• file
• latest
• revisions
• annotate
• diff
• comparison
• raw

src/measures.rs@d29d1fcf5423 (annotated)

src/measures.rs

Sun, 11 Dec 2022 23:25:53 +0200

author

Tuomo Valkonen <tuomov@iki.fi>

date

Sun, 11 Dec 2022 23:25:53 +0200

changeset 24

d29d1fcf5423

parent 0

eb3c7813b67a

permissions

-rw-r--r--

Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.

* Fixes the conditional gradient methods that were incorrectly solving
positivity constrained subproblems although the infinite-dimensional
versions do not include such constraints.

* Introduces the `ExperimentV2` struct that has `regularisation` in place
of `α`. The `Experiment` struct is now deprecated.

* The L^2-squared experiments were switch to be unconstrained, as the
Franke-Wolfe implementations do not support constraints. (This would
be easy to add for the “fully corrective” variant, but is not
immediate for the “relaxed” variant.)

0 eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	1	//! This module implementes measures, in particular [`DeltaMeasure`]s and [`DiscreteMeasure`]s.
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	2
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	3	mod base;
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	4	pub use base::*;
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	5	mod delta;
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	6	pub use delta::*;
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	7	mod discrete;
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	8	pub use discrete::*;
eb3c7813b67a Initial version Tuomo Valkonen <tuomov@iki.fi> parents: diff changeset	9	pub mod merging;