Thu, 23 Jan 2025 23:35:28 +0100
Generic proximal penalty support
| 0 | 1 | /*! |
| 2 | Experimental setups. | |
| 3 | */ | |
| 4 | ||
| 5 | //use numeric_literals::replace_float_literals; | |
| 6 | use serde::{Serialize, Deserialize}; | |
| 7 | use clap::ValueEnum; | |
| 8 | use std::collections::HashMap; | |
| 9 | use std::hash::{Hash, Hasher}; | |
| 10 | use std::collections::hash_map::DefaultHasher; | |
| 11 | ||
| 12 | use alg_tools::bisection_tree::*; | |
| 13 | use alg_tools::error::DynResult; | |
| 14 | use alg_tools::norms::Linfinity; | |
| 15 | ||
| 16 | use crate::ExperimentOverrides; | |
| 17 | use crate::kernels::*; | |
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Radon FB + sliding improvements
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18 | use crate::kernels::SupportProductFirst as Prod; |
| 0 | 19 | use crate::pdps::PDPSConfig; |
| 20 | use crate::types::*; | |
| 21 | use crate::run::{ | |
| 22 | RunnableExperiment, | |
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23 | ExperimentV2, |
| 35 | 24 | ExperimentBiased, |
| 0 | 25 | Named, |
| 26 | DefaultAlgorithm, | |
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27 | AlgorithmConfig, |
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28 | ProxTerm |
| 0 | 29 | }; |
| 30 | //use crate::fb::FBGenericConfig; | |
| 31 | use crate::rand_distr::{SerializableNormal, SaltAndPepper}; | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
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parents:
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32 | use crate::regularisation::Regularisation; |
| 35 | 33 | use alg_tools::euclidean::Euclidean; |
| 34 | use alg_tools::instance::Instance; | |
| 35 | use alg_tools::mapping::Mapping; | |
| 36 | use alg_tools::operator_arithmetic::{MappingSum, Weighted}; | |
| 0 | 37 | |
| 38 | /// Experiments shorthands, to be used with the command line parser | |
| 39 | ||
| 40 | #[derive(ValueEnum, Debug, Copy, Clone, Eq, PartialEq, Hash, Serialize, Deserialize)] | |
| 41 | #[allow(non_camel_case_types)] | |
| 42 | pub enum DefaultExperiment { | |
| 43 | /// One dimension, cut gaussian spread, 2-norm-squared data fidelity | |
| 44 | #[clap(name = "1d")] | |
| 45 | Experiment1D, | |
| 46 | /// One dimension, “fast” spread, 2-norm-squared data fidelity | |
| 47 | #[clap(name = "1d_fast")] | |
| 48 | Experiment1DFast, | |
| 49 | /// Two dimensions, cut gaussian spread, 2-norm-squared data fidelity | |
| 50 | #[clap(name = "2d")] | |
| 51 | Experiment2D, | |
| 52 | /// Two dimensions, “fast” spread, 2-norm-squared data fidelity | |
| 53 | #[clap(name = "2d_fast")] | |
| 54 | Experiment2DFast, | |
| 55 | /// One dimension, cut gaussian spread, 1-norm data fidelity | |
| 56 | #[clap(name = "1d_l1")] | |
| 57 | Experiment1D_L1, | |
| 58 | /// One dimension, ‘“fast” spread, 1-norm data fidelity | |
| 59 | #[clap(name = "1d_l1_fast")] | |
| 60 | Experiment1D_L1_Fast, | |
| 61 | /// Two dimensions, cut gaussian spread, 1-norm data fidelity | |
| 62 | #[clap(name = "2d_l1")] | |
| 63 | Experiment2D_L1, | |
| 64 | /// Two dimensions, “fast” spread, 1-norm data fidelity | |
| 65 | #[clap(name = "2d_l1_fast")] | |
| 66 | Experiment2D_L1_Fast, | |
| 35 | 67 | /// One dimension, “fast” spread, 2-norm-squared data fidelity with extra TV-regularised bias |
| 68 | #[clap(name = "1d_tv_fast")] | |
| 69 | Experiment1D_TV_Fast, | |
| 0 | 70 | } |
| 71 | ||
| 72 | macro_rules! make_float_constant { | |
| 73 | ($name:ident = $value:expr) => { | |
| 74 | #[derive(Debug, Copy, Eq, PartialEq, Clone, Serialize, Deserialize)] | |
| 75 | #[serde(into = "float")] | |
| 76 | struct $name; | |
| 77 | impl Into<float> for $name { | |
| 78 | #[inline] | |
| 79 | fn into(self) -> float { $value } | |
| 80 | } | |
| 81 | impl Constant for $name { | |
| 82 | type Type = float; | |
| 83 | fn value(&self) -> float { $value } | |
| 84 | } | |
| 85 | } | |
| 86 | } | |
| 87 | ||
| 88 | /// Ground-truth measure spike locations and magnitudes for 1D experiments | |
| 89 | static MU_TRUE_1D_BASIC : [(float, float); 4] = [ | |
| 90 | (0.10, 10.0), | |
| 91 | (0.30, 2.0), | |
| 92 | (0.70, 3.0), | |
| 93 | (0.80, 5.0) | |
| 94 | ]; | |
| 95 | ||
| 96 | /// Ground-truth measure spike locations and magnitudes for 2D experiments | |
| 97 | static MU_TRUE_2D_BASIC : [([float; 2], float); 4] = [ | |
| 98 | ([0.15, 0.15], 10.0), | |
| 99 | ([0.75, 0.45], 2.0), | |
| 100 | ([0.80, 0.50], 4.0), | |
| 101 | ([0.30, 0.70], 5.0) | |
| 102 | ]; | |
| 103 | ||
| 35 | 104 | /// The $\{0,1\}$-valued characteristic function of a ball as a [`Mapping`]. |
| 105 | #[derive(Debug,Copy,Clone,Serialize,PartialEq)] | |
| 106 | struct BallCharacteristic<F : Float, const N : usize> { | |
| 107 | pub center : Loc<F, N>, | |
| 108 | pub radius : F, | |
| 109 | } | |
| 110 | ||
| 111 | impl<F : Float, const N : usize> Mapping<Loc<F, N>> for BallCharacteristic<F, N> { | |
| 112 | type Codomain =F; | |
| 113 | ||
| 114 | fn apply<I : Instance<Loc<F, N>>>(&self, i : I) -> F { | |
| 115 | if self.center.dist2(i) <= self.radius { | |
| 116 | F::ONE | |
| 117 | } else { | |
| 118 | F::ZERO | |
| 119 | } | |
| 120 | } | |
| 121 | } | |
| 122 | ||
| 0 | 123 | //#[replace_float_literals(F::cast_from(literal))] |
| 124 | impl DefaultExperiment { | |
| 125 | /// Convert the experiment shorthand into a runnable experiment configuration. | |
| 126 | pub fn get_experiment(&self, cli : &ExperimentOverrides<float>) -> DynResult<Box<dyn RunnableExperiment<float>>> { | |
| 127 | let name = "pointsource".to_string() | |
| 128 | + self.to_possible_value().unwrap().get_name(); | |
| 129 | ||
| 130 | let kernel_plot_width = 0.2; | |
| 131 | ||
| 132 | const BASE_SEED : u64 = 915373234; | |
| 133 | ||
| 134 | const N_SENSORS_1D : usize = 100; | |
| 135 | make_float_constant!(SensorWidth1D = 0.4/(N_SENSORS_1D as float)); | |
| 136 | ||
| 137 | const N_SENSORS_2D : usize = 16; | |
| 138 | make_float_constant!(SensorWidth2D = 0.4/(N_SENSORS_2D as float)); | |
| 139 | ||
| 140 | const N_SENSORS_2D_MORE : usize = 32; | |
| 141 | make_float_constant!(SensorWidth2DMore = 0.4/(N_SENSORS_2D_MORE as float)); | |
| 142 | ||
| 143 | make_float_constant!(Variance1 = 0.05.powi(2)); | |
| 144 | make_float_constant!(CutOff1 = 0.15); | |
| 145 | make_float_constant!(Hat1 = 0.16); | |
| 35 | 146 | make_float_constant!(HatBias = 0.05); |
| 0 | 147 | |
| 148 | // We use a different step length for PDPS in 2D experiments | |
| 149 | let pdps_2d = || { | |
| 150 | let τ0 = 3.0; | |
| 151 | PDPSConfig { | |
| 152 | τ0, | |
| 153 | σ0 : 0.99 / τ0, | |
| 154 | .. Default::default() | |
| 155 | } | |
| 156 | }; | |
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Generic proximal penalty support
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parents:
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157 | let defaults_2d = HashMap::from([ |
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parents:
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158 | (DefaultAlgorithm::PDPS, AlgorithmConfig::PDPS(pdps_2d(), ProxTerm::Wave)), |
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159 | (DefaultAlgorithm::RadonPDPS, AlgorithmConfig::PDPS(pdps_2d(), ProxTerm::RadonSquared)) |
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160 | ]); |
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161 | |
| 0 | 162 | // We add a hash of the experiment name to the configured |
| 163 | // noise seed to not use the same noise for different experiments. | |
| 164 | let mut h = DefaultHasher::new(); | |
| 165 | name.hash(&mut h); | |
| 166 | let noise_seed = cli.noise_seed.unwrap_or(BASE_SEED) + h.finish(); | |
| 167 | ||
| 168 | use DefaultExperiment::*; | |
| 169 | Ok(match self { | |
| 170 | Experiment1D => { | |
| 171 | let base_spread = Gaussian { variance : Variance1 }; | |
| 172 | let spread_cutoff = BallIndicator { r : CutOff1, exponent : Linfinity }; | |
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173 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 174 | domain : [[0.0, 1.0]].into(), |
| 175 | sensor_count : [N_SENSORS_1D], | |
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176 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.09)), |
| 0 | 177 | noise_distr : SerializableNormal::new(0.0, cli.variance.unwrap_or(0.2))?, |
| 178 | dataterm : DataTerm::L2Squared, | |
| 179 | μ_hat : MU_TRUE_1D_BASIC.into(), | |
| 180 | sensor : BallIndicator { r : SensorWidth1D, exponent : Linfinity }, | |
| 181 | spread : Prod(spread_cutoff, base_spread), | |
| 182 | kernel : Prod(AutoConvolution(spread_cutoff), base_spread), | |
| 183 | kernel_plot_width, | |
| 184 | noise_seed, | |
| 185 | algorithm_defaults: HashMap::new(), | |
| 186 | }}) | |
| 187 | }, | |
| 188 | Experiment1DFast => { | |
| 189 | let base_spread = HatConv { radius : Hat1 }; | |
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parents:
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190 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 191 | domain : [[0.0, 1.0]].into(), |
| 192 | sensor_count : [N_SENSORS_1D], | |
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Implement non-negativity constraints for the conditional gradient methods
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parents:
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193 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.06)), |
| 0 | 194 | noise_distr : SerializableNormal::new(0.0, cli.variance.unwrap_or(0.2))?, |
| 195 | dataterm : DataTerm::L2Squared, | |
| 196 | μ_hat : MU_TRUE_1D_BASIC.into(), | |
| 197 | sensor : BallIndicator { r : SensorWidth1D, exponent : Linfinity }, | |
| 198 | spread : base_spread, | |
| 199 | kernel : base_spread, | |
| 200 | kernel_plot_width, | |
| 201 | noise_seed, | |
| 202 | algorithm_defaults: HashMap::new(), | |
| 203 | }}) | |
| 204 | }, | |
| 205 | Experiment2D => { | |
| 206 | let base_spread = Gaussian { variance : Variance1 }; | |
| 207 | let spread_cutoff = BallIndicator { r : CutOff1, exponent : Linfinity }; | |
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208 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 209 | domain : [[0.0, 1.0]; 2].into(), |
| 210 | sensor_count : [N_SENSORS_2D; 2], | |
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parents:
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211 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.19)), |
| 0 | 212 | noise_distr : SerializableNormal::new(0.0, cli.variance.unwrap_or(0.25))?, |
| 213 | dataterm : DataTerm::L2Squared, | |
| 214 | μ_hat : MU_TRUE_2D_BASIC.into(), | |
| 215 | sensor : BallIndicator { r : SensorWidth2D, exponent : Linfinity }, | |
| 216 | spread : Prod(spread_cutoff, base_spread), | |
| 217 | kernel : Prod(AutoConvolution(spread_cutoff), base_spread), | |
| 218 | kernel_plot_width, | |
| 219 | noise_seed, | |
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220 | algorithm_defaults: defaults_2d, |
| 0 | 221 | }}) |
| 222 | }, | |
| 223 | Experiment2DFast => { | |
| 224 | let base_spread = HatConv { radius : Hat1 }; | |
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225 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 226 | domain : [[0.0, 1.0]; 2].into(), |
| 227 | sensor_count : [N_SENSORS_2D; 2], | |
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228 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.12)), |
| 0 | 229 | noise_distr : SerializableNormal::new(0.0, cli.variance.unwrap_or(0.15))?, //0.25 |
| 230 | dataterm : DataTerm::L2Squared, | |
| 231 | μ_hat : MU_TRUE_2D_BASIC.into(), | |
| 232 | sensor : BallIndicator { r : SensorWidth2D, exponent : Linfinity }, | |
| 233 | spread : base_spread, | |
| 234 | kernel : base_spread, | |
| 235 | kernel_plot_width, | |
| 236 | noise_seed, | |
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237 | algorithm_defaults: defaults_2d, |
| 0 | 238 | }}) |
| 239 | }, | |
| 240 | Experiment1D_L1 => { | |
| 241 | let base_spread = Gaussian { variance : Variance1 }; | |
| 242 | let spread_cutoff = BallIndicator { r : CutOff1, exponent : Linfinity }; | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
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243 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 244 | domain : [[0.0, 1.0]].into(), |
| 245 | sensor_count : [N_SENSORS_1D], | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
0
diff
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246 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.1)), |
| 0 | 247 | noise_distr : SaltAndPepper::new( |
| 248 | cli.salt_and_pepper.as_ref().map_or(0.6, |v| v[0]), | |
| 249 | cli.salt_and_pepper.as_ref().map_or(0.4, |v| v[1]) | |
| 250 | )?, | |
| 251 | dataterm : DataTerm::L1, | |
| 252 | μ_hat : MU_TRUE_1D_BASIC.into(), | |
| 253 | sensor : BallIndicator { r : SensorWidth1D, exponent : Linfinity }, | |
| 254 | spread : Prod(spread_cutoff, base_spread), | |
| 255 | kernel : Prod(AutoConvolution(spread_cutoff), base_spread), | |
| 256 | kernel_plot_width, | |
| 257 | noise_seed, | |
| 258 | algorithm_defaults: HashMap::new(), | |
| 259 | }}) | |
| 260 | }, | |
| 261 | Experiment1D_L1_Fast => { | |
| 262 | let base_spread = HatConv { radius : Hat1 }; | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
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263 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 264 | domain : [[0.0, 1.0]].into(), |
| 265 | sensor_count : [N_SENSORS_1D], | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
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parents:
0
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266 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.12)), |
| 0 | 267 | noise_distr : SaltAndPepper::new( |
| 268 | cli.salt_and_pepper.as_ref().map_or(0.6, |v| v[0]), | |
| 269 | cli.salt_and_pepper.as_ref().map_or(0.4, |v| v[1]) | |
| 270 | )?, | |
| 271 | dataterm : DataTerm::L1, | |
| 272 | μ_hat : MU_TRUE_1D_BASIC.into(), | |
| 273 | sensor : BallIndicator { r : SensorWidth1D, exponent : Linfinity }, | |
| 274 | spread : base_spread, | |
| 275 | kernel : base_spread, | |
| 276 | kernel_plot_width, | |
| 277 | noise_seed, | |
| 278 | algorithm_defaults: HashMap::new(), | |
| 279 | }}) | |
| 280 | }, | |
| 281 | Experiment2D_L1 => { | |
| 282 | let base_spread = Gaussian { variance : Variance1 }; | |
| 283 | let spread_cutoff = BallIndicator { r : CutOff1, exponent : Linfinity }; | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
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parents:
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284 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 285 | domain : [[0.0, 1.0]; 2].into(), |
| 286 | sensor_count : [N_SENSORS_2D; 2], | |
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parents:
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287 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.35)), |
| 0 | 288 | noise_distr : SaltAndPepper::new( |
| 289 | cli.salt_and_pepper.as_ref().map_or(0.8, |v| v[0]), | |
| 290 | cli.salt_and_pepper.as_ref().map_or(0.2, |v| v[1]) | |
| 291 | )?, | |
| 292 | dataterm : DataTerm::L1, | |
| 293 | μ_hat : MU_TRUE_2D_BASIC.into(), | |
| 294 | sensor : BallIndicator { r : SensorWidth2D, exponent : Linfinity }, | |
| 295 | spread : Prod(spread_cutoff, base_spread), | |
| 296 | kernel : Prod(AutoConvolution(spread_cutoff), base_spread), | |
| 297 | kernel_plot_width, | |
| 298 | noise_seed, | |
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299 | algorithm_defaults: defaults_2d, |
| 0 | 300 | }}) |
| 301 | }, | |
| 302 | Experiment2D_L1_Fast => { | |
| 303 | let base_spread = HatConv { radius : Hat1 }; | |
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parents:
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304 | Box::new(Named { name, data : ExperimentV2 { |
| 0 | 305 | domain : [[0.0, 1.0]; 2].into(), |
| 306 | sensor_count : [N_SENSORS_2D; 2], | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
0
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307 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.40)), |
| 0 | 308 | noise_distr : SaltAndPepper::new( |
| 309 | cli.salt_and_pepper.as_ref().map_or(0.8, |v| v[0]), | |
| 310 | cli.salt_and_pepper.as_ref().map_or(0.2, |v| v[1]) | |
| 311 | )?, | |
| 312 | dataterm : DataTerm::L1, | |
| 313 | μ_hat : MU_TRUE_2D_BASIC.into(), | |
| 314 | sensor : BallIndicator { r : SensorWidth2D, exponent : Linfinity }, | |
| 315 | spread : base_spread, | |
| 316 | kernel : base_spread, | |
| 317 | kernel_plot_width, | |
| 318 | noise_seed, | |
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319 | algorithm_defaults: defaults_2d, |
| 0 | 320 | }}) |
| 321 | }, | |
| 35 | 322 | Experiment1D_TV_Fast => { |
| 323 | let base_spread = HatConv { radius : HatBias }; | |
| 324 | Box::new(Named { name, data : ExperimentBiased { | |
| 325 | λ : 0.02, | |
| 326 | bias : MappingSum::new([ | |
| 327 | Weighted::new(1.0, BallCharacteristic{ center : 0.3.into(), radius : 0.2 }), | |
| 328 | Weighted::new(0.5, BallCharacteristic{ center : 0.6.into(), radius : 0.3 }), | |
| 329 | ]), | |
| 330 | base : ExperimentV2 { | |
| 331 | domain : [[0.0, 1.0]].into(), | |
| 332 | sensor_count : [N_SENSORS_1D], | |
| 333 | regularisation : Regularisation::NonnegRadon(cli.alpha.unwrap_or(0.2)), | |
| 334 | noise_distr : SerializableNormal::new(0.0, cli.variance.unwrap_or(0.1))?, | |
| 335 | dataterm : DataTerm::L2Squared, | |
| 336 | μ_hat : MU_TRUE_1D_BASIC.into(), | |
| 337 | sensor : BallIndicator { r : SensorWidth1D, exponent : Linfinity }, | |
| 338 | spread : base_spread, | |
| 339 | kernel : base_spread, | |
| 340 | kernel_plot_width, | |
| 341 | noise_seed, | |
| 342 | algorithm_defaults: HashMap::new(), | |
| 343 | }, | |
| 344 | }}) | |
| 345 | }, | |
| 0 | 346 | }) |
| 347 | } | |
| 348 | } | |
| 349 |