/* convergence.h - Convergence detectors for FABBER Adrian Groves and Michael Chappell, FMRIB Image Analysis Group Copyright (C) 2007-2008 University of Oxford */ /* Part of FSL - FMRIB's Software Library http://www.fmrib.ox.ac.uk/fsl fsl@fmrib.ox.ac.uk Developed at FMRIB (Oxford Centre for Functional Magnetic Resonance Imaging of the Brain), Department of Clinical Neurology, Oxford University, Oxford, UK LICENCE FMRIB Software Library, Release 5.0 (c) 2012, The University of Oxford (the "Software") The Software remains the property of the University of Oxford ("the University"). 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Contact details are: innovation@isis.ox.ac.uk quoting reference DE/9564. */ class ConvergenceDetector { public: virtual bool Test(double F) = 0; // to be called BEFORE each iteration virtual ~ConvergenceDetector() { return; } virtual void DumpTo(ostream& out, const string indent = "") const = 0; virtual void Reset(double F=-99e99) = 0; virtual bool UseF() const = 0; virtual bool NeedSave() = 0; virtual bool NeedRevert() = 0; virtual float LMalpha() = 0; }; class CountingConvergenceDetector : public ConvergenceDetector { public: virtual bool Test(double) { return ++its >= max; } CountingConvergenceDetector(int maxIts) : max(maxIts) { assert(max>0); Reset(); } virtual void DumpTo(ostream& out, const string indent = "") const { out << indent << "Starting iteration " << its+1 << " of " << max << endl << endl; } virtual void Reset(double F=-99e99) { its = 0; } virtual bool UseF() const { return false; } virtual bool NeedSave() { return false; } virtual bool NeedRevert() {return false; } virtual float LMalpha() {return 0.0;} private: int its; const int max; }; class FchangeConvergenceDetector : public ConvergenceDetector { public: virtual bool Test(double F); FchangeConvergenceDetector(int maxIts, double Fchange) : max(maxIts), chg(Fchange) { assert(max>0); assert(chg>0); Reset(); } virtual void DumpTo(ostream& out, const string indent = "") const; virtual void Reset(double F=-99e99) { its = 0; prev = F; } virtual bool UseF() const { return true; } virtual bool NeedSave() { return false; } virtual bool NeedRevert() {return false; } virtual float LMalpha() {return 0.0;} private: int its; const int max; double prev; const double chg; }; inline bool FchangeConvergenceDetector::Test(double F) { // if (F == 1234.5678) // throw logic_error("FchangeConvergenceDetector needs F, but it seems it isn't being calculated! Internal bug... should have needF = true"); // F could actually be 1234.5678, but what are the chances of that? double diff = F - prev; prev = F; ++its; diff = diff>0 ? diff : -diff; return (its >= max) || (diff < chg); } inline void FchangeConvergenceDetector::DumpTo(ostream& out, const string indent) const { out << indent << "Iteration " << its << " of at most " << max << endl; out << indent << "Previous Free Energy == " << prev << endl; } class FreduceConvergenceDetector : public ConvergenceDetector { public: virtual bool Test(double F); FreduceConvergenceDetector(int maxIts, double Fchange) : max(maxIts), chg(Fchange) {assert(max>0); assert(chg>0); Reset(); } virtual void DumpTo(ostream& out, const string indent = "") const; virtual void Reset(double F=-99e99) { its = 0; prev = F; revert = false; } virtual bool UseF() const {return true;} virtual bool NeedSave() { return true; } //this simple convergence detector always saves every interation virtual bool NeedRevert(); //virtual bool DoNoiseUpdate() {return true;} virtual float LMalpha() {return 0.0;} private: int its; const int max; double prev; const double chg; string reason; bool revert;// determines whether we should revert or not if asked }; inline bool FreduceConvergenceDetector::Test(double F) { double diff = F - prev; prev = F; ++its; reason = "blank"; double absdiff = diff; //look at magnitude of diff in absdiff if(diff<0) {absdiff = -diff;} if (its >= max) {reason = "Max. Iterations Reached";} else if (diff < 0) { reason = "F reduced - halt here"; revert=true; } else if (absdiff < chg) {reason = "F Settled";} return (its >= max) || (absdiff < chg) || (diff < 0); } inline bool FreduceConvergenceDetector::NeedRevert() { return revert; } inline void FreduceConvergenceDetector::DumpTo(ostream& out, const string indent) const { out << indent << "Iteration " << its << " of at most " << max << " : " << reason << endl; out << indent << "Previous Free Energy == " << prev << endl; } class TrialModeConvergenceDetector : public ConvergenceDetector { public: virtual bool Test(double F); TrialModeConvergenceDetector(int maxIts, int maxTrials, double Fchange) : max(maxIts), maxT(maxTrials), chg(Fchange) {assert(max>0); assert(maxT>0); assert(chg>0); Reset(); } virtual void DumpTo(ostream& out, const string indent = "") const; virtual void Reset(double F=-99e99) { its = 0; prev = F; trials = 0; save = true; revert = false; } virtual bool UseF() const {return true;} virtual bool NeedSave(); virtual bool NeedRevert(); //virtual bool DoNoiseUpdate() {return true;} virtual float LMalpha() {return 0.0;} private: int its; int trials; const int max; const int maxT; double prev; const double chg; string reason; bool save; bool revert; bool trialmode; }; inline bool TrialModeConvergenceDetector::NeedSave() { return save; } inline bool TrialModeConvergenceDetector::NeedRevert() { return revert; } inline bool TrialModeConvergenceDetector::Test(double F) { double diff = F - prev; double absdiff = diff; //look at magnitude of diff in absdiff if(diff<0) {absdiff = -diff;} //if we are not in trial mode if (!trialmode) { // if F has reduced then we will enter trial mode if (diff < 0) { ++trials; trialmode = true; revert = true; save = false; return false; } //otherwise if we have converged stop else if (absdiff < chg) { reason = "F converged"; return true; } //otherwise if we have reached max iterations stop else if (its >= max) { reason = "Max iterations reached"; return true; } // otherwise carry on to next iteration else { prev = F; ++its; return false; } } // if we are in trial mode else { // if F has improved over our previous best then resume iterations if ( diff > 0 ) { trialmode = false; save = true; revert = false; ++its; trials = 0; //reset number of trials for future use prev = F; return false; } //if we have exceeded max trials then stop and output previous best result else if (trials >= maxT ) { reason = "Reached max trials"; return true; } // otherwise continue in trial mode for time being else { ++trials; return false; } } } inline void TrialModeConvergenceDetector::DumpTo(ostream& out, const string indent) const { out << indent << "Iteration " << its << " of at most " << max << " : " << reason << endl; out << indent << "Previous Free Energy == " << prev << endl; } class LMConvergenceDetector : public ConvergenceDetector { public: virtual bool Test(double F); LMConvergenceDetector(int maxIts, double Fchange) : max(maxIts), chg(Fchange) {assert(max>0); assert(chg>0); Reset(); } virtual void DumpTo(ostream& out, const string indent = "") const; virtual void Reset(double F=-99e99) { its = 0; prev = F; save = true; revert = false; alphastart=1e-6; alpha=0.0; alphamax=1e6; LM=false; } virtual bool UseF() const {return true;} virtual bool NeedSave(); virtual bool NeedRevert(); //virtual bool DoNoiseUpdate(); virtual float LMalpha(); private: int its; const int max; double prev; const double chg; string reason; bool save; bool revert; bool LM; double alpha; double alphastart; double alphamax; }; inline bool LMConvergenceDetector::NeedSave() { return save; } inline bool LMConvergenceDetector::NeedRevert() { return revert; } //inline bool LMConvergenceDetector::DoNoiseUpdate() {return !LM; } //dont update the noise when we are in LM mode inline float LMConvergenceDetector::LMalpha() { return alpha; } inline bool LMConvergenceDetector::Test(double F) { double diff = F - prev; double absdiff = diff; //look at magnitude of diff in absdiff if(diff<0) {absdiff = -diff;} //if we are not in LM mode if (!LM) { // if F has reduced then we go into LM mode if (diff < 0) { LM = true; revert=true; //revert to the previous solution and try again with LM adjustment alpha=alphastart; //cout << "Entering LM" << endl; return false; } //otherwise if we have converged stop else if (absdiff < chg) { reason = "F converged"; revert=false; return true; } //otherwise if we have reached max iterations stop else if (its >= max) { reason = "Max iterations reached"; revert=false; return true; } // otherwise carry on to next iteration else { prev = F; ++its; return false; revert=false; } } // if we are in LM mode (NB we dont increase iterations during LM mode) else { // if F has improved over our previous best then reduce the alpha and continue from current estimate if ( diff > 0 ) { if (alpha == alphastart) { //leave LM mode if alpha returns to inital value LM = false; } else { alpha /= 10; LM = true; } revert=false; prev = F; //cout << "Reducing LM" << endl; return false; } //if alpha gets too large then we cannot achieve any gain here so stop and revert to previous best solution else if (alpha >= alphamax ) { reason = "Reached max alpha"; revert=true; //cout << "LM maxed out" << endl; return true; } // otherwise continue in LM mode for time being, try increasing alpha else { alpha *= 10; revert=true; //revert to the previous solution and try again with new LM adjustment //cout << "Increasing LM" << endl; return false; } } } inline void LMConvergenceDetector::DumpTo(ostream& out, const string indent) const { out << indent << "Iteration " << its << " of at most " << max << " : " << reason << endl; out << indent << "Previous Free Energy == " << prev << endl; }