#include <LossFunctions.h>

Inheritance diagram for gtsam::noiseModel::mEstimator::GemanMcClure:

Public Types
typedef std::shared_ptr< GemanMcClure >	shared_ptr

Public Types inherited from gtsam::noiseModel::mEstimator::Base
enum	ReweightScheme { Scalar, Block }

typedef std::shared_ptr< Base >	shared_ptr

Public Member Functions
bool	equals (const Base &expected, double tol=1e-8) const override

	GemanMcClure (double c=1.0, const ReweightScheme reweight=Block)

double	loss (double distance) const override

double	modelParameter () const

void	print (const std::string &s) const override

double	weight (double distance) const override

	~GemanMcClure () override

Public Member Functions inherited from gtsam::noiseModel::mEstimator::Base
	Base (const ReweightScheme reweight=Block)

void	reweight (Matrix &A, Vector &error) const

void	reweight (Matrix &A1, Matrix &A2, Matrix &A3, Vector &error) const

void	reweight (Matrix &A1, Matrix &A2, Vector &error) const

void	reweight (std::vector< Matrix > &A, Vector &error) const

void	reweight (Vector &error) const

ReweightScheme	reweightScheme () const
	Returns the reweight scheme, as explained in ReweightScheme. More...

Vector	sqrtWeight (const Vector &error) const

double	sqrtWeight (double distance) const

Vector	weight (const Vector &error) const

virtual	~Base ()

Static Public Member Functions
static shared_ptr	Create (double k, const ReweightScheme reweight=Block)

Protected Attributes
double	c_

Protected Attributes inherited from gtsam::noiseModel::mEstimator::Base
ReweightScheme	reweight_
	Strategy for reweighting. More...

Detailed Description

Implementation of the "Geman-McClure" robust error model (Zhang97ivc).

Note that Geman-McClure weight function uses the parameter c == 1.0, but here it's allowed to use different values, so we actually have the generalized Geman-McClure from (Agarwal15phd).

Loss \rho(x) = 0.5 (c²x²)/(c²+x²)
Derivative \phi(x) = xc⁴/(c²+x²)²
Weight w(x) = \phi(x)/x = c⁴/(c²+x²)²

Definition at line 366 of file LossFunctions.h.

Member Typedef Documentation

◆ shared_ptr

typedef std::shared_ptr<GemanMcClure> gtsam::noiseModel::mEstimator::GemanMcClure::shared_ptr

Definition at line 368 of file LossFunctions.h.

Constructor & Destructor Documentation

◆ GemanMcClure()

gtsam::noiseModel::mEstimator::GemanMcClure::GemanMcClure	(	double	c = `1.0`,
		const ReweightScheme	reweight = `Block`
	)

Definition at line 316 of file LossFunctions.cpp.

◆ ~GemanMcClure()

gtsam::noiseModel::mEstimator::GemanMcClure::~GemanMcClure ( )

inlineoverride

Definition at line 371 of file LossFunctions.h.

Member Function Documentation

◆ Create()

GemanMcClure::shared_ptr gtsam::noiseModel::mEstimator::GemanMcClure::Create	(	double	k,
		const ReweightScheme	reweight = `Block`
	)

static

Definition at line 343 of file LossFunctions.cpp.

◆ equals()

bool gtsam::noiseModel::mEstimator::GemanMcClure::equals	(	const Base &	expected,
		double	tol = `1e-8`
	)		const

overridevirtual

Implements gtsam::noiseModel::mEstimator::Base.

Definition at line 337 of file LossFunctions.cpp.

◆ loss()

double gtsam::noiseModel::mEstimator::GemanMcClure::loss ( double distance ) const

overridevirtual

This method is responsible for returning the total penalty for a given amount of error. For example, this method is responsible for implementing the quadratic function for an L2 penalty, the absolute value function for an L1 penalty, etc.

TODO(mikebosse): When the loss function has as input the norm of the error vector, then it prevents implementations of asymmeric loss functions. It would be better for this function to accept the vector and internally call the norm if necessary.

This returns $\rho(x)$ in mEstimator

Reimplemented from gtsam::noiseModel::mEstimator::Base.

Definition at line 327 of file LossFunctions.cpp.

◆ modelParameter()

double gtsam::noiseModel::mEstimator::GemanMcClure::modelParameter ( ) const

inline

Definition at line 377 of file LossFunctions.h.

◆ print()

void gtsam::noiseModel::mEstimator::GemanMcClure::print ( const std::string & s = "" ) const

overridevirtual

Implements gtsam::noiseModel::mEstimator::Base.

Definition at line 333 of file LossFunctions.cpp.

◆ weight()

double gtsam::noiseModel::mEstimator::GemanMcClure::weight ( double distance ) const

overridevirtual

This method is responsible for returning the weight function for a given amount of error. The weight function is related to the analytic derivative of the loss function. See https://members.loria.fr/MOBerger/Enseignement/Master2/Documents/ZhangIVC-97-01.pdf for details. This method is required when optimizing cost functions with robust penalties using iteratively re-weighted least squares.

This returns w(x) in mEstimator

Implements gtsam::noiseModel::mEstimator::Base.

Definition at line 320 of file LossFunctions.cpp.

Member Data Documentation

◆ c_

double gtsam::noiseModel::mEstimator::GemanMcClure::c_

protected

Definition at line 380 of file LossFunctions.h.

The documentation for this class was generated from the following files:

Public Types

Public Member Functions

Static Public Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ shared_ptr

Constructor & Destructor Documentation

◆ GemanMcClure()

◆ ~GemanMcClure()

Member Function Documentation

◆ Create()

◆ equals()

◆ loss()

◆ modelParameter()

◆ print()

◆ weight()

Member Data Documentation

◆ c_