630 lines
24 KiB
C++
630 lines
24 KiB
C++
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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//
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// The National Institute of Standards and Technology has released a
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// set of problems to test non-linear least squares solvers.
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//
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// More information about the background on these problems and
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// suggested evaluation methodology can be found at:
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//
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// http://www.itl.nist.gov/div898/strd/nls/nls_info.shtml
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//
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// The problem data themselves can be found at
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//
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// http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml
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//
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// The problems are divided into three levels of difficulty, Easy,
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// Medium and Hard. For each problem there are two starting guesses,
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// the first one far away from the global minimum and the second
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// closer to it.
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//
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// A problem is considered successfully solved, if every components of
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// the solution matches the globally optimal solution in at least 4
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// digits or more.
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//
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// This dataset was used for an evaluation of Non-linear least squares
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// solvers:
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//
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// P. F. Mondragon & B. Borchers, A Comparison of Nonlinear Regression
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// Codes, Journal of Modern Applied Statistical Methods, 4(1):343-351,
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// 2005.
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//
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// The results from Mondragon & Borchers can be summarized as
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// Excel Gnuplot GaussFit HBN MinPack
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// Average LRE 2.3 4.3 4.0 6.8 4.4
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// Winner 1 5 12 29 12
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//
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// Where the row Winner counts, the number of problems for which the
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// solver had the highest LRE.
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// In this file, we implement the same evaluation methodology using
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// Ceres. Currently using Levenberg-Marquardt with DENSE_QR, we get
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//
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// Excel Gnuplot GaussFit HBN MinPack Ceres
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// Average LRE 2.3 4.3 4.0 6.8 4.4 9.4
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// Winner 0 0 5 11 2 41
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#include <iostream>
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#include <iterator>
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#include <fstream>
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#include "ceres/ceres.h"
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#include "gflags/gflags.h"
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#include "glog/logging.h"
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#include "Eigen/Core"
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DEFINE_string(nist_data_dir, "", "Directory containing the NIST non-linear"
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"regression examples");
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DEFINE_string(minimizer, "trust_region",
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"Minimizer type to use, choices are: line_search & trust_region");
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DEFINE_string(trust_region_strategy, "levenberg_marquardt",
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"Options are: levenberg_marquardt, dogleg");
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DEFINE_string(dogleg, "traditional_dogleg",
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"Options are: traditional_dogleg, subspace_dogleg");
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DEFINE_string(linear_solver, "dense_qr", "Options are: "
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"sparse_cholesky, dense_qr, dense_normal_cholesky and"
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"cgnr");
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DEFINE_string(preconditioner, "jacobi", "Options are: "
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"identity, jacobi");
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DEFINE_string(line_search, "wolfe",
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"Line search algorithm to use, choices are: armijo and wolfe.");
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DEFINE_string(line_search_direction, "lbfgs",
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"Line search direction algorithm to use, choices: lbfgs, bfgs");
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DEFINE_int32(max_line_search_iterations, 20,
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"Maximum number of iterations for each line search.");
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DEFINE_int32(max_line_search_restarts, 10,
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"Maximum number of restarts of line search direction algorithm.");
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DEFINE_string(line_search_interpolation, "cubic",
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"Degree of polynomial aproximation in line search, "
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"choices are: bisection, quadratic & cubic.");
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DEFINE_int32(lbfgs_rank, 20,
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"Rank of L-BFGS inverse Hessian approximation in line search.");
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DEFINE_bool(approximate_eigenvalue_bfgs_scaling, false,
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"Use approximate eigenvalue scaling in (L)BFGS line search.");
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DEFINE_double(sufficient_decrease, 1.0e-4,
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"Line search Armijo sufficient (function) decrease factor.");
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DEFINE_double(sufficient_curvature_decrease, 0.9,
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"Line search Wolfe sufficient curvature decrease factor.");
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DEFINE_int32(num_iterations, 10000, "Number of iterations");
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DEFINE_bool(nonmonotonic_steps, false, "Trust region algorithm can use"
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" nonmonotic steps");
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DEFINE_double(initial_trust_region_radius, 1e4, "Initial trust region radius");
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DEFINE_bool(use_numeric_diff, false,
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"Use numeric differentiation instead of automatic "
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"differentiation.");
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DEFINE_string(numeric_diff_method, "ridders", "When using numeric "
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"differentiation, selects algorithm. Options are: central, "
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"forward, ridders.");
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DEFINE_double(ridders_step_size, 1e-9, "Initial step size for Ridders "
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"numeric differentiation.");
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DEFINE_int32(ridders_extrapolations, 3, "Maximal number of Ridders "
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"extrapolations.");
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namespace ceres {
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namespace examples {
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using Eigen::Dynamic;
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using Eigen::RowMajor;
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typedef Eigen::Matrix<double, Dynamic, 1> Vector;
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typedef Eigen::Matrix<double, Dynamic, Dynamic, RowMajor> Matrix;
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using std::atof;
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using std::atoi;
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using std::cout;
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using std::ifstream;
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using std::string;
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using std::vector;
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void SplitStringUsingChar(const string& full,
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const char delim,
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vector<string>* result) {
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std::back_insert_iterator< vector<string> > it(*result);
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const char* p = full.data();
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const char* end = p + full.size();
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while (p != end) {
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if (*p == delim) {
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++p;
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} else {
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const char* start = p;
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while (++p != end && *p != delim) {
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// Skip to the next occurence of the delimiter.
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}
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*it++ = string(start, p - start);
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}
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}
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}
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bool GetAndSplitLine(ifstream& ifs, vector<string>* pieces) {
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pieces->clear();
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char buf[256];
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ifs.getline(buf, 256);
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SplitStringUsingChar(string(buf), ' ', pieces);
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return true;
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}
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void SkipLines(ifstream& ifs, int num_lines) {
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char buf[256];
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for (int i = 0; i < num_lines; ++i) {
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ifs.getline(buf, 256);
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}
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}
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class NISTProblem {
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public:
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explicit NISTProblem(const string& filename) {
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ifstream ifs(filename.c_str(), ifstream::in);
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vector<string> pieces;
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SkipLines(ifs, 24);
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GetAndSplitLine(ifs, &pieces);
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const int kNumResponses = atoi(pieces[1].c_str());
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GetAndSplitLine(ifs, &pieces);
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const int kNumPredictors = atoi(pieces[0].c_str());
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GetAndSplitLine(ifs, &pieces);
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const int kNumObservations = atoi(pieces[0].c_str());
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SkipLines(ifs, 4);
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GetAndSplitLine(ifs, &pieces);
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const int kNumParameters = atoi(pieces[0].c_str());
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SkipLines(ifs, 8);
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// Get the first line of initial and final parameter values to
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// determine the number of tries.
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GetAndSplitLine(ifs, &pieces);
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const int kNumTries = pieces.size() - 4;
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predictor_.resize(kNumObservations, kNumPredictors);
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response_.resize(kNumObservations, kNumResponses);
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initial_parameters_.resize(kNumTries, kNumParameters);
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final_parameters_.resize(1, kNumParameters);
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// Parse the line for parameter b1.
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int parameter_id = 0;
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for (int i = 0; i < kNumTries; ++i) {
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initial_parameters_(i, parameter_id) = atof(pieces[i + 2].c_str());
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}
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final_parameters_(0, parameter_id) = atof(pieces[2 + kNumTries].c_str());
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// Parse the remaining parameter lines.
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for (int parameter_id = 1; parameter_id < kNumParameters; ++parameter_id) {
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GetAndSplitLine(ifs, &pieces);
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// b2, b3, ....
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for (int i = 0; i < kNumTries; ++i) {
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initial_parameters_(i, parameter_id) = atof(pieces[i + 2].c_str());
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}
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final_parameters_(0, parameter_id) = atof(pieces[2 + kNumTries].c_str());
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}
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// Certfied cost
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SkipLines(ifs, 1);
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GetAndSplitLine(ifs, &pieces);
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certified_cost_ = atof(pieces[4].c_str()) / 2.0;
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// Read the observations.
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SkipLines(ifs, 18 - kNumParameters);
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for (int i = 0; i < kNumObservations; ++i) {
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GetAndSplitLine(ifs, &pieces);
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// Response.
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for (int j = 0; j < kNumResponses; ++j) {
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response_(i, j) = atof(pieces[j].c_str());
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}
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// Predictor variables.
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for (int j = 0; j < kNumPredictors; ++j) {
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predictor_(i, j) = atof(pieces[j + kNumResponses].c_str());
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}
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}
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}
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Matrix initial_parameters(int start) const { return initial_parameters_.row(start); } // NOLINT
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Matrix final_parameters() const { return final_parameters_; }
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Matrix predictor() const { return predictor_; }
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Matrix response() const { return response_; }
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int predictor_size() const { return predictor_.cols(); }
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int num_observations() const { return predictor_.rows(); }
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int response_size() const { return response_.cols(); }
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int num_parameters() const { return initial_parameters_.cols(); }
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int num_starts() const { return initial_parameters_.rows(); }
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double certified_cost() const { return certified_cost_; }
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private:
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Matrix predictor_;
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Matrix response_;
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Matrix initial_parameters_;
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Matrix final_parameters_;
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double certified_cost_;
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};
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#define NIST_BEGIN(CostFunctionName) \
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struct CostFunctionName { \
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CostFunctionName(const double* const x, \
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const double* const y) \
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: x_(*x), y_(*y) {} \
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double x_; \
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double y_; \
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template <typename T> \
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bool operator()(const T* const b, T* residual) const { \
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const T y(y_); \
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const T x(x_); \
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residual[0] = y - (
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#define NIST_END ); return true; }};
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// y = b1 * (b2+x)**(-1/b3) + e
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NIST_BEGIN(Bennet5)
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b[0] * pow(b[1] + x, T(-1.0) / b[2])
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NIST_END
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// y = b1*(1-exp[-b2*x]) + e
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NIST_BEGIN(BoxBOD)
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b[0] * (T(1.0) - exp(-b[1] * x))
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NIST_END
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// y = exp[-b1*x]/(b2+b3*x) + e
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NIST_BEGIN(Chwirut)
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exp(-b[0] * x) / (b[1] + b[2] * x)
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NIST_END
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// y = b1*x**b2 + e
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NIST_BEGIN(DanWood)
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b[0] * pow(x, b[1])
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NIST_END
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// y = b1*exp( -b2*x ) + b3*exp( -(x-b4)**2 / b5**2 )
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// + b6*exp( -(x-b7)**2 / b8**2 ) + e
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NIST_BEGIN(Gauss)
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b[0] * exp(-b[1] * x) +
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b[2] * exp(-pow((x - b[3])/b[4], 2)) +
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b[5] * exp(-pow((x - b[6])/b[7], 2))
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NIST_END
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// y = b1*exp(-b2*x) + b3*exp(-b4*x) + b5*exp(-b6*x) + e
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NIST_BEGIN(Lanczos)
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b[0] * exp(-b[1] * x) + b[2] * exp(-b[3] * x) + b[4] * exp(-b[5] * x)
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NIST_END
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// y = (b1+b2*x+b3*x**2+b4*x**3) /
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// (1+b5*x+b6*x**2+b7*x**3) + e
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NIST_BEGIN(Hahn1)
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(b[0] + b[1] * x + b[2] * x * x + b[3] * x * x * x) /
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(T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x)
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NIST_END
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// y = (b1 + b2*x + b3*x**2) /
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// (1 + b4*x + b5*x**2) + e
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NIST_BEGIN(Kirby2)
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(b[0] + b[1] * x + b[2] * x * x) /
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(T(1.0) + b[3] * x + b[4] * x * x)
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NIST_END
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// y = b1*(x**2+x*b2) / (x**2+x*b3+b4) + e
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NIST_BEGIN(MGH09)
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b[0] * (x * x + x * b[1]) / (x * x + x * b[2] + b[3])
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NIST_END
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// y = b1 * exp[b2/(x+b3)] + e
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NIST_BEGIN(MGH10)
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b[0] * exp(b[1] / (x + b[2]))
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NIST_END
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// y = b1 + b2*exp[-x*b4] + b3*exp[-x*b5]
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NIST_BEGIN(MGH17)
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b[0] + b[1] * exp(-x * b[3]) + b[2] * exp(-x * b[4])
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NIST_END
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// y = b1*(1-exp[-b2*x]) + e
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NIST_BEGIN(Misra1a)
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b[0] * (T(1.0) - exp(-b[1] * x))
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NIST_END
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// y = b1 * (1-(1+b2*x/2)**(-2)) + e
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NIST_BEGIN(Misra1b)
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b[0] * (T(1.0) - T(1.0)/ ((T(1.0) + b[1] * x / 2.0) * (T(1.0) + b[1] * x / 2.0))) // NOLINT
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NIST_END
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// y = b1 * (1-(1+2*b2*x)**(-.5)) + e
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NIST_BEGIN(Misra1c)
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b[0] * (T(1.0) - pow(T(1.0) + T(2.0) * b[1] * x, -0.5))
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NIST_END
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// y = b1*b2*x*((1+b2*x)**(-1)) + e
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NIST_BEGIN(Misra1d)
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b[0] * b[1] * x / (T(1.0) + b[1] * x)
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NIST_END
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const double kPi = 3.141592653589793238462643383279;
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// pi = 3.141592653589793238462643383279E0
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// y = b1 - b2*x - arctan[b3/(x-b4)]/pi + e
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NIST_BEGIN(Roszman1)
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b[0] - b[1] * x - atan2(b[2], (x - b[3]))/T(kPi)
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NIST_END
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// y = b1 / (1+exp[b2-b3*x]) + e
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NIST_BEGIN(Rat42)
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b[0] / (T(1.0) + exp(b[1] - b[2] * x))
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NIST_END
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// y = b1 / ((1+exp[b2-b3*x])**(1/b4)) + e
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NIST_BEGIN(Rat43)
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b[0] / pow(T(1.0) + exp(b[1] - b[2] * x), T(1.0) / b[3])
|
||
|
NIST_END
|
||
|
|
||
|
// y = (b1 + b2*x + b3*x**2 + b4*x**3) /
|
||
|
// (1 + b5*x + b6*x**2 + b7*x**3) + e
|
||
|
NIST_BEGIN(Thurber)
|
||
|
(b[0] + b[1] * x + b[2] * x * x + b[3] * x * x * x) /
|
||
|
(T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x)
|
||
|
NIST_END
|
||
|
|
||
|
// y = b1 + b2*cos( 2*pi*x/12 ) + b3*sin( 2*pi*x/12 )
|
||
|
// + b5*cos( 2*pi*x/b4 ) + b6*sin( 2*pi*x/b4 )
|
||
|
// + b8*cos( 2*pi*x/b7 ) + b9*sin( 2*pi*x/b7 ) + e
|
||
|
NIST_BEGIN(ENSO)
|
||
|
b[0] + b[1] * cos(T(2.0 * kPi) * x / T(12.0)) +
|
||
|
b[2] * sin(T(2.0 * kPi) * x / T(12.0)) +
|
||
|
b[4] * cos(T(2.0 * kPi) * x / b[3]) +
|
||
|
b[5] * sin(T(2.0 * kPi) * x / b[3]) +
|
||
|
b[7] * cos(T(2.0 * kPi) * x / b[6]) +
|
||
|
b[8] * sin(T(2.0 * kPi) * x / b[6])
|
||
|
NIST_END
|
||
|
|
||
|
// y = (b1/b2) * exp[-0.5*((x-b3)/b2)**2] + e
|
||
|
NIST_BEGIN(Eckerle4)
|
||
|
b[0] / b[1] * exp(T(-0.5) * pow((x - b[2])/b[1], 2))
|
||
|
NIST_END
|
||
|
|
||
|
struct Nelson {
|
||
|
public:
|
||
|
Nelson(const double* const x, const double* const y)
|
||
|
: x1_(x[0]), x2_(x[1]), y_(y[0]) {}
|
||
|
|
||
|
template <typename T>
|
||
|
bool operator()(const T* const b, T* residual) const {
|
||
|
// log[y] = b1 - b2*x1 * exp[-b3*x2] + e
|
||
|
residual[0] = T(log(y_)) - (b[0] - b[1] * T(x1_) * exp(-b[2] * T(x2_)));
|
||
|
return true;
|
||
|
}
|
||
|
|
||
|
private:
|
||
|
double x1_;
|
||
|
double x2_;
|
||
|
double y_;
|
||
|
};
|
||
|
|
||
|
static void SetNumericDiffOptions(ceres::NumericDiffOptions* options) {
|
||
|
options->max_num_ridders_extrapolations = FLAGS_ridders_extrapolations;
|
||
|
options->ridders_relative_initial_step_size = FLAGS_ridders_step_size;
|
||
|
}
|
||
|
|
||
|
template <typename Model, int num_residuals, int num_parameters>
|
||
|
int RegressionDriver(const string& filename,
|
||
|
const ceres::Solver::Options& options) {
|
||
|
NISTProblem nist_problem(FLAGS_nist_data_dir + filename);
|
||
|
CHECK_EQ(num_residuals, nist_problem.response_size());
|
||
|
CHECK_EQ(num_parameters, nist_problem.num_parameters());
|
||
|
|
||
|
Matrix predictor = nist_problem.predictor();
|
||
|
Matrix response = nist_problem.response();
|
||
|
Matrix final_parameters = nist_problem.final_parameters();
|
||
|
|
||
|
printf("%s\n", filename.c_str());
|
||
|
|
||
|
// Each NIST problem comes with multiple starting points, so we
|
||
|
// construct the problem from scratch for each case and solve it.
|
||
|
int num_success = 0;
|
||
|
for (int start = 0; start < nist_problem.num_starts(); ++start) {
|
||
|
Matrix initial_parameters = nist_problem.initial_parameters(start);
|
||
|
|
||
|
ceres::Problem problem;
|
||
|
for (int i = 0; i < nist_problem.num_observations(); ++i) {
|
||
|
Model* model = new Model(
|
||
|
predictor.data() + nist_problem.predictor_size() * i,
|
||
|
response.data() + nist_problem.response_size() * i);
|
||
|
ceres::CostFunction* cost_function = NULL;
|
||
|
if (FLAGS_use_numeric_diff) {
|
||
|
ceres::NumericDiffOptions options;
|
||
|
SetNumericDiffOptions(&options);
|
||
|
if (FLAGS_numeric_diff_method == "central") {
|
||
|
cost_function = new NumericDiffCostFunction<Model,
|
||
|
ceres::CENTRAL,
|
||
|
num_residuals,
|
||
|
num_parameters>(
|
||
|
model, ceres::TAKE_OWNERSHIP, num_residuals, options);
|
||
|
} else if (FLAGS_numeric_diff_method == "forward") {
|
||
|
cost_function = new NumericDiffCostFunction<Model,
|
||
|
ceres::FORWARD,
|
||
|
num_residuals,
|
||
|
num_parameters>(
|
||
|
model, ceres::TAKE_OWNERSHIP, num_residuals, options);
|
||
|
} else if (FLAGS_numeric_diff_method == "ridders") {
|
||
|
cost_function = new NumericDiffCostFunction<Model,
|
||
|
ceres::RIDDERS,
|
||
|
num_residuals,
|
||
|
num_parameters>(
|
||
|
model, ceres::TAKE_OWNERSHIP, num_residuals, options);
|
||
|
} else {
|
||
|
LOG(ERROR) << "Invalid numeric diff method specified";
|
||
|
return 0;
|
||
|
}
|
||
|
} else {
|
||
|
cost_function =
|
||
|
new ceres::AutoDiffCostFunction<Model,
|
||
|
num_residuals,
|
||
|
num_parameters>(model);
|
||
|
}
|
||
|
|
||
|
problem.AddResidualBlock(cost_function,
|
||
|
NULL,
|
||
|
initial_parameters.data());
|
||
|
}
|
||
|
|
||
|
ceres::Solver::Summary summary;
|
||
|
Solve(options, &problem, &summary);
|
||
|
|
||
|
// Compute the LRE by comparing each component of the solution
|
||
|
// with the ground truth, and taking the minimum.
|
||
|
Matrix final_parameters = nist_problem.final_parameters();
|
||
|
const double kMaxNumSignificantDigits = 11;
|
||
|
double log_relative_error = kMaxNumSignificantDigits + 1;
|
||
|
for (int i = 0; i < num_parameters; ++i) {
|
||
|
const double tmp_lre =
|
||
|
-std::log10(std::fabs(final_parameters(i) - initial_parameters(i)) /
|
||
|
std::fabs(final_parameters(i)));
|
||
|
// The maximum LRE is capped at 11 - the precision at which the
|
||
|
// ground truth is known.
|
||
|
//
|
||
|
// The minimum LRE is capped at 0 - no digits match between the
|
||
|
// computed solution and the ground truth.
|
||
|
log_relative_error =
|
||
|
std::min(log_relative_error,
|
||
|
std::max(0.0, std::min(kMaxNumSignificantDigits, tmp_lre)));
|
||
|
}
|
||
|
|
||
|
const int kMinNumMatchingDigits = 4;
|
||
|
if (log_relative_error >= kMinNumMatchingDigits) {
|
||
|
++num_success;
|
||
|
}
|
||
|
|
||
|
printf("start: %d status: %s lre: %4.1f initial cost: %e final cost:%e "
|
||
|
"certified cost: %e total iterations: %d\n",
|
||
|
start + 1,
|
||
|
log_relative_error < kMinNumMatchingDigits ? "FAILURE" : "SUCCESS",
|
||
|
log_relative_error,
|
||
|
summary.initial_cost,
|
||
|
summary.final_cost,
|
||
|
nist_problem.certified_cost(),
|
||
|
(summary.num_successful_steps + summary.num_unsuccessful_steps));
|
||
|
}
|
||
|
return num_success;
|
||
|
}
|
||
|
|
||
|
void SetMinimizerOptions(ceres::Solver::Options* options) {
|
||
|
CHECK(ceres::StringToMinimizerType(FLAGS_minimizer,
|
||
|
&options->minimizer_type));
|
||
|
CHECK(ceres::StringToLinearSolverType(FLAGS_linear_solver,
|
||
|
&options->linear_solver_type));
|
||
|
CHECK(ceres::StringToPreconditionerType(FLAGS_preconditioner,
|
||
|
&options->preconditioner_type));
|
||
|
CHECK(ceres::StringToTrustRegionStrategyType(
|
||
|
FLAGS_trust_region_strategy,
|
||
|
&options->trust_region_strategy_type));
|
||
|
CHECK(ceres::StringToDoglegType(FLAGS_dogleg, &options->dogleg_type));
|
||
|
CHECK(ceres::StringToLineSearchDirectionType(
|
||
|
FLAGS_line_search_direction,
|
||
|
&options->line_search_direction_type));
|
||
|
CHECK(ceres::StringToLineSearchType(FLAGS_line_search,
|
||
|
&options->line_search_type));
|
||
|
CHECK(ceres::StringToLineSearchInterpolationType(
|
||
|
FLAGS_line_search_interpolation,
|
||
|
&options->line_search_interpolation_type));
|
||
|
|
||
|
options->max_num_iterations = FLAGS_num_iterations;
|
||
|
options->use_nonmonotonic_steps = FLAGS_nonmonotonic_steps;
|
||
|
options->initial_trust_region_radius = FLAGS_initial_trust_region_radius;
|
||
|
options->max_lbfgs_rank = FLAGS_lbfgs_rank;
|
||
|
options->line_search_sufficient_function_decrease = FLAGS_sufficient_decrease;
|
||
|
options->line_search_sufficient_curvature_decrease =
|
||
|
FLAGS_sufficient_curvature_decrease;
|
||
|
options->max_num_line_search_step_size_iterations =
|
||
|
FLAGS_max_line_search_iterations;
|
||
|
options->max_num_line_search_direction_restarts =
|
||
|
FLAGS_max_line_search_restarts;
|
||
|
options->use_approximate_eigenvalue_bfgs_scaling =
|
||
|
FLAGS_approximate_eigenvalue_bfgs_scaling;
|
||
|
options->function_tolerance = 1e-18;
|
||
|
options->gradient_tolerance = 1e-18;
|
||
|
options->parameter_tolerance = 1e-18;
|
||
|
}
|
||
|
|
||
|
void SolveNISTProblems() {
|
||
|
if (FLAGS_nist_data_dir.empty()) {
|
||
|
LOG(FATAL) << "Must specify the directory containing the NIST problems";
|
||
|
}
|
||
|
|
||
|
ceres::Solver::Options options;
|
||
|
SetMinimizerOptions(&options);
|
||
|
|
||
|
cout << "Lower Difficulty\n";
|
||
|
int easy_success = 0;
|
||
|
easy_success += RegressionDriver<Misra1a, 1, 2>("Misra1a.dat", options);
|
||
|
easy_success += RegressionDriver<Chwirut, 1, 3>("Chwirut1.dat", options);
|
||
|
easy_success += RegressionDriver<Chwirut, 1, 3>("Chwirut2.dat", options);
|
||
|
easy_success += RegressionDriver<Lanczos, 1, 6>("Lanczos3.dat", options);
|
||
|
easy_success += RegressionDriver<Gauss, 1, 8>("Gauss1.dat", options);
|
||
|
easy_success += RegressionDriver<Gauss, 1, 8>("Gauss2.dat", options);
|
||
|
easy_success += RegressionDriver<DanWood, 1, 2>("DanWood.dat", options);
|
||
|
easy_success += RegressionDriver<Misra1b, 1, 2>("Misra1b.dat", options);
|
||
|
|
||
|
cout << "\nMedium Difficulty\n";
|
||
|
int medium_success = 0;
|
||
|
medium_success += RegressionDriver<Kirby2, 1, 5>("Kirby2.dat", options);
|
||
|
medium_success += RegressionDriver<Hahn1, 1, 7>("Hahn1.dat", options);
|
||
|
medium_success += RegressionDriver<Nelson, 1, 3>("Nelson.dat", options);
|
||
|
medium_success += RegressionDriver<MGH17, 1, 5>("MGH17.dat", options);
|
||
|
medium_success += RegressionDriver<Lanczos, 1, 6>("Lanczos1.dat", options);
|
||
|
medium_success += RegressionDriver<Lanczos, 1, 6>("Lanczos2.dat", options);
|
||
|
medium_success += RegressionDriver<Gauss, 1, 8>("Gauss3.dat", options);
|
||
|
medium_success += RegressionDriver<Misra1c, 1, 2>("Misra1c.dat", options);
|
||
|
medium_success += RegressionDriver<Misra1d, 1, 2>("Misra1d.dat", options);
|
||
|
medium_success += RegressionDriver<Roszman1, 1, 4>("Roszman1.dat", options);
|
||
|
medium_success += RegressionDriver<ENSO, 1, 9>("ENSO.dat", options);
|
||
|
|
||
|
cout << "\nHigher Difficulty\n";
|
||
|
int hard_success = 0;
|
||
|
hard_success += RegressionDriver<MGH09, 1, 4>("MGH09.dat", options);
|
||
|
hard_success += RegressionDriver<Thurber, 1, 7>("Thurber.dat", options);
|
||
|
hard_success += RegressionDriver<BoxBOD, 1, 2>("BoxBOD.dat", options);
|
||
|
hard_success += RegressionDriver<Rat42, 1, 3>("Rat42.dat", options);
|
||
|
hard_success += RegressionDriver<MGH10, 1, 3>("MGH10.dat", options);
|
||
|
|
||
|
hard_success += RegressionDriver<Eckerle4, 1, 3>("Eckerle4.dat", options);
|
||
|
hard_success += RegressionDriver<Rat43, 1, 4>("Rat43.dat", options);
|
||
|
hard_success += RegressionDriver<Bennet5, 1, 3>("Bennett5.dat", options);
|
||
|
|
||
|
cout << "\n";
|
||
|
cout << "Easy : " << easy_success << "/16\n";
|
||
|
cout << "Medium : " << medium_success << "/22\n";
|
||
|
cout << "Hard : " << hard_success << "/16\n";
|
||
|
cout << "Total : "
|
||
|
<< easy_success + medium_success + hard_success << "/54\n";
|
||
|
}
|
||
|
|
||
|
} // namespace examples
|
||
|
} // namespace ceres
|
||
|
|
||
|
int main(int argc, char** argv) {
|
||
|
CERES_GFLAGS_NAMESPACE::ParseCommandLineFlags(&argc, &argv, true);
|
||
|
google::InitGoogleLogging(argv[0]);
|
||
|
ceres::examples::SolveNISTProblems();
|
||
|
return 0;
|
||
|
}
|