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Diffstat (limited to 'internal/ceres/loss_function.cc')
-rw-r--r-- | internal/ceres/loss_function.cc | 157 |
1 files changed, 157 insertions, 0 deletions
diff --git a/internal/ceres/loss_function.cc b/internal/ceres/loss_function.cc new file mode 100644 index 0000000..b948f28 --- /dev/null +++ b/internal/ceres/loss_function.cc @@ -0,0 +1,157 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) +// +// Purpose: See .h file. + +#include "ceres/loss_function.h" + +#include <cmath> +#include <cstddef> + +namespace ceres { + +void TrivialLoss::Evaluate(double s, double rho[3]) const { + rho[0] = s; + rho[1] = 1; + rho[2] = 0; +} + +void HuberLoss::Evaluate(double s, double rho[3]) const { + if (s > b_) { + // Outlier region. + // 'r' is always positive. + const double r = sqrt(s); + rho[0] = 2 * a_ * r - b_; + rho[1] = a_ / r; + rho[2] = - rho[1] / (2 * s); + } else { + // Inlier region. + rho[0] = s; + rho[1] = 1; + rho[2] = 0; + } +} + +void SoftLOneLoss::Evaluate(double s, double rho[3]) const { + const double sum = 1 + s * c_; + const double tmp = sqrt(sum); + // 'sum' and 'tmp' are always positive, assuming that 's' is. + rho[0] = 2 * b_ * (tmp - 1); + rho[1] = 1 / tmp; + rho[2] = - (c_ * rho[1]) / (2 * sum); +} + +void CauchyLoss::Evaluate(double s, double rho[3]) const { + const double sum = 1 + s * c_; + const double inv = 1 / sum; + // 'sum' and 'inv' are always positive, assuming that 's' is. + rho[0] = b_ * log(sum); + rho[1] = inv; + rho[2] = - c_ * (inv * inv); +} + +void ArctanLoss::Evaluate(double s, double rho[3]) const { + const double sum = 1 + s * s * b_; + const double inv = 1 / sum; + // 'sum' and 'inv' are always positive. + rho[0] = a_ * atan2(s, a_); + rho[1] = inv; + rho[2] = -2 * s * b_ * (inv * inv); +} + +TolerantLoss::TolerantLoss(double a, double b) + : a_(a), + b_(b), + c_(b * log(1.0 + exp(-a / b))) { + CHECK_GE(a, 0.0); + CHECK_GT(b, 0.0); +} + +void TolerantLoss::Evaluate(double s, double rho[3]) const { + const double x = (s - a_) / b_; + // The basic equation is rho[0] = b ln(1 + e^x). However, if e^x is too + // large, it will overflow. Since numerically 1 + e^x == e^x when the + // x is greater than about ln(2^53) for doubles, beyond this threshold + // we substitute x for ln(1 + e^x) as a numerically equivalent approximation. + static const double kLog2Pow53 = 36.7; // ln(MathLimits<double>::kEpsilon). + if (x > kLog2Pow53) { + rho[0] = s - a_ - c_; + rho[1] = 1.0; + rho[2] = 0.0; + } else { + const double e_x = exp(x); + rho[0] = b_ * log(1.0 + e_x) - c_; + rho[1] = e_x / (1.0 + e_x); + rho[2] = 0.5 / (b_ * (1.0 + cosh(x))); + } +} + +ComposedLoss::ComposedLoss(const LossFunction* f, Ownership ownership_f, + const LossFunction* g, Ownership ownership_g) + : f_(CHECK_NOTNULL(f)), + g_(CHECK_NOTNULL(g)), + ownership_f_(ownership_f), + ownership_g_(ownership_g) { +} + +ComposedLoss::~ComposedLoss() { + if (ownership_f_ == DO_NOT_TAKE_OWNERSHIP) { + f_.release(); + } + if (ownership_g_ == DO_NOT_TAKE_OWNERSHIP) { + g_.release(); + } +} + +void ComposedLoss::Evaluate(double s, double rho[3]) const { + double rho_f[3], rho_g[3]; + g_->Evaluate(s, rho_g); + f_->Evaluate(rho_g[0], rho_f); + rho[0] = rho_f[0]; + // f'(g(s)) * g'(s). + rho[1] = rho_f[1] * rho_g[1]; + // f''(g(s)) * g'(s) * g'(s) + f'(g(s)) * g''(s). + rho[2] = rho_f[2] * rho_g[1] * rho_g[1] + rho_f[1] * rho_g[2]; +} + +void ScaledLoss::Evaluate(double s, double rho[3]) const { + if (rho_.get() == NULL) { + rho[0] = a_ * s; + rho[1] = a_; + rho[2] = 0.0; + } else { + rho_->Evaluate(s, rho); + rho[0] *= a_; + rho[1] *= a_; + rho[2] *= a_; + } +} + +} // namespace ceres |