LossFunctions.h

Go to the documentation of this file.

/* ----------------------------------------------------------------------------

 * GTSAM Copyright 2010, Georgia Tech Research Corporation,
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)

 * See LICENSE for the license information

 * -------------------------------------------------------------------------- */

#pragma once

#include <gtsam/base/Matrix.h>
#include <gtsam/base/Testable.h>
#include <gtsam/dllexport.h>

#include <boost/serialization/extended_type_info.hpp>
#include <boost/serialization/nvp.hpp>
#include <boost/serialization/version.hpp>
#include <boost/serialization/optional.hpp>
#include <boost/serialization/shared_ptr.hpp>
#include <boost/serialization/singleton.hpp>

namespace gtsam {
namespace noiseModel {
// clang-format off
// clang-format on
namespace mEstimator {

//---------------------------------------------------------------------------------------

class GTSAM_EXPORT Base {
 public:
  enum ReweightScheme { Scalar, Block };
  typedef boost::shared_ptr<Base> shared_ptr;

 protected:
  ReweightScheme reweight_;

 public:
  Base(const ReweightScheme reweight = Block) : reweight_(reweight) {}
  virtual ~Base() {}

  /*
   * 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.
   */
  virtual double loss(double distance) const { return 0; };

  /*
   * 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.
   */
  virtual double weight(double distance) const = 0;

  virtual void print(const std::string &s) const = 0;
  virtual bool equals(const Base &expected, double tol = 1e-8) const = 0;

  double sqrtWeight(double distance) const { return std::sqrt(weight(distance)); }

  Vector weight(const Vector &error) const;

  Vector sqrtWeight(const Vector &error) const {
    return weight(error).cwiseSqrt();
  }

  void reweight(Vector &error) const;
  void reweight(std::vector<Matrix> &A, Vector &error) const;
  void reweight(Matrix &A, Vector &error) const;
  void reweight(Matrix &A1, Matrix &A2, Vector &error) const;
  void reweight(Matrix &A1, Matrix &A2, Matrix &A3, Vector &error) const;

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_NVP(reweight_);
  }
};

class GTSAM_EXPORT Null : public Base {
 public:
  typedef boost::shared_ptr<Null> shared_ptr;

  Null(const ReweightScheme reweight = Block) : Base(reweight) {}
  ~Null() override {}
  double weight(double /*error*/) const override { return 1.0; }
  double loss(double distance) const override { return 0.5 * distance * distance; }
  void print(const std::string &s) const override;
  bool equals(const Base & /*expected*/, double /*tol*/) const override { return true; }
  static shared_ptr Create();

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
  }
};

class GTSAM_EXPORT Fair : public Base {
 protected:
  double c_;

 public:
  typedef boost::shared_ptr<Fair> shared_ptr;

  Fair(double c = 1.3998, const ReweightScheme reweight = Block);
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double c, const ReweightScheme reweight = Block);

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(c_);
  }
};

class GTSAM_EXPORT Huber : public Base {
 protected:
  double k_;

 public:
  typedef boost::shared_ptr<Huber> shared_ptr;

  Huber(double k = 1.345, const ReweightScheme reweight = Block);
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double k, const ReweightScheme reweight = Block);

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(k_);
  }
};

class GTSAM_EXPORT Cauchy : public Base {
 protected:
  double k_, ksquared_;

 public:
  typedef boost::shared_ptr<Cauchy> shared_ptr;

  Cauchy(double k = 0.1, const ReweightScheme reweight = Block);
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double k, const ReweightScheme reweight = Block);

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(k_);
  }
};

class GTSAM_EXPORT Tukey : public Base {
 protected:
  double c_, csquared_;

 public:
  typedef boost::shared_ptr<Tukey> shared_ptr;

  Tukey(double c = 4.6851, const ReweightScheme reweight = Block);
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double k, const ReweightScheme reweight = Block);

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(c_);
  }
};

class GTSAM_EXPORT Welsch : public Base {
 protected:
  double c_, csquared_;

 public:
  typedef boost::shared_ptr<Welsch> shared_ptr;

  Welsch(double c = 2.9846, const ReweightScheme reweight = Block);
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double k, const ReweightScheme reweight = Block);

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(c_);
  }
};

class GTSAM_EXPORT GemanMcClure : public Base {
 public:
  typedef boost::shared_ptr<GemanMcClure> shared_ptr;

  GemanMcClure(double c = 1.0, const ReweightScheme reweight = Block);
  ~GemanMcClure() override {}
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double k, const ReweightScheme reweight = Block);

 protected:
  double c_;

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(c_);
  }
};

class GTSAM_EXPORT DCS : public Base {
 public:
  typedef boost::shared_ptr<DCS> shared_ptr;

  DCS(double c = 1.0, const ReweightScheme reweight = Block);
  ~DCS() override {}
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double k, const ReweightScheme reweight = Block);

 protected:
  double c_;

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(c_);
  }
};

class GTSAM_EXPORT L2WithDeadZone : public Base {
 protected:
  double k_;

 public:
  typedef boost::shared_ptr<L2WithDeadZone> shared_ptr;

  L2WithDeadZone(double k = 1.0, const ReweightScheme reweight = Block);
  double weight(double distance) const override;
  double loss(double distance) const override;
  void print(const std::string &s) const override;
  bool equals(const Base &expected, double tol = 1e-8) const override;
  static shared_ptr Create(double k, const ReweightScheme reweight = Block);

 private:
  friend class boost::serialization::access;
  template <class ARCHIVE>
  void serialize(ARCHIVE &ar, const unsigned int /*version*/) {
    ar &BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar &BOOST_SERIALIZATION_NVP(k_);
  }
};

}  // namespace mEstimator
}  // namespace noiseModel
}  // namespace gtsam