gctl_optimization/lib/optimization/dwa.h
2025-03-03 19:50:40 +08:00

115 lines
4.0 KiB
C++

/********************************************************
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
* ██║ ███╗██║ ██║ ██║
* ██║ ██║██║ ██║ ██║
* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 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 <http://www.gnu.org/licenses/>.
*
* 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_DWA_H
#define _GCTL_DWA_H
#include "gctl/core.h"
#include "gctl/utility.h"
namespace gctl
{
/**
* @brief Lost balanced multitask evaluation.
*
* @note Reference: 2019. End-to-end multitask learning with attention.
*
*/
class dwa
{
private:
bool l_ready_;
size_t fx_c_, fx_n_;
double K_, T_, multi_fx_;
array<double> wgts_;
array<double> L_p1_, L_p2_;
array<double> grad_;
std::vector<array<double>> rcd_wgts_;
public:
dwa();
virtual ~dwa();
/**
* @brief Initiate the number of loss functions and size of the model gradients.
*
* @note This function must be called at first.
*
* @param num Number of the loss functions
* @param grad_num Size of the model gradients
*/
void InitDWA(size_t num, size_t grad_num);
/**
* @brief Add the value of a single loss function and the current model gradients.
*
* @param fx objective value
* @param g model gradients
*/
void AddSingleLoss(double fx, const array<double> &g);
/**
* @brief Get the merged objective value and the model gradients.
*
* @note All single loss functions must be added before calling this function. The merged objective value and the model gradients will be reset after the calling.
*
* @param g model gradients
*
* @return objective value
*/
double DWALoss(array<double> &g);
/**
* @brief Update weights for single loss functions using the DWA algorithm.
*
*/
void UpdateWeights();
/**
* @brief Set the cooling temperature. The bigger value is, the closer the weights will be to one. The default is 1.0.
*
* @param t Input temperature
*/
void set_control_temperature(double t);
/**
* @brief Set the normal sum of the weights. Ths default equals to function size.
*
* @param k Input sum
*/
void set_normal_sum(double k);
/**
* @brief Save the recorded weights.
*
* @param file Output file name
*/
void save_records(std::string file);
};
};
#endif // _GCTL_DWA_H