150 lines
4.6 KiB
C++
150 lines
4.6 KiB
C++
/********************************************************
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* ██████╗ ██████╗████████╗██╗
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* ██╔════╝ ██╔════╝╚══██╔══╝██║
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* ██║ ███╗██║ ██║ ██║
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* ██║ ██║██║ ██║ ██║
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* ╚██████╔╝╚██████╗ ██║ ███████╗
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* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
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* Geophysical Computational Tools & Library (GCTL)
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*
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* Copyright (c) 2023 Yi Zhang (yizhang-geo@zju.edu.cn)
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*
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* GCTL is distributed under a dual licensing scheme. You can redistribute
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* it and/or modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation, either version 2
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* of the License, or (at your option) any later version. You should have
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* received a copy of the GNU Lesser General Public License along with this
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* program. If not, see <http://www.gnu.org/licenses/>.
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*
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* If the terms and conditions of the LGPL v.2. would prevent you from using
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* the GCTL, please consider the option to obtain a commercial license for a
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* fee. These licenses are offered by the GCTL's original author. As a rule,
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* licenses are provided "as-is", unlimited in time for a one time fee. Please
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* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
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* to include some description of your company and the realm of its activities.
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* Also add information on how to contact you by electronic and paper mail.
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******************************************************/
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#include "loss_func.h"
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gctl::loss_func::loss_func()
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{
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init_ = false;
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eps_ = 1e-16;
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loss_ = 0.0;
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tnum_ = 0;
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ntype_ = L2;
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}
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gctl::loss_func::loss_func(const array<double> &tar, norm_type_e n_type, double p, double eps)
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{
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init(tar, n_type, p, eps);
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}
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gctl::loss_func::~loss_func(){}
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void gctl::loss_func::init(const array<double> &tar, norm_type_e n_type, double p, double eps)
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{
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if (p < 1) throw std::runtime_error("[gctl::loss_func] Invalid power number.");
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if (eps <= 0) throw std::runtime_error("[gctl::loss_func] Invalid epsilon value.");
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init_ = true;
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tnum_ = tar.size();
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diff_.resize(tnum_);
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us_.resize(tnum_, 1.0);
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tars_ = tar;
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ntype_ = n_type;
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eps_ = eps;
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p_ = p;
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return;
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}
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void gctl::loss_func::set_uncertainty(double uncer)
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{
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if (!init_) throw std::runtime_error("[gctl::loss_func] Not initialized.");
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us_.resize(tnum_, uncer);
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return;
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}
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void gctl::loss_func::set_uncertainty(const array<double> &uncer)
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{
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if (!init_) throw std::runtime_error("[gctl::loss_func] Not initialized.");
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if (uncer.size() != tnum_) throw std::runtime_error("[gctl::loss_func] Invalid array size.");
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us_ = uncer;
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return;
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}
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double gctl::loss_func::evaluate(const array<double> &x, array<double> &g)
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{
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if (!init_) throw std::runtime_error("[gctl::loss_func] Not initialized.");
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if (x.size() != tnum_) throw std::runtime_error("[gctl::loss_func] Invalid array size.");
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for (size_t i = 0; i < tnum_; i++)
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{
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diff_[i] = (x[i] - tars_[i])/us_[i];
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}
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double loss = 0.0;
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g.resize(tnum_);
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if (ntype_ == L1)
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{
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for (size_t i = 0; i < tnum_; i++)
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{
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loss += fabs(diff_[i]);
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if (diff_[i] >= 0.0) g[i] = 1.0/(us_[i]*tnum_);
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else g[i] = -1.0/(us_[i]*tnum_);
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}
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}
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else if (ntype_ == L2)
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{
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for (size_t i = 0; i < tnum_; i++)
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{
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loss += diff_[i]*diff_[i];
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g[i] = 2.0*diff_[i]/(us_[i]*tnum_);
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}
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}
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else if (ntype_ == Lp)
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{
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for (size_t i = 0; i < tnum_; i++)
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{
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loss += pow(diff_[i]*diff_[i] + eps_*eps_, 0.5*p_);
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g[i] = p_*pow(diff_[i]*diff_[i] + eps_*eps_, 0.5*p_ - 1)*diff_[i]/(us_[i]*tnum_);
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}
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}
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else throw std::runtime_error("[gctl::loss_func] Invalid measurement type.");
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return loss/tnum_;
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}
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double gctl::loss_func::evaluate(double inp, int id)
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{
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double val = (inp - tars_[id])/us_[id];
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if (ntype_ == L1) val = fabs(val);
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if (ntype_ == L2) val = val*val;
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loss_ += val;
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return val/tnum_;
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}
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double gctl::loss_func::get_loss()
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{
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double l = loss_;
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loss_ = 0.0;
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return l;
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}
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double gctl::loss_func::gradient(double inp, int id)
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{
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double val;
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if (ntype_ == L1 && val >= 0) val = 1.0/(us_[id]*tnum_);
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if (ntype_ == L1 && val < 0) val = -1.0/(us_[id]*tnum_);
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if (ntype_ == L2) val = 2.0*(inp - tars_[id])/(us_[id]*us_[id]*tnum_);
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return val;
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} |