source: src/FunctionApproximation/FunctionApproximation.hpp@ 66cfc7

/*
 * FunctionApproximation.hpp
 *
 *  Created on: 02.10.2012
 *      Author: heber
 */

#ifndef FUNCTIONAPPROXIMATION_HPP_
#define FUNCTIONAPPROXIMATION_HPP_

// include config.h
#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <vector>

#include "FunctionApproximation/FunctionModel.hpp"

/** This class encapsulates the solution to approximating a high-dimensional
 * function represented by two vectors of tuples, being input variables and
 * output of the function via a model function, manipulated by a set of
 * parameters.
 *
 * \note For this reason the input and output dimension has to be given in
 * the constructor since these are fixed parameters to the problem as a
 * whole and usually: a different input dimension means we have a completely
 * different problem (and hence we may as well construct and new instance of
 * this class).
 *
 * The "training data", i.e. the two sets of input and output values, is
 * given extra.
 *
 * The problem is then that a given high-dimensional function is supplied,
 * the "model", and we have to fit this function via its set of variable
 * parameters. This fitting procedure is executed via a Levenberg-Marquardt
 * algorithm as implemented in the
 * <a href="http://www.ics.forth.gr/~lourakis/levmar/index.html">LevMar</a>
 * package.
 *
 */
class FunctionApproximation
{
public:
  //!> typedef for a vector of input arguments
  typedef std::vector<FunctionModel::arguments_t> inputs_t;
  //!> typedef for a vector of output values
  typedef std::vector<FunctionModel::results_t> outputs_t;
public:
  /** Constructor of the class FunctionApproximation.
   *
   * \param _input_dimension input dimension for this function approximation
   * \param _output_dimension output dimension for this function approximation
   */
  FunctionApproximation(
      const size_t &_input_dimension,
      const size_t &_output_dimension,
      FunctionModel &_model) :
    input_dimension(_input_dimension),
    output_dimension(_output_dimension),
    model(_model)
  {}
  /** Destructor for class FunctionApproximation.
   *
   */
  ~FunctionApproximation()
  {}

  /** Setter for the training data to be used.
   *
   * \param input vector of input tuples, needs to be of
   *        FunctionApproximation::input_dimension size
   * \param output vector of output tuples, needs to be of
   *        FunctionApproximation::output_dimension size
   */
  void setTrainingData(const inputs_t &input, const outputs_t &output);

  /** Setter for the model function to be used in the approximation.
   *
   */
  void setModelFunction(FunctionModel &_model);

  /** This starts the fitting process, resulting in the parameters to
   * the model function being optimized with respect to the given training
   * data.
   */
  void operator()();

  /** Evaluates the model function for each pair of training tuple and returns
   * the error between the output of the function and the expected output as a
   * vector.
   *
   * This function as a signature compatible to the one required by the
   * LevMar package (with double precision).
   *
   * \param *p array of parameters for the model function of dimension \a m
   * \param *x array of result values of dimension \a n
   * \param m parameter dimension
   * \param n output dimension
   * \param *data additional data, unused here
   */
  void evaluate(double *p, double *x, int m, int n, void *data);

private:
  static void LevMarCallback(double *p, double *x, int m, int n, void *data);

private:
  //!> input dimension (is fixed from construction)
  const size_t input_dimension;
  //!> output dimension (is fixed from construction)
  const size_t output_dimension;

  //!> current input set of training data
  inputs_t input_data;
  //!> current output set of training data
  outputs_t output_data;

  //!> the model function to be used in the high-dimensional approximation
  FunctionModel &model;
};

#endif /* FUNCTIONAPPROXIMATION_HPP_ */