def run_SE(alpha, rho):
# analytical linear channel (Marcenko Pastur)
model = glm_state_evolution(alpha=alpha,
prior_type="gauss_bernoulli",
output_type="gaussian",
prior_rho=rho,
output_var=1e-10)
# SE : uninformed initialization
se = StateEvolution(model)
se.iterate(max_iter=200)
x_data = se.get_variable_data(id="x")
return dict(source="SE", v=x_data["v"])
def run_se(a0, alpha, prior_rho, prior_mean):
model = glm_state_evolution(alpha=alpha,
prior_type="gauss_bernouilli",
output_type="relu",
prior_rho=prior_rho,
prior_mean=prior_mean)
initializer = CustomInit(a_init=[("x", "bwd", a0)])
records = run_state_evolution(x_ids=["x", "z"],
model=model,
max_iter=200,
initializer=initializer)
return records
def run_BO(alpha, rho):
# analytical linear channel (Marcenko Pastur)
model = glm_state_evolution(alpha=alpha,
prior_type="gauss_bernoulli",
output_type="abs",
prior_rho=rho,
prior_mean=0)
# Bayes optimal : informed initialization
initializer = CustomInit(a_init=[("x", "bwd", 10**3)])
se = StateEvolution(model)
se.iterate(max_iter=200, initializer=initializer)
x_data = se.get_variable_data(id="x")
return dict(source="BO", v=x_data["v"])
def run_BO(alpha, rho):
# analytical linear channel (Marcenko Pastur)
model = glm_state_evolution(alpha=alpha,
prior_type="gauss_bernoulli",
output_type="gaussian",
prior_rho=rho,
output_var=1e-10)
# BO : informative initialization, scaled to avoid issues at low alpha
power = 3 * np.exp(alpha)
initializer = CustomInit(a_init=[("x", "bwd", 10**power)])
se = StateEvolution(model)
se.iterate(max_iter=200, initializer=initializer)
x_data = se.get_variable_data(id="x")
return dict(source="BO", v=x_data["v"])
def run_se(a0, alpha, output_width, prior_p_pos):
model = glm_state_evolution(alpha=alpha,
prior_type="binary",
output_type="door",
output_width=output_width,
prior_p_pos=prior_p_pos)
a_init = [("x", "bwd", a0)]
initializer = CustomInit(a_init=a_init)
early = EarlyStopping(max_increase=0.1)
records = run_state_evolution(x_ids=["x"],
model=model,
max_iter=200,
initializer=initializer,
callback=early)
return records