Class CRPenaltyL2

java.lang.Object
org.ddogleg.chainrule.ops.CRPenaltyL2
All Implemented Interfaces:
CROperatorBackwardsJac<double[]>, CROperatorForward<double[]>
public class CRPenaltyL2 extends Object implements CROperatorBackwardsJac<double[]>

Penalizes a contiguous run of parameters, one residual per parameter, each weight*value. The cost the optimizer sees is therefore the weight squared times the sum of squares, and the Jacobian is a scaled identity.

Nothing here knows what the parameters mean. Point it at a slice of the encoded state by giving the input that slice's offset, and use one instance per group that needs its own weight. A group with no weight is left out rather than configured with zero, which is what keeps the row layout fixed: rows and columns always correspond one to one.

The usual reason to want this is not a preference for small numbers, it is a parameter direction the data does not determine. See the callers for which directions those are.

  • Constructor Details

    • CRPenaltyL2

      public CRPenaltyL2(int length)

    • CRPenaltyL2

      public CRPenaltyL2()

  • Method Details

    • configure

      public CRPenaltyL2 configure(int length)

    • forward

      public void forward(CRArray<double[]> output)
      Description copied from interface: CROperatorForward
      Performs forward pass of the function. Must have already updated CROperatorForward.setInput(int, CRArray).
      Specified by:
      forward in interface CROperatorForward<double[]>
      Parameters:
      output - (Output) Output vector. Modified.

    • jacobian

      public void jacobian(CRMatrix<double[]> dout, List<CRMatrix<double[]>> jacobianInputs)
      Description copied from interface: CROperatorBackwardsJac

      Computes the Jacobian of all the inputs and parameters to this function.

      Mathematical explanation of how the partial derivatives are computed:

      @Out(..)/@x = [@f1(x,y)/@x @f1(x,y)/@y ; @f2(x,y)/@x ...  ] * @???/@f

      Where Out is the final output, 'f' is this function with two inputs (x,y). '@Out/@f' is dout.

      Specified by:
      jacobian in interface CROperatorBackwardsJac<double[]>
      Parameters:
      dout - (Input) Jacobian of output conditional on this function, computed from next layer.
      jacobianInputs - (Output) Storage for all the Jacobian inputs. All matrices must be pre-declared and included in the list. If a matrix is marked as invalid, then the jacobian is skipped for that input.

    • getSettings

      public Map<String,String> getSettings()
      Description copied from interface: CROperatorForward
      Retrieve a serialized description of the settings
      Specified by:
      getSettings in interface CROperatorForward<double[]>

    • setSettings

      public void setSettings(Map<String,String> settings)
      Description copied from interface: CROperatorForward
      Reconfigures the block using the specified settings
      Specified by:
      setSettings in interface CROperatorForward<double[]>

    • setInput

      public void setInput(int which, CRArray<double[]> input)
      Description copied from interface: CROperatorForward

      Specifies the value of an input's vector.

      The implementation can safely save the array input points at along with its offset. Neither the values at that offset nor the array itself will change until after CROperatorForward.forward(CRArray) or a derived function such as CROperatorBackwardsJac.jacobian(CRMatrix, List) has been called. The input reference itself cannot be saved: the caller is free to recycle the CRArray the moment the call returns, including pointing it at another offset.

      Specified by:
      setInput in interface CROperatorForward<double[]>
      Parameters:
      which - Which input
      input - The input's value. This reference can't be saved internally but the array and offset can be.

    • getInputSize

      public int getInputSize(int which)
      Description copied from interface: CROperatorForward
      Returns the specified input's vector size
      Specified by:
      getInputSize in interface CROperatorForward<double[]>

    • getInputCount

      public int getInputCount()
      Description copied from interface: CROperatorForward
      Number of inputs
      Specified by:
      getInputCount in interface CROperatorForward<double[]>

    • getOutputSize

      public int getOutputSize()
      Description copied from interface: CROperatorForward
      Returns the output vector's size
      Specified by:
      getOutputSize in interface CROperatorForward<double[]>

    • getArrayType

      public Class<double[]> getArrayType()
      Description copied from interface: CROperatorForward
      Primitive data type for the array
      Specified by:
      getArrayType in interface CROperatorForward<double[]>