Sun, 11 Dec 2022 23:25:53 +0200
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.)
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
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1 | /*! |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
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2 | Regularisation terms |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
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3 | */ |
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4 | |
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5 | use serde::{Serialize, Deserialize}; |
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6 | use alg_tools::norms::Norm; |
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7 | use alg_tools::linops::Apply; |
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8 | use alg_tools::loc::Loc; |
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9 | use crate::types::*; |
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10 | use crate::measures::{ |
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11 | DiscreteMeasure, |
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12 | Radon |
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13 | }; |
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14 | #[allow(unused_imports)] // Used by documentation. |
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15 | use crate::fb::generic_pointsource_fb_reg; |
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16 | |
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17 | /// The regularisation term $α\\|μ\\|\_{ℳ(Ω)} + δ_{≥ 0}(μ)$ for [`generic_pointsource_fb_reg`]. |
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18 | /// |
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19 | /// The only member of the struct is the regularisation parameter α. |
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20 | #[derive(Copy, Clone, Debug, Serialize, Deserialize)] |
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21 | pub struct NonnegRadonRegTerm<F : Float>(pub F /* α */); |
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22 | |
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23 | impl<'a, F : Float> NonnegRadonRegTerm<F> { |
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24 | /// Returns the regularisation parameter |
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25 | pub fn α(&self) -> F { |
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26 | let &NonnegRadonRegTerm(α) = self; |
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27 | α |
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28 | } |
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29 | } |
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30 | |
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31 | impl<'a, F : Float, const N : usize> Apply<&'a DiscreteMeasure<Loc<F, N>, F>> |
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32 | for NonnegRadonRegTerm<F> { |
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33 | type Output = F; |
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34 | |
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35 | fn apply(&self, μ : &'a DiscreteMeasure<Loc<F, N>, F>) -> F { |
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36 | self.α() * μ.norm(Radon) |
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37 | } |
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Tuomo Valkonen <tuomov@iki.fi>
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38 | } |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
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39 | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
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40 | |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
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41 | /// The regularisation term $α\|μ\|_{ℳ(Ω)}$ for [`generic_pointsource_fb_reg`]. |
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Tuomo Valkonen <tuomov@iki.fi>
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42 | /// |
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Tuomo Valkonen <tuomov@iki.fi>
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43 | /// The only member of the struct is the regularisation parameter α. |
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Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
Tuomo Valkonen <tuomov@iki.fi>
parents:
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44 | #[derive(Copy, Clone, Debug, Serialize, Deserialize)] |
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45 | pub struct RadonRegTerm<F : Float>(pub F /* α */); |
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46 | |
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Tuomo Valkonen <tuomov@iki.fi>
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47 | |
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48 | impl<'a, F : Float> RadonRegTerm<F> { |
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Tuomo Valkonen <tuomov@iki.fi>
parents:
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49 | /// Returns the regularisation parameter |
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50 | pub fn α(&self) -> F { |
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51 | let &RadonRegTerm(α) = self; |
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52 | α |
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53 | } |
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54 | } |
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55 | |
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56 | impl<'a, F : Float, const N : usize> Apply<&'a DiscreteMeasure<Loc<F, N>, F>> |
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57 | for RadonRegTerm<F> { |
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58 | type Output = F; |
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59 | |
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60 | fn apply(&self, μ : &'a DiscreteMeasure<Loc<F, N>, F>) -> F { |
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parents:
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61 | self.α() * μ.norm(Radon) |
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62 | } |
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63 | } |
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64 | |
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65 | /// Regularisation term configuration |
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66 | #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)] |
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67 | pub enum Regularisation<F : Float> { |
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68 | /// $α \\|μ\\|\_{ℳ(Ω)}$ |
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69 | Radon(F), |
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70 | /// $α\\|μ\\|\_{ℳ(Ω)} + δ_{≥ 0}(μ)$ |
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71 | NonnegRadon(F), |
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72 | } |
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73 | |
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74 | impl<'a, F : Float, const N : usize> Apply<&'a DiscreteMeasure<Loc<F, N>, F>> |
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75 | for Regularisation<F> { |
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76 | type Output = F; |
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77 | |
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78 | fn apply(&self, μ : &'a DiscreteMeasure<Loc<F, N>, F>) -> F { |
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79 | match *self { |
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80 | Self::Radon(α) => RadonRegTerm(α).apply(μ), |
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81 | Self::NonnegRadon(α) => NonnegRadonRegTerm(α).apply(μ), |
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82 | } |
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83 | } |
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84 | } |