src/types.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 8
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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
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1 //! Type definitions and re-exports
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2
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3 use numeric_literals::replace_float_literals;
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4
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5 use colored::ColoredString;
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6 use serde::{Serialize, Deserialize};
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7 use clap::ValueEnum;
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8 use alg_tools::iterate::LogRepr;
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9 use alg_tools::euclidean::Euclidean;
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10 use alg_tools::norms::{Norm, L1};
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11
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12 pub use alg_tools::types::*;
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13 pub use alg_tools::loc::Loc;
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14 pub use alg_tools::sets::Cube;
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15
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16 use crate::measures::DiscreteMeasure;
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17
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18 /// [`Float`] with extra display and string conversion traits such that [`clap`] doesn't choke up.
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19 pub trait ClapFloat : Float
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20 + std::str::FromStr<Err=std::num::ParseFloatError>
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21 + std::fmt::Display {}
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22 impl ClapFloat for f32 {}
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23 impl ClapFloat for f64 {}
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24
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25 /// Structure for storing iteration statistics
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26 #[derive(Debug, Clone, Serialize)]
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27 pub struct IterInfo<F : Float, const N : usize> {
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28 /// Function value
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29 pub value : F,
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30 /// Number of speaks
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31 pub n_spikes : usize,
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32 /// Number of iterations this statistic covers
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33 pub this_iters : usize,
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34 /// Number of spikes removed by merging since last IterInfo statistic
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35 pub merged : usize,
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36 /// Number of spikes removed by pruning since last IterInfo statistic
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37 pub pruned : usize,
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38 /// Number of inner iterations since last IterInfo statistic
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39 pub inner_iters : usize,
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40 /// Current tolerance
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41 pub ε : F,
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42 /// Solve fin.dim problem for this measure to get the optimal `value`.
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43 pub postprocessing : Option<DiscreteMeasure<Loc<F, N>, F>>,
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44 }
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45
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46 impl<F, const N : usize> LogRepr for IterInfo<F, N> where F : LogRepr + Float {
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47 fn logrepr(&self) -> ColoredString {
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48 format!("{}\t| N = {}, ε = {:.8}, inner_iters_mean = {}, merged+pruned_mean = {}+{}",
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49 self.value.logrepr(),
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50 self.n_spikes,
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51 self.ε,
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52 self.inner_iters as float / self.this_iters as float,
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53 self.merged as float / self.this_iters as float,
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54 self.pruned as float / self.this_iters as float,
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55 ).as_str().into()
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56 }
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57 }
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58
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59 /// Branch and bound refinement settings
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60 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
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61 #[serde(default)]
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62 pub struct RefinementSettings<F : Float> {
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63 /// Function value tolerance multiplier for bisection tree refinement in
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64 /// [`alg_tools::bisection_tree::BTFN::maximise`] and related functions.
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65 pub tolerance_mult : F,
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66 /// Maximum branch and bound steps
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67 pub max_steps : usize,
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68 }
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69
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70 #[replace_float_literals(F::cast_from(literal))]
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71 impl<F : Float> Default for RefinementSettings<F> {
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72 fn default() -> Self {
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73 RefinementSettings {
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74 tolerance_mult : 0.1,
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75 max_steps : 50000,
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76 }
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77 }
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78 }
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79
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80 /// Data term type
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81 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug, ValueEnum)]
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82 pub enum DataTerm {
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83 /// $\\|z\\|\_2^2/2$
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84 L2Squared,
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85 /// $\\|z\\|\_1$
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86 L1,
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87 }
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88
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89 impl DataTerm {
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90 /// Calculate the data term value at residual $z=Aμ - b$.
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91 pub fn value_at_residual<F : Float, E : Euclidean<F> + Norm<F, L1>>(&self, z : E) -> F {
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92 match self {
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93 Self::L2Squared => z.norm2_squared_div2(),
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94 Self::L1 => z.norm(L1),
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95 }
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96 }
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97 }

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