Huber Class Reference

#include <LossFunctions.h>

Inheritance diagram for Huber:

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

inline

Definition at line 169 of file LossFunctions.h.

References Abs(), alignCSCRings::e, i, emtf::Event::predictedValue, and emtf::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++)
      {
        emtf::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< emtf::Event * > &  v )

inlinevirtual

Implements L1TLossFunction.

Definition at line 146 of file LossFunctions.h.

References Abs(), calculateQuantile(), mps_update::diff, alignCSCRings::e, i, min(), emtf::Event::predictedValue, quantile, residual_median, emtf::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++)
      {
        emtf::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 L1TLossFunction.

Definition at line 167 of file LossFunctions.h.

{ return 3; }

std::string Huber::name ( void  )

inlinevirtual

Implements L1TLossFunction.

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 ( emtf::Event *  e )

inlinevirtual

Implements L1TLossFunction.

Definition at line 136 of file LossFunctions.h.

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