ROL
ROL_RegressionError.hpp
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43
44#ifndef ROL_REGRESSIONERROR_H
45#define ROL_REGRESSIONERROR_H
46
47#include "ROL_StdVector.hpp"
48#include "ROL_StdObjective.hpp"
49
58namespace ROL {
59
60template <class Real>
61class RegressionError : public StdObjective<Real> {
62private:
63 void checkSize(const std::vector<Real> &x) {
64 const std::vector<Real> data = Objective<Real>::getParameter();
65 if (data.size() != x.size()) {
66 throw Exception::NotImplemented("ROL::RegressionError : Data dimension does not match input dimension!");
67 }
68 }
69
70public:
72
73 Real value( const std::vector<Real> &x, Real &tol ) {
74 checkSize(x);
75 // Parse Input Vector
76 std::vector<Real> c; c.assign(x.begin()+1,x.end());
77 Real c0 = x[0];
78 // Parse Data
79 const std::vector<Real> data = Objective<Real>::getParameter();
80 std::vector<Real> X; X.assign(data.begin()+1,data.end());
81 Real Y = data[0];
82 // Build Error
83 int Xdim = X.size();
84 Real val = Y-c0;
85 for (int i = 0; i < Xdim; ++i) {
86 val -= c[i]*X[i];
87 }
88 return val;
89 }
90
91 void gradient( std::vector<Real> &g, const std::vector<Real> &x, Real &tol ) {
92 checkSize(x); checkSize(g);
93 // Parse Data
94 const std::vector<Real> data = Objective<Real>::getParameter();
95 std::vector<Real> X; X.assign(data.begin()+1,data.end());
96 // Build Error
97 int Xdim = X.size();
98 g[0] = static_cast<Real>(-1);
99 for (int i = 0; i < Xdim; ++i) {
100 g[i+1] = -X[i];
101 }
102 }
103
104 void hessVec( std::vector<Real> &hv, const std::vector<Real> &v, const std::vector<Real> &x, Real &tol ) {
105 hv.assign(hv.size(),static_cast<Real>(0));
106 }
107}; // class RegressionError
108
109} // namespace ROL
110
111#endif
const std::vector< Real > getParameter(void) const
Provides the interface to evaluate linear regression error.
void gradient(std::vector< Real > &g, const std::vector< Real > &x, Real &tol)
void hessVec(std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol)
void checkSize(const std::vector< Real > &x)
Real value(const std::vector< Real > &x, Real &tol)
Specializes the ROL::Objective interface for objective functions that operate on ROL::StdVector's.