WIP: CRTP Refactor

CMakeLists.txt

@@ -55,7 +55,6 @@ set(albatross_HEADERS
     albatross/models/ransac_gp.h
     albatross/models/least_squares.h
     albatross/covariance_functions/covariance_function.h
-    albatross/covariance_functions/covariance_functions.h
     albatross/covariance_functions/distance_metrics.h
     albatross/covariance_functions/noise.h
     albatross/covariance_functions/polynomials.h
@@ -68,4 +67,3 @@ add_custom_target(albatross DEPENDS ${albatross_SRCS} ${albatross_HEADERS} COMME
 
 add_subdirectory(tests)
 add_subdirectory(examples)
-

albatross/Common

@@ -0,0 +1,38 @@
+/*
+ * Copyright (C) 2019 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_COMMON_H
+#define ALBATROSS_COMMON_H
+
+#include <cereal/cereal.hpp>
+#include <cereal/archives/binary.hpp>
+#include <cereal/archives/json.hpp>
+#include <cereal/archives/xml.hpp>
+#include <cereal/types/polymorphic.hpp>
+
+#include <Eigen/Core>
+#include <Eigen/Dense>
+
+#include <math.h>
+#include <iomanip>
+#include <map>
+#include <string>
+#include <iostream>
+#include <unordered_map>
+#include <functional>
+#include <memory>
+#include <vector>
+
+#include "map_utils.h"
+#include "random_utils.h"
+
+#endif

albatross/Core

@@ -0,0 +1,42 @@
+/*
+ * Copyright (C) 2019 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_CORE_H
+#define ALBATROSS_CORE_H
+
+#include "Dataset"
+
+#include <type_traits>
+#include "core/declarations.h"
+#include "core/traits.h"
+#include "core/priors.h"
+#include "core/parameter_handling_mixin.h"
+#include "core/parameter_macros.h"
+#include "core/fit_model.h"
+#include "core/prediction.h"
+#include "core/model.h"
+
+//#include <algorithm>
+//#include <assert.h>
+//#include <iomanip>
+//#include <map>
+//#include <memory>
+//#include <sstream>
+//#include <vector>
+//
+//#include "cereal/cereal.hpp"
+//#include "keys.h"
+//#include "map_utils.h"
+//#include "priors.h"
+//#include <cereal/types/map.hpp>
+
+#endif

albatross/CovarianceFunctions

@@ -0,0 +1,33 @@
+/*
+ * Copyright (C) 2019 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_COVARIANCE_FUNCTIONS_H
+#define ALBATROSS_COVARIANCE_FUNCTIONS_H
+
+#include "Common"
+
+#include "core/declarations.h"
+#include "core/traits.h"
+#include "core/priors.h"
+#include "core/parameter_handling_mixin.h"
+#include "core/parameter_macros.h"
+
+#include "covariance_functions/traits.h"
+#include "covariance_functions/covariance_function.h"
+#include "covariance_functions/call_trace.h"
+#include "covariance_functions/distance_metrics.h"
+#include "covariance_functions/noise.h"
+#include "covariance_functions/polynomials.h"
+#include "covariance_functions/radial.h"
+#include "covariance_functions/scaling_function.h"
+
+#endif

albatross/covariance_functions/covariance_functions.h → albatross/Dataset

@@ -1,5 +1,5 @@
 /*
- * Copyright (C) 2018 Swift Navigation Inc.
+ * Copyright (C) 2019 Swift Navigation Inc.
  * Contact: Swift Navigation <dev@swiftnav.com>
  *
  * This source is subject to the license found in the file 'LICENSE' which must
@@ -9,14 +9,12 @@
  * EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE IMPLIED
  * WARRANTIES OF MERCHANTABILITY AND/OR FITNESS FOR A PARTICULAR PURPOSE.
  */
+
+#ifndef ALBATROSS_DATASET_H
+#define ALBATROSS_DATASET_H
 
-#ifndef ALBATROSS_COVARIANCE_FUNCTIONS_COVARIANCE_FUNCTIONS_H
-#define ALBATROSS_COVARIANCE_FUNCTIONS_COVARIANCE_FUNCTIONS_H
+#include "Distribution"
 
-#include "covariance_function.h"
-#include "noise.h"
-#include "polynomials.h"
-#include "radial.h"
-#include "scaling_function.h"
+#include "core/dataset.h"
 
-#endif
+#endif

albatross/Distribution

@@ -0,0 +1,26 @@
+/*
+ * Copyright (C) 2019 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_DISTRIBUTION_H
+#define ALBATROSS_DISTRIBUTION_H
+
+#include "Common"
+
+#include "cereal/traits.h"
+#include "eigen/serializable_diagonal_matrix.h"
+
+#include "core/declarations.h"
+#include "core/indexing.h"
+#include "core/distribution.h"
+#include "core/concatenate.h"
+
+#endif

albatross/GP

@@ -0,0 +1,21 @@
+/*
+ * Copyright (C) 2019 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_GP_H
+#define ALBATROSS_GP_H
+
+#include "CovarianceFunctions"
+
+#include "eigen/serializable_ldlt.h"
+#include "models/gp.h"
+
+#endif

albatross/cereal/traits.h

@@ -0,0 +1,71 @@
+/*
+ * 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_CEREAL_TRAITS_H
+#define ALBATROSS_CEREAL_TRAITS_H
+
+#include "cereal/details/traits.hpp"
+
+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 {};
+
+/*
+ * 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;
+};
+}
+
+#endif

albatross/core/concatenate.h

@@ -13,9 +13,6 @@
 #ifndef ALBATROSS_CORE_CONCATENATE_H
 #define ALBATROSS_CORE_CONCATENATE_H
 
-#include "core/dataset.h"
-#include "map_utils.h"
-
 namespace albatross {
 
 template <typename FeatureType>

albatross/core/dataset.h

@@ -13,28 +13,8 @@
 #ifndef ALBATROSS_CORE_DATASET_H
 #define ALBATROSS_CORE_DATASET_H
 
-#include "core/distribution.h"
-#include "core/traits.h"
-#include <Eigen/Core>
-#include <cereal/archives/json.hpp>
-#include <map>
-#include <vector>
-
 namespace albatross {
 
-// A JointDistribution has a dense covariance matrix, which
-// contains the covariance between each variable and all others.
-using JointDistribution = Distribution<Eigen::MatrixXd>;
-
-// We use a wrapper around DiagonalMatrix in order to make
-// the resulting distribution serializable
-using DiagonalMatrixXd =
-    Eigen::SerializableDiagonalMatrix<double, Eigen::Dynamic>;
-// A MarginalDistribution has only a digaonal covariance
-// matrix, so in turn only describes the variance of each
-// variable independent of all others.
-using MarginalDistribution = Distribution<DiagonalMatrixXd>;
-
 /*
  * A RegressionDataset holds two vectors of data, the features
  * where a single feature can be any class that contains the information used
@@ -67,6 +47,8 @@ template <typename FeatureType> struct RegressionDataset {
             metadata == other.metadata);
   }
 
+  std::size_t size() const { return features.size(); }
+
   template <class Archive>
   typename std::enable_if<valid_in_out_serializer<FeatureType, Archive>::value,
                           void>::type
@@ -86,6 +68,17 @@ template <typename FeatureType> struct RegressionDataset {
   }
 };
 
+/*
+ * Convenience method which subsets the features and targets of a dataset.
+ */
+template <typename SizeType, typename FeatureType>
+inline RegressionDataset<FeatureType>
+subset(const std::vector<SizeType> &indices,
+       const RegressionDataset<FeatureType> &dataset) {
+  return RegressionDataset<FeatureType>(subset(indices, dataset.features),
+                                        subset(indices, dataset.targets));
+}
+
 } // namespace albatross
 
 #endif