); UpdateDecisionThreshold(); } bool SPRT::Evaluate(const std::vector& residuals, const double max_residual, size_t* num_inliers, size_t* num_eval_samples) { *num_inliers = 0; double likelihood_ratio = 1; for (size_t i = 0; i < residuals.size(); ++i) { if (std::abs(residuals[i]) <= max_residual) { *num_inliers += 1; likelihood_ratio *= delta_epsilon_; } else { likelihood_ratio *= delta_1_epsilon_1_; } if (likelihood_ratio > decision_threshold_) { *num_eval_samples = i + 1; return false; } } *num_eval_samples = residuals.size(); return true; } void SPRT::UpdateDecisionThreshold() { // Equation 2 const double C = (1 - options_.delta) * std::log((1 - options_.delta) / (1 - options_.epsilon)) + options_.delta * std::log(options_.delta / options_.epsilon); // Equation 6 const double A0 = options_.eval_time_ratio * C / options_.num_models_per_sample + 1; double A = A0; const double kEps = 1.5e-8; // Compute A using the recursive relation // A* = lim(n->inf) A // The series typically converges within 4 iterations for (size_t i = 0; i < 100; ++i) { const double A1 = A0 + std::log(A); if (std::abs(A1 - A) < kEps) { break; } A = A1; } decision_threshold_ = A; } } // namespace colmap