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Added Huber loss function class #2281
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| # Copyright 2026 United Kingdom Research and Innovation | ||||||||
| # Copyright 2026 The University of Manchester | ||||||||
| # | ||||||||
| # Licensed under the Apache License, Version 2.0 (the "License"); | ||||||||
| # you may not use this file except in compliance with the License. | ||||||||
| # You may obtain a copy of the License at | ||||||||
| # | ||||||||
| # http://www.apache.org/licenses/LICENSE-2.0 | ||||||||
| # | ||||||||
| # Unless required by applicable law or agreed to in writing, software | ||||||||
| # distributed under the License is distributed on an "AS IS" BASIS, | ||||||||
| # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||||||||
| # See the License for the specific language governing permissions and | ||||||||
| # limitations under the License. | ||||||||
| # | ||||||||
| # Authors: | ||||||||
| # CIL Developers, listed at: https://github.com/TomographicImaging/CIL/blob/master/NOTICE.txt | ||||||||
| # Martin Sæbye Carøe (Technical University of Denmark, DTU Compute) | ||||||||
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| import numpy as np | ||||||||
| import warnings | ||||||||
| from numbers import Number | ||||||||
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| from cil.optimisation.functions import Function | ||||||||
| from cil.optimisation.operators import DiagonalOperator, LinearOperator | ||||||||
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| class HuberLoss(Function): | ||||||||
| r""" | ||||||||
| (Weighted) Huber loss | ||||||||
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||||||||
| For residual :math:`r = Ax - b`: | ||||||||
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||||||||
| .. math:: | ||||||||
| \phi_\delta(r) = | ||||||||
| \begin{cases} | ||||||||
| 0.5 * r^2 & \text{if } |r| \leq \delta \\ | ||||||||
| \delta * (|r| - 0.5*\delta) & \text{otherwise} | ||||||||
| \end{cases} | ||||||||
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||||||||
| .. math:: | ||||||||
| HuberLoss_\delta(x) = c * \sum_i w_i \phi_\delta([Ax - b]_i) | ||||||||
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| Parameters | ||||||||
| ---------- | ||||||||
| A : LinearOperator | ||||||||
| b : Data, DataContainer | ||||||||
| huber_delta : float | ||||||||
| Transition point between L2 and L1 behaviour | ||||||||
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| c : float, default 1.0 | ||||||||
| Scaling constant | ||||||||
| weight : DataContainer, optional | ||||||||
| Positive diagonal weights | ||||||||
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| """ | ||||||||
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| def __init__(self, A, b, huber_delta, c=1.0, weight=None): | ||||||||
| super(HuberLoss, self).__init__() | ||||||||
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||||||||
| if huber_delta <= 0: | ||||||||
| raise ValueError("huber_delta must be positive") | ||||||||
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| self.A = A | ||||||||
| self.b = b | ||||||||
| self.c = c | ||||||||
| self.huber_delta = huber_delta | ||||||||
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| self.weight = weight | ||||||||
| self._weight_norm = None | ||||||||
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||||||||
| if weight is not None: | ||||||||
| if (self.weight < 0).any(): | ||||||||
| raise ValueError("weight contains negative values") | ||||||||
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| def __call__(self, x): | ||||||||
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| r = self.A.direct(x) | ||||||||
| r.subtract(self.b, out=r) | ||||||||
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| abs_r = r.abs() | ||||||||
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| # m = min(|r|, delta) | ||||||||
| m = abs_r.copy() | ||||||||
| m.minimum(self.huber_delta, out=m) | ||||||||
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||||||||
| # 0.5 * m^2 | ||||||||
| val = m.power(2) | ||||||||
| val.multiply(0.5, out=val) | ||||||||
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||||||||
| # delta * (|r| - m) | ||||||||
| lin = abs_r.copy() | ||||||||
| lin.subtract(m, out=lin) | ||||||||
| lin.multiply(self.huber_delta, out=lin) | ||||||||
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| val.add(lin, out=val) | ||||||||
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| if self.weight is not None: | ||||||||
| val.multiply(self.weight, out=val) | ||||||||
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| return self.c * val.sum() | ||||||||
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| def gradient(self, x, out=None): | ||||||||
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| if out is None: | ||||||||
| out = x * 0.0 | ||||||||
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| r = self.A.direct(x) | ||||||||
| r.subtract(self.b, out=r) | ||||||||
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| abs_r = r.abs() | ||||||||
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| # m = min(|r|, delta) | ||||||||
| m = abs_r.copy() | ||||||||
| m.minimum(self.huber_delta, out=m) | ||||||||
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||||||||
| # grad wrt residual: sign(r) * m | ||||||||
| grad_r = r.sign() | ||||||||
| grad_r.multiply(m, out=grad_r) | ||||||||
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| if self.weight is not None: | ||||||||
| grad_r.multiply(self.weight, out=grad_r) | ||||||||
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| self.A.adjoint(grad_r, out=out) | ||||||||
| out.multiply(self.c, out=out) | ||||||||
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| return out | ||||||||
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| @property | ||||||||
| def L(self): | ||||||||
| if self._L is None: | ||||||||
| self.calculate_Lipschitz() | ||||||||
| return self._L | ||||||||
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| @L.setter | ||||||||
| def L(self, value): | ||||||||
| warnings.warn("You should set the Lipschitz constant with calculate_Lipschitz().") | ||||||||
| if isinstance(value, Number) and value >= 0: | ||||||||
| self._L = value | ||||||||
| else: | ||||||||
| raise TypeError("The Lipschitz constant must be non-negative") | ||||||||
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||||||||
| def calculate_Lipschitz(self): | ||||||||
| """ | ||||||||
| Lipschitz constant of gradient. | ||||||||
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||||||||
| For Huber: | ||||||||
| .. math:: \max \phi'' = 1 | ||||||||
| so: | ||||||||
| .. math:: L = c * ||A||^2 | ||||||||
| (weighted: multiplied by :math:`||W||`) | ||||||||
| """ | ||||||||
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| try: | ||||||||
| self._L = np.abs(self.c) * (self.A.norm() ** 2) | ||||||||
| except AttributeError: | ||||||||
| if self.A.is_linear(): | ||||||||
| Anorm = LinearOperator.PowerMethod(self.A, 10)[0] | ||||||||
| self._L = np.abs(self.c) * (Anorm * Anorm) | ||||||||
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Member
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. I know that this is copied from Least squares but for a linear operator, calling A.norm() either accesses a stashed value or calls the power method itself. I don't understand in what cases the if statement on 157 will be triggered. |
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| else: | ||||||||
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Member
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Similarly, not sure what this else will pick up. If the operator is not linear and calculate_norm is not defined, the user will get a NotImplementedError. Perhaps we catch and return that with a bit more of an explanation? |
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| warnings.warn( | ||||||||
| f"{self.__class__.__name__} could not calculate Lipschitz Constant." | ||||||||
| ) | ||||||||
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| if self.weight is not None: | ||||||||
| self._L *= self.weight_norm | ||||||||
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| @property | ||||||||
| def weight_norm(self): | ||||||||
| if self.weight is not None: | ||||||||
| if self._weight_norm is None: | ||||||||
| D = DiagonalOperator(self.weight) | ||||||||
| self._weight_norm = D.norm() | ||||||||
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Member
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. This would do the same thing without building a new operator - I see arguments both ways
Suggested change
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| else: | ||||||||
| self._weight_norm = 1.0 | ||||||||
| return self._weight_norm | ||||||||
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| def __rmul__(self, other): | ||||||||
| if not isinstance(other, Number): | ||||||||
| raise NotImplemented | ||||||||
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||||||||
| return HuberLoss( | ||||||||
| A=self.A, | ||||||||
| b=self.b, | ||||||||
| huber_delta=self.huber_delta, | ||||||||
| c=self.c * other, | ||||||||
| weight=self.weight | ||||||||
| ) | ||||||||
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