src/types.rs

Tue, 01 Aug 2023 10:32:12 +0300

author
Tuomo Valkonen <tuomov@iki.fi>
date
Tue, 01 Aug 2023 10:32:12 +0300
branch
dev
changeset 33
aec67cdd6b14
parent 32
56c8adc32b09
child 34
efa60bc4f743
permissions
-rw-r--r--

merge

0
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
1 //! Type definitions and re-exports
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
2
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
3 use numeric_literals::replace_float_literals;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
4
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
5 use colored::ColoredString;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
6 use serde::{Serialize, Deserialize};
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
7 use clap::ValueEnum;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
8 use alg_tools::iterate::LogRepr;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
9 use alg_tools::euclidean::Euclidean;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
10 use alg_tools::norms::{Norm, L1};
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
11
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
12 pub use alg_tools::types::*;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
13 pub use alg_tools::loc::Loc;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
14 pub use alg_tools::sets::Cube;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
15
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
16 use crate::measures::DiscreteMeasure;
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
17
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
18 /// [`Float`] with extra display and string conversion traits such that [`clap`] doesn't choke up.
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
19 pub trait ClapFloat : Float
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
20 + std::str::FromStr<Err=std::num::ParseFloatError>
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
21 + std::fmt::Display {}
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
22 impl ClapFloat for f32 {}
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
23 impl ClapFloat for f64 {}
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
24
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
25 /// Structure for storing iteration statistics
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
26 #[derive(Debug, Clone, Serialize)]
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
27 pub struct IterInfo<F : Float, const N : usize> {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
28 /// Function value
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
29 pub value : F,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
30 /// Number of speaks
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
31 pub n_spikes : usize,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
32 /// Number of iterations this statistic covers
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
33 pub this_iters : usize,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
34 /// Number of spikes removed by merging since last IterInfo statistic
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
35 pub merged : usize,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
36 /// Number of spikes removed by pruning since last IterInfo statistic
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
37 pub pruned : usize,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
38 /// Number of inner iterations since last IterInfo statistic
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
39 pub inner_iters : usize,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
40 /// Current tolerance
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
41 pub ε : F,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
42 /// Solve fin.dim problem for this measure to get the optimal `value`.
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
43 pub postprocessing : Option<DiscreteMeasure<Loc<F, N>, F>>,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
44 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
45
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
46 impl<F : Float, const N : usize> IterInfo<F, N> {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
47 /// Initialise statistics with zeros. `ε` and `value` are unspecified.
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
48 pub fn new() -> Self {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
49 IterInfo {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
50 value : F::NAN,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
51 n_spikes : 0,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
52 this_iters : 0,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
53 merged : 0,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
54 pruned : 0,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
55 inner_iters : 0,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
56 ε : F::NAN,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
57 postprocessing : None,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
58 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
59 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
60 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
61
0
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
62 impl<F, const N : usize> LogRepr for IterInfo<F, N> where F : LogRepr + Float {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
63 fn logrepr(&self) -> ColoredString {
8
ea3ca78873e8 Clean up / remove various unused FB algorithm family hacks.
Tuomo Valkonen <tuomov@iki.fi>
parents: 0
diff changeset
64 format!("{}\t| N = {}, ε = {:.8}, inner_iters_mean = {}, merged+pruned_mean = {}+{}",
0
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
65 self.value.logrepr(),
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
66 self.n_spikes,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
67 self.ε,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
68 self.inner_iters as float / self.this_iters as float,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
69 self.merged as float / self.this_iters as float,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
70 self.pruned as float / self.this_iters as float,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
71 ).as_str().into()
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
72 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
73 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
74
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
75 /// Branch and bound refinement settings
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
76 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
77 #[serde(default)]
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
78 pub struct RefinementSettings<F : Float> {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
79 /// Function value tolerance multiplier for bisection tree refinement in
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
80 /// [`alg_tools::bisection_tree::BTFN::maximise`] and related functions.
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
81 pub tolerance_mult : F,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
82 /// Maximum branch and bound steps
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
83 pub max_steps : usize,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
84 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
85
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
86 #[replace_float_literals(F::cast_from(literal))]
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
87 impl<F : Float> Default for RefinementSettings<F> {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
88 fn default() -> Self {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
89 RefinementSettings {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
90 tolerance_mult : 0.1,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
91 max_steps : 50000,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
92 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
93 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
94 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
95
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
96 /// Data term type
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
97 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug, ValueEnum)]
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
98 pub enum DataTerm {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
99 /// $\\|z\\|\_2^2/2$
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
100 L2Squared,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
101 /// $\\|z\\|\_1$
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
102 L1,
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
103 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
104
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
105 impl DataTerm {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
106 /// Calculate the data term value at residual $z=Aμ - b$.
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
107 pub fn value_at_residual<F : Float, E : Euclidean<F> + Norm<F, L1>>(&self, z : E) -> F {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
108 match self {
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
109 Self::L2Squared => z.norm2_squared_div2(),
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
110 Self::L1 => z.norm(L1),
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
111 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
112 }
eb3c7813b67a Initial version
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
113 }
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
114
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
115 /// Type for indicating norm-2-squared data fidelity or transport cost.
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
116 #[derive(Clone, Copy, Serialize, Deserialize)]
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
117 pub struct L2Squared;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
118
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
119 /// Trait for indicating that `Self` is Lipschitz with respect to the (semi)norm `D`.
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
120 pub trait Lipschitz<D> {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
121 /// The type of floats
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
122 type FloatType : Float;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
123
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
124 /// Returns the Lipschitz factor of `self` with respect to the (semi)norm `D`.
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
125 fn lipschitz_factor(&self, seminorm : D) -> Option<Self::FloatType>;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
126 }

mercurial