Tue, 21 Mar 2023 20:31:01 +0200
Implement non-negativity constraints for the conditional gradient methods
| 0 | 1 | |
| 2 | //! Things for constructing new kernels from component kernels and traits for analysing them | |
| 3 | use serde::Serialize; | |
| 4 | use numeric_literals::replace_float_literals; | |
| 5 | ||
| 6 | use alg_tools::types::*; | |
| 7 | use alg_tools::norms::*; | |
| 8 | use alg_tools::loc::Loc; | |
| 9 | use alg_tools::sets::Cube; | |
| 10 | use alg_tools::bisection_tree::{ | |
| 11 | Support, | |
| 12 | Bounds, | |
| 13 | LocalAnalysis, | |
| 14 | GlobalAnalysis, | |
| 15 | Bounded, | |
| 16 | }; | |
| 17 | use alg_tools::mapping::Apply; | |
| 18 | use alg_tools::maputil::{array_init, map2}; | |
| 19 | use alg_tools::sets::SetOrd; | |
| 20 | ||
| 21 | use crate::fourier::Fourier; | |
| 22 | ||
| 23 | /// Representation of the product of two kernels. | |
| 24 | /// | |
| 25 | /// The kernels typically implement [`Support`] and [`Mapping`][alg_tools::mapping::Mapping]. | |
| 26 | /// | |
| 27 | /// The implementation [`Support`] only uses the [`Support::support_hint`] of the first parameter! | |
| 28 | #[derive(Copy,Clone,Serialize,Debug)] | |
| 29 | pub struct SupportProductFirst<A, B>( | |
| 30 | /// First kernel | |
| 31 | pub A, | |
| 32 | /// Second kernel | |
| 33 | pub B | |
| 34 | ); | |
| 35 | ||
| 36 | impl<A, B, F : Float, const N : usize> Apply<Loc<F, N>> | |
| 37 | for SupportProductFirst<A, B> | |
| 38 | where A : for<'a> Apply<&'a Loc<F, N>, Output=F>, | |
| 39 | B : for<'a> Apply<&'a Loc<F, N>, Output=F> { | |
| 40 | type Output = F; | |
| 41 | #[inline] | |
| 42 | fn apply(&self, x : Loc<F, N>) -> Self::Output { | |
| 43 | self.0.apply(&x) * self.1.apply(&x) | |
| 44 | } | |
| 45 | } | |
| 46 | ||
| 47 | impl<'a, A, B, F : Float, const N : usize> Apply<&'a Loc<F, N>> | |
| 48 | for SupportProductFirst<A, B> | |
| 49 | where A : Apply<&'a Loc<F, N>, Output=F>, | |
| 50 | B : Apply<&'a Loc<F, N>, Output=F> { | |
| 51 | type Output = F; | |
| 52 | #[inline] | |
| 53 | fn apply(&self, x : &'a Loc<F, N>) -> Self::Output { | |
| 54 | self.0.apply(x) * self.1.apply(x) | |
| 55 | } | |
| 56 | } | |
| 57 | ||
| 58 | impl<'a, A, B, F : Float, const N : usize> Support<F, N> | |
| 59 | for SupportProductFirst<A, B> | |
| 60 | where A : Support<F, N>, | |
| 61 | B : Support<F, N> { | |
| 62 | #[inline] | |
| 63 | fn support_hint(&self) -> Cube<F, N> { | |
| 64 | self.0.support_hint() | |
| 65 | } | |
| 66 | ||
| 67 | #[inline] | |
| 68 | fn in_support(&self, x : &Loc<F, N>) -> bool { | |
| 69 | self.0.in_support(x) | |
| 70 | } | |
| 71 | ||
| 72 | #[inline] | |
| 73 | fn bisection_hint(&self, cube : &Cube<F, N>) -> [Option<F>; N] { | |
| 74 | self.0.bisection_hint(cube) | |
| 75 | } | |
| 76 | } | |
| 77 | ||
| 78 | impl<'a, A, B, F : Float> GlobalAnalysis<F, Bounds<F>> | |
| 79 | for SupportProductFirst<A, B> | |
| 80 | where A : GlobalAnalysis<F, Bounds<F>>, | |
| 81 | B : GlobalAnalysis<F, Bounds<F>> { | |
| 82 | #[inline] | |
| 83 | fn global_analysis(&self) -> Bounds<F> { | |
| 84 | self.0.global_analysis() * self.1.global_analysis() | |
| 85 | } | |
| 86 | } | |
| 87 | ||
| 88 | impl<'a, A, B, F : Float, const N : usize> LocalAnalysis<F, Bounds<F>, N> | |
| 89 | for SupportProductFirst<A, B> | |
| 90 | where A : LocalAnalysis<F, Bounds<F>, N>, | |
| 91 | B : LocalAnalysis<F, Bounds<F>, N> { | |
| 92 | #[inline] | |
| 93 | fn local_analysis(&self, cube : &Cube<F, N>) -> Bounds<F> { | |
| 94 | self.0.local_analysis(cube) * self.1.local_analysis(cube) | |
| 95 | } | |
| 96 | } | |
| 97 | ||
| 98 | /// Representation of the sum of two kernels | |
| 99 | /// | |
| 100 | /// The kernels typically implement [`Support`] and [`Mapping`][alg_tools::mapping::Mapping]. | |
| 101 | /// | |
| 102 | /// The implementation [`Support`] only uses the [`Support::support_hint`] of the first parameter! | |
| 103 | #[derive(Copy,Clone,Serialize,Debug)] | |
| 104 | pub struct SupportSum<A, B>( | |
| 105 | /// First kernel | |
| 106 | pub A, | |
| 107 | /// Second kernel | |
| 108 | pub B | |
| 109 | ); | |
| 110 | ||
| 111 | impl<'a, A, B, F : Float, const N : usize> Apply<&'a Loc<F, N>> | |
| 112 | for SupportSum<A, B> | |
| 113 | where A : Apply<&'a Loc<F, N>, Output=F>, | |
| 114 | B : Apply<&'a Loc<F, N>, Output=F> { | |
| 115 | type Output = F; | |
| 116 | #[inline] | |
| 117 | fn apply(&self, x : &'a Loc<F, N>) -> Self::Output { | |
| 118 | self.0.apply(x) + self.1.apply(x) | |
| 119 | } | |
| 120 | } | |
| 121 | ||
| 122 | impl<A, B, F : Float, const N : usize> Apply<Loc<F, N>> | |
| 123 | for SupportSum<A, B> | |
| 124 | where A : for<'a> Apply<&'a Loc<F, N>, Output=F>, | |
| 125 | B : for<'a> Apply<&'a Loc<F, N>, Output=F> { | |
| 126 | type Output = F; | |
| 127 | #[inline] | |
| 128 | fn apply(&self, x : Loc<F, N>) -> Self::Output { | |
| 129 | self.0.apply(&x) + self.1.apply(&x) | |
| 130 | } | |
| 131 | } | |
| 132 | ||
| 133 | impl<'a, A, B, F : Float, const N : usize> Support<F, N> | |
| 134 | for SupportSum<A, B> | |
| 135 | where A : Support<F, N>, | |
| 136 | B : Support<F, N>, | |
| 137 | Cube<F, N> : SetOrd { | |
| 138 | #[inline] | |
| 139 | fn support_hint(&self) -> Cube<F, N> { | |
| 140 | self.0.support_hint().common(&self.1.support_hint()) | |
| 141 | } | |
| 142 | ||
| 143 | #[inline] | |
| 144 | fn in_support(&self, x : &Loc<F, N>) -> bool { | |
| 145 | self.0.in_support(x) || self.1.in_support(x) | |
| 146 | } | |
| 147 | ||
| 148 | #[inline] | |
| 149 | fn bisection_hint(&self, cube : &Cube<F, N>) -> [Option<F>; N] { | |
| 150 | map2(self.0.bisection_hint(cube), | |
| 151 | self.1.bisection_hint(cube), | |
| 152 | |a, b| a.or(b)) | |
| 153 | } | |
| 154 | } | |
| 155 | ||
| 156 | impl<'a, A, B, F : Float> GlobalAnalysis<F, Bounds<F>> | |
| 157 | for SupportSum<A, B> | |
| 158 | where A : GlobalAnalysis<F, Bounds<F>>, | |
| 159 | B : GlobalAnalysis<F, Bounds<F>> { | |
| 160 | #[inline] | |
| 161 | fn global_analysis(&self) -> Bounds<F> { | |
| 162 | self.0.global_analysis() + self.1.global_analysis() | |
| 163 | } | |
| 164 | } | |
| 165 | ||
| 166 | impl<'a, A, B, F : Float, const N : usize> LocalAnalysis<F, Bounds<F>, N> | |
| 167 | for SupportSum<A, B> | |
| 168 | where A : LocalAnalysis<F, Bounds<F>, N>, | |
| 169 | B : LocalAnalysis<F, Bounds<F>, N>, | |
| 170 | Cube<F, N> : SetOrd { | |
| 171 | #[inline] | |
| 172 | fn local_analysis(&self, cube : &Cube<F, N>) -> Bounds<F> { | |
| 173 | self.0.local_analysis(cube) + self.1.local_analysis(cube) | |
| 174 | } | |
| 175 | } | |
| 176 | ||
| 177 | /// Representation of the convolution of two kernels. | |
| 178 | /// | |
| 179 | /// The kernels typically implement [`Support`]s and [`Mapping`][alg_tools::mapping::Mapping]. | |
| 180 | // | |
| 181 | /// Trait implementations have to be on a case-by-case basis. | |
| 182 | #[derive(Copy,Clone,Serialize,Debug,Eq,PartialEq)] | |
| 183 | pub struct Convolution<A, B>( | |
| 184 | /// First kernel | |
| 185 | pub A, | |
| 186 | /// Second kernel | |
| 187 | pub B | |
| 188 | ); | |
| 189 | ||
| 190 | /// Representation of the autoconvolution of a kernel. | |
| 191 | /// | |
| 192 | /// The kernel typically implements [`Support`] and [`Mapping`][alg_tools::mapping::Mapping]. | |
| 193 | /// | |
| 194 | /// Trait implementations have to be on a case-by-case basis. | |
| 195 | #[derive(Copy,Clone,Serialize,Debug,Eq,PartialEq)] | |
| 196 | pub struct AutoConvolution<A>( | |
| 197 | /// The kernel to be autoconvolved | |
| 198 | pub A | |
| 199 | ); | |
| 200 | ||
| 201 | /// Representation a multi-dimensional product of a one-dimensional kernel. | |
| 202 | /// | |
| 203 | /// For $G: ℝ → ℝ$, this is the function $F(x\_1, …, x\_n) := \prod_{i=1}^n G(x\_i)$. | |
| 204 | /// The kernel $G$ typically implements [`Support`] and [`Mapping`][alg_tools::mapping::Mapping] | |
| 205 | /// on [`Loc<F, 1>`]. Then the product implements them on [`Loc<F, N>`]. | |
| 206 | #[derive(Copy,Clone,Serialize,Debug,Eq,PartialEq)] | |
| 207 | struct UniformProduct<G, const N : usize>( | |
| 208 | /// The one-dimensional kernel | |
| 209 | G | |
| 210 | ); | |
| 211 | ||
| 212 | impl<'a, G, F : Float, const N : usize> Apply<&'a Loc<F, N>> | |
| 213 | for UniformProduct<G, N> | |
| 214 | where G : Apply<Loc<F, 1>, Output=F> { | |
| 215 | type Output = F; | |
| 216 | #[inline] | |
| 217 | fn apply(&self, x : &'a Loc<F, N>) -> F { | |
| 218 | x.iter().map(|&y| self.0.apply(Loc([y]))).product() | |
| 219 | } | |
| 220 | } | |
| 221 | ||
| 222 | impl<G, F : Float, const N : usize> Apply<Loc<F, N>> | |
| 223 | for UniformProduct<G, N> | |
| 224 | where G : Apply<Loc<F, 1>, Output=F> { | |
| 225 | type Output = F; | |
| 226 | #[inline] | |
| 227 | fn apply(&self, x : Loc<F, N>) -> F { | |
| 228 | x.into_iter().map(|y| self.0.apply(Loc([y]))).product() | |
| 229 | } | |
| 230 | } | |
| 231 | ||
| 232 | impl<G, F : Float, const N : usize> Support<F, N> | |
| 233 | for UniformProduct<G, N> | |
| 234 | where G : Support<F, 1> { | |
| 235 | #[inline] | |
| 236 | fn support_hint(&self) -> Cube<F, N> { | |
| 237 | let [a] : [[F; 2]; 1] = self.0.support_hint().into(); | |
| 238 | array_init(|| a.clone()).into() | |
| 239 | } | |
| 240 | ||
| 241 | #[inline] | |
| 242 | fn in_support(&self, x : &Loc<F, N>) -> bool { | |
| 243 | x.iter().all(|&y| self.0.in_support(&Loc([y]))) | |
| 244 | } | |
| 245 | ||
| 246 | #[inline] | |
| 247 | fn bisection_hint(&self, cube : &Cube<F, N>) -> [Option<F>; N] { | |
| 248 | cube.map(|a, b| { | |
| 249 | let [h] = self.0.bisection_hint(&[[a, b]].into()); | |
| 250 | h | |
| 251 | }) | |
| 252 | } | |
| 253 | } | |
| 254 | ||
| 255 | impl<G, F : Float, const N : usize> GlobalAnalysis<F, Bounds<F>> | |
| 256 | for UniformProduct<G, N> | |
| 257 | where G : GlobalAnalysis<F, Bounds<F>> { | |
| 258 | #[inline] | |
| 259 | fn global_analysis(&self) -> Bounds<F> { | |
| 260 | let g = self.0.global_analysis(); | |
| 261 | (0..N).map(|_| g).product() | |
| 262 | } | |
| 263 | } | |
| 264 | ||
| 265 | impl<G, F : Float, const N : usize> LocalAnalysis<F, Bounds<F>, N> | |
| 266 | for UniformProduct<G, N> | |
| 267 | where G : LocalAnalysis<F, Bounds<F>, 1> { | |
| 268 | #[inline] | |
| 269 | fn local_analysis(&self, cube : &Cube<F, N>) -> Bounds<F> { | |
| 270 | cube.iter_coords().map( | |
| 271 | |&[a, b]| self.0.local_analysis(&([[a, b]].into())) | |
| 272 | ).product() | |
| 273 | } | |
| 274 | } | |
| 275 | ||
| 276 | macro_rules! product_lpnorm { | |
| 277 | ($lp:ident) => { | |
| 278 | impl<G, F : Float, const N : usize> Norm<F, $lp> | |
| 279 | for UniformProduct<G, N> | |
| 280 | where G : Norm<F, $lp> { | |
| 281 | #[inline] | |
| 282 | fn norm(&self, lp : $lp) -> F { | |
| 283 | self.0.norm(lp).powi(N as i32) | |
| 284 | } | |
| 285 | } | |
| 286 | } | |
| 287 | } | |
| 288 | ||
| 289 | product_lpnorm!(L1); | |
| 290 | product_lpnorm!(L2); | |
| 291 | product_lpnorm!(Linfinity); | |
| 292 | ||
| 293 | ||
| 294 | /// Trait for bounding one kernel with respect to another. | |
| 295 | /// | |
| 296 | /// The type `F` is the scalar field, and `T` another kernel to which `Self` is compared. | |
| 297 | pub trait BoundedBy<F : Num, T> { | |
| 298 | /// Calclate a bounding factor $c$ such that the Fourier transforms $ℱ\[v\] ≤ c ℱ\[u\]$ for | |
| 299 | /// $v$ `self` and $u$ `other`. | |
| 300 | /// | |
| 301 | /// If no such factors exits, `None` is returned. | |
| 302 | fn bounding_factor(&self, other : &T) -> Option<F>; | |
| 303 | } | |
| 304 | ||
| 305 | /// This [`BoundedBy`] implementation bounds $(uv) * (uv)$ by $(ψ * ψ) u$. | |
| 306 | #[replace_float_literals(F::cast_from(literal))] | |
| 307 | impl<F, C, BaseP> | |
| 308 | BoundedBy<F, SupportProductFirst<AutoConvolution<C>, BaseP>> | |
| 309 | for AutoConvolution<SupportProductFirst<C, BaseP>> | |
| 310 | where F : Float, | |
| 311 | C : Clone + PartialEq, | |
| 312 | BaseP : Fourier<F> + PartialOrd, // TODO: replace by BoundedBy, | |
| 313 | <BaseP as Fourier<F>>::Transformed : Bounded<F> + Norm<F, L1> { | |
| 314 | ||
| 315 | fn bounding_factor(&self, kernel : &SupportProductFirst<AutoConvolution<C>, BaseP>) -> Option<F> { | |
| 316 | let SupportProductFirst(AutoConvolution(ref cutoff2), base_spread2) = kernel; | |
| 317 | let AutoConvolution(SupportProductFirst(ref cutoff, ref base_spread)) = self; | |
| 318 | let v̂ = base_spread.fourier(); | |
| 319 | ||
| 320 | // Verify that the cut-off and ideal physical model (base spread) are the same. | |
| 321 | if cutoff == cutoff2 | |
| 322 | && base_spread <= base_spread2 | |
| 323 | && v̂.bounds().lower() >= 0.0 { | |
| 324 | // Calculate the factor between the convolution approximation | |
| 325 | // `AutoConvolution<SupportProductFirst<C, BaseP>>` of $A_*A$ and the | |
| 326 | // kernel of the seminorm. This depends on the physical model P being | |
| 327 | // `SupportProductFirst<C, BaseP>` with the kernel `K` being | |
| 328 | // a `SupportSum` involving `SupportProductFirst<AutoConvolution<C>, BaseP>`. | |
| 329 | Some(v̂.norm(L1)) | |
| 330 | } else { | |
| 331 | // We cannot compare | |
| 332 | None | |
| 333 | } | |
| 334 | } | |
| 335 | } | |
| 336 | ||
| 337 | impl<F : Float, A, B, C> BoundedBy<F, SupportSum<B, C>> for A | |
| 338 | where A : BoundedBy<F, B>, | |
| 339 | C : Bounded<F> { | |
| 340 | ||
| 341 | #[replace_float_literals(F::cast_from(literal))] | |
| 342 | fn bounding_factor(&self, SupportSum(ref kernel1, kernel2) : &SupportSum<B, C>) -> Option<F> { | |
| 343 | if kernel2.bounds().lower() >= 0.0 { | |
| 344 | self.bounding_factor(kernel1) | |
| 345 | } else { | |
| 346 | None | |
| 347 | } | |
| 348 | } | |
| 349 | } | |
| 350 | ||
| 351 | /// Generates on $[a, b]$ [`Support::support_hint`] for a symmetric interval $[-r, r]$. | |
| 352 | /// | |
| 353 | /// It will attempt to place the subdivision point at $-r$ or $r$. | |
| 354 | /// If neither of these points lies within $[a, b]$, `None` is returned. | |
| 355 | #[inline] | |
| 356 | pub(super) fn symmetric_interval_hint<F : Float>(r : F, a : F, b : F) -> Option<F> { | |
| 357 | if a < -r && -r < b { | |
| 358 | Some(-r) | |
| 359 | } else if a < r && r < b { | |
| 360 | Some(r) | |
| 361 | } else { | |
| 362 | None | |
| 363 | } | |
| 364 | } | |
| 365 | ||
| 366 | /// Generates on $[a, b]$ [`Support::support_hint`] for a function with monotone derivative, | |
| 367 | /// support on $[-r, r]$ and peak at $0. | |
| 368 | /// | |
| 369 | /// It will attempt to place the subdivision point at $-r$, $r$, or $0$, depending on which | |
| 370 | /// gives the longer length for the shorter of the two subintervals. If none of these points | |
| 371 | /// lies within $[a, b]$, or the resulting interval would be shorter than $0.3r$, `None` is | |
| 372 | /// returned. | |
| 373 | #[replace_float_literals(F::cast_from(literal))] | |
| 374 | #[inline] | |
| 375 | pub(super) fn symmetric_peak_hint<F : Float>(r : F, a : F, b : F) -> Option<F> { | |
| 376 | let stage1 = if a < -r { | |
| 377 | if b <= -r { | |
| 378 | None | |
| 379 | } else if a + r < -b { | |
| 380 | Some(-r) | |
| 381 | } else { | |
| 382 | Some(0.0) | |
| 383 | } | |
| 384 | } else if a < 0.0 { | |
| 385 | if b <= 0.0 { | |
| 386 | None | |
| 387 | } else if a < r - b { | |
| 388 | Some(0.0) | |
| 389 | } else { | |
| 390 | Some(r) | |
| 391 | } | |
| 392 | } else if a < r && b > r { | |
| 393 | Some(r) | |
| 394 | } else { | |
| 395 | None | |
| 396 | }; | |
| 397 | ||
| 398 | // Ignore stage1 hint if either side of subdivision would be just a small fraction of the | |
| 399 | // interval | |
| 400 | match stage1 { | |
| 401 | Some(h) if (h - a).min(b-h) >= 0.3 * r => Some(h), | |
| 402 | _ => None | |
| 403 | } | |
| 404 | } |