Class ObjectiveFunction

be/src/util/mpfit-util.h:43–94

Objective function to be fit using the MpFit library. An objective function has exactly one 'x' variable and any number of additional non-variable parameters whose values are unknown. The purpose of curve fitting is to find the best values for those parameters given an objective function and a series of x/y data points. This class contains the objective function as well as the data points because

/// By convention, the first argument is the value of the 'x' variable and the second
/// argument is an array of function parameters which are determined during fitting.
class ObjectiveFunction {
 public:
  ObjectiveFunction(std::string name, int num_params,
      std::function<double (double, const double*)> fn);

  /// Performs least mean squares (LMS) curve fitting using the MpFit library
  /// against the provided x/y data points.
  /// Returns true if fitting was successful, false otherwise.
  bool LmsFit(const double* xs, const double* ys, int num_points) WARN_UNUSED_RESULT;

  /// Evaluates the objective function over the given 'x' value.
  double GetY(int64_t x) const {
    DCHECK(params_ != nullptr);
    return fn_(x, params_.get());
  }

  /// Returns the difference between the y value of data point 'pidx' and the
  /// y value of the objective function with the given parameters over the x value
  /// of the same point.
  double GetDeltaY(int pidx, const double* params) const {
    DCHECK_LT(pidx, num_points_);
    return ys_[pidx] - fn_(xs_[pidx], params);
  }

  /// Returns the Chi-Square of fitting. This is an indication of how well the function
  /// fits. Lower is better. Valid to call after LmsFit().
  double GetError() const {
    DCHECK(params_ != nullptr);
    return result_.bestnorm;
  }

 private:
  /// Human-readable name of this function. Used for debugging.
  std::string name_;

  /// Function parameters to be determined by fitting.
  const int num_params_;
  std::unique_ptr<double[]> params_;

  /// MPFit result structure. Populated by in LmsFit(). All pointers in this structure
  /// are optional and must be allocated and owned by the caller of mpfit(). Passing
  /// nullptr indicates to MPFit that those fields should not be populated.
  mp_result result_;

  /// Objective function whose parameters should be fit to the data points.
  std::function<double (double, const double*)> fn_;

  /// Known x/y data points. Memory not owned.
  int num_points_;
  const double* xs_;
  const double* ys_;
};

}