ceres库学习2

曲线拟合

拟合曲线$y=e^{0.3x+0.1}$

定义代价函数：

struct ExponentialResidual {
  ExponentialResidual(double x, double y)
      : x_(x), y_(y) {}

  template <typename T>
  bool operator()(const T* const m, const T* const c, T* residual) const {
    residual[0] = y_ - exp(m[0] * x_ + c[0]);
    return true;
  }

 private:
  // Observations for a sample.
  const double x_;
  const double y_;
};

构建problem，添加误差项（每一对数据可以作为一个误差项）：

Problem problem;
for (int i = 0; i < kNumObservations; ++i) {
  CostFunction* cost_function =
       new AutoDiffCostFunction<ExponentialResidual, 1, 1, 1>(
           new ExponentialResidual(data[2 * i], data[2 * i + 1]));
  problem.AddResidualBlock(cost_function, nullptr, &m, &c);
}

全部代码

#include <iostream>
#include <ceres/ceres.h>
#include "glog/logging.h"

using ceres::AutoDiffCostFunction;
using ceres::CostFunction;
using ceres::Problem;
using ceres::Solve;
using ceres::Solver;

using namespace std;

struct CostFunctor{
    CostFunctor(double x, double y): x_(x), y_(y) {}

    template<typename T>
    bool operator()(const T* const m, const T* const c, T*residual)const{
        residual[0] = y_ - exp(m[0] * x_ + c[0]);
        return true;
    }

    private:
        const double x_;
        const double y_;
};

const int kNumObservations = 67;
const double data[] = {
        0.000000e+00, 1.133898e+00,
        7.500000e-02, 1.334902e+00,
        1.500000e-01, 1.213546e+00,
        2.250000e-01, 1.252016e+00,
        3.000000e-01, 1.392265e+00,
        3.750000e-01, 1.314458e+00,
        4.500000e-01, 1.472541e+00,
        5.250000e-01, 1.536218e+00,
        6.000000e-01, 1.355679e+00,
        6.750000e-01, 1.463566e+00,
        7.500000e-01, 1.490201e+00,
        8.250000e-01, 1.658699e+00,
        9.000000e-01, 1.067574e+00,
        9.750000e-01, 1.464629e+00,
        1.050000e+00, 1.402653e+00,
        1.125000e+00, 1.713141e+00,
        1.200000e+00, 1.527021e+00,
        1.275000e+00, 1.702632e+00,
        1.350000e+00, 1.423899e+00,
        1.425000e+00, 1.543078e+00,
        1.500000e+00, 1.664015e+00,
        1.575000e+00, 1.732484e+00,
        1.650000e+00, 1.543296e+00,
        1.725000e+00, 1.959523e+00,
        1.800000e+00, 1.685132e+00,
        1.875000e+00, 1.951791e+00,
        1.950000e+00, 2.095346e+00,
        2.025000e+00, 2.361460e+00,
        2.100000e+00, 2.169119e+00,
        2.175000e+00, 2.061745e+00,
        2.250000e+00, 2.178641e+00,
        2.325000e+00, 2.104346e+00,
        2.400000e+00, 2.584470e+00,
        2.475000e+00, 1.914158e+00,
        2.550000e+00, 2.368375e+00,
        2.625000e+00, 2.686125e+00,
        2.700000e+00, 2.712395e+00,
        2.775000e+00, 2.499511e+00,
        2.850000e+00, 2.558897e+00,
        2.925000e+00, 2.309154e+00,
        3.000000e+00, 2.869503e+00,
        3.075000e+00, 3.116645e+00,
        3.150000e+00, 3.094907e+00,
        3.225000e+00, 2.471759e+00,
        3.300000e+00, 3.017131e+00,
        3.375000e+00, 3.232381e+00,
        3.450000e+00, 2.944596e+00,
        3.525000e+00, 3.385343e+00,
        3.600000e+00, 3.199826e+00,
        3.675000e+00, 3.423039e+00,
        3.750000e+00, 3.621552e+00,
        3.825000e+00, 3.559255e+00,
        3.900000e+00, 3.530713e+00,
        3.975000e+00, 3.561766e+00,
        4.050000e+00, 3.544574e+00,
        4.125000e+00, 3.867945e+00,
        4.200000e+00, 4.049776e+00,
        4.275000e+00, 3.885601e+00,
        4.350000e+00, 4.110505e+00,
        4.425000e+00, 4.345320e+00,
        4.500000e+00, 4.161241e+00,
        4.575000e+00, 4.363407e+00,
        4.650000e+00, 4.161576e+00,
        4.725000e+00, 4.619728e+00,
        4.800000e+00, 4.737410e+00,
        4.875000e+00, 4.727863e+00,
        4.950000e+00, 4.669206e+00,
};

int main(int argc, char** argv) {
    double m = 0.0;
    double c = 0.0;

    Problem problem;
    for(int i=0; i<kNumObservations; i++)
        problem.AddResidualBlock(
                new AutoDiffCostFunction<CostFunctor, 1, 1, 1>(new CostFunctor(data[2*i], data[2*i+1])),
                        nullptr, &m, &c);

    Solver::Options options;
    options.max_num_iterations = 25;
    options.linear_solver_type = ceres::DENSE_QR;
    options.minimizer_progress_to_stdout = true;
    Solver::Summary summary;
    Solve(options, &problem, &summary);

    cout<<summary.BriefReport()<<"\n";
    std::cout << "Initial m: " << 0.0 << " c: " << 0.0 << "\n";
    std::cout << "Final   m: " << m << " c: " << c << "\n";
    return 0;
}

更加稳健的曲线拟合

当数据中有离群值时，需要$\rho (.)$函数对代价函数进行映射：
http://ceres-solver.org/nnls_modeling.html#instances


只需要将

problem.AddResidualBlock(cost_function, nullptr , &m, &c);

改成

problem.AddResidualBlock(cost_function, new CauchyLoss(0.5) , &m, &c);