Source code for probnum.filtsmooth.optim._stopping_criterion

"""Stopping criteria for iterated filtering and smoothing."""
import numpy as np

from probnum import StoppingCriterion

class FiltSmoothStoppingCriterion(StoppingCriterion):
    """Stop iteration if absolute and relative tolerance are reached."""

    def __init__(self, atol=1e-3, rtol=1e-6, maxit=1000):
        self.atol = atol
        self.rtol = rtol
        self.maxit = maxit
        self.iterations = 0

[docs] def __call__(self, error, reference): """Decide whether the stopping criterion is satisfied, which implies terminating of the iteration. If the error is sufficiently small (with respect to atol, rtol and the reference), return True. Else, return False. Throw a runtime error if the maximum number of iterations is reached. """ if self.iterations > self.maxit: errormsg = f"Maximum number of iterations (N={self.maxit}) reached." raise RuntimeError(errormsg) magnitude = self.evaluate_error(error=error, reference=reference) if magnitude > 1: self.iterations += 1 return False self.iterations = 0 return True
[docs] def evaluate_error(self, error, reference): """Compute the normalised error.""" normalisation = self.atol + self.rtol * reference magnitude = np.sqrt(np.mean((error / normalisation) ** 2)) return magnitude