Fri, 08 May 2020 14:46:41 -0500
proj_nonneg!
| 0 | 1 | ######################### |
| 2 | # Some utility functions | |
| 3 | ######################### | |
| 4 | ||
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4
59fd17a3cea0
Add __precompile__() for what it is worth
Tuomo Valkonen <tuomov@iki.fi>
parents:
0
diff
changeset
|
5 | __precompile__() |
|
59fd17a3cea0
Add __precompile__() for what it is worth
Tuomo Valkonen <tuomov@iki.fi>
parents:
0
diff
changeset
|
6 | |
| 0 | 7 | module Util |
| 8 | ||
| 9 | ############## | |
| 10 | # Our exports | |
| 11 | ############## | |
| 12 | ||
| 13 | export map_first_slice!, | |
| 14 | reduce_first_slice, | |
| 15 | norm₂, | |
| 16 | γnorm₂, | |
| 17 | norm₂w, | |
| 18 | norm₂², | |
| 19 | norm₂w², | |
| 20 | norm₂₁, | |
| 21 | γnorm₂₁, | |
| 22 | dot, | |
| 23 | mean, | |
| 24 | proj_norm₂₁ball!, | |
| 18 | 25 | proj_nonneg!, |
| 0 | 26 | curry, |
| 8 | 27 | ⬿, |
| 9 | 28 | @threadsif, |
| 10 | 29 | @background, |
| 30 | @backgroundif | |
| 8 | 31 | |
| 32 | ||
| 33 | ########## | |
| 34 | # Threads | |
| 35 | ########## | |
| 36 | ||
| 37 | macro threadsif(threads, loop) | |
| 38 | return esc(:(if $threads | |
| 39 | Threads.@threads $loop | |
| 10 | 40 | else |
| 8 | 41 | $loop |
| 10 | 42 | end)) |
| 8 | 43 | end |
| 0 | 44 | |
| 9 | 45 | macro background(bgtask, fgtask) |
| 46 | return :(t = Threads.@spawn $(esc(bgtask)); | |
| 47 | $(esc(fgtask)); | |
| 48 | wait(t)) | |
| 49 | end | |
| 50 | ||
| 10 | 51 | macro backgroundif(threads, bgtask, fgtask) |
| 52 | return :(if $(esc(threads)) | |
| 53 | @background $(esc(bgtask)) $(esc(fgtask)) | |
| 54 | else | |
| 55 | $(esc(bgtask)) | |
| 56 | $(esc(fgtask)) | |
| 57 | end) | |
| 58 | end | |
| 59 | ||
| 0 | 60 | ######################## |
| 61 | # Functional programming | |
| 62 | ######################### | |
| 63 | ||
| 64 | curry = (f::Function,y...)->(z...)->f(y...,z...) | |
| 65 | ||
| 66 | ############################### | |
| 67 | # For working with NamedTuples | |
| 68 | ############################### | |
| 69 | ||
| 70 | ⬿ = merge | |
| 71 | ||
| 72 | ###### | |
| 73 | # map | |
| 74 | ###### | |
| 75 | ||
| 76 | @inline function map_first_slice!(f!, y) | |
| 77 | for i in CartesianIndices(size(y)[2:end]) | |
| 78 | @inbounds f!(@view(y[:, i])) | |
| 79 | end | |
| 80 | end | |
| 81 | ||
| 82 | @inline function map_first_slice!(x, f!, y) | |
| 83 | for i in CartesianIndices(size(y)[2:end]) | |
| 84 | @inbounds f!(@view(x[:, i]), @view(y[:, i])) | |
| 85 | end | |
| 86 | end | |
| 87 | ||
| 88 | @inline function reduce_first_slice(f, y; init=0.0) | |
| 89 | accum=init | |
| 90 | for i in CartesianIndices(size(y)[2:end]) | |
| 91 | @inbounds accum=f(accum, @view(y[:, i])) | |
| 92 | end | |
| 93 | return accum | |
| 94 | end | |
| 95 | ||
| 96 | ########################### | |
| 97 | # Norms and inner products | |
| 98 | ########################### | |
| 99 | ||
| 100 | @inline function dot(x, y) | |
| 101 | @assert(length(x)==length(y)) | |
| 102 | ||
| 103 | accum=0 | |
| 104 | for i=1:length(y) | |
| 105 | @inbounds accum += x[i]*y[i] | |
| 106 | end | |
| 107 | return accum | |
| 108 | end | |
| 109 | ||
| 110 | @inline function norm₂w²(y, w) | |
| 111 | #Insane memory allocs | |
| 112 | #return @inbounds sum(i -> y[i]*y[i]*w[i], 1:length(y)) | |
| 113 | accum=0 | |
| 114 | for i=1:length(y) | |
| 115 | @inbounds accum=accum+y[i]*y[i]*w[i] | |
| 116 | end | |
| 117 | return accum | |
| 118 | end | |
| 119 | ||
| 120 | @inline function norm₂w(y, w) | |
| 121 | return √(norm₂w²(y, w)) | |
| 122 | end | |
| 123 | ||
| 124 | @inline function norm₂²(y) | |
| 125 | #Insane memory allocs | |
| 126 | #return @inbounds sum(i -> y[i]*y[i], 1:length(y)) | |
| 127 | accum=0 | |
| 128 | for i=1:length(y) | |
| 129 | @inbounds accum=accum+y[i]*y[i] | |
| 130 | end | |
| 131 | return accum | |
| 132 | end | |
| 133 | ||
| 134 | @inline function norm₂(y) | |
| 135 | return √(norm₂²(y)) | |
| 136 | end | |
| 137 | ||
| 138 | @inline function γnorm₂(y, γ) | |
| 139 | hubersq = xsq -> begin | |
| 140 | x=√xsq | |
| 141 | return if x > γ | |
| 142 | x-γ/2 | |
| 143 | elseif x<-γ | |
| 144 | -x-γ/2 | |
| 145 | else | |
| 146 | xsq/(2γ) | |
| 147 | end | |
| 148 | end | |
| 149 | ||
| 150 | if γ==0 | |
| 151 | return norm₂(y) | |
| 152 | else | |
| 153 | return hubersq(norm₂²(y)) | |
| 154 | end | |
| 155 | end | |
| 156 | ||
| 157 | function norm₂₁(y) | |
| 158 | return reduce_first_slice((s, x) -> s+norm₂(x), y) | |
| 159 | end | |
| 160 | ||
| 161 | function γnorm₂₁(y,γ) | |
| 162 | return reduce_first_slice((s, x) -> s+γnorm₂(x, γ), y) | |
| 163 | end | |
| 164 | ||
| 165 | function mean(v) | |
| 166 | return sum(v)/prod(size(v)) | |
| 167 | end | |
| 168 | ||
| 169 | @inline function proj_norm₂₁ball!(y, α) | |
| 170 | α²=α*α | |
| 171 | ||
| 7 | 172 | if ndims(y)==3 && size(y, 1)==2 |
| 173 | @inbounds for i=1:size(y, 2) | |
| 174 | @simd for j=1:size(y, 3) | |
| 175 | n² = y[1,i,j]*y[1,i,j]+y[2,i,j]*y[2,i,j] | |
| 176 | if n²>α² | |
| 177 | v = α/√n² | |
| 178 | y[1, i, j] *= v | |
| 179 | y[2, i, j] *= v | |
| 180 | end | |
| 181 | end | |
| 182 | end | |
| 183 | else | |
| 184 | y′=reshape(y, (size(y, 1), prod(size(y)[2:end]))) | |
| 185 | ||
| 186 | @inbounds @simd for i=1:size(y′, 2)# in CartesianIndices(size(y)[2:end]) | |
| 187 | n² = norm₂²(@view(y′[:, i])) | |
| 188 | if n²>α² | |
| 189 | y′[:, i] .*= (α/√n²) | |
| 190 | end | |
| 0 | 191 | end |
| 192 | end | |
| 193 | end | |
| 194 | ||
| 18 | 195 | @inline function proj_nonneg!(y) |
| 196 | @inbounds @simd for i=1:length(y) | |
| 197 | if y[i] < 0 | |
| 198 | y[i] = 0 | |
| 199 | end | |
| 200 | end | |
| 201 | return y | |
| 202 | end | |
| 203 | ||
| 0 | 204 | end # Module |
| 205 |