comparison: src/Util.jl
src/Util.jl
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| 1 ######################### | |
| 2 # Some utility functions | |
| 3 ######################### | |
| 4 | |
| 5 module Util | |
| 6 | |
| 7 ############## | |
| 8 # Our exports | |
| 9 ############## | |
| 10 | |
| 11 export map_first_slice!, | |
| 12 reduce_first_slice, | |
| 13 norm₂, | |
| 14 γnorm₂, | |
| 15 norm₂w, | |
| 16 norm₂², | |
| 17 norm₂w², | |
| 18 norm₂₁, | |
| 19 γnorm₂₁, | |
| 20 dot, | |
| 21 mean, | |
| 22 proj_norm₂₁ball!, | |
| 23 curry, | |
| 24 ⬿ | |
| 25 | |
| 26 ######################## | |
| 27 # Functional programming | |
| 28 ######################### | |
| 29 | |
| 30 curry = (f::Function,y...)->(z...)->f(y...,z...) | |
| 31 | |
| 32 ############################### | |
| 33 # For working with NamedTuples | |
| 34 ############################### | |
| 35 | |
| 36 ⬿ = merge | |
| 37 | |
| 38 ###### | |
| 39 # map | |
| 40 ###### | |
| 41 | |
| 42 @inline function map_first_slice!(f!, y) | |
| 43 for i in CartesianIndices(size(y)[2:end]) | |
| 44 @inbounds f!(@view(y[:, i])) | |
| 45 end | |
| 46 end | |
| 47 | |
| 48 @inline function map_first_slice!(x, f!, y) | |
| 49 for i in CartesianIndices(size(y)[2:end]) | |
| 50 @inbounds f!(@view(x[:, i]), @view(y[:, i])) | |
| 51 end | |
| 52 end | |
| 53 | |
| 54 @inline function reduce_first_slice(f, y; init=0.0) | |
| 55 accum=init | |
| 56 for i in CartesianIndices(size(y)[2:end]) | |
| 57 @inbounds accum=f(accum, @view(y[:, i])) | |
| 58 end | |
| 59 return accum | |
| 60 end | |
| 61 | |
| 62 ########################### | |
| 63 # Norms and inner products | |
| 64 ########################### | |
| 65 | |
| 66 @inline function dot(x, y) | |
| 67 @assert(length(x)==length(y)) | |
| 68 | |
| 69 accum=0 | |
| 70 for i=1:length(y) | |
| 71 @inbounds accum += x[i]*y[i] | |
| 72 end | |
| 73 return accum | |
| 74 end | |
| 75 | |
| 76 @inline function norm₂w²(y, w) | |
| 77 #Insane memory allocs | |
| 78 #return @inbounds sum(i -> y[i]*y[i]*w[i], 1:length(y)) | |
| 79 accum=0 | |
| 80 for i=1:length(y) | |
| 81 @inbounds accum=accum+y[i]*y[i]*w[i] | |
| 82 end | |
| 83 return accum | |
| 84 end | |
| 85 | |
| 86 @inline function norm₂w(y, w) | |
| 87 return √(norm₂w²(y, w)) | |
| 88 end | |
| 89 | |
| 90 @inline function norm₂²(y) | |
| 91 #Insane memory allocs | |
| 92 #return @inbounds sum(i -> y[i]*y[i], 1:length(y)) | |
| 93 accum=0 | |
| 94 for i=1:length(y) | |
| 95 @inbounds accum=accum+y[i]*y[i] | |
| 96 end | |
| 97 return accum | |
| 98 end | |
| 99 | |
| 100 @inline function norm₂(y) | |
| 101 return √(norm₂²(y)) | |
| 102 end | |
| 103 | |
| 104 @inline function γnorm₂(y, γ) | |
| 105 hubersq = xsq -> begin | |
| 106 x=√xsq | |
| 107 return if x > γ | |
| 108 x-γ/2 | |
| 109 elseif x<-γ | |
| 110 -x-γ/2 | |
| 111 else | |
| 112 xsq/(2γ) | |
| 113 end | |
| 114 end | |
| 115 | |
| 116 if γ==0 | |
| 117 return norm₂(y) | |
| 118 else | |
| 119 return hubersq(norm₂²(y)) | |
| 120 end | |
| 121 end | |
| 122 | |
| 123 function norm₂₁(y) | |
| 124 return reduce_first_slice((s, x) -> s+norm₂(x), y) | |
| 125 end | |
| 126 | |
| 127 function γnorm₂₁(y,γ) | |
| 128 return reduce_first_slice((s, x) -> s+γnorm₂(x, γ), y) | |
| 129 end | |
| 130 | |
| 131 function mean(v) | |
| 132 return sum(v)/prod(size(v)) | |
| 133 end | |
| 134 | |
| 135 @inline function proj_norm₂₁ball!(y, α) | |
| 136 α²=α*α | |
| 137 y′=reshape(y, (size(y, 1), prod(size(y)[2:end]))) | |
| 138 | |
| 139 @inbounds @simd for i=1:size(y′, 2)# in CartesianIndices(size(y)[2:end]) | |
| 140 n² = norm₂²(@view(y′[:, i])) | |
| 141 if n²>α² | |
| 142 y′[:, i] .*= (α/√n²) | |
| 143 end | |
| 144 end | |
| 145 end | |
| 146 | |
| 147 end # Module | |
| 148 |
