/********************************************************
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
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* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* 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