emtf::Huber Class Reference

#include <LossFunctions.h>

Inheritance diagram for emtf::Huber:

Public Member Functions
double	calculateQuantile (std::vector< Event * > &v, double whichQuantile)
double	fit (std::vector< Event * > &v) override
	Huber ()
int	id () override
std::string	name () override
double	target (Event *e) override
	~Huber () override
Public Member Functions inherited from emtf::LossFunction
virtual	~LossFunction ()=default

Public Attributes
double	quantile
double	residual_median

Detailed Description

Definition at line 119 of file LossFunctions.h.

Constructor & Destructor Documentation

emtf::Huber::Huber ( )

inline

Definition at line 121 of file LossFunctions.h.

{}

emtf::Huber::~Huber ( )

inlineoverride

Definition at line 122 of file LossFunctions.h.

{}

Member Function Documentation

double emtf::Huber::calculateQuantile ( std::vector< Event * > &  v, double  whichQuantile  )

inline

Definition at line 156 of file LossFunctions.h.

References funct::abs(), MillePedeFileConverter_cfg::e, mps_fire::i, emtf::Event::predictedValue, and emtf::Event::trueValue.

                                                                         {
      // Container for the residuals.
      std::vector<double> residuals(v.size());

      // Load the residuals into a vector.
      for (unsigned int i = 0; i < v.size(); i++) {
        Event* e = v[i];
        residuals[i] = std::abs(e->trueValue - e->predictedValue);
      }

      std::sort(residuals.begin(), residuals.end());
      unsigned int quantile_location = whichQuantile * (residuals.size() - 1);
      return residuals[quantile_location];
    }

double emtf::Huber::fit ( std::vector< Event * > &  v )

inlineoverridevirtual

Implements emtf::LossFunction.

Definition at line 136 of file LossFunctions.h.

References funct::abs(), change_name::diff, MillePedeFileConverter_cfg::e, mps_fire::i, min(), emtf::Event::predictedValue, and emtf::Event::trueValue.

Referenced by trackingPlots.Iteration::modules().

                                              {
      // The constant fit that minimizes Huber in a region.

      quantile = calculateQuantile(v, 0.7);
      residual_median = calculateQuantile(v, 0.5);

      double x = 0;
      for (unsigned int i = 0; i < v.size(); i++) {
        Event* e = v[i];
        double residual = e->trueValue - e->predictedValue;
        double diff = residual - residual_median;
        x += ((diff > 0) ? 1.0 : -1.0) * std::min(quantile, std::abs(diff));
      }

      return (residual_median + x / v.size());
    }

int emtf::Huber::id ( void  )

inlineoverridevirtual

Implements emtf::LossFunction.

Definition at line 154 of file LossFunctions.h.

{ return 3; }

std::string emtf::Huber::name ( void  )

inlineoverridevirtual

Implements emtf::LossFunction.

Definition at line 153 of file LossFunctions.h.

Referenced by config.CFG::__str__(), validation.Sample::digest(), and VIDSelectorBase.VIDSelectorBase::initialize().

{ return "Huber"; }

double emtf::Huber::target ( Event *  e )

inlineoverridevirtual

Implements emtf::LossFunction.

Definition at line 127 of file LossFunctions.h.

References funct::abs(), emtf::Event::predictedValue, and emtf::Event::trueValue.

                                     {
      // The gradient of the loss function.

      if (std::abs(e->trueValue - e->predictedValue) <= quantile)
        return (e->trueValue - e->predictedValue);
      else
        return quantile * (((e->trueValue - e->predictedValue) > 0) ? 1.0 : -1.0);
    }

Member Data Documentation

double emtf::Huber::quantile

Definition at line 124 of file LossFunctions.h.

double emtf::Huber::residual_median

Definition at line 125 of file LossFunctions.h.