/******************************************************** * ██████╗ ██████╗████████╗██╗ * ██╔════╝ ██╔════╝╚══██╔══╝██║ * ██║ ███╗██║ ██║ ██║ * ██║ ██║██║ ██║ ██║ * ╚██████╔╝╚██████╗ ██║ ███████╗ * ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝ * Geophysical Computational Tools & Library (GCTL) * * Copyright (c) 2023 Yi Zhang (yizhang-geo@zju.edu.cn) * * GCTL is distributed under a dual licensing scheme. You can redistribute * it and/or modify it under the terms of the GNU Lesser General Public * License as published by the Free Software Foundation, either version 2 * of the License, or (at your option) any later version. You should have * received a copy of the GNU Lesser General Public License along with this * program. If not, see . * * If the terms and conditions of the LGPL v.2. would prevent you from using * the GCTL, please consider the option to obtain a commercial license for a * fee. These licenses are offered by the GCTL's original author. As a rule, * licenses are provided "as-is", unlimited in time for a one time fee. Please * send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget * to include some description of your company and the realm of its activities. * Also add information on how to contact you by electronic and paper mail. ******************************************************/ #ifndef _GCTL_LOSS_FUNC_H #define _GCTL_LOSS_FUNC_H // library's head files #include "gctl/core.h" namespace gctl { /** * @brief 损失函数对象,可计算L1范数, L2范数平方,Lp范数定义的数据拟合差及相应的模型偏导数(按数据个数归一化)。 * 损失函数的定义为:Phi = Lp(d - d^tar)^2/num(d) */ class loss_func { public: loss_func(); ///< 构造函数 /** * @brief 构造函数 * * @param tar 数据拟合差目标 * @param n_type 拟合差函数范数类型 * @param p Lp范数的阶次 * @param eps Lp范数分母内的小值(防止分母变为奇异值) */ loss_func(const array &tar, norm_type_e n_type, double p = 2.0, double eps = 1e-16); virtual ~loss_func(); ///< 析构函数 /** * @brief 初始化函数 * * @param tar 数据拟合差目标 * @param n_type 拟合差函数范数类型 * @param p Lp范数的阶次 * @param eps Lp范数分母内的小值(防止分母变为奇异值) */ void init(const array &tar, norm_type_e n_type, double p = 2.0, double eps = 1e-16); /** * @brief 设置目标数据的不确定度 * * @param uncer 不确定度 */ void set_uncertainty(double uncer); /** * @brief 设置目标数据的不确定度 * * @param uncer 不确定度数组,长度与目标数据一致 */ void set_uncertainty(const array &uncer); /** * @brief 计算单个输入模型数据的拟合差,同时将计算值累计至内部变量 * * @param inp 输入数据值 * @param id 输入数据的索引 * @return 单个数据拟合差值 */ double evaluate(double inp, int id); /** * @brief 计算输入模型的数据拟合差与模型梯度 * * @param x 输入模型,长度与目标数据相等 * @param g 数据拟合差相对于模型的梯度 * @return 数据拟合差值 */ double evaluate(const array &x, array &g); /** * @brief 返回内置的数据拟合差函数值,然后将值重设为0 * * @return 累计的数据拟合差 */ double get_loss(); /** * @brief 计算数据拟合差函数相对于单个输入模型数据的梯度 * * @param inp 输入数据值 * @param id 输入数据的索引 * @return 单个数据拟合差函数的梯度 */ double gradient(double inp, int id); private: bool init_; double loss_, eps_, p_; unsigned int tnum_; norm_type_e ntype_; array tars_, diff_; array us_; }; } #endif // _GCTL_LOSS_FUNC_H