1 | /*
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2 | * Licensed to the Apache Software Foundation (ASF) under one or more
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3 | * contributor license agreements. See the NOTICE file distributed with
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4 | * this work for additional information regarding copyright ownership.
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5 | * The ASF licenses this file to You under the Apache License, Version 2.0
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6 | * (the "License"); you may not use this file except in compliance with
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7 | * the License. You may obtain a copy of the License at
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8 | *
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9 | * http://www.apache.org/licenses/LICENSE-2.0
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10 | *
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11 | * Unless required by applicable law or agreed to in writing, software
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12 | * distributed under the License is distributed on an "AS IS" BASIS,
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13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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14 | * See the License for the specific language governing permissions and
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15 | * limitations under the License.
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16 | */
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17 | package agents.anac.y2019.harddealer.math3.fitting.leastsquares;
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18 |
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19 | import agents.anac.y2019.harddealer.math3.fitting.leastsquares.LeastSquaresProblem.Evaluation;
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20 | import agents.anac.y2019.harddealer.math3.optim.ConvergenceChecker;
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21 | import agents.anac.y2019.harddealer.math3.util.Precision;
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22 |
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23 | /**
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24 | * Check if an optimization has converged based on the change in computed RMS.
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25 | *
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26 | * @since 3.4
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27 | */
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28 | public class EvaluationRmsChecker implements ConvergenceChecker<Evaluation> {
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29 |
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30 | /** relative tolerance for comparisons. */
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31 | private final double relTol;
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32 | /** absolute tolerance for comparisons. */
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33 | private final double absTol;
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34 |
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35 | /**
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36 | * Create a convergence checker for the RMS with the same relative and absolute
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37 | * tolerance.
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38 | *
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39 | * <p>Convenience constructor for when the relative and absolute tolerances are the
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40 | * same. Same as {@code new EvaluationRmsChecker(tol, tol)}.
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41 | *
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42 | * @param tol the relative and absolute tolerance.
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43 | * @see #EvaluationRmsChecker(double, double)
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44 | */
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45 | public EvaluationRmsChecker(final double tol) {
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46 | this(tol, tol);
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47 | }
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48 |
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49 | /**
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50 | * Create a convergence checker for the RMS with a relative and absolute tolerance.
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51 | *
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52 | * <p>The optimization has converged when the RMS of consecutive evaluations are equal
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53 | * to within the given relative tolerance or absolute tolerance.
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54 | *
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55 | * @param relTol the relative tolerance.
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56 | * @param absTol the absolute tolerance.
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57 | * @see Precision#equals(double, double, double)
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58 | * @see Precision#equalsWithRelativeTolerance(double, double, double)
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59 | */
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60 | public EvaluationRmsChecker(final double relTol, final double absTol) {
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61 | this.relTol = relTol;
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62 | this.absTol = absTol;
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63 | }
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64 |
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65 | /** {@inheritDoc} */
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66 | public boolean converged(final int iteration,
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67 | final Evaluation previous,
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68 | final Evaluation current) {
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69 | final double prevRms = previous.getRMS();
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70 | final double currRms = current.getRMS();
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71 | return Precision.equals(prevRms, currRms, this.absTol) ||
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72 | Precision.equalsWithRelativeTolerance(prevRms, currRms, this.relTol);
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73 | }
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74 |
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75 | }
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