/********************************************************
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗██║ ██║ ██║
* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* 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.
******************************************************/
#include "loss_func.h"
gctl::loss_func::loss_func()
{
uncer_type_ = 0;
}
gctl::loss_func::loss_func(const array &tar, norm_type_e n_type)
{
uncer_type_ = 0;
init(tar, n_type);
}
gctl::loss_func::~loss_func(){}
void gctl::loss_func::init(const array &tar, norm_type_e n_type)
{
tar_num_ = tar.size();
tars_ = tar;
norm_type_ = n_type;
return;
}
void gctl::loss_func::set_uncertainty(double uncer)
{
uncer_type_ = 1;
uncer_ = uncer;
return;
}
void gctl::loss_func::set_uncertainty(const array &uncer)
{
uncer_type_ = 2;
uncers_ = uncer;
return;
}
double gctl::loss_func::get_loss()
{
double l = loss_;
loss_ = 0.0;
return l;
}
double gctl::loss_func::evaluate(double inp, int id)
{
double val = (inp - tars_[id]);
if (uncer_type_ == 1) val /= uncer_;
else if (uncer_type_ == 2) val /= uncers_[id];
if (norm_type_ == L1) val = fabs(val);
if (norm_type_ == L2) val = val*val;
loss_ += val;
return val/tar_num_;
}
double gctl::loss_func::gradient(double inp, int id)
{
double c;
if (uncer_type_ == 1) c = uncer_;
else if (uncer_type_ == 2) c = uncers_[id];
double val = (inp - tars_[id]);
if (norm_type_ == L1 && val >= 0) val = 1.0;
if (norm_type_ == L1 && val < 0) val = -1.0;
if (norm_type_ == L2) val = 2.0*val;
if (norm_type_ == L1 && uncer_type_ != 0) val /= c;
else if (norm_type_ == L2 && uncer_type_ != 0) val /= (c*c);
return val/tar_num_;
}