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less rigid filter optimisation

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This commit is contained in:
Antonin Portelli 2024-03-11 13:40:21 +09:00
parent 442624912e
commit 79ca0069c5
1 changed files with 15 additions and 13 deletions
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28
lib/LatAnalyze/Physics/DataFilter.hpp
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@ -54,6 +54,9 @@ private:
******************************************************************************/
class LaplaceDataFilter: public DataFilter
{
public:
template <typename MatType, Index o>
using ObjectiveFunction = std::function<double(const StatArray<MatType, o> &)>;
public:
// constructor
LaplaceDataFilter(const bool downsample = false);
@ -63,10 +66,11 @@ public:
template <typename MatType, Index o>
void operator()(StatArray<MatType, o> &out, const StatArray<MatType, o> &in,
const double lambda = 0.);
// correlation optimisation
// metric optimisation
template <typename MatType, Index o>
double optimiseCdr(const StatArray<MatType, o> &data, Minimizer &min,
const unsigned int nPass = 3);
double optimiseFunction(const StatArray<MatType, o> &data,
ObjectiveFunction<MatType, o> &fn,
Minimizer &min, const unsigned int nPass = 3);
};
/******************************************************************************
@ -98,28 +102,26 @@ void LaplaceDataFilter::operator()(StatArray<MatType, o> &out,
// correlation optimisation ///////////////////////////////////////////////////
template <typename MatType, Index o>
double LaplaceDataFilter::optimiseCdr(const StatArray<MatType, o> &data,
Minimizer &min, const unsigned int nPass)
double LaplaceDataFilter::optimiseFunction(const StatArray<MatType, o> &data,
ObjectiveFunction<MatType, o> &fn,
Minimizer &min,
const unsigned int nPass)
{
StatArray<MatType, o> fdata(data.size());
DVec init(1);
double reg, prec;
DoubleFunction cdr([&data, &fdata, this](const double *x)
DoubleFunction fnReg([&data, &fdata, &fn, this](const double *x)
{
double res;
(*this)(fdata, data, x[0]);
res = Math::cdr(fdata.correlationMatrix());
res = fn(fdata);
return res;
}, 1);
min.setLowLimit(0., -0.1);
min.setHighLimit(0., 100000.);
init(0) = 0.1;
min.setInit(init);
prec = 0.1;
min.setPrecision(prec);
reg = min(cdr)(0);
reg = min(fnReg)(0);
for (unsigned int pass = 0; pass < nPass; pass++)
{
min.setLowLimit(0., (1.-10.*prec)*reg);
@ -128,7 +130,7 @@ double LaplaceDataFilter::optimiseCdr(const StatArray<MatType, o> &data,
min.setInit(init);
prec *= 0.1;
min.setPrecision(prec);
reg = min(cdr)(0);
reg = min(fnReg)(0);
}
return reg;