src/sliding_fb.rs

Mon, 23 Feb 2026 18:18:02 -0500

author
Tuomo Valkonen <tuomov@iki.fi>
date
Mon, 23 Feb 2026 18:18:02 -0500
branch
dev
changeset 64
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parent 63
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child 68
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permissions
-rw-r--r--

ATTEMPT, HAS BUGS: Make shifted_nonneg_soft_thresholding more readable

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1 /*!
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2 Solver for the point source localisation problem using a sliding
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3 forward-backward splitting method.
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4 */
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5
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6 use numeric_literals::replace_float_literals;
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7 use serde::{Deserialize, Serialize};
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8 //use colored::Colorize;
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9 //use nalgebra::{DVector, DMatrix};
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10 use itertools::izip;
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11 use std::iter::Iterator;
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12 use std::ops::MulAssign;
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13
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14 use crate::fb::*;
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15 use crate::forward_model::{BoundedCurvature, BoundedCurvatureGuess};
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16 use crate::measures::merging::SpikeMerging;
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17 use crate::measures::{DeltaMeasure, DiscreteMeasure, Radon, RNDM};
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18 use crate::plot::Plotter;
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19 use crate::prox_penalty::{ProxPenalty, StepLengthBound};
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20 use crate::regularisation::SlidingRegTerm;
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21 use crate::types::*;
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22 use alg_tools::error::DynResult;
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23 use alg_tools::euclidean::Euclidean;
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24 use alg_tools::iterate::AlgIteratorFactory;
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25 use alg_tools::mapping::{DifferentiableMapping, DifferentiableRealMapping};
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26 use alg_tools::nalgebra_support::ToNalgebraRealField;
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27 use alg_tools::norms::Norm;
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28 use anyhow::ensure;
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29 use std::ops::ControlFlow;
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31 /// Transport settings for [`pointsource_sliding_fb_reg`].
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32 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
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33 #[serde(default)]
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34 pub struct TransportConfig<F: Float> {
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35 /// Transport step length $θ$ normalised to $(0, 1)$.
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36 pub θ0: F,
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37 /// Factor in $(0, 1)$ for decreasing transport to adapt to tolerance.
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38 pub adaptation: F,
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39 /// A posteriori transport tolerance multiplier (C_pos)
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40 pub tolerance_mult_con: F,
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41 /// maximum number of adaptation iterations, until cancelling transport.
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42 pub max_attempts: usize,
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43 }
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45 #[replace_float_literals(F::cast_from(literal))]
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46 impl<F: Float> TransportConfig<F> {
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47 /// Check that the parameters are ok. Panics if not.
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48 pub fn check(&self) -> DynResult<()> {
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49 ensure!(self.θ0 > 0.0);
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50 ensure!(0.0 < self.adaptation && self.adaptation < 1.0);
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51 ensure!(self.tolerance_mult_con > 0.0);
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52 Ok(())
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53 }
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54 }
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56 #[replace_float_literals(F::cast_from(literal))]
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57 impl<F: Float> Default for TransportConfig<F> {
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58 fn default() -> Self {
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59 TransportConfig { θ0: 0.9, adaptation: 0.9, tolerance_mult_con: 100.0, max_attempts: 2 }
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60 }
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61 }
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63 /// Settings for [`pointsource_sliding_fb_reg`].
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64 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
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65 #[serde(default)]
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66 pub struct SlidingFBConfig<F: Float> {
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67 /// Step length scaling
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68 pub τ0: F,
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69 // Auxiliary variable step length scaling for [`crate::sliding_pdps::pointsource_sliding_fb_pair`]
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70 pub σp0: F,
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71 /// Transport parameters
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72 pub transport: TransportConfig<F>,
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73 /// Generic parameters
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74 pub insertion: InsertionConfig<F>,
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75 /// Guess for curvature bound calculations.
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76 pub guess: BoundedCurvatureGuess,
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77 }
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78
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79 #[replace_float_literals(F::cast_from(literal))]
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80 impl<F: Float> Default for SlidingFBConfig<F> {
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81 fn default() -> Self {
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82 SlidingFBConfig {
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83 τ0: 0.99,
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84 σp0: 0.99,
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85 transport: Default::default(),
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86 insertion: Default::default(),
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87 guess: BoundedCurvatureGuess::BetterThanZero,
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88 }
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89 }
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90 }
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91
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92 /// Internal type of adaptive transport step length calculation
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93 pub(crate) enum TransportStepLength<F: Float, G: Fn(F, F) -> F> {
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94 /// Fixed, known step length
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95 #[allow(dead_code)]
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96 Fixed(F),
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97 /// Adaptive step length, only wrt. maximum transport.
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98 /// Content of `l` depends on use case, while `g` calculates the step length from `l`.
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99 AdaptiveMax { l: F, max_transport: F, g: G },
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100 /// Adaptive step length.
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101 /// Content of `l` depends on use case, while `g` calculates the step length from `l`.
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102 FullyAdaptive { l: F, max_transport: F, g: G },
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103 }
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104
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105 #[derive(Clone, Debug, Serialize)]
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106 pub struct SingleTransport<const N: usize, F: Float> {
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107 /// Source point
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108 x: Loc<N, F>,
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109 /// Target point
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110 y: Loc<N, F>,
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111 /// Original mass
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112 α_μ_orig: F,
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113 /// Transported mass
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114 α_γ: F,
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115 /// Helper for pruning
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116 prune: bool,
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117 }
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118
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119 #[derive(Clone, Debug, Serialize)]
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120 pub struct Transport<const N: usize, F: Float> {
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121 vec: Vec<SingleTransport<N, F>>,
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122 }
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123
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124 /// Whether partiall transported points are allowed.
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125 ///
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126 /// Partial transport can cause spike count explosion, so full or zero
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127 /// transport is generally preferred. If this is set to `true`, different
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128 /// transport adaptation heuristics will be used.
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129 const ALLOW_PARTIAL_TRANSPORT: bool = true;
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130 const MINIMAL_PARTIAL_TRANSPORT: bool = true;
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131
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132 impl<const N: usize, F: Float> Transport<N, F> {
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133 pub(crate) fn new() -> Self {
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134 Transport { vec: Vec::new() }
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135 }
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136
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137 pub(crate) fn iter(&self) -> impl Iterator<Item = &'_ SingleTransport<N, F>> {
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138 self.vec.iter()
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139 }
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140
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141 pub(crate) fn iter_mut(&mut self) -> impl Iterator<Item = &'_ mut SingleTransport<N, F>> {
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142 self.vec.iter_mut()
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143 }
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144
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145 pub(crate) fn extend<I>(&mut self, it: I)
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146 where
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147 I: IntoIterator<Item = SingleTransport<N, F>>,
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148 {
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149 self.vec.extend(it)
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150 }
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151
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152 pub(crate) fn len(&self) -> usize {
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153 self.vec.len()
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154 }
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155
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156 // pub(crate) fn dist_matching(&self, μ: &RNDM<N, F>) -> F {
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157 // self.iter()
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158 // .zip(μ.iter_spikes())
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159 // .map(|(ρ, δ)| (ρ.α_γ - δ.α).abs())
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160 // .sum()
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161 // }
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162
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163 /// Construct `μ̆`, replacing the contents of `μ`.
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164 #[replace_float_literals(F::cast_from(literal))]
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165 pub(crate) fn μ̆_into(&self, μ: &mut RNDM<N, F>) {
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166 assert!(self.len() <= μ.len());
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167
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168 // First transported points
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169 for (δ, ρ) in izip!(μ.iter_spikes_mut(), self.iter()) {
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170 if ρ.α_γ.abs() > 0.0 {
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171 // Transport – transported point
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172 δ.α = ρ.α_γ;
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173 δ.x = ρ.y;
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174 } else {
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175 // No transport – original point
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176 δ.α = ρ.α_μ_orig;
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177 δ.x = ρ.x;
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178 }
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179 }
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180
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181 // Then source points with partial transport
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182 let mut i = self.len();
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183 if ALLOW_PARTIAL_TRANSPORT {
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184 // This can cause the number of points to explode, so cannot have partial transport.
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185 for ρ in self.iter() {
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186 let α = ρ.α_μ_orig - ρ.α_γ;
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187 if ρ.α_γ.abs() > F::EPSILON && α != 0.0 {
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188 let δ = DeltaMeasure { α, x: ρ.x };
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189 if i < μ.len() {
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190 μ[i] = δ;
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191 } else {
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192 μ.push(δ)
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193 }
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194 i += 1;
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195 }
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196 }
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197 }
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198 μ.truncate(i);
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199 }
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200
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201 /// Constrution of initial transport `γ1` from initial measure `μ` and `v=F'(μ)`
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202 /// with step lengh τ and transport step length `θ_or_adaptive`.
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203 #[replace_float_literals(F::cast_from(literal))]
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204 pub(crate) fn initial_transport<G, D>(
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205 &mut self,
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206 μ: &RNDM<N, F>,
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207 _τ: F,
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208 τθ_or_adaptive: &mut TransportStepLength<F, G>,
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209 v: D,
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210 ) where
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211 G: Fn(F, F) -> F,
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212 D: DifferentiableRealMapping<N, F>,
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213 {
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214 use TransportStepLength::*;
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215
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216 // Initialise transport structure weights
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217 for (δ, ρ) in izip!(μ.iter_spikes(), self.iter_mut()) {
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218 ρ.α_μ_orig = δ.α;
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219 ρ.x = δ.x;
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220 // If old transport has opposing sign, the new transport will be none.
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221 ρ.α_γ = if (ρ.α_γ > 0.0 && δ.α < 0.0) || (ρ.α_γ < 0.0 && δ.α > 0.0) {
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222 0.0
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223 } else {
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224 δ.α
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225 }
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226 }
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227
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228 let γ_prev_len = self.len();
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229 assert!(μ.len() >= γ_prev_len);
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230 self.extend(μ[γ_prev_len..].iter().map(|δ| SingleTransport {
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231 x: δ.x,
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232 y: δ.x, // Just something, will be filled properly in the next phase
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233 α_μ_orig: δ.α,
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234 α_γ: δ.α,
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235 prune: false,
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236 }));
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237
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238 // Calculate transport rays.
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239 match *τθ_or_adaptive {
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240 Fixed(θ) => {
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241 for ρ in self.iter_mut() {
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242 ρ.y = ρ.x - v.differential(&ρ.x) * (ρ.α_γ.signum() * θ);
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243 }
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244 }
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245 AdaptiveMax { l: ℓ_F, ref mut max_transport, g: ref calculate_θτ } => {
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246 *max_transport = max_transport.max(self.norm(Radon));
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247 let θτ = calculate_θτ(ℓ_F, *max_transport);
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248 for ρ in self.iter_mut() {
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249 ρ.y = ρ.x - v.differential(&ρ.x) * (ρ.α_γ.signum() * θτ);
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250 }
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251 }
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252 FullyAdaptive {
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253 l: ref mut adaptive_ℓ_F,
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254 ref mut max_transport,
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255 g: ref calculate_θτ,
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256 } => {
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257 *max_transport = max_transport.max(self.norm(Radon));
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258 let mut θτ = calculate_θτ(*adaptive_ℓ_F, *max_transport);
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259 // Do two runs through the spikes to update θ, breaking if first run did not cause
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260 // a change.
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261 for _i in 0..=1 {
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262 let mut changes = false;
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263 for ρ in self.iter_mut() {
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264 let dv_x = v.differential(&ρ.x);
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265 let g = &dv_x * (ρ.α_γ.signum() * θτ);
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266 ρ.y = ρ.x - g;
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267 let n = g.norm2();
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268 if n >= F::EPSILON {
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269 // Estimate Lipschitz factor of ∇v
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270 let this_ℓ_F = (dv_x - v.differential(&ρ.y)).norm2() / n;
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271 *adaptive_ℓ_F = adaptive_ℓ_F.max(this_ℓ_F);
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272 θτ = calculate_θτ(*adaptive_ℓ_F, *max_transport);
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273 changes = true
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274 }
39
6316d68b58af Merging adjustments, parameter tuning, etc.
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275 }
63
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276 if !changes {
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277 break;
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278 }
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279 }
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280 }
32
56c8adc32b09 Early transport sketches
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281 }
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282 }
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283
63
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284 /// A posteriori transport adaptation.
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285 #[replace_float_literals(F::cast_from(literal))]
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286 pub(crate) fn aposteriori_transport<D>(
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287 &mut self,
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288 μ: &RNDM<N, F>,
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289 μ̆: &RNDM<N, F>,
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290 _v: &mut D,
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291 extra: Option<F>,
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292 ε: F,
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293 tconfig: &TransportConfig<F>,
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294 attempts: &mut usize,
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295 ) -> bool
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296 where
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297 D: DifferentiableRealMapping<N, F>,
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298 {
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299 *attempts += 1;
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300
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301 // 1. If π_♯^1γ^{k+1} = γ1 has non-zero mass at some point y, but μ = μ^{k+1} does not,
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302 // then the ansatz ∇w̃_x(y) = w^{k+1}(y) may not be satisfied. So set the mass of γ1
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303 // at that point to zero, and retry.
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304 let mut all_ok = true;
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305 for (δ, ρ) in izip!(μ.iter_spikes(), self.iter_mut()) {
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306 if δ.α == 0.0 && ρ.α_γ != 0.0 {
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307 all_ok = false;
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308 ρ.α_γ = 0.0;
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309 }
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310 }
63
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311
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312 // 2. Through bounding ∫ B_ω(y, z) dλ(x, y, z).
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313 // through the estimate ≤ C ‖Δ‖‖γ^{k+1}‖ for Δ := μ^{k+1}-μ̆^k
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314 // which holds for some some C if the convolution kernel in 𝒟 has Lipschitz gradient.
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315 let nγ = self.norm(Radon);
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316 let nΔ = μ.dist_matching(&μ̆) + extra.unwrap_or(0.0);
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317 let t = ε * tconfig.tolerance_mult_con;
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318 if nγ * nΔ > t && *attempts >= tconfig.max_attempts {
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319 all_ok = false;
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320 } else if nγ * nΔ > t {
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321 // Since t/(nγ*nΔ)<1, and the constant tconfig.adaptation < 1,
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322 // this will guarantee that eventually ‖γ‖ decreases sufficiently that we
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323 // will not enter here.
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324 //*self *= tconfig.adaptation * t / (nγ * nΔ);
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325
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326 // We want a consistent behaviour that has the potential to set many weights to zero.
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327 // Therefore, we find the smallest uniform reduction `chg_one`, subtracted
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328 // from all weights, that achieves total `adapt` adaptation.
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329 let adapt_to = tconfig.adaptation * t / nΔ;
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330 let reduction_target = nγ - adapt_to;
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331 assert!(reduction_target > 0.0);
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332 if ALLOW_PARTIAL_TRANSPORT {
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333 if MINIMAL_PARTIAL_TRANSPORT {
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334 // This reduces weights of transport, starting from … until `adapt` is
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335 // exhausted. It will, therefore, only ever cause one extrap point insertion
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336 // at the sources, unlike “full” partial transport.
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337 //let refs = self.vec.iter_mut().collect::<Vec<_>>();
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338 //refs.sort_by(|ρ1, ρ2| ρ1.α_γ.abs().partial_cmp(&ρ2.α_γ.abs()).unwrap());
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339 // let mut it = refs.into_iter();
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340 //
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341 // Maybe sort by differential norm
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342 // let mut refs = self
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343 // .vec
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344 // .iter_mut()
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345 // .map(|ρ| {
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346 // let val = v.differential(&ρ.x).norm2_squared();
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347 // (ρ, val)
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348 // })
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349 // .collect::<Vec<_>>();
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350 // refs.sort_by(|(_, v1), (_, v2)| v2.partial_cmp(&v1).unwrap());
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351 // let mut it = refs.into_iter().map(|(ρ, _)| ρ);
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352 let mut it = self.vec.iter_mut().rev();
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diff changeset
353 let _unused = it.try_fold(reduction_target, |left, ρ| {
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diff changeset
354 let w = ρ.α_γ.abs();
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355 if left <= w {
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356 ρ.α_γ = ρ.α_γ.signum() * (w - left);
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diff changeset
357 ControlFlow::Break(())
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diff changeset
358 } else {
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359 ρ.α_γ = 0.0;
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diff changeset
360 ControlFlow::Continue(left - w)
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361 }
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362 });
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diff changeset
363 } else {
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364 // This version equally reduces all weights. It causes partial transport, which
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
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parents: 61
diff changeset
365 // has the problem that that we need to then adapt weights in both start and
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366 // end points, in insert_and_reweigh, somtimes causing the number of spikes μ
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diff changeset
367 // to explode.
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368 let mut abs_weights = self
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369 .vec
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370 .iter()
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371 .map(|ρ| ρ.α_γ.abs())
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372 .filter(|t| *t > F::EPSILON)
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373 .collect::<Vec<F>>();
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diff changeset
374 abs_weights.sort_by(|a, b| a.partial_cmp(b).unwrap());
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375 let n = abs_weights.len();
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376 // Cannot have partial transport; can cause spike count explosion
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377 let chg = abs_weights.into_iter().zip((1..=n).rev()).try_fold(
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diff changeset
378 0.0,
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379 |smaller_total, (w, m)| {
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380 let mf = F::cast_from(m);
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381 let reduction = w * mf + smaller_total;
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diff changeset
382 if reduction >= reduction_target {
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383 ControlFlow::Break((reduction_target - smaller_total) / mf)
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diff changeset
384 } else {
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diff changeset
385 ControlFlow::Continue(smaller_total + w)
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386 }
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diff changeset
387 },
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diff changeset
388 );
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diff changeset
389 match chg {
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diff changeset
390 ControlFlow::Continue(_) => self.vec.iter_mut().for_each(|δ| δ.α_γ = 0.0),
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diff changeset
391 ControlFlow::Break(chg_one) => self.vec.iter_mut().for_each(|ρ| {
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diff changeset
392 let t = ρ.α_γ.abs();
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393 if t > 0.0 {
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diff changeset
394 if ALLOW_PARTIAL_TRANSPORT {
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diff changeset
395 let new = (t - chg_one).max(0.0);
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diff changeset
396 ρ.α_γ = ρ.α_γ.signum() * new;
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diff changeset
397 }
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diff changeset
398 }
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diff changeset
399 }),
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
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400 }
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diff changeset
401 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
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diff changeset
402 } else {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
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diff changeset
403 // This version zeroes smallest weights, avoiding partial transport.
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diff changeset
404 let mut abs_weights_idx = self
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diff changeset
405 .vec
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diff changeset
406 .iter()
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407 .map(|ρ| ρ.α_γ.abs())
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diff changeset
408 .zip(0..)
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
409 .filter(|(w, _)| *w >= 0.0)
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
410 .collect::<Vec<(F, usize)>>();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
411 abs_weights_idx.sort_by(|(a, _), (b, _)| a.partial_cmp(b).unwrap());
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
412
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
413 let mut left = reduction_target;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
414
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
415 for (w, i) in abs_weights_idx {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
416 left -= w;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
417 let ρ = &mut self.vec[i];
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
418 ρ.α_γ = 0.0;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
419 if left < 0.0 {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
420 break;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
421 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
422 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
423 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
424
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
425 all_ok = false
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
426 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
427
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
428 if !all_ok && *attempts >= tconfig.max_attempts {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
429 for ρ in self.iter_mut() {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
430 ρ.α_γ = 0.0;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
431 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
432 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
433
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
434 all_ok
35
b087e3eab191 New version of sliding.
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parents: 34
diff changeset
435 }
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
436
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
437 /// Returns $‖μ\^k - π\_♯\^0γ\^{k+1}‖$
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
438 pub(crate) fn μ0_minus_γ0_radon(&self) -> F {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
439 self.vec.iter().map(|ρ| (ρ.α_μ_orig - ρ.α_γ).abs()).sum()
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
440 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
441
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
442 /// Returns $∫ c_2 d|γ|$
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
443 #[replace_float_literals(F::cast_from(literal))]
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
444 pub(crate) fn c2integral(&self) -> F {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
445 self.vec
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
446 .iter()
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
447 .map(|ρ| ρ.y.dist2_squared(&ρ.x) / 2.0 * ρ.α_γ.abs())
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
448 .sum()
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
449 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
450
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
451 #[replace_float_literals(F::cast_from(literal))]
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
452 pub(crate) fn get_transport_stats(&self, stats: &mut IterInfo<F>, μ: &RNDM<N, F>) {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
453 // TODO: This doesn't take into account μ[i].α becoming zero in the latest tranport
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
454 // attempt, for i < self.len(), when a corresponding source term also exists with index
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
455 // j ≥ self.len(). For now, we let that be reflected in the prune count.
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
456 stats.inserted += μ.len() - self.len();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
457
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
458 let transp = stats.get_transport_mut();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
459
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
460 transp.dist = {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
461 let (a, b) = transp.dist;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
462 (a + self.c2integral(), b + self.norm(Radon))
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
463 };
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
464 transp.untransported_fraction = {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
465 let (a, b) = transp.untransported_fraction;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
466 let source = self.iter().map(|ρ| ρ.α_μ_orig.abs()).sum();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
467 (a + self.μ0_minus_γ0_radon(), b + source)
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
468 };
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
469 transp.transport_error = {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
470 let (a, b) = transp.transport_error;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
471 //(a + self.dist_matching(&μ), b + self.norm(Radon))
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
472
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
473 // This ignores points that have been not transported at all, to only calculate
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
474 // destnation error; untransported_fraction accounts for not being able to transport
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
475 // at all.
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
476 self.iter()
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
477 .zip(μ.iter_spikes())
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
478 .fold((a, b), |(a, b), (ρ, δ)| {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
479 let transported = ρ.α_γ.abs();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
480 if transported > F::EPSILON {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
481 (a + (ρ.α_γ - δ.α).abs(), b + transported)
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
482 } else {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
483 (a, b)
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
484 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
485 })
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
486 };
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
487 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
488
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
489 /// Prune spikes with zero weight. To maintain correct ordering between μ and γ, also the
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
490 /// latter needs to be pruned when μ is.
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
491 pub(crate) fn prune_compat(&mut self, μ: &mut RNDM<N, F>, stats: &mut IterInfo<F>) {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
492 assert!(self.vec.len() <= μ.len());
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
493 let old_len = μ.len();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
494 for (ρ, δ) in self.vec.iter_mut().zip(μ.iter_spikes()) {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
495 ρ.prune = !(δ.α.abs() > F::EPSILON);
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
496 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
497 μ.prune_by(|δ| δ.α.abs() > F::EPSILON);
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
498 stats.pruned += old_len - μ.len();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
499 self.vec.retain(|ρ| !ρ.prune);
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
500 assert!(self.vec.len() <= μ.len());
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
501 }
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
502 }
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
503
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
504 impl<const N: usize, F: Float> Norm<Radon, F> for Transport<N, F> {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
505 fn norm(&self, _: Radon) -> F {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
506 self.iter().map(|ρ| ρ.α_γ.abs()).sum()
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
507 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
508 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
509
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
510 impl<const N: usize, F: Float> MulAssign<F> for Transport<N, F> {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
511 fn mul_assign(&mut self, factor: F) {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
512 for ρ in self.iter_mut() {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
513 ρ.α_γ *= factor;
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
514 }
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
515 }
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
516 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
517
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
518 /// Iteratively solve the pointsource localisation problem using sliding forward-backward
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
519 /// splitting
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
520 ///
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
521 /// The parametrisation is as for [`pointsource_fb_reg`].
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
522 /// Inertia is currently not supported.
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
523 #[replace_float_literals(F::cast_from(literal))]
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
524 pub fn pointsource_sliding_fb_reg<F, I, Dat, Reg, Plot, P, const N: usize>(
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
525 f: &Dat,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
526 reg: &Reg,
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
527 prox_penalty: &P,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
528 config: &SlidingFBConfig<F>,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
529 iterator: I,
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
530 mut plotter: Plot,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
531 μ0: Option<RNDM<N, F>>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
532 ) -> DynResult<RNDM<N, F>>
37
c5d8bd1a7728 Generic proximal penalty support
Tuomo Valkonen <tuomov@iki.fi>
parents: 35
diff changeset
533 where
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
534 F: Float + ToNalgebraRealField,
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
535 I: AlgIteratorFactory<IterInfo<F>>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
536 Dat: DifferentiableMapping<RNDM<N, F>, Codomain = F> + BoundedCurvature<F>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
537 Dat::DerivativeDomain: DifferentiableRealMapping<N, F> + ClosedMul<F>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
538 //for<'a> Dat::Differential<'a>: Lipschitz<&'a P, FloatType = F>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
539 RNDM<N, F>: SpikeMerging<F>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
540 Reg: SlidingRegTerm<Loc<N, F>, F>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
541 P: ProxPenalty<Loc<N, F>, Dat::DerivativeDomain, Reg, F> + StepLengthBound<F, Dat>,
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
542 Plot: Plotter<P::ReturnMapping, Dat::DerivativeDomain, RNDM<N, F>>,
37
c5d8bd1a7728 Generic proximal penalty support
Tuomo Valkonen <tuomov@iki.fi>
parents: 35
diff changeset
543 {
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
544 // Check parameters
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
545 ensure!(config.τ0 > 0.0, "Invalid step length parameter");
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
546 config.transport.check()?;
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
547
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
548 // Initialise iterates
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
549 let mut μ = μ0.unwrap_or_else(|| DiscreteMeasure::new());
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
550 let mut γ = Transport::new();
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
551
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
552 // Set up parameters
41
b6bdb6cb4d44 Remove initial transport adaptation—it is not needed, after all
Tuomo Valkonen <tuomov@iki.fi>
parents: 39
diff changeset
553 // let opAnorm = opA.opnorm_bound(Radon, L2);
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
554 //let max_transport = config.max_transport.scale
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
555 // * reg.radon_norm_bound(b.norm2_squared() / 2.0);
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
556 //let ℓ = opA.transport.lipschitz_factor(L2Squared) * max_transport;
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
557 let ℓ = 0.0;
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
558 let τ = config.τ0 / prox_penalty.step_length_bound(&f)?;
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
559
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
560 let mut θ_or_adaptive = match f.curvature_bound_components(config.guess) {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
561 (_, Err(_)) => TransportStepLength::Fixed(config.transport.θ0),
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
562 (maybe_ℓ_F, Ok(transport_lip)) => {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
563 let calculate_θτ = move |ℓ_F, max_transport| {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
564 let ℓ_r = transport_lip * max_transport;
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
565 config.transport.θ0 / (ℓ + ℓ_F + ℓ_r)
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
566 };
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
567 match maybe_ℓ_F {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
568 Ok(ℓ_F) => TransportStepLength::AdaptiveMax {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
569 l: ℓ_F, // TODO: could estimate computing the real reesidual
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
570 max_transport: 0.0,
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
571 g: calculate_θτ,
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
572 },
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
573 Err(_) => TransportStepLength::FullyAdaptive {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
574 l: 10.0 * F::EPSILON, // Start with something very small to estimate differentials
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
575 max_transport: 0.0,
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
576 g: calculate_θτ,
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
577 },
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
578 }
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
579 }
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
580 };
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
581 // We multiply tolerance by τ for FB since our subproblems depending on tolerances are scaled
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
582 // by τ compared to the conditional gradient approach.
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
583 let tolerance = config.insertion.tolerance * τ * reg.tolerance_scaling();
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
584 let mut ε = tolerance.initial();
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
585
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
586 // Statistics
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
587 let full_stats = |μ: &RNDM<N, F>, ε, stats| IterInfo {
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
588 value: f.apply(μ) + reg.apply(μ),
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
589 n_spikes: μ.len(),
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
590 ε,
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
591 // postprocessing: config.insertion.postprocessing.then(|| μ.clone()),
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
592 ..stats
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
593 };
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
594 let mut stats = IterInfo::new();
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
595
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
596 // Run the algorithm
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
597 for state in iterator.iter_init(|| full_stats(&μ, ε, stats.clone())) {
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
598 // Calculate initial transport
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
599 let v = f.differential(&μ);
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
600 γ.initial_transport(&μ, τ, &mut θ_or_adaptive, v);
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
601
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
602 let mut attempts = 0;
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
603
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
604 // Solve finite-dimensional subproblem several times until the dual variable for the
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
605 // regularisation term conforms to the assumptions made for the transport above.
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
606 let (maybe_d, _within_tolerances, mut τv̆, μ̆) = 'adapt_transport: loop {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
607 // Set initial guess for μ=μ^{k+1}.
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
608 γ.μ̆_into(&mut μ);
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
609 let μ̆ = μ.clone();
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
610
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
611 // Calculate τv̆ = τA_*(A[μ_transported + μ_transported_base]-b)
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
612 //let residual_μ̆ = calculate_residual2(&γ1, &μ0_minus_γ0, opA, b);
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
613 // TODO: this could be optimised by doing the differential like the
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
614 // old residual2.
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
615 // NOTE: This assumes that μ = γ1
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
616 let mut τv̆ = f.differential(&μ̆) * τ;
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
617
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
618 // Construct μ^{k+1} by solving finite-dimensional subproblems and insert new spikes.
37
c5d8bd1a7728 Generic proximal penalty support
Tuomo Valkonen <tuomov@iki.fi>
parents: 35
diff changeset
619 let (maybe_d, within_tolerances) = prox_penalty.insert_and_reweigh(
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
620 &mut μ,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
621 &mut τv̆,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
622 τ,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
623 ε,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
624 &config.insertion,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
625 &reg,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
626 &state,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
627 &mut stats,
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
628 )?;
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
629
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
630 // A posteriori transport adaptation.
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
631 if γ.aposteriori_transport(&μ, &μ̆, &mut τv̆, None, ε, &config.transport, &mut attempts)
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
632 {
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
633 break 'adapt_transport (maybe_d, within_tolerances, τv̆, μ̆);
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
634 }
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
635
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
636 stats.get_transport_mut().readjustment_iters += 1;
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
637 };
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
638
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
639 γ.get_transport_stats(&mut stats, &μ);
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
640
39
6316d68b58af Merging adjustments, parameter tuning, etc.
Tuomo Valkonen <tuomov@iki.fi>
parents: 37
diff changeset
641 // Merge spikes.
6316d68b58af Merging adjustments, parameter tuning, etc.
Tuomo Valkonen <tuomov@iki.fi>
parents: 37
diff changeset
642 // This crucially expects the merge routine to be stable with respect to spike locations,
6316d68b58af Merging adjustments, parameter tuning, etc.
Tuomo Valkonen <tuomov@iki.fi>
parents: 37
diff changeset
643 // and not to performing any pruning. That is be to done below simultaneously for γ.
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
644 if config.insertion.merge_now(&state) {
39
6316d68b58af Merging adjustments, parameter tuning, etc.
Tuomo Valkonen <tuomov@iki.fi>
parents: 37
diff changeset
645 stats.merged += prox_penalty.merge_spikes(
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
646 &mut μ,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
647 &mut τv̆,
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
648 &μ̆,
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
649 τ,
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
650 ε,
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
651 &config.insertion,
49
6b0db7251ebe Some documentation and factor changes related to ℓ_F and ℓ_r.
Tuomo Valkonen <tuomov@iki.fi>
parents: 46
diff changeset
652 &reg,
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
653 Some(|μ̃: &RNDM<N, F>| f.apply(μ̃)),
39
6316d68b58af Merging adjustments, parameter tuning, etc.
Tuomo Valkonen <tuomov@iki.fi>
parents: 37
diff changeset
654 );
6316d68b58af Merging adjustments, parameter tuning, etc.
Tuomo Valkonen <tuomov@iki.fi>
parents: 37
diff changeset
655 }
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
656
63
7a8a55fd41c0 Subproblem solver and sliding adjustments/improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 61
diff changeset
657 γ.prune_compat(&mut μ, &mut stats);
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
658
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
659 let iter = state.iteration();
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
660 stats.this_iters += 1;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
661
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
662 // Give statistics if requested
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
663 state.if_verbose(|| {
37
c5d8bd1a7728 Generic proximal penalty support
Tuomo Valkonen <tuomov@iki.fi>
parents: 35
diff changeset
664 plotter.plot_spikes(iter, maybe_d.as_ref(), Some(&τv̆), &μ);
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
665 full_stats(&μ, ε, std::mem::replace(&mut stats, IterInfo::new()))
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
666 });
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
667
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
668 // Update main tolerance for next iteration
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
669 ε = tolerance.update(ε, iter);
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
670 }
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
671
61
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
672 //postprocess(μ, &config.insertion, f)
4f468d35fa29 General forward operators, separation of measures into own crate, and other architecture improvements to support the pointsource_pde crate.
Tuomo Valkonen <tuomov@iki.fi>
parents: 49
diff changeset
673 postprocess(μ, &config.insertion, |μ̃| f.apply(μ̃))
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents:
diff changeset
674 }

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