// 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] = 1.0; rho[2] = 0.0; } 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] = 2.0 * a_ * r - b_; rho[1] = std::max(std::numeric_limits<double>::min(), a_ / r); rho[2] = - rho[1] / (2.0 * s); } else { // Inlier region. rho[0] = s; rho[1] = 1.0; rho[2] = 0.0; } } void SoftLOneLoss::Evaluate(double s, double rho[3]) const { const double sum = 1.0 + s * c_; const double tmp = sqrt(sum); // 'sum' and 'tmp' are always positive, assuming that 's' is. rho[0] = 2.0 * b_ * (tmp - 1.0); rho[1] = std::max(std::numeric_limits<double>::min(), 1.0 / tmp); rho[2] = - (c_ * rho[1]) / (2.0 * sum); } void CauchyLoss::Evaluate(double s, double rho[3]) const { const double sum = 1.0 + s * c_; const double inv = 1.0 / sum; // 'sum' and 'inv' are always positive, assuming that 's' is. rho[0] = b_ * log(sum); rho[1] = std::max(std::numeric_limits<double>::min(), 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] = std::max(std::numeric_limits<double>::min(), inv); rho[2] = -2.0 * 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] = std::max(std::numeric_limits<double>::min(), 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