Mercurial > repos > pointsource_algs / file comparison
comparison: src/prox_penalty/wave.rs
src/prox_penalty/wave.rs
- branch
- dev
- changeset 63
- 7a8a55fd41c0
- parent 61
- 4f468d35fa29
equal
deleted
inserted
replaced
| 61:4f468d35fa29 | 63:7a8a55fd41c0 |
|---|---|
| 44 | 44 |
| 45 fn insert_and_reweigh<I>( | 45 fn insert_and_reweigh<I>( |
| 46 &self, | 46 &self, |
| 47 μ: &mut DiscreteMeasure<Domain, F>, | 47 μ: &mut DiscreteMeasure<Domain, F>, |
| 48 τv: &mut M, | 48 τv: &mut M, |
| 49 μ_base: &DiscreteMeasure<Domain, F>, | |
| 50 ν_delta: Option<&DiscreteMeasure<Domain, F>>, | |
| 51 τ: F, | 49 τ: F, |
| 52 ε: F, | 50 ε: F, |
| 53 config: &InsertionConfig<F>, | 51 config: &InsertionConfig<F>, |
| 54 reg: &Reg, | 52 reg: &Reg, |
| 55 state: &AlgIteratorIteration<I>, | 53 state: &AlgIteratorIteration<I>, |
| 65 match (state.iteration(), config.bootstrap_insertions) { | 63 match (state.iteration(), config.bootstrap_insertions) { |
| 66 (i, Some((l, k))) if i <= l => (k, false), | 64 (i, Some((l, k))) if i <= l => (k, false), |
| 67 _ => (config.max_insertions, !state.is_quiet()), | 65 _ => (config.max_insertions, !state.is_quiet()), |
| 68 }; | 66 }; |
| 69 | 67 |
| 70 let ω0 = match ν_delta { | 68 let μ_base = μ.clone(); |
| 71 None => self.apply(μ_base), | 69 let ω0 = self.apply(&μ_base); |
| 72 Some(ν) => self.apply(μ_base + ν), | |
| 73 }; | |
| 74 | 70 |
| 75 // Add points to support until within error tolerance or maximum insertion count reached. | 71 // Add points to support until within error tolerance or maximum insertion count reached. |
| 76 let mut count = 0; | 72 let mut count = 0; |
| 77 let (within_tolerances, d) = 'insertion: loop { | 73 let (within_tolerances, d) = 'insertion: loop { |
| 78 if μ.len() > 0 { | 74 if μ.len() > 0 { |
| 103 μ.set_masses_dvector(&x); | 99 μ.set_masses_dvector(&x); |
| 104 } | 100 } |
| 105 | 101 |
| 106 // Form d = τv + 𝒟μ - ω0 = τv + 𝒟(μ - μ^k) for checking the proximate optimality | 102 // Form d = τv + 𝒟μ - ω0 = τv + 𝒟(μ - μ^k) for checking the proximate optimality |
| 107 // conditions in the predual space, and finding new points for insertion, if necessary. | 103 // conditions in the predual space, and finding new points for insertion, if necessary. |
| 108 let mut d = &*τv | 104 let mut d = &*τv + self.preapply(μ.sub_matching(&μ_base)); |
| 109 + match ν_delta { | |
| 110 None => self.preapply(μ.sub_matching(μ_base)), | |
| 111 Some(ν) => self.preapply(μ.sub_matching(μ_base) - ν), | |
| 112 }; | |
| 113 | 105 |
| 114 // If no merging heuristic is used, let's be more conservative about spike insertion, | 106 // If no merging heuristic is used, let's be more conservative about spike insertion, |
| 115 // and skip it after first round. If merging is done, being more greedy about spike | 107 // and skip it after first round. If merging is done, being more greedy about spike |
| 116 // insertion also seems to improve performance. | 108 // insertion also seems to improve performance. |
| 117 let skip_by_rough_check = if config.merging.enabled { | 109 let skip_by_rough_check = if config.merging.enabled { |
| 133 } | 125 } |
| 134 | 126 |
| 135 // No point in optimising the weight here; the finite-dimensional algorithm is fast. | 127 // No point in optimising the weight here; the finite-dimensional algorithm is fast. |
| 136 *μ += DeltaMeasure { x: ξ, α: 0.0 }; | 128 *μ += DeltaMeasure { x: ξ, α: 0.0 }; |
| 137 count += 1; | 129 count += 1; |
| 138 stats.inserted += 1; | |
| 139 }; | 130 }; |
| 140 | 131 |
| 141 if !within_tolerances && warn_insertions { | 132 if !within_tolerances && warn_insertions { |
| 142 // Complain (but continue) if we failed to get within tolerances | 133 // Complain (but continue) if we failed to get within tolerances |
| 143 // by inserting more points. | 134 // by inserting more points. |
| 154 fn merge_spikes( | 145 fn merge_spikes( |
| 155 &self, | 146 &self, |
| 156 μ: &mut DiscreteMeasure<Domain, F>, | 147 μ: &mut DiscreteMeasure<Domain, F>, |
| 157 τv: &mut M, | 148 τv: &mut M, |
| 158 μ_base: &DiscreteMeasure<Domain, F>, | 149 μ_base: &DiscreteMeasure<Domain, F>, |
| 159 ν_delta: Option<&DiscreteMeasure<Domain, F>>, | |
| 160 τ: F, | 150 τ: F, |
| 161 ε: F, | 151 ε: F, |
| 162 config: &InsertionConfig<F>, | 152 config: &InsertionConfig<F>, |
| 163 reg: &Reg, | 153 reg: &Reg, |
| 164 fitness: Option<impl Fn(&DiscreteMeasure<Domain, F>) -> F>, | 154 fitness: Option<impl Fn(&DiscreteMeasure<Domain, F>) -> F>, |
| 167 if let Some(f) = fitness { | 157 if let Some(f) = fitness { |
| 168 return μ.merge_spikes_fitness(config.merging, f, |&v| v).1; | 158 return μ.merge_spikes_fitness(config.merging, f, |&v| v).1; |
| 169 } | 159 } |
| 170 } | 160 } |
| 171 μ.merge_spikes(config.merging, |μ_candidate| { | 161 μ.merge_spikes(config.merging, |μ_candidate| { |
| 172 let mut d = &*τv | 162 let mut d = &*τv + self.preapply(μ_candidate.sub_matching(μ_base)); |
| 173 + self.preapply(match ν_delta { | |
| 174 None => μ_candidate.sub_matching(μ_base), | |
| 175 Some(ν) => μ_candidate.sub_matching(μ_base) - ν, | |
| 176 }); | |
| 177 reg.verify_merge_candidate(&mut d, μ_candidate, τ, ε, config) | 163 reg.verify_merge_candidate(&mut d, μ_candidate, τ, ε, config) |
| 178 }) | 164 }) |
| 179 } | 165 } |
| 180 } | 166 } |
| 181 | 167 |
