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我正在使用 Ceres 进行拟合,并希望获得拟合参数的不确定性。有人建议使用该Covariance课程,但我不确定我是否正确阅读了文档。这是我尝试与文档类比以获得简单线性拟合的不确定性的方法:

void Fit::fit_linear_function(const std::vector<double>& x, const std::vector<double>& y, int idx_start, int idx_end, double& k, double& d) {

  Problem problem;
  for (int i = idx_start; i <= idx_end; ++i) {
    //std::cout << "i x y "<<i<< " " << x[i] << " " << y[i] << std::endl;
    problem.AddResidualBlock(
        new ceres::AutoDiffCostFunction<LinearResidual, 1,1,  1>(
            new LinearResidual(x[i], y[i])),
        NULL, &k, &d);
  }
  Covariance::Options options;
  Covariance covariance(options);
  std::vector<std::pair<const double*, const double *>> covariance_blocks;
  covariance_blocks.push_back(std::make_pair(&k,&k));
  covariance_blocks.push_back(std::make_pair(&d,&d));
  CHECK(covariance.Compute(covariance_blocks,&problem));
  double covariance_kk;
  double covariance_dd;
  covariance.GetCovarianceBlock(&k,&k, &covariance_kk);
  covariance.GetCovarianceBlock(&d,&d, &covariance_dd);
  std::cout<< "Covariance test k" << covariance_kk<<std::endl;
  std::cout<< "Covariance test d" << covariance_dd<<std::endl;

它编译并产生输出,但结果与我得到的结果相差甚远,scipy所以我一定犯了一个错误。

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1 回答 1

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解决问题,然后使用 ceres::Covariance 类。

http://ceres-solver.org/nnls_covariance.html

于 2018-04-13T18:11:49.627 回答