src/regularisation.rs

Mon, 06 Jan 2025 11:32:57 -0500

author
Tuomo Valkonen <tuomov@iki.fi>
date
Mon, 06 Jan 2025 11:32:57 -0500
branch
dev
changeset 36
fb911f72e698
parent 35
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child 51
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permissions
-rw-r--r--

Factor fix

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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 numeric_literals::replace_float_literals;
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6 use serde::{Serialize, Deserialize};
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7 use alg_tools::norms::Norm;
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8 use alg_tools::linops::Mapping;
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9 use alg_tools::instance::Instance;
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10 use alg_tools::loc::Loc;
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11 use crate::types::*;
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12 use crate::measures::{
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13 RNDM,
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14 DeltaMeasure,
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15 Radon,
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16 };
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17 use crate::fb::FBGenericConfig;
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18 #[allow(unused_imports)] // Used by documentation.
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19 use crate::fb::pointsource_fb_reg;
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20 #[allow(unused_imports)] // Used by documentation.
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21 use crate::sliding_fb::pointsource_sliding_fb_reg;
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22
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23 use nalgebra::{DVector, DMatrix};
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24 use alg_tools::nalgebra_support::ToNalgebraRealField;
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25 use alg_tools::bisection_tree::{
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26 BTFN,
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27 Bounds,
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28 BTSearch,
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29 P2Minimise,
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30 SupportGenerator,
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31 LocalAnalysis,
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32 Bounded,
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33 };
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34 use crate::subproblem::{
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35 nonneg::quadratic_nonneg,
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36 unconstrained::quadratic_unconstrained,
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37 l1squared_unconstrained::l1squared_unconstrained,
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38 l1squared_nonneg::l1squared_nonneg
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39 };
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40 use alg_tools::iterate::AlgIteratorFactory;
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41
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42 use std::cmp::Ordering::{Greater, Less, Equal};
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43
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44 /// The regularisation term $α\\|μ\\|\_{ℳ(Ω)} + δ_{≥ 0}(μ)$ for [`pointsource_fb_reg`] and other
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45 /// algorithms.
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46 ///
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47 /// The only member of the struct is the regularisation parameter α.
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48 #[derive(Copy, Clone, Debug, Serialize, Deserialize)]
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49 pub struct NonnegRadonRegTerm<F : Float>(pub F /* α */);
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50
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51 impl<'a, F : Float> NonnegRadonRegTerm<F> {
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52 /// Returns the regularisation parameter
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53 pub fn α(&self) -> F {
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54 let &NonnegRadonRegTerm(α) = self;
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55 α
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56 }
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57 }
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58
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59 impl<'a, F : Float, const N : usize> Mapping<RNDM<F, N>>
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60 for NonnegRadonRegTerm<F> {
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61 type Codomain = F;
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62
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63 fn apply<I>(&self, μ : I) -> F
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64 where I : Instance<RNDM<F, N>> {
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65 self.α() * μ.eval(|x| x.norm(Radon))
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66 }
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67 }
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68
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69
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70 /// The regularisation term $α\|μ\|_{ℳ(Ω)}$ for [`pointsource_fb_reg`].
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71 ///
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72 /// The only member of the struct is the regularisation parameter α.
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73 #[derive(Copy, Clone, Debug, Serialize, Deserialize)]
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74 pub struct RadonRegTerm<F : Float>(pub F /* α */);
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75
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76
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77 impl<'a, F : Float> RadonRegTerm<F> {
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78 /// Returns the regularisation parameter
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79 pub fn α(&self) -> F {
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80 let &RadonRegTerm(α) = self;
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81 α
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82 }
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83 }
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84
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85 impl<'a, F : Float, const N : usize> Mapping<RNDM<F, N>>
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86 for RadonRegTerm<F> {
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87 type Codomain = F;
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88
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89 fn apply<I>(&self, μ : I) -> F
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90 where I : Instance<RNDM<F, N>> {
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91 self.α() * μ.eval(|x| x.norm(Radon))
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92 }
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93 }
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94
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95 /// Regularisation term configuration
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96 #[derive(Clone, Copy, Eq, PartialEq, Serialize, Deserialize, Debug)]
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97 pub enum Regularisation<F : Float> {
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98 /// $α \\|μ\\|\_{ℳ(Ω)}$
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99 Radon(F),
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100 /// $α\\|μ\\|\_{ℳ(Ω)} + δ_{≥ 0}(μ)$
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101 NonnegRadon(F),
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102 }
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103
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104 impl<'a, F : Float, const N : usize> Mapping<RNDM<F, N>>
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105 for Regularisation<F> {
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106 type Codomain = F;
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107
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108 fn apply<I>(&self, μ : I) -> F
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109 where I : Instance<RNDM<F, N>> {
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110 match *self {
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111 Self::Radon(α) => RadonRegTerm(α).apply(μ),
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112 Self::NonnegRadon(α) => NonnegRadonRegTerm(α).apply(μ),
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113 }
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114 }
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115 }
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116
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117 /// Abstraction of regularisation terms.
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118 pub trait RegTerm<F : Float + ToNalgebraRealField, const N : usize>
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119 : Mapping<RNDM<F, N>, Codomain = F> {
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120 /// Approximately solve the problem
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121 /// <div>$$
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122 /// \min_{x ∈ ℝ^n} \frac{1}{2} x^⊤Ax - g^⊤ x + τ G(x)
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123 /// $$</div>
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124 /// for $G$ depending on the trait implementation.
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125 ///
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126 /// The parameter `mA` is $A$. An estimate for its opeator norm should be provided in
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127 /// `mA_normest`. The initial iterate and output is `x`. The current main tolerance is `ε`.
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128 ///
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129 /// Returns the number of iterations taken.
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130 fn solve_findim(
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131 &self,
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132 mA : &DMatrix<F::MixedType>,
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133 g : &DVector<F::MixedType>,
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134 τ : F,
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135 x : &mut DVector<F::MixedType>,
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136 mA_normest : F,
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137 ε : F,
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138 config : &FBGenericConfig<F>
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139 ) -> usize;
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140
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141 /// Approximately solve the problem
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142 /// <div>$$
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143 /// \min_{x ∈ ℝ^n} \frac{1}{2} |x-y|_1^2 - g^⊤ x + τ G(x)
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144 /// $$</div>
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145 /// for $G$ depending on the trait implementation.
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146 ///
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147 /// Returns the number of iterations taken.
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148 fn solve_findim_l1squared(
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149 &self,
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150 y : &DVector<F::MixedType>,
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151 g : &DVector<F::MixedType>,
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152 τ : F,
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153 x : &mut DVector<F::MixedType>,
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154 ε : F,
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155 config : &FBGenericConfig<F>
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156 ) -> usize;
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157
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158 /// Find a point where `d` may violate the tolerance `ε`.
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159 ///
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160 /// If `skip_by_rough_check` is set, do not find the point if a rough check indicates that we
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161 /// are in bounds. `ε` is the current main tolerance and `τ` a scaling factor for the
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162 /// regulariser.
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163 ///
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164 /// Returns `None` if `d` is in bounds either based on the rough check, or a more precise check
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165 /// terminating early. Otherwise returns a possibly violating point, the value of `d` there,
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166 /// and a boolean indicating whether the found point is in bounds.
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167 fn find_tolerance_violation<G, BT>(
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168 &self,
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169 d : &mut BTFN<F, G, BT, N>,
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170 τ : F,
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171 ε : F,
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172 skip_by_rough_check : bool,
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173 config : &FBGenericConfig<F>,
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174 ) -> Option<(Loc<F, N>, F, bool)>
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175 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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176 G : SupportGenerator<F, N, Id=BT::Data>,
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177 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
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178 self.find_tolerance_violation_slack(d, τ, ε, skip_by_rough_check, config, F::ZERO)
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179 }
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180
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181 /// Find a point where `d` may violate the tolerance `ε`.
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182 ///
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183 /// This version includes a `slack` parameter to expand the tolerances.
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184 /// It is used for Radon-norm squared proximal term in [`crate::radon_fb`].
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185 ///
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186 /// If `skip_by_rough_check` is set, do not find the point if a rough check indicates that we
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187 /// are in bounds. `ε` is the current main tolerance and `τ` a scaling factor for the
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188 /// regulariser.
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189 ///
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190 /// Returns `None` if `d` is in bounds either based on the rough check, or a more precise check
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191 /// terminating early. Otherwise returns a possibly violating point, the value of `d` there,
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192 /// and a boolean indicating whether the found point is in bounds.
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193 fn find_tolerance_violation_slack<G, BT>(
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194 &self,
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195 d : &mut BTFN<F, G, BT, N>,
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196 τ : F,
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197 ε : F,
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198 skip_by_rough_check : bool,
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199 config : &FBGenericConfig<F>,
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200 slack : F,
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201 ) -> Option<(Loc<F, N>, F, bool)>
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202 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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203 G : SupportGenerator<F, N, Id=BT::Data>,
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204 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N>;
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205
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206
32
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207 /// Verify that `d` is in bounds `ε` for a merge candidate `μ`
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208 ///
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209 /// `ε` is the current main tolerance and `τ` a scaling factor for the regulariser.
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210 fn verify_merge_candidate<G, BT>(
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211 &self,
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212 d : &mut BTFN<F, G, BT, N>,
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213 μ : &RNDM<F, N>,
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214 τ : F,
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215 ε : F,
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216 config : &FBGenericConfig<F>,
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217 ) -> bool
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218 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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219 G : SupportGenerator<F, N, Id=BT::Data>,
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220 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N>;
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221
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222 /// Verify that `d` is in bounds `ε` for a merge candidate `μ`
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223 ///
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224 /// This version is s used for Radon-norm squared proximal term in [`crate::radon_fb`].
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225 /// The [measures][crate::measures::DiscreteMeasure] `μ` and `radon_μ` are supposed to have
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226 /// same coordinates at same agreeing indices.
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227 ///
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228 /// `ε` is the current main tolerance and `τ` a scaling factor for the regulariser.
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229 fn verify_merge_candidate_radonsq<G, BT>(
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230 &self,
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231 d : &mut BTFN<F, G, BT, N>,
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232 μ : &RNDM<F, N>,
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233 τ : F,
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234 ε : F,
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235 config : &FBGenericConfig<F>,
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236 radon_μ :&RNDM<F, N>,
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237 ) -> bool
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238 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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239 G : SupportGenerator<F, N, Id=BT::Data>,
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240 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N>;
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241
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242
32
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243 /// TODO: document this
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244 fn target_bounds(&self, τ : F, ε : F) -> Option<Bounds<F>>;
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245
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246 /// Returns a scaling factor for the tolerance sequence.
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247 ///
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248 /// Typically this is the regularisation parameter.
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249 fn tolerance_scaling(&self) -> F;
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250 }
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251
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252 /// Abstraction of regularisation terms for [`pointsource_sliding_fb_reg`].
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253 pub trait SlidingRegTerm<F : Float + ToNalgebraRealField, const N : usize>
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254 : RegTerm<F, N> {
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255 /// Calculate $τ[w(z) - w(y)]$ for some w in the subdifferential of the regularisation
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256 /// term, such that $-ε ≤ τw - d ≤ ε$.
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257 fn goodness<G, BT>(
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258 &self,
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259 d : &mut BTFN<F, G, BT, N>,
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260 μ : &RNDM<F, N>,
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261 y : &Loc<F, N>,
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262 z : &Loc<F, N>,
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263 τ : F,
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264 ε : F,
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265 config : &FBGenericConfig<F>,
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266 ) -> F
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267 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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268 G : SupportGenerator<F, N, Id=BT::Data>,
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269 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N>;
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270
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271 /// Convert bound on the regulariser to a bond on the Radon norm
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272 fn radon_norm_bound(&self, b : F) -> F;
32
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273 }
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274
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275 #[replace_float_literals(F::cast_from(literal))]
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276 impl<F : Float + ToNalgebraRealField, const N : usize> RegTerm<F, N>
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277 for NonnegRadonRegTerm<F>
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278 where Cube<F, N> : P2Minimise<Loc<F, N>, F> {
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279 fn solve_findim(
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280 &self,
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281 mA : &DMatrix<F::MixedType>,
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282 g : &DVector<F::MixedType>,
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283 τ : F,
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284 x : &mut DVector<F::MixedType>,
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285 mA_normest : F,
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286 ε : F,
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287 config : &FBGenericConfig<F>
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288 ) -> usize {
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289 let inner_tolerance = ε * config.inner.tolerance_mult;
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290 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance);
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291 quadratic_nonneg(mA, g, τ * self.α(), x,
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292 mA_normest, &config.inner, inner_it)
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293
32
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294 }
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295
34
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296 fn solve_findim_l1squared(
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297 &self,
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298 y : &DVector<F::MixedType>,
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299 g : &DVector<F::MixedType>,
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300 τ : F,
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301 x : &mut DVector<F::MixedType>,
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302 ε : F,
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303 config : &FBGenericConfig<F>
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304 ) -> usize {
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305 let inner_tolerance = ε * config.inner.tolerance_mult;
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306 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance);
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307 l1squared_nonneg(y, g, τ * self.α(), 1.0, x,
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308 &config.inner, inner_it)
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309 }
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310
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311
32
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312 #[inline]
34
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313 fn find_tolerance_violation_slack<G, BT>(
32
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314 &self,
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315 d : &mut BTFN<F, G, BT, N>,
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316 τ : F,
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317 ε : F,
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318 skip_by_rough_check : bool,
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319 config : &FBGenericConfig<F>,
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320 slack : F
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321 ) -> Option<(Loc<F, N>, F, bool)>
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322 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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323 G : SupportGenerator<F, N, Id=BT::Data>,
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324 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
32
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325 let τα = τ * self.α();
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326 let keep_above = -τα - slack - ε;
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327 let minimise_below = -τα - slack - ε * config.insertion_cutoff_factor;
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328 let refinement_tolerance = ε * config.refinement.tolerance_mult;
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329
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330 // If preliminary check indicates that we are in bounds, and if it otherwise matches
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331 // the insertion strategy, skip insertion.
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332 if skip_by_rough_check && d.bounds().lower() >= keep_above {
32
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333 None
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334 } else {
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335 // If the rough check didn't indicate no insertion needed, find minimising point.
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336 d.minimise_below(minimise_below, refinement_tolerance, config.refinement.max_steps)
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337 .map(|(ξ, v_ξ)| (ξ, v_ξ, v_ξ >= keep_above))
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338 }
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339 }
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340
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341 fn verify_merge_candidate<G, BT>(
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342 &self,
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343 d : &mut BTFN<F, G, BT, N>,
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344 μ : &RNDM<F, N>,
32
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345 τ : F,
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346 ε : F,
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347 config : &FBGenericConfig<F>,
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348 ) -> bool
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349 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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350 G : SupportGenerator<F, N, Id=BT::Data>,
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351 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
32
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352 let τα = τ * self.α();
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353 let refinement_tolerance = ε * config.refinement.tolerance_mult;
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354 let merge_tolerance = config.merge_tolerance_mult * ε;
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355 let keep_above = -τα - merge_tolerance;
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356 let keep_supp_below = -τα + merge_tolerance;
32
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357 let bnd = d.bounds();
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358
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359 return (
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360 bnd.upper() <= keep_supp_below
32
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361 ||
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362 μ.iter_spikes().all(|&DeltaMeasure{ α, ref x }| {
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363 (α == 0.0) || d.apply(x) <= keep_supp_below
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364 })
32
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365 ) && (
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366 bnd.lower() >= keep_above
32
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367 ||
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368 d.has_lower_bound(keep_above, refinement_tolerance, config.refinement.max_steps)
32
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369 )
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370 }
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371
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372 fn verify_merge_candidate_radonsq<G, BT>(
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373 &self,
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374 d : &mut BTFN<F, G, BT, N>,
35
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375 μ : &RNDM<F, N>,
34
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376 τ : F,
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377 ε : F,
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378 config : &FBGenericConfig<F>,
35
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diff changeset
379 radon_μ :&RNDM<F, N>,
34
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380 ) -> bool
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381 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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diff changeset
382 G : SupportGenerator<F, N, Id=BT::Data>,
35
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383 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
34
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diff changeset
384 let τα = τ * self.α();
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385 let refinement_tolerance = ε * config.refinement.tolerance_mult;
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386 let merge_tolerance = config.merge_tolerance_mult * ε;
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diff changeset
387 let slack = radon_μ.norm(Radon);
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388 let bnd = d.bounds();
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389
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diff changeset
390 return {
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391 μ.both_matching(radon_μ)
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392 .all(|(α, rα, x)| {
35
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diff changeset
393 let v = -d.apply(x); // TODO: observe ad hoc negation here, after minus_τv
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diff changeset
394 // switch to τv.
34
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diff changeset
395 let (l1, u1) = match α.partial_cmp(&0.0).unwrap_or(Equal) {
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diff changeset
396 Greater => (τα, τα),
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diff changeset
397 _ => (F::NEG_INFINITY, τα),
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398 // Less should not happen; treated as Equal
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diff changeset
399 };
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diff changeset
400 let (l2, u2) = match rα.partial_cmp(&0.0).unwrap_or(Equal) {
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diff changeset
401 Greater => (slack, slack),
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diff changeset
402 Equal => (-slack, slack),
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403 Less => (-slack, -slack),
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diff changeset
404 };
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405 // TODO: both fail.
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406 (l1 + l2 - merge_tolerance <= v) && (v <= u1 + u2 + merge_tolerance)
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diff changeset
407 })
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diff changeset
408 } && {
35
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diff changeset
409 let keep_above = -τα - slack - merge_tolerance;
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diff changeset
410 bnd.lower() <= keep_above
34
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diff changeset
411 ||
35
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diff changeset
412 d.has_lower_bound(keep_above, refinement_tolerance, config.refinement.max_steps)
34
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diff changeset
413 }
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diff changeset
414 }
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diff changeset
415
32
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diff changeset
416 fn target_bounds(&self, τ : F, ε : F) -> Option<Bounds<F>> {
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diff changeset
417 let τα = τ * self.α();
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418 Some(Bounds(τα - ε, τα + ε))
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diff changeset
419 }
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diff changeset
420
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diff changeset
421 fn tolerance_scaling(&self) -> F {
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diff changeset
422 self.α()
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423 }
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diff changeset
424 }
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diff changeset
425
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diff changeset
426 #[replace_float_literals(F::cast_from(literal))]
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diff changeset
427 impl<F : Float + ToNalgebraRealField, const N : usize> SlidingRegTerm<F, N>
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diff changeset
428 for NonnegRadonRegTerm<F>
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diff changeset
429 where Cube<F, N> : P2Minimise<Loc<F, N>, F> {
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diff changeset
430
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diff changeset
431 fn goodness<G, BT>(
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diff changeset
432 &self,
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diff changeset
433 d : &mut BTFN<F, G, BT, N>,
35
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diff changeset
434 _μ : &RNDM<F, N>,
32
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diff changeset
435 y : &Loc<F, N>,
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diff changeset
436 z : &Loc<F, N>,
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diff changeset
437 τ : F,
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diff changeset
438 ε : F,
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parents: 24
diff changeset
439 _config : &FBGenericConfig<F>,
56c8adc32b09 Early transport sketches
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diff changeset
440 ) -> F
56c8adc32b09 Early transport sketches
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diff changeset
441 where BT : BTSearch<F, N, Agg=Bounds<F>>,
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
442 G : SupportGenerator<F, N, Id=BT::Data>,
35
b087e3eab191 New version of sliding.
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diff changeset
443 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
34
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diff changeset
444 let w = |x| 1.0.min((ε + d.apply(x))/(τ * self.α()));
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diff changeset
445 w(z) - w(y)
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parents: 32
diff changeset
446 }
efa60bc4f743 Radon FB + sliding improvements
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parents: 32
diff changeset
447
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
448 fn radon_norm_bound(&self, b : F) -> F {
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diff changeset
449 b / self.α()
32
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diff changeset
450 }
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diff changeset
451 }
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parents: 24
diff changeset
452
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diff changeset
453 #[replace_float_literals(F::cast_from(literal))]
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diff changeset
454 impl<F : Float + ToNalgebraRealField, const N : usize> RegTerm<F, N> for RadonRegTerm<F>
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parents: 24
diff changeset
455 where Cube<F, N> : P2Minimise<Loc<F, N>, F> {
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diff changeset
456 fn solve_findim(
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diff changeset
457 &self,
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
458 mA : &DMatrix<F::MixedType>,
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
459 g : &DVector<F::MixedType>,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
460 τ : F,
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
461 x : &mut DVector<F::MixedType>,
56c8adc32b09 Early transport sketches
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diff changeset
462 mA_normest: F,
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parents: 24
diff changeset
463 ε : F,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
464 config : &FBGenericConfig<F>
56c8adc32b09 Early transport sketches
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diff changeset
465 ) -> usize {
56c8adc32b09 Early transport sketches
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diff changeset
466 let inner_tolerance = ε * config.inner.tolerance_mult;
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diff changeset
467 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance);
34
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parents: 32
diff changeset
468 quadratic_unconstrained(mA, g, τ * self.α(), x,
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
469 mA_normest, &config.inner, inner_it)
32
56c8adc32b09 Early transport sketches
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diff changeset
470 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
471
34
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diff changeset
472 fn solve_findim_l1squared(
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
473 &self,
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
474 y : &DVector<F::MixedType>,
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
475 g : &DVector<F::MixedType>,
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
476 τ : F,
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
477 x : &mut DVector<F::MixedType>,
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
478 ε : F,
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Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
479 config : &FBGenericConfig<F>
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Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
480 ) -> usize {
efa60bc4f743 Radon FB + sliding improvements
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diff changeset
481 let inner_tolerance = ε * config.inner.tolerance_mult;
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diff changeset
482 let inner_it = config.inner.iterator_options.stop_target(inner_tolerance);
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Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
483 l1squared_unconstrained(y, g, τ * self.α(), 1.0, x,
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
484 &config.inner, inner_it)
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parents: 32
diff changeset
485 }
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parents: 32
diff changeset
486
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
487 fn find_tolerance_violation_slack<G, BT>(
32
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
488 &self,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
489 d : &mut BTFN<F, G, BT, N>,
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
490 τ : F,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
491 ε : F,
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Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
492 skip_by_rough_check : bool,
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diff changeset
493 config : &FBGenericConfig<F>,
34
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Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
494 slack : F,
32
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parents: 24
diff changeset
495 ) -> Option<(Loc<F, N>, F, bool)>
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
496 where BT : BTSearch<F, N, Agg=Bounds<F>>,
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
497 G : SupportGenerator<F, N, Id=BT::Data>,
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
498 G::SupportType : Mapping<Loc<F, N>, Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
32
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
499 let τα = τ * self.α();
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
500 let keep_below = τα + slack + ε;
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
501 let keep_above = -(τα + slack) - ε;
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
502 let maximise_above = τα + slack + ε * config.insertion_cutoff_factor;
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
503 let minimise_below = -(τα + slack) - ε * config.insertion_cutoff_factor;
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
504 let refinement_tolerance = ε * config.refinement.tolerance_mult;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
505
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
506 // If preliminary check indicates that we are in bonds, and if it otherwise matches
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
507 // the insertion strategy, skip insertion.
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
508 if skip_by_rough_check && Bounds(keep_above, keep_below).superset(&d.bounds()) {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
509 None
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
510 } else {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
511 // If the rough check didn't indicate no insertion needed, find maximising point.
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
512 let mx = d.maximise_above(maximise_above, refinement_tolerance,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
513 config.refinement.max_steps);
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
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diff changeset
514 let mi = d.minimise_below(minimise_below, refinement_tolerance,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
515 config.refinement.max_steps);
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
516
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
517 match (mx, mi) {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
518 (None, None) => None,
56c8adc32b09 Early transport sketches
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diff changeset
519 (Some((ξ, v_ξ)), None) => Some((ξ, v_ξ, keep_below >= v_ξ)),
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
520 (None, Some((ζ, v_ζ))) => Some((ζ, v_ζ, keep_above <= v_ζ)),
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
521 (Some((ξ, v_ξ)), Some((ζ, v_ζ))) => {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
522 if v_ξ - τα > τα - v_ζ {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
523 Some((ξ, v_ξ, keep_below >= v_ξ))
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
524 } else {
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
525 Some((ζ, v_ζ, keep_above <= v_ζ))
56c8adc32b09 Early transport sketches
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parents: 24
diff changeset
526 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
527 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
528 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
529 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
530 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
531
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
532 fn verify_merge_candidate<G, BT>(
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
533 &self,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
534 d : &mut BTFN<F, G, BT, N>,
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
535 μ : &RNDM<F, N>,
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
536 τ : F,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
537 ε : F,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
538 config : &FBGenericConfig<F>,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
539 ) -> bool
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
540 where BT : BTSearch<F, N, Agg=Bounds<F>>,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
541 G : SupportGenerator<F, N, Id=BT::Data>,
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
542 G::SupportType : Mapping<Loc<F, N>,Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
543 let τα = τ * self.α();
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
544 let refinement_tolerance = ε * config.refinement.tolerance_mult;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
545 let merge_tolerance = config.merge_tolerance_mult * ε;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
546 let keep_below = τα + merge_tolerance;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
547 let keep_above = -τα - merge_tolerance;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
548 let keep_supp_pos_above = τα - merge_tolerance;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
549 let keep_supp_neg_below = -τα + merge_tolerance;
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
550 let bnd = d.bounds();
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
551
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
552 return (
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
553 (bnd.lower() >= keep_supp_pos_above && bnd.upper() <= keep_supp_neg_below)
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
554 ||
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
555 μ.iter_spikes().all(|&DeltaMeasure{ α : β, ref x }| {
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
556 match β.partial_cmp(&0.0) {
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
557 Some(Greater) => d.apply(x) >= keep_supp_pos_above,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
558 Some(Less) => d.apply(x) <= keep_supp_neg_below,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
559 _ => true,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
560 }
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
561 })
32
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
562 ) && (
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
563 bnd.upper() <= keep_below
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
564 ||
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
565 d.has_upper_bound(keep_below, refinement_tolerance,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
566 config.refinement.max_steps)
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
567 ) && (
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
568 bnd.lower() >= keep_above
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
569 ||
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
570 d.has_lower_bound(keep_above, refinement_tolerance,
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
571 config.refinement.max_steps)
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
572 )
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
573 }
56c8adc32b09 Early transport sketches
Tuomo Valkonen <tuomov@iki.fi>
parents: 24
diff changeset
574
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
575 fn verify_merge_candidate_radonsq<G, BT>(
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
576 &self,
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
577 d : &mut BTFN<F, G, BT, N>,
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
578 μ : &RNDM<F, N>,
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
579 τ : F,
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
580 ε : F,
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
581 config : &FBGenericConfig<F>,
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
582 radon_μ : &RNDM<F, N>,
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
583 ) -> bool
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
584 where BT : BTSearch<F, N, Agg=Bounds<F>>,
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
585 G : SupportGenerator<F, N, Id=BT::Data>,
35
b087e3eab191 New version of sliding.
Tuomo Valkonen <tuomov@iki.fi>
parents: 34
diff changeset
586 G::SupportType : Mapping<Loc<F, N>,Codomain=F> + LocalAnalysis<F, Bounds<F>, N> {
34
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
587 let τα = τ * self.α();
efa60bc4f743 Radon FB + sliding improvements
Tuomo Valkonen <tuomov@iki.fi>
parents: 32
diff changeset
588 let refinement_tolerance = ε * config.refinement.tolerance_mult;
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589 let merge_tolerance = config.merge_tolerance_mult * ε;
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590 let slack = radon_μ.norm(Radon);
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591 let bnd = d.bounds();
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592
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593 return {
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594 μ.both_matching(radon_μ)
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595 .all(|(α, rα, x)| {
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596 let v = d.apply(x);
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597 let (l1, u1) = match α.partial_cmp(&0.0).unwrap_or(Equal) {
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598 Greater => (τα, τα),
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599 Equal => (-τα, τα),
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600 Less => (-τα, -τα),
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601 };
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602 let (l2, u2) = match rα.partial_cmp(&0.0).unwrap_or(Equal) {
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603 Greater => (slack, slack),
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604 Equal => (-slack, slack),
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605 Less => (-slack, -slack),
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606 };
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607 (l1 + l2 - merge_tolerance <= v) && (v <= u1 + u2 + merge_tolerance)
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608 })
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609 } && {
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610 let keep_below = τα + slack + merge_tolerance;
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611 bnd.upper() <= keep_below
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612 ||
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613 d.has_upper_bound(keep_below, refinement_tolerance,
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diff changeset
614 config.refinement.max_steps)
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615 } && {
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616 let keep_above = -τα - slack - merge_tolerance;
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617 bnd.lower() >= keep_above
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618 ||
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diff changeset
619 d.has_lower_bound(keep_above, refinement_tolerance,
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diff changeset
620 config.refinement.max_steps)
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diff changeset
621 }
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622 }
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diff changeset
623
32
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diff changeset
624 fn target_bounds(&self, τ : F, ε : F) -> Option<Bounds<F>> {
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625 let τα = τ * self.α();
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diff changeset
626 Some(Bounds(-τα - ε, τα + ε))
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627 }
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diff changeset
628
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diff changeset
629 fn tolerance_scaling(&self) -> F {
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diff changeset
630 self.α()
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diff changeset
631 }
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diff changeset
632 }
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diff changeset
633
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diff changeset
634 #[replace_float_literals(F::cast_from(literal))]
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diff changeset
635 impl<F : Float + ToNalgebraRealField, const N : usize> SlidingRegTerm<F, N>
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diff changeset
636 for RadonRegTerm<F>
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diff changeset
637 where Cube<F, N> : P2Minimise<Loc<F, N>, F> {
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diff changeset
638
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diff changeset
639 fn goodness<G, BT>(
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diff changeset
640 &self,
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diff changeset
641 d : &mut BTFN<F, G, BT, N>,
35
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diff changeset
642 _μ : &RNDM<F, N>,
32
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diff changeset
643 y : &Loc<F, N>,
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diff changeset
644 z : &Loc<F, N>,
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diff changeset
645 τ : F,
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diff changeset
646 ε : F,
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diff changeset
647 _config : &FBGenericConfig<F>,
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diff changeset
648 ) -> F
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diff changeset
649 where BT : BTSearch<F, N, Agg=Bounds<F>>,
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diff changeset
650 G : SupportGenerator<F, N, Id=BT::Data>,
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diff changeset
651 G::SupportType : Mapping<Loc<F, N>,Codomain=F>
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diff changeset
652 + LocalAnalysis<F, Bounds<F>, N> {
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diff changeset
653
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diff changeset
654 let α = self.α();
34
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diff changeset
655 let w = |x| {
32
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diff changeset
656 let dx = d.apply(x);
34
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diff changeset
657 ((-ε + dx)/(τ * α)).max(1.0.min(ε + dx)/(τ * α))
32
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diff changeset
658 };
34
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diff changeset
659 w(z) - w(y)
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diff changeset
660 }
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diff changeset
661
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diff changeset
662 fn radon_norm_bound(&self, b : F) -> F {
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diff changeset
663 b / self.α()
32
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diff changeset
664 }
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diff changeset
665 }

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