Add ability to serialize Distributions and RegressionDatasets.

albatross/core/distribution.h

@@ -13,6 +13,9 @@
 #ifndef ALBATROSS_CORE_DISTRIBUTION_H
 #define ALBATROSS_CORE_DISTRIBUTION_H
 
+#include "cereal/cereal.hpp"
+#include "core/traits.h"
+#include "eigen/serializable_diagonal_matrix.h"
 #include "indexing.h"
 #include <Eigen/Core>
 #include <iostream>
@@ -52,11 +55,40 @@ template <typename CovarianceType> struct Distribution {
   Distribution(const Eigen::VectorXd &mean_) : mean(mean_), covariance(){};
   Distribution(const Eigen::VectorXd &mean_, const CovarianceType &covariance_)
       : mean(mean_), covariance(covariance_){};
+
+  /*
+   * If the CovarianceType is serializable, add a serialize method.
+   */
+  template <class Archive>
+  typename std::enable_if<
+      valid_in_out_serializer<CovarianceType, Archive>::value, void>::type
+  serialize(Archive &archive) {
+    archive(cereal::make_nvp("mean", mean));
+    archive(cereal::make_nvp("covariance", covariance));
+  }
+
+  /*
+   * If you try to serialize a Distribution for which the covariance
+   * type is not serializable you'll get an error.
+   */
+  template <class Archive>
+  typename std::enable_if<
+      !valid_in_out_serializer<CovarianceType, Archive>::value, void>::type
+  save(Archive &archive) {
+    static_assert(delay_static_assert<Archive>::value,
+                  "In order to serialize a Distribution the corresponding "
+                  "CovarianceType must be serializable.");
+  }
+
+  bool operator==(const Distribution &other) const {
+    return (mean == other.mean && covariance == other.covariance);
+  }
 };
 
+using DiagonalMatrixXd =
+    Eigen::SerializableDiagonalMatrix<double, Eigen::Dynamic>;
 using DenseDistribution = Distribution<Eigen::MatrixXd>;
-using DiagonalDistribution =
-    Distribution<Eigen::DiagonalMatrix<double, Eigen::Dynamic>>;
+using DiagonalDistribution = Distribution<DiagonalMatrixXd>;
 
 template <typename CovarianceType, typename SizeType>
 Distribution<CovarianceType> subset(const std::vector<SizeType> &indices,
@@ -69,6 +101,7 @@ Distribution<CovarianceType> subset(const std::vector<SizeType> &indices,
     return Distribution<CovarianceType>(mean);
   }
 }
+
 } // namespace albatross
 
 #endif

albatross/core/model.h

@@ -24,9 +24,8 @@
 
 namespace albatross {
 
-using DiagonalMatrixXd = Eigen::DiagonalMatrix<double, Eigen::Dynamic>;
-using TargetDistribution = Distribution<DiagonalMatrixXd>;
-using PredictDistribution = Distribution<Eigen::MatrixXd>;
+using TargetDistribution = DiagonalDistribution;
+using PredictDistribution = DenseDistribution;
 
 /*
  * A RegressionDataset holds two vectors of data, the features
@@ -53,6 +52,23 @@ template <typename FeatureType> struct RegressionDataset {
   RegressionDataset(const std::vector<FeatureType> &features_,
                     const Eigen::VectorXd &targets_)
       : RegressionDataset(features_, TargetDistribution(targets_)) {}
+
+  template <class Archive>
+  typename std::enable_if<valid_in_out_serializer<FeatureType, Archive>::value,
+                          void>::type
+  serialize(Archive &archive) {
+    archive(cereal::make_nvp("features", features));
+    archive(cereal::make_nvp("targets", targets));
+  }
+
+  template <class Archive>
+  typename std::enable_if<!valid_in_out_serializer<FeatureType, Archive>::value,
+                          void>::type
+  serialize(Archive &archive) {
+    static_assert(delay_static_assert<Archive>::value,
+                  "In order to serialize a RegressionDataset the corresponding "
+                  "FeatureType must be serializable.");
+  }
 };
 
 typedef int32_t s32;

albatross/core/serialize.h

@@ -13,6 +13,7 @@
 #ifndef ALBATROSS_CORE_SERIALIZE_H
 #define ALBATROSS_CORE_SERIALIZE_H
 
+#include "core/traits.h"
 #include <cereal/archives/json.hpp>
 #include <cereal/types/polymorphic.hpp>
 #include <iostream>
@@ -38,21 +39,52 @@ class SerializableRegressionModel : public RegressionModel<FeatureType> {
             model_fit_ == other.get_fit());
   }
 
-  // todo: enable if ModelFit is serializable.
-  template <class Archive> void save(Archive &archive) const {
+  /*
+   * Include save/load methods conditional on the ability to serialize
+   * ModelFit.
+   */
+  template <class Archive>
+  typename std::enable_if<valid_output_serializer<ModelFit, Archive>::value,
+                          void>::type
+  save(Archive &archive) const {
     archive(cereal::make_nvp(
         "model_definition",
         cereal::base_class<RegressionModel<FeatureType>>(this)));
     archive(cereal::make_nvp("model_fit", this->model_fit_));
   }
 
-  template <class Archive> void load(Archive &archive) {
+  template <class Archive>
+  typename std::enable_if<valid_input_serializer<ModelFit, Archive>::value,
+                          void>::type
+  load(Archive &archive) {
     archive(cereal::make_nvp(
         "model_definition",
         cereal::base_class<RegressionModel<FeatureType>>(this)));
     archive(cereal::make_nvp("model_fit", this->model_fit_));
   }
 
+  /*
+   * If ModelFit does not have valid serialization methods and you attempt to
+   * (de)serialize a SerializableRegressionModel you'll get an error.
+   */
+  template <class Archive>
+  typename std::enable_if<!valid_output_serializer<ModelFit, Archive>::value,
+                          void>::type
+  save(Archive &archive) const {
+    static_assert(delay_static_assert<Archive>::value,
+                  "SerializableRegressionModel requires a ModelFit type which "
+                  "is serializable.");
+  }
+
+  template <class Archive>
+  typename std::enable_if<!valid_input_serializer<ModelFit, Archive>::value,
+                          void>::type
+  load(Archive &archive) const {
+    static_assert(delay_static_assert<Archive>::value,
+                  "SerializableRegressionModel requires a ModelFit type which "
+                  "is serializable.");
+  }
+
   virtual ModelFit get_fit() const { return model_fit_; }
 
 protected:

albatross/core/traits.h

@@ -13,10 +13,20 @@
 #ifndef ALBATROSS_CORE_MAGIC_H
 #define ALBATROSS_CORE_MAGIC_H
 
+#include "cereal/details/traits.hpp"
 #include <utility>
 
 namespace albatross {
 
+/*
+ * This little trick was borrowed from cereal, you an think of it as
+ * a function that will always return false ... but that doesn't
+ * get resolved until template instantiation, which when combined
+ * with a static assert let's you include a static assert that
+ * only triggers with a particular template parameter is used.
+ */
+template <class T> struct delay_static_assert : std::false_type {};
+
 /*
  * This determines whether or not a class has a method defined for,
  *   `operator() (X x, Y y, Z z, ...)`
@@ -82,6 +92,47 @@ using fit_type_if_serializable =
     typename enable_if_serializable<X,
                                     typename fit_type_or_void<X>::type>::type;
 
+/*
+ * The following helper functions let you inspect a type and cereal Archive
+ * and determine if the type has a valid serialization method for that Archive
+ * type.
+ */
+template <typename X, typename Archive> class valid_output_serializer {
+  template <typename T>
+  static typename std::enable_if<
+      1 == cereal::traits::detail::count_output_serializers<T, Archive>::value,
+      std::true_type>::type
+  test(int);
+  template <typename T> static std::false_type test(...);
+
+public:
+  static constexpr bool value = decltype(test<X>(0))::value;
+};
+
+template <typename X, typename Archive> class valid_input_serializer {
+  template <typename T>
+  static typename std::enable_if<
+      1 == cereal::traits::detail::count_input_serializers<T, Archive>::value,
+      std::true_type>::type
+  test(int);
+  template <typename T> static std::false_type test(...);
+
+public:
+  static constexpr bool value = decltype(test<X>(0))::value;
+};
+
+template <typename X, typename Archive> class valid_in_out_serializer {
+  template <typename T>
+  static typename std::enable_if<valid_input_serializer<T, Archive>::value &&
+                                     valid_output_serializer<T, Archive>::value,
+                                 std::true_type>::type
+  test(int);
+  template <typename T> static std::false_type test(...);
+
+public:
+  static constexpr bool value = decltype(test<X>(0))::value;
+};
+
 } // namespace albatross
 
 #endif

albatross/eigen/serializable_diagonal_matrix.h

@@ -0,0 +1,54 @@
+/*
+ * Copyright (C) 2018 Swift Navigation Inc.
+ * Contact: Swift Navigation <dev@swiftnav.com>
+ *
+ * This source is subject to the license found in the file 'LICENSE' which must
+ * be distributed together with this source. All other rights reserved.
+ *
+ * THIS CODE AND INFORMATION IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND,
+ * EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE IMPLIED
+ * WARRANTIES OF MERCHANTABILITY AND/OR FITNESS FOR A PARTICULAR PURPOSE.
+ */
+
+#ifndef ALBATROSS_EIGEN_SERIALIZABLE_DIAGONAL_MATRIX_H
+#define ALBATROSS_EIGEN_SERIALIZABLE_DIAGONAL_MATRIX_H
+
+/*
+ * The Eigen::DiagonalMatrix doesn't provide the public methods
+ * required to reliably serialize the `m_diagonal` private
+ * member.  In order to make the DiagonalMatrix serializable
+ * we instead inherit from it, giving private access to the
+ * diagonal elements which in turn allows us to serialize it.
+ */
+
+#include "Eigen/Cholesky"
+#include "Eigen/Dense"
+#include "cereal/cereal.hpp"
+#include <math.h>
+
+namespace Eigen {
+
+template <typename _Scalar, int SizeAtCompileTime>
+class SerializableDiagonalMatrix
+    : public Eigen::DiagonalMatrix<_Scalar, SizeAtCompileTime> {
+  using BaseClass = Eigen::DiagonalMatrix<_Scalar, SizeAtCompileTime>;
+
+public:
+  SerializableDiagonalMatrix() : BaseClass(){};
+
+  template <typename OtherDerived>
+  inline SerializableDiagonalMatrix(const DiagonalBase<OtherDerived> &other)
+      : BaseClass(other){};
+
+  template <typename Archive> void serialize(Archive &archive) {
+    archive(cereal::make_nvp("diagonal", this->m_diagonal));
+  }
+
+  bool operator==(const BaseClass &other) const {
+    return (this->m_diagonal == other.diagonal());
+  }
+};
+
+} // namesapce Eigen
+
+#endif

tests/test_serialize.cc

@@ -99,6 +99,39 @@ struct EigenMatrixXd : public SerializableType<Eigen::MatrixXd> {
   }
 };
 
+struct FullDenseDistribution : public SerializableType<DenseDistribution> {
+  DenseDistribution create() const override {
+    Eigen::MatrixXd cov(3, 3);
+    cov << 1., 2., 3., 4., 5., 6., 7, 8, 9;
+    Eigen::VectorXd mean = Eigen::VectorXd::Ones(3);
+    return DenseDistribution(mean, cov);
+  }
+};
+
+struct MeanOnlyDenseDistribution : public SerializableType<DenseDistribution> {
+  DenseDistribution create() const override {
+    Eigen::MatrixXd mean = Eigen::VectorXd::Ones(3);
+    return DenseDistribution(mean);
+  }
+};
+
+struct FullDiagonalDistribution
+    : public SerializableType<DiagonalDistribution> {
+  DiagonalDistribution create() const override {
+    Eigen::VectorXd diag = Eigen::VectorXd::Ones(3);
+    Eigen::VectorXd mean = Eigen::VectorXd::Ones(3);
+    return DiagonalDistribution(mean, diag.asDiagonal());
+  }
+};
+
+struct MeanOnlyDiagonalDistribution
+    : public SerializableType<DiagonalDistribution> {
+  DiagonalDistribution create() const override {
+    Eigen::MatrixXd mean = Eigen::VectorXd::Ones(3);
+    return DiagonalDistribution(mean);
+  }
+};
+
 struct LDLT : public SerializableType<Eigen::SerializableLDLT> {
   Eigen::Index n = 3;
 
@@ -281,10 +314,12 @@ struct PolymorphicSerializeTest : public ::testing::Test {
 typedef ::testing::Types<
     LDLT, SerializableType<Eigen::Matrix3d>, SerializableType<Eigen::Matrix2i>,
     EmptyEigenVectorXd, EigenVectorXd, EmptyEigenMatrixXd, EigenMatrixXd,
-    ParameterStoreType, SerializableType<MockModel>, UnfitSerializableModel,
-    FitSerializableModel, FitDirectModel, UnfitDirectModel,
-    UnfitRegressionModel, FitLinearRegressionModel,
-    FitLinearSerializablePointer, UnfitGaussianProcess, FitGaussianProcess>
+    FullDenseDistribution, MeanOnlyDenseDistribution, FullDiagonalDistribution,
+    MeanOnlyDiagonalDistribution, ParameterStoreType,
+    SerializableType<MockModel>, UnfitSerializableModel, FitSerializableModel,
+    FitDirectModel, UnfitDirectModel, UnfitRegressionModel,
+    FitLinearRegressionModel, FitLinearSerializablePointer,
+    UnfitGaussianProcess, FitGaussianProcess>
     ToTest;
 
 TYPED_TEST_CASE(PolymorphicSerializeTest, ToTest);