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# Extract AMS part of ystep argument so that it is not # affected by the main part of the ystep amidx = self.index_addmsk() Yi = self.cbpdn.AX[amidx] + self.cbpdn.U[amidx] # Perform main part of ystep from inner cbpdn object self.inner_ystep() # Apply ma...
def ystep(self)
This method is inserted into the inner cbpdn object, replacing its own ystep method, thereby providing a hook for applying the additional steps necessary for the AMS method.
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# Get inner cbpdn object gvar gv = self.inner_obfn_gvar().copy() # Set slice corresponding to the coefficient map of the final # filter (the impulse inserted for the AMS method) to zero so # that it does not affect the results (e.g. l1 norm) computed # from this...
def obfn_gvar(self)
This method is inserted into the inner cbpdn object, replacing its own obfn_gvar method, thereby providing a hook for applying the additional steps necessary for the AMS method.
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Di = np.concatenate((D, sl.atleast_nd(D.ndim, self.imp)), axis=D.ndim-1) self.cbpdn.setdict(Di)
def setdict(self, D=None)
Set dictionary array.
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if D is not None: self.D = np.asarray(D, dtype=self.dtype) self.Df = sl.rfftn(self.D, self.cri.Nv, self.cri.axisN) if self.opt['HighMemSolve'] and self.cri.Cd == 1: self.c = sl.solvedbd_sm_c( self.Df, np.conj(self.Df), (self.mu / ...
def setdict(self, D=None)
Set dictionary array.
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g0v = self.obfn_g0(self.obfn_g0var()) g1v = self.obfn_g1(self.obfn_g1var()) rgr = sl.rfl2norm2(np.sqrt(self.GHGf * np.conj(self.Xf) * self.Xf), self.cri.Nv, self.cri.axisN)/2.0 obj = g0v + self.lmbda*g1v + self.mu*rgr return (obj, g0v, g1v, rg...
def eval_objfn(self)
Compute components of regularisation function as well as total contribution to objective function.
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r return np.sum(np.abs(self.W * self.obfn_g0var()))
def obfn_g0(self, Y0)
r"""Compute :math:`g_0(\mathbf{y}_0)` component of ADMM objective function.
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if self.opt['HighMemSolve'] and self.cri.Cd == 1: self.c = sl.solvedbd_sm_c( self.Df, np.conj(self.Df), (self.mu / self.rho) * self.GHGf + 1.0, self.cri.axisM)
def rhochange(self)
Updated cached c array when rho changes.
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# Call solve method of inner cbpdn object Xi = self.cbpdn.solve() # Copy attributes from inner cbpdn object self.timer = self.cbpdn.timer self.itstat = self.cbpdn.itstat # Return result of inner cbpdn object return Xi
def solve(self)
Call the solve method of the inner cbpdn object and return the result.
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if X is None: X = self.getcoef() Xf = sl.rfftn(X, None, self.cbpdn.cri.axisN) slc = (slice(None),)*self.dimN + \ (slice(self.chncs[b], self.chncs[b+1]),) Sf = np.sum(self.cbpdn.Df[slc] * Xf, axis=self.cbpdn.cri.axisM) return sl.irfftn(Sf, self....
def reconstruct(self, b, X=None)
Reconstruct representation of signal b in signal set.
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# Check that nstnm is an attribute of cls if nstnm in cls.__dict__: # Get the attribute of cls by its name nst = cls.__dict__[nstnm] # Check that the attribute is a class if isinstance(nst, type): # Get the module in which the outer class is defined ...
def _fix_nested_class_lookup(cls, nstnm)
Fix name lookup problem that prevents pickling of classes with nested class definitions. The approach is loosely based on that implemented at https://git.io/viGqU , simplified and modified to work in both Python 2.7 and Python 3.x. Parameters ---------- cls : class Outer class to which fi...
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# Extended name for the class that will be added to the module namespace extnm = '_' + cls.__name__ + '_' + pstfx # Get the module in which the dynamic class is defined mdl = sys.modules[cls.__module__] # Allow lookup of the dynamically generated class within the module via # its extended ...
def _fix_dynamic_class_lookup(cls, pstfx)
Fix name lookup problem that prevents pickling of dynamically defined classes. Parameters ---------- cls : class Dynamically generated class to which fix is to be applied pstfx : string Postfix that can be used to identify dynamically generated classes that are equivalent by const...
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if fmtmap is None: fmtmap = {} fwdthn = fprec + fwdthdlt # Construct a list specifying the format string for each field. # Use format string from fmtmap if specified, otherwise use # a %d specifier with field width fwdth0 for the first field, # or a %e specifier with field width f...
def solve_status_str(hdrlbl, fmtmap=None, fwdth0=4, fwdthdlt=6, fprec=2)
Construct header and format details for status display of an iterative solver. Parameters ---------- hdrlbl : tuple of strings Tuple of field header strings fmtmap : dict or None, optional (default None) A dict providing a mapping from field header strings to print format strings,...
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# Take no action of self.dtype exists and is not None if not hasattr(self, 'dtype') or self.dtype is None: # DataType option overrides explicitly specified data type if opt['DataType'] is None: self.dtype = dtype else: self.dt...
def set_dtype(self, opt, dtype)
Set the `dtype` attribute. If opt['DataType'] has a value other than None, it overrides the `dtype` parameter of this method. No changes are made if the `dtype` attribute already exists and has a value other than 'None'. Parameters ---------- opt : :class:`cdict.Constrai...
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# If `val` is None and `dval` is not None, replace it with dval if dval is not None and val is None: val = dval # If dtype is not None, assume val is numeric and convert it to # type dtype if dtype is not None and val is not None: if isinstance(...
def set_attr(self, name, val, dval=None, dtype=None, reset=False)
Set an object attribute by its name. The attribute value can be specified as a primary value `val`, and as default value 'dval` that will be used if the primary value is None. This arrangement allows an attribute to be set from an entry in an options object, passed as `val`, while specif...
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rank = comm.Get_rank() # Id of this process size = comm.Get_size() # Total number of processes in communicator end = 0 # The scan should be done with ints, not floats ranklen = int(arrlen / size) if rank < arrlen % size: ranklen += 1 # Compute upper limit based on the sizes c...
def _get_rank_limits(comm, arrlen)
Determine the chunk of the grid that has to be computed per process. The grid has been 'flattened' and has arrlen length. The chunk assigned to each process depends on its rank in the MPI communicator. Parameters ---------- comm : MPI communicator object Describes topology of network: num...
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# Open status display fmtstr, nsep = self.display_start() # Start solve timer self.timer.start(['solve', 'solve_wo_func', 'solve_wo_rsdl', 'solve_wo_btrack']) # Main optimisation iterations for self.k in range(self.k, self.k + self.op...
def solve(self)
Start (or re-start) optimisation. This method implements the framework for the iterations of a FISTA algorithm. There is sufficient flexibility in overriding the component methods that it calls that it is usually not necessary to override this method in derived clases. If option...
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if grad is None: grad = self.eval_grad() V = self.Y - (1. / self.L) * grad self.X = self.eval_proxop(V) return grad
def proximal_step(self, grad=None)
Compute proximal update (gradient descent + regularization).
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# Update t step tprv = self.t self.t = 0.5 * float(1. + np.sqrt(1. + 4. * tprv**2)) # Update Y if not self.opt['FastSolve']: self.Yprv = self.Y.copy() self.Y = self.X + ((tprv - 1.) / self.t) * (self.X - self.Xprv)
def combination_step(self)
Build next update by a smart combination of previous updates. (standard FISTA :cite:`beck-2009-fast`).
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gradY = self.eval_grad() # Given Y(f), this updates computes gradY(f) maxiter = self.L_maxiter iterBTrack = 0 linesearch = 1 while linesearch and iterBTrack < maxiter: self.proximal_step(gradY) # Given gradY(f), L, this updates X(f) f = sel...
def standard_backtrack(self)
Estimate step size L by computing a linesearch that guarantees that F <= Q according to the standard FISTA backtracking strategy in :cite:`beck-2009-fast`. This also updates variable Y.
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self.L *= self.L_gamma_d maxiter = self.L_maxiter iterBTrack = 0 linesearch = 1 self.store_Yprev() while linesearch and iterBTrack < maxiter: t = float(1. + np.sqrt(1. + 4. * self.L * self.Tk)) / (2. * self.L) T = self.Tk + t ...
def robust_backtrack(self)
Estimate step size L by computing a linesearch that guarantees that F <= Q according to the robust FISTA backtracking strategy in :cite:`florea-2017-robust`. This also updates all the supporting variables.
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r = self.rsdl() adapt_tol = self.opt['RelStopTol'] if self.opt['AutoStop', 'Enabled']: adapt_tol = self.tau0 / (1. + self.k) return r, adapt_tol
def compute_residuals(self)
Compute residuals and stopping thresholds.
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dict = {'Itn': 'Iter'} dict.update(cls.hdrval_objfun) dict.update({'Rsdl': 'Rsdl', 'F': 'F_Btrack', 'Q': 'Q_Btrack', 'It_Bt': 'IterBTrack', 'L': 'L'}) return dict
def hdrval(cls)
Construct dictionary mapping display column title to IterationStats entries.
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tk = self.timer.elapsed(self.opt['IterTimer']) tpl = (k,) + self.eval_objfn() + \ (frcxd, self.F, self.Q, self.iterBTrack, self.L) + \ self.itstat_extra() + (tk,) return type(self).IterationStats(*tpl)
def iteration_stats(self, k, frcxd)
Construct iteration stats record tuple.
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fval = self.obfn_f(self.X) gval = self.obfn_g(self.X) obj = fval + gval return (obj, fval, gval)
def eval_objfn(self)
Compute components of objective function as well as total contribution to objective function.
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if gradf is None: gradf = self.eval_grad() self.Vf[:] = self.Yf - (1. / self.L) * gradf V = sl.irfftn(self.Vf, self.cri.Nv, self.cri.axisN) self.X[:] = self.eval_proxop(V) self.Xf = sl.rfftn(self.X, None, self.cri.axisN) return gradf
def proximal_step(self, gradf=None)
Compute proximal update (gradient descent + constraint). Variables are mapped back and forth between input and frequency domains.
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# Update t step tprv = self.t self.t = 0.5 * float(1. + np.sqrt(1. + 4. * tprv**2)) # Update Y if not self.opt['FastSolve']: self.Yfprv = self.Yf.copy() self.Yf = self.Xf + ((tprv - 1.) / self.t) * (self.Xf - self.Xfprv)
def combination_step(self)
Update auxiliary state by a smart combination of previous updates in the frequency domain (standard FISTA :cite:`beck-2009-fast`).
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r return np.sum(np.real(np.conj(Dxy) * gradY))
def eval_linear_approx(self, Dxy, gradY)
r"""Compute term :math:`\langle \nabla f(\mathbf{y}), \mathbf{x} - \mathbf{y} \rangle` (in frequency domain) that is part of the quadratic function :math:`Q_L` used for backtracking. Since this class computes the backtracking in the DFT, it is important to preserve the DFT scaling.
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r = np.asarray(vref, dtype=np.float64).ravel() c = np.asarray(vcmp, dtype=np.float64).ravel() return np.mean(np.abs(r - c)**2)
def mse(vref, vcmp)
Compute Mean Squared Error (MSE) between two images. Parameters ---------- vref : array_like Reference image vcmp : array_like Comparison image Returns ------- x : float MSE between `vref` and `vcmp`
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dv = np.var(vref) with np.errstate(divide='ignore'): rt = dv / mse(vref, vcmp) return 10.0 * np.log10(rt)
def snr(vref, vcmp)
Compute Signal to Noise Ratio (SNR) of two images. Parameters ---------- vref : array_like Reference image vcmp : array_like Comparison image Returns ------- x : float SNR of `vcmp` with respect to `vref`
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if rng is None: rng = vref.max() - vref.min() dv = (rng + 0.0)**2 with np.errstate(divide='ignore'): rt = dv / mse(vref, vcmp) return 10.0 * np.log10(rt)
def psnr(vref, vcmp, rng=None)
Compute Peak Signal to Noise Ratio (PSNR) of two images. The PSNR calculation defaults to using the less common definition in terms of the actual range (i.e. max minus min) of the reference signal instead of the maximum possible range for the data type (i.e. :math:`2^b-1` for a :math:`b` bit representat...
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msedeg = mse(vref, vdeg) mserst = mse(vref, vrst) with np.errstate(divide='ignore'): rt = msedeg / mserst return 10.0 * np.log10(rt)
def isnr(vref, vdeg, vrst)
Compute Improvement Signal to Noise Ratio (ISNR) for reference, degraded, and restored images. Parameters ---------- vref : array_like Reference image vdeg : array_like Degraded image vrst : array_like Restored image Returns ------- x : float ISNR of `vrst` ...
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blrvar = np.var(vblr) nsevar = np.var(vnsy - vblr) with np.errstate(divide='ignore'): rt = blrvar / nsevar return 10.0 * np.log10(rt)
def bsnr(vblr, vnsy)
Compute Blurred Signal to Noise Ratio (BSNR) for a blurred and noisy image. Parameters ---------- vblr : array_like Blurred noise free image vnsy : array_like Blurred image with additive noise Returns ------- x : float BSNR of `vnsy` with respect to `vblr` and `vdeg`
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# Calculate difference, promoting to float if vref and vcmp have integer # dtype emap = np.asarray(vref, dtype=np.float64) - \ np.asarray(vcmp, dtype=np.float64) # Input images in reference code on which this implementation is # based are assumed to be on range [0,...,255]. if resc...
def pamse(vref, vcmp, rescale=True)
Compute Perceptual-fidelity Aware Mean Squared Error (PAMSE) IQA metric :cite:`xue-2013-perceptual`. This implementation is a translation of the reference Matlab implementation provided by the authors of :cite:`xue-2013-perceptual`. Parameters ---------- vref : array_like Reference image ...
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# Input images in reference code on which this implementation is # based are assumed to be on range [0,...,255]. if rescale: scl = (255.0 / vref.max()) else: scl = np.float32(1.0) T = 170.0 dwn = 2 dx = np.array([[1, 0, -1], [1, 0, -1], [1, 0, -1]]) / 3.0 dy = dx.T...
def gmsd(vref, vcmp, rescale=True, returnMap=False)
Compute Gradient Magnitude Similarity Deviation (GMSD) IQA metric :cite:`xue-2014-gradient`. This implementation is a translation of the reference Matlab implementation provided by the authors of :cite:`xue-2014-gradient`. Parameters ---------- vref : array_like Reference image vcmp :...
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# Extract method selection argument or set default if 'method' in kwargs: method = kwargs['method'] del kwargs['method'] else: method = 'cns' # Assign base class depending on method selection argument if method == 'ism': base = ConvCnstrMODMaskDcpl_IterSM e...
def ConvCnstrMODMaskDcpl(*args, **kwargs)
A wrapper function that dynamically defines a class derived from one of the implementations of the Convolutional Constrained MOD with Mask Decoupling problems, and returns an object instantiated with the provided. parameters. The wrapper is designed to allow the appropriate object to be created by calli...
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# Assign base class depending on method selection argument if method == 'ism': base = ConvCnstrMODMaskDcpl_IterSM.Options elif method == 'cg': base = ConvCnstrMODMaskDcpl_CG.Options elif method == 'cns': base = ConvCnstrMODMaskDcpl_Consensus.Options else: raise ...
def ConvCnstrMODMaskDcplOptions(opt=None, method='cns')
A wrapper function that dynamically defines a class derived from the Options class associated with one of the implementations of the Convolutional Constrained MOD with Mask Decoupling problem, and returns an object instantiated with the provided parameters. The wrapper is designed to allow the appropri...
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if self.opt['Y0'] is None: return np.zeros(ushape, dtype=self.dtype) else: # If initial Y is non-zero, initial U is chosen so that # the relevant dual optimality criterion (see (3.10) in # boyd-2010-distributed) is satisfied. Ub0 = (s...
def uinit(self, ushape)
Return initialiser for working variable U
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r if self.opt['LinSolveCheck']: Zop = lambda x: sl.inner(self.Zf, x, axis=self.cri.axisM) ZHop = lambda x: sl.inner(np.conj(self.Zf), x, axis=self.cri.axisK) ax = ZHop(Zop(self.Xf)) + self.Xf self.xrrs = sl.rrs(ax, b)...
def xstep_check(self, b)
r"""Check the minimisation of the Augmented Lagrangian with respect to :math:`\mathbf{x}` by method `xstep` defined in derived classes. This method should be called at the end of any `xstep` method.
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r AXU = self.AX + self.U Y0 = (self.rho*(self.block_sep0(AXU) - self.S)) / (self.W**2 + self.rho) Y1 = self.Pcn(self.block_sep1(AXU)) self.Y = self.block_cat(Y0, Y1)
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
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self.AXnr = self.cnst_A(self.X, self.Xf) if self.rlx == 1.0: self.AX = self.AXnr else: alpha = self.rlx self.AX = alpha*self.AXnr + (1-alpha)*self.block_cat( self.var_y0() + self.S, self.var_y1())
def relax_AX(self)
Implement relaxation if option ``RelaxParam`` != 1.0.
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r return np.swapaxes( Y[(slice(None),)*self.blkaxis + (slice(0, self.blkidx),)], self.cri.axisK, self.cri.axisM)
def block_sep0(self, Y)
r"""Separate variable into component corresponding to :math:`\mathbf{y}_0` in :math:`\mathbf{y}\;\;`. The method from parent class :class:`.ADMMTwoBlockCnstrnt` is overridden here to allow swapping of K (multi-image) and M (filter) axes in block 0 so that it can be concatenated on axis M...
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r return np.concatenate((np.swapaxes(Y0, self.cri.axisK, self.cri.axisM), Y1), axis=self.blkaxis)
def block_cat(self, Y0, Y1)
r"""Concatenate components corresponding to :math:`\mathbf{y}_0` and :math:`\mathbf{y}_1` to form :math:`\mathbf{y}\;\;`. The method from parent class :class:`.ADMMTwoBlockCnstrnt` is overridden here to allow swapping of K (multi-image) and M (filter) axes in block 0 so that it can be co...
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r # This calculation involves non-negligible computational cost. It # should be possible to disable relevant diagnostic information # (dual residual) to avoid this cost. Y0f = sl.rfftn(Y0, None, self.cri.axisN) return sl.irfftn(sl.inner(np.conj(self.Zf), Y0f, ...
def cnst_A0T(self, Y0)
r"""Compute :math:`A_0^T \mathbf{y}_0` component of :math:`A^T \mathbf{y}` (see :meth:`.ADMMTwoBlockCnstrnt.cnst_AT`).
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dfd = self.obfn_g0(self.obfn_g0var()) cns = self.obfn_g1(self.obfn_g1var()) return (dfd, cns)
def eval_objfn(self)
Compute components of regularisation function as well as total contribution to objective function.
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r return np.linalg.norm((self.Pcn(Y1) - Y1))
def obfn_g1(self, Y1)
r"""Compute :math:`g_1(\mathbf{y_1})` component of ADMM objective function.
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return self.rho*np.linalg.norm(self.cnst_AT(self.U))
def rsdl_s(self, Yprev, Y)
Compute dual residual vector.
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r self.YU[:] = self.Y - self.U self.block_sep0(self.YU)[:] += self.S YUf = sl.rfftn(self.YU, None, self.cri.axisN) b = sl.inner(np.conj(self.Zf), self.block_sep0(YUf), axis=self.cri.axisK) + self.block_sep1(YUf) self.Xf[:] = sl.solvemdbi_ism(self.Zf...
def xstep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{x}`.
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super(ConvCnstrMODMaskDcpl_Consensus, self).relax_AX() self.AX1nr = sl.irfftn(sl.inner(self.Zf, self.swapaxes(self.Xf), axis=self.cri.axisM), self.cri.Nv, self.cri.axisN) if self.rlx == 1.0: self.AX1 = s...
def relax_AX(self)
The parent class method that this method overrides only implements the relaxation step for the variables of the baseline consensus algorithm. This method calls the overridden method and then implements the relaxation step for the additional variables required for the mask decoupling modi...
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self.YU1[:] = self.Y1 - self.U1 self.ZSf = np.conj(self.Zf) * (self.Sf + sl.rfftn( self.YU1, None, self.cri.axisN)) rho = self.rho self.rho = 1.0 super(ConvCnstrMODMaskDcpl_Consensus, self).xstep() self.rho = rho
def xstep(self)
The xstep of the baseline consensus class from which this class is derived is re-used to implement the xstep of the modified algorithm by replacing ``self.ZSf``, which is constant in the baseline algorithm, with a quantity derived from the additional variables ``self.Y1`` and ``self.U1``...
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super(ConvCnstrMODMaskDcpl_Consensus, self).ystep() AXU1 = self.AX1 + self.U1 self.Y1 = self.rho*(AXU1 - self.S) / (self.W**2 + self.rho)
def ystep(self)
The parent class ystep method is overridden to allow also performing the ystep for the additional variables introduced in the modification to the baseline algorithm.
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super(ConvCnstrMODMaskDcpl_Consensus, self).ustep() self.U1 += self.AX1 - self.Y1 - self.S
def ustep(self)
The parent class ystep method is overridden to allow also performing the ystep for the additional variables introduced in the modification to the baseline algorithm.
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r Ef = sl.inner(self.Zf, self.obfn_fvarf(), axis=self.cri.axisM) \ - self.Sf return (np.linalg.norm(self.W * sl.irfftn(Ef, self.cri.Nv, self.cri.axisN))**2) / 2.0
def obfn_dfd(self)
r"""Compute data fidelity term :math:`(1/2) \| W \left( \sum_m \mathbf{d}_m * \mathbf{x}_m - \mathbf{s} \right) \|_2^2`.
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# The full primary residual is straightforward to compute from # the primary residuals for the baseline algorithm and for the # additional variables r0 = self.rsdl_r(self.AXnr, self.Y) r1 = self.AX1nr - self.Y1 - self.S r = np.sqrt(np.sum(r0**2) + np.sum(r1**2))...
def compute_residuals(self)
Compute residuals and stopping thresholds. The parent class method is overridden to ensure that the residual calculations include the additional variables introduced in the modification to the baseline algorithm.
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super(RobustPCA, self).solve() return self.X, self.Y
def solve(self)
Start (or re-start) optimisation.
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r self.X, self.ss = sp.prox_nuclear(self.S - self.Y - self.U, 1/self.rho)
def xstep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{x}`.
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r self.Y = np.asarray(sp.prox_l1(self.S - self.AX - self.U, self.lmbda/self.rho), dtype=self.dtype)
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
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if self.opt['fEvalX']: return self.X else: return self.cnst_c() - self.cnst_B(self.Y)
def obfn_fvar(self)
Variable to be evaluated in computing regularisation term, depending on 'fEvalX' option value.
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if self.opt['fEvalX']: rnn = np.sum(self.ss) else: rnn = sp.norm_nuclear(self.obfn_fvar()) rl1 = np.sum(np.abs(self.obfn_gvar())) cns = np.linalg.norm(self.X + self.Y - self.S) obj = rnn + self.lmbda*rl1 return (obj, rnn, rl1, cns)
def eval_objfn(self)
Compute components of objective function as well as total contribution to objective function.
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vn = np.sqrt(np.sum(v**2, 0)) vn[vn == 0] = 1.0 return np.asarray(v / vn, dtype=v.dtype)
def normalise(v)
Normalise columns of matrix. Parameters ---------- v : array_like Array with columns to be normalised Returns ------- vnrm : ndarray Normalised array
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self.Z = np.asarray(Z, dtype=self.dtype) self.SZT = self.S.dot(Z.T) # Factorise dictionary for efficient solves self.lu, self.piv = sl.lu_factor(Z, self.rho) self.lu = np.asarray(self.lu, dtype=self.dtype)
def setcoef(self, Z)
Set coefficient array.
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6.222125
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r self.X = np.asarray(sl.lu_solve_AATI(self.Z, self.rho, self.SZT + self.rho*(self.Y - self.U), self.lu, self.piv,), dtype=self.dtype)
def xstep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{x}`.
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self.lu, self.piv = sl.lu_factor(self.Z, self.rho) self.lu = np.asarray(self.lu, dtype=self.dtype)
def rhochange(self)
Re-factorise matrix when rho changes
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@functools.wraps(func) def wrapped(*args, **kwargs): args = list(args) for n, a in enumerate(args): if isinstance(a, np.ndarray): args[n] = cp.asarray(a) for k, v in kwargs.items(): if isinstance(v, np.ndarray): kwargs[k] = cp...
def cupy_wrapper(func)
A wrapper function that converts numpy ndarray arguments to cupy arrays, and convert any cupy arrays returned by the wrapped function into numpy ndarrays.
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# Convert int axis into a tuple if isinstance(axis, int): axis = (axis,) # Handle negative axis indices axis = tuple([k if k >= 0 else x.ndim + k for k in axis]) # Complement of axis set on full set of axes of input v caxis = tuple(set(range(x.ndim)) - set(axis)) # Permute axes...
def ndto2d(x, axis=-1)
Convert a multi-dimensional array into a 2d array, with the axes specified by the `axis` parameter flattened into an index along rows, and the remaining axes flattened into an index along the columns. This operation can not be properly achieved by a simple reshape operation since a reshape would shuffle...
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# Extract components of conversion information tuple xts = rsi[0] prm = rsi[1] # Reshape x to the shape obtained after permuting axes in ndto2d xt = xtr.reshape(xts) # Undo axis permutation performed in ndto2d x = np.transpose(xt, np.argsort(prm)) # Return array with shape correspo...
def ndfrom2d(xtr, rsi)
Undo the array shape conversion applied by :func:`ndto2d`, returning the input 2D array to its original shape. Parameters ---------- xtr : array_like Two-dimensional input array rsi : tuple A tuple containing the shape of the axis-permuted array and the permutation order applied ...
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r AXU = self.AX + self.U self.Y[..., 0:-1] = sp.prox_l2(AXU[..., 0:-1], self.mu/self.rho) self.Y[..., -1] = sp.prox_l1(AXU[..., -1], (self.lmbda/self.rho) * self.Wl1)
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
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rl1 = np.linalg.norm((self.Wl1 * self.obfn_g1var()).ravel(), 1) rtv = np.sum(np.sqrt(np.sum(self.obfn_g0var()**2, axis=-1))) return (self.lmbda*rl1 + self.mu*rtv, rl1, rtv)
def obfn_reg(self)
Compute regularisation term and contribution to objective function.
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r if Xf is None: Xf = sl.rfftn(X, axes=self.cri.axisN) return self.Wtv[..., np.newaxis] * sl.irfftn( self.Gf * Xf[..., np.newaxis], self.cri.Nv, axes=self.cri.axisN)
def cnst_A0(self, X, Xf=None)
r"""Compute :math:`A_0 \mathbf{x}` component of ADMM problem constraint. In this case :math:`A_0 \mathbf{x} = (\Gamma_0^T \;\; \Gamma_1^T \;\; \ldots )^T \mathbf{x}`.
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r return np.concatenate((self.cnst_A0(X, Xf), self.cnst_A1(X)), axis=-1)
def cnst_A(self, X, Xf=None)
r"""Compute :math:`A \mathbf{x}` component of ADMM problem constraint. In this case :math:`A \mathbf{x} = (\Gamma_0^T \;\; \Gamma_1^T \;\; \ldots \;\; I)^T \mathbf{x}`.
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r return np.sum(self.cnst_A0T(X), axis=-1) + self.cnst_A1T(X)
def cnst_AT(self, X)
r"""Compute :math:`A^T \mathbf{x}` where :math:`A \mathbf{x}` is a component of ADMM problem constraint. In this case :math:`A^T \mathbf{x} = (\Gamma_0^T \;\; \Gamma_1^T \;\; \ldots \;\; I) \mathbf{x}`.
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# We need to keep the non-relaxed version of AX since it is # required for computation of primal residual r self.AXnr = self.cnst_A(self.X, self.Xf) if self.rlx == 1.0: # If RelaxParam option is 1.0 there is no relaxation self.AX = self.AXnr else...
def relax_AX(self)
Implement relaxation if option ``RelaxParam`` != 1.0.
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if D is not None: self.D = np.asarray(D, dtype=self.dtype) self.Df = sl.rfftn(self.D, self.cri.Nv, self.cri.axisN) self.GDf = self.Gf * (self.Wtv * self.Df)[..., np.newaxis] # Compute D^H S self.DSf = np.conj(self.Df) * self.Sf if self.cri.Cd > 1: ...
def setdict(self, D=None)
Set dictionary array.
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Y1 = Y[..., self.cri.M:] # If cri.Cd > 1 (multi-channel dictionary), we need to undo the # reshape performed in block_cat if self.cri.Cd > 1: shp = list(Y1.shape) shp[self.cri.axisM] = self.cri.dimN shp[self.cri.axisC] = self.cri.Cd ...
def block_sep1(self, Y)
Separate variable into component corresponding to Y1 in Y.
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# Axes are swapped here for similar reasons to those # motivating swapping in cbpdn.ConvTwoBlockCnstrnt.block_cat Y1sa = np.swapaxes(Y1, self.cri.axisM, -1)[..., 0] # If cri.Cd > 1 (multi-channel dictionary) Y0 has a singleton # channel axis but Y1 has a non-singleton ...
def block_cat(self, Y0, Y1)
Concatenate components corresponding to Y0 and Y1 blocks into Y.
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r AXU = self.AX + self.U self.block_sep0(self.Y)[:] = sp.prox_l1( self.block_sep0(AXU), (self.lmbda/self.rho) * self.Wl1) self.block_sep1(self.Y)[:] = sp.prox_l2( self.block_sep1(AXU), self.mu/self.rho, axis=(self.cri.axisC, -1))
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
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7.674831
1.107377
# Use of self.block_sep0(self.AXnr) instead of self.cnst_A0(self.X) # reduces number of calls to self.cnst_A0 return self.var_y0() if self.opt['gEvalY'] else \ self.block_sep0(self.AXnr)
def obfn_g0var(self)
Variable to be evaluated in computing the TV regularisation term, depending on the ``gEvalY`` option value.
15.614508
11.347817
1.375992
r # Use of self.block_sep1(self.AXnr) instead of self.cnst_A1(self.X) # reduces number of calls to self.cnst_A0 return self.var_y1() if self.opt['gEvalY'] else \ self.block_sep1(self.AXnr)
def obfn_g1var(self)
r"""Variable to be evaluated in computing the :math:`\ell_1` regularisation term, depending on the ``gEvalY`` option value.
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14.12709
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r if Xf is None: Xf = sl.rfftn(X, axes=self.cri.axisN) return sl.irfftn(sl.inner( self.GDf, Xf[..., np.newaxis], axis=self.cri.axisM), self.cri.Nv, self.cri.axisN)
def cnst_A1(self, X, Xf=None)
r"""Compute :math:`A_1 \mathbf{x}` component of ADMM problem constraint. In this case :math:`A_1 \mathbf{x} = (\Gamma_0^T \;\; \Gamma_1^T \;\; \ldots )^T \mathbf{x}`.
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r Y1f = sl.rfftn(Y1, None, axes=self.cri.axisN) return sl.irfftn(np.conj(self.GDf) * Y1f, self.cri.Nv, self.cri.axisN)
def cnst_A1T(self, Y1)
r"""Compute :math:`A_1^T \mathbf{y}_1` component of :math:`A^T \mathbf{y}`. In this case :math:`A_1^T \mathbf{y}_1 = (\Gamma_0^T \;\; \Gamma_1^T \;\; \ldots) \mathbf{y}_1`.
7.094579
7.301353
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r return self.cnst_A0T(self.block_sep0(Y)) + \ np.sum(self.cnst_A1T(self.block_sep1(Y)), axis=-1)
def cnst_AT(self, Y)
r"""Compute :math:`A^T \mathbf{y}`. In this case :math:`A^T \mathbf{y} = (I \;\; \Gamma_0^T \;\; \Gamma_1^T \;\; \ldots) \mathbf{y}`.
7.278774
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self.D = np.asarray(D, dtype=self.dtype) self.DTS = self.D.T.dot(self.S) # Factorise dictionary for efficient solves self.lu, self.piv = sl.cho_factor(self.D, self.rho) self.lu = np.asarray(self.lu, dtype=self.dtype)
def setdict(self, D)
Set dictionary array.
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r self.X = np.asarray(sl.cho_solve_ATAI( self.D, self.rho, self.DTS + self.rho * (self.Y - self.U), self.lu, self.piv), dtype=self.dtype) if self.opt['LinSolveCheck']: b = self.DTS + self.rho * (self.Y - self.U) ax = self.D.T.dot(self.D.dot(self....
def xstep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{x}`.
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r return 0.5*np.linalg.norm((self.D.dot(self.obfn_fvar()) - self.S))**2
def obfn_dfd(self)
r"""Compute data fidelity term :math:`(1/2) \| D \mathbf{x} - \mathbf{s} \|_2^2`.
14.818292
9.643889
1.536547
self.lu, self.piv = sl.cho_factor(self.D, self.rho) self.lu = np.asarray(self.lu, dtype=self.dtype)
def rhochange(self)
Re-factorise matrix when rho changes.
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r self.Y = np.asarray(sp.prox_l1(self.AX + self.U, (self.lmbda / self.rho) * self.wl1), dtype=self.dtype) super(BPDN, self).ystep()
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
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r self.Y = np.asarray(sp.prox_l1l2( self.AX + self.U, (self.lmbda / self.rho) * self.wl1, self.mu / self.rho, axis=-1), dtype=self.dtype) GenericBPDN.ystep(self)
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
12.015044
10.28943
1.167708
r self.Y = np.asarray(sp.proj_l1(self.AX + self.U, self.gamma, axis=0), dtype=self.dtype) super(BPDNProjL1, self).ystep()
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
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12.187541
1.302589
dfd = self.obfn_dfd() prj = sp.proj_l1(self.obfn_gvar(), self.gamma, axis=0) cns = np.linalg.norm(prj - self.obfn_gvar()) return (dfd, cns)
def eval_objfn(self)
Compute components of regularisation function as well as total contribution to objective function.
10.054409
8.559482
1.174652
if self.opt['Y0'] is None: return np.zeros(ushape, dtype=self.dtype) else: # If initial Y is non-zero, initial U is chosen so that # the relevant dual optimality criterion (see (3.10) in # boyd-2010-distributed) is satisfied. U0 = np....
def uinit(self, ushape)
Return initialiser for working variable U.
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self.D = np.asarray(D, dtype=self.dtype) # Factorise dictionary for efficient solves self.lu, self.piv = sl.cho_factor(self.D, 1.0) self.lu = np.asarray(self.lu, dtype=self.dtype)
def setdict(self, D)
Set dictionary array.
5.623528
5.161973
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r YU = self.Y - self.U self.X = np.asarray(sl.cho_solve_ATAI( self.D, 1.0, self.block_sep0(YU) + self.D.T.dot(self.block_sep1(YU)), self.lu, self.piv), dtype=self.dtype)
def xstep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{x}`.
11.759018
10.354983
1.13559
r AXU = self.AX + self.U Y0 = np.asarray(sp.prox_l1(self.block_sep0(AXU), self.wl1 / self.rho), dtype=self.dtype) if self.opt['NonNegCoef']: Y0[Y0 < 0.0] = 0.0 Y1 = sl.proj_l2ball(self.block_sep1(AXU), self.S, self.epsilon, axes=0) sel...
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
8.203942
7.548796
1.086788
r obj = np.linalg.norm((self.wl1 * self.obfn_g0var()).ravel(), 1) cns = np.linalg.norm(sl.proj_l2ball( self.obfn_g1var(), self.S, self.epsilon, axes=0) - self.obfn_g1var()) return (obj, cns)
def eval_objfn(self)
r"""Compute components of objective function as well as total contribution to objective function. The objective function is :math:`\| \mathbf{x} \|_1` and the constraint violation measure is :math:`P(\mathbf{x}) - \mathbf{x}` where :math:`P(\mathbf{x})` is the projection into the constr...
11.313956
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1.166892
if self.opt['Y0'] is None: return np.zeros(ushape, dtype=self.dtype) else: # If initial Y is non-zero, initial U is chosen so that # the relevant dual optimality criterion (see (3.10) in # boyd-2010-distributed) is satisfied. return (...
def uinit(self, ushape)
Return initialiser for working variable U.
9.645727
8.659322
1.113913
r self.X = sl.idctii(self.Gamma*sl.dctii(self.Y + self.S - self.U, axes=self.axes), axes=self.axes) if self.opt['LinSolveCheck']: self.xrrs = sl.rrs( self.X + (self.lmbda/self.rho) * sl.idctii((self.Alpha...
def xstep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{x}`.
6.709798
6.105496
1.098977
r self.Y = sp.prox_l1(self.AX - self.S + self.U, self.Wdf / self.rho)
def ystep(self)
r"""Minimise Augmented Lagrangian with respect to :math:`\mathbf{y}`.
33.684063
22.966116
1.466685
self.Gamma = 1.0 / (1.0 + (self.lmbda/self.rho)*(self.Alpha**2))
def rhochange(self)
Action to be taken when rho parameter is changed.
9.106956
6.954474
1.30951
if self.opt['gEvalY']: return self.Y else: return self.cnst_A(self.X) - self.cnst_c()
def obfn_gvar(self)
Variable to be evaluated in computing regularisation term, depending on 'gEvalY' option value.
15.600191
7.136277
2.186041
r gvr = self.obfn_gvar() dfd = np.sum(np.abs(self.Wdf * gvr)) reg = 0.5*np.linalg.norm( sl.idctii(self.Alpha*sl.dctii(self.X, axes=self.axes), axes=self.axes))**2 obj = dfd + self.lmbda*reg return (obj, dfd, reg)
def eval_objfn(self)
r"""Compute components of objective function as well as total contribution to objective function. Data fidelity term is :math:`(1/2) \| \mathbf{x} - \mathbf{s} \|_2^2` and regularisation term is :math:`\| D \mathbf{x} \|_2^2`.
9.883881
8.432636
1.172099
GPUInfo = namedtuple('GPUInfo', ['name', 'driver', 'totalmem', 'freemem']) gpus = GPUtil.getGPUs() info = [] for g in gpus: info.append(GPUInfo(g.name, g.driver, g.memoryTotal, g.memoryFree)) return info
def gpu_info()
Return a list of namedtuples representing attributes of each GPU device.
2.457144
2.165399
1.134731