Huber Class Reference

#include <LossFunctions.h>

Inheritance diagram for Huber:

Public Member Functions
double	calculateQuantile (std::vector< Event * > &v, double whichQuantile)
Double_t	fit (std::vector< Event * > &v)
	Huber ()
int	id ()
std::string	name ()
Double_t	target (Event *e)
	~Huber ()

Public Attributes
double	quantile
double	residual_median

Detailed Description

Definition at line 127 of file LossFunctions.h.

Constructor & Destructor Documentation

Huber::Huber ( )

inline

Definition at line 130 of file LossFunctions.h.

{}

Huber::~Huber ( )

inline

Definition at line 131 of file LossFunctions.h.

{}

Member Function Documentation

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

inline

Definition at line 169 of file LossFunctions.h.

References Abs(), alignCSCRings::e, i, Event::predictedValue, and Event::trueValue.

Referenced by fit().

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

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

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

inlinevirtual

Implements LossFunction.

Definition at line 146 of file LossFunctions.h.

References Abs(), calculateQuantile(), mps_update::diff, alignCSCRings::e, i, min(), Event::predictedValue, quantile, residual_median, Event::trueValue, and x.

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, TMath::Abs(diff));
            }

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

int Huber::id ( void  )

inlinevirtual

Implements LossFunction.

Definition at line 167 of file LossFunctions.h.

{ return 3; }

std::string Huber::name ( void  )

inlinevirtual

Implements LossFunction.

Definition at line 166 of file LossFunctions.h.

Referenced by cuy.divideElement::__init__(), cuy.plotElement::__init__(), cuy.additionElement::__init__(), cuy.superimposeElement::__init__(), cuy.graphElement::__init__(), config.CFG::__str__(), validation.Sample::digest(), and VIDSelectorBase.VIDSelectorBase::initialize().

{ return "Huber"; }

Double_t Huber::target ( Event *  e )

inlinevirtual

Implements LossFunction.

Definition at line 136 of file LossFunctions.h.

References Abs(), Event::predictedValue, quantile, and Event::trueValue.

        {
        // The gradient of the loss function.

            if (TMath::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 Huber::quantile

Definition at line 133 of file LossFunctions.h.

Referenced by fit(), and target().

double Huber::residual_median

Definition at line 134 of file LossFunctions.h.

Referenced by fit().