125 lines
4.6 KiB
C++
125 lines
4.6 KiB
C++
/********************************************************
|
||
* ██████╗ ██████╗████████╗██╗
|
||
* ██╔════╝ ██╔════╝╚══██╔══╝██║
|
||
* ██║ ███╗██║ ██║ ██║
|
||
* ██║ ██║██║ ██║ ██║
|
||
* ╚██████╔╝╚██████╗ ██║ ███████╗
|
||
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
|
||
* 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 <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_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<double> &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<double> &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<double> &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<double> &x, array<double> &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<double> tars_, diff_;
|
||
array<double> us_;
|
||
};
|
||
}
|
||
|
||
#endif // _GCTL_LOSS_FUNC_H
|