src/regularisation.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
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.)

24
d29d1fcf5423 Support arbitrary regularisation terms; implement non-positivity-constrained regularisation.
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1 /*!
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2 Regularisation terms
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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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38 }
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39
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40
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41 /// The regularisation term $α\|μ\|_{ℳ(Ω)}$ for [`generic_pointsource_fb_reg`].
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42 ///
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43 /// The only member of the struct is the regularisation parameter α.
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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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47
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48 impl<'a, F : Float> RadonRegTerm<F> {
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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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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 }

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