Public Types | Public Member Functions | Static Public Member Functions | Protected Attributes | List of all members
gtsam::noiseModel::mEstimator::Huber Class Reference

#include <LossFunctions.h>

Inheritance diagram for gtsam::noiseModel::mEstimator::Huber:
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Public Types

typedef std::shared_ptr< Hubershared_ptr
 
- Public Types inherited from gtsam::noiseModel::mEstimator::Base
enum  ReweightScheme { Scalar, Block }
 
typedef std::shared_ptr< Baseshared_ptr
 

Public Member Functions

bool equals (const Base &expected, double tol=1e-8) const override
 
 Huber (double k=1.345, 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
 
- Public Member Functions inherited from gtsam::noiseModel::mEstimator::Base
 Base (const ReweightScheme reweight=Block)
 
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
 
ReweightScheme reweightScheme () const
 Returns the reweight scheme, as explained in ReweightScheme. More...
 
double sqrtWeight (double distance) const
 
Vector sqrtWeight (const Vector &error) 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 k_
 
- Protected Attributes inherited from gtsam::noiseModel::mEstimator::Base
ReweightScheme reweight_
 Strategy for reweighting. More...
 

Detailed Description

The "Huber" robust error model (Zhang97ivc).

This model has a scalar parameter "k".

Definition at line 216 of file LossFunctions.h.

Member Typedef Documentation

◆ shared_ptr

Definition at line 221 of file LossFunctions.h.

Constructor & Destructor Documentation

◆ Huber()

gtsam::noiseModel::mEstimator::Huber::Huber ( double  k = 1.345,
const ReweightScheme  reweight = Block 
)

Definition at line 172 of file LossFunctions.cpp.

Member Function Documentation

◆ Create()

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

Definition at line 202 of file LossFunctions.cpp.

◆ equals()

bool gtsam::noiseModel::mEstimator::Huber::equals ( const Base expected,
double  tol = 1e-8 
) const
overridevirtual

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

Definition at line 196 of file LossFunctions.cpp.

◆ loss()

double gtsam::noiseModel::mEstimator::Huber::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 (x) in mEstimator

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

Definition at line 183 of file LossFunctions.cpp.

◆ modelParameter()

double gtsam::noiseModel::mEstimator::Huber::modelParameter ( ) const
inline

Definition at line 229 of file LossFunctions.h.

◆ print()

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

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

Definition at line 192 of file LossFunctions.cpp.

◆ weight()

double gtsam::noiseModel::mEstimator::Huber::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 178 of file LossFunctions.cpp.

Member Data Documentation

◆ k_

double gtsam::noiseModel::mEstimator::Huber::k_
protected

Definition at line 218 of file LossFunctions.h.


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


gtsam
Author(s):
autogenerated on Tue Jul 4 2023 02:47:26