def solve(C, p, D, k, *, solve_dense, etas, is_kl_not_js, J, L):
n = C.shape[1]
best_divergence = math.inf
solve_dense_cache = {}
def cached_solve_dense(S):
indices = frozenset(numpy.nonzero(S)[0])
try:
return solve_dense_cache[indices]
except KeyError:
y = solve_dense(C[:, S], p)
solve_dense_cache[indices] = y
return y
for eta in etas:
ys = warm.iterate(C=C,
p=p,
D=D,
eta=eta,
is_kl_not_js=is_kl_not_js,
q=None)
for y in itertools.islice((y for i, y in enumerate(ys) if i in J),
len(J)):
S = numpy.full(n, False)
S[sorting.argmaxs(y, k)] = True
y = numpy.zeros(n)
y[S] = cached_solve_dense(S)
q = C[:, S] @ y[S]
divergence = D(p, q)
if divergence < best_divergence:
best_y = y
best_divergence = divergence
for l in L:
spaces = identification.shift(C=C, p=p, D=D, q=q)
S[sorting.argmins(spaces, l)] = True
y = numpy.zeros(n)
y[S] = cached_solve_dense(S)
S.fill(False)
S[sorting.argmaxs(y, k)] = True
y = numpy.zeros(n)
y[S] = cached_solve_dense(S)
q = C[:, S] @ y[S]
divergence = D(p, q)
if divergence < best_divergence:
best_y = y
best_divergence = divergence
return best_y
def solve(C, p, D, k, *, solve_dense, eta, is_kl_not_js, j, L):
n = C.shape[1]
best_y = warm_kl_like.solve(C,
p,
D,
k,
solve_dense=solve_dense,
eta=eta,
is_kl_not_js=is_kl_not_js,
j=j)
S = best_y != 0
q = C[:, S] @ best_y[S]
best_divergence = D(p, q)
for l in L:
spaces = identification.shift(C=C, p=p, D=D, q=q)
S[sorting.argmins(spaces, l)] = True
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
S.fill(False)
S[sorting.argmaxs(y, k)] = True
q = C[:, S] @ y[S]
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
divergence = D(p, C[:, S] @ y[S])
if divergence < best_divergence:
best_y = y
return best_y
def solve(C, p, D, k, *, solve_dense, L):
m, n = C.shape
S = numpy.full(n, False)
q = numpy.zeros(m)
best_divergence = math.inf
for l in L:
spaces = identification.shift(C=C, p=p, D=D, q=q)
S[sorting.argmins(spaces, l)] = True
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
S.fill(False)
S[sorting.argmaxs(y, k)] = True
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
q = C[:, S] @ y[S]
divergence = D(p, q)
if divergence < best_divergence:
best_y = y
best_divergence = divergence
return best_y
def solve(C, p, D, k, *, solve_dense, eta, is_kl_not_js, j, L):
n = C.shape[1]
best_y = warm_kl_like.solve(C,
p,
D,
k,
solve_dense=solve_dense,
eta=eta,
is_kl_not_js=True,
j=j)
S = best_y != 0
q = C[:, S] @ best_y[S]
best_divergence = D(p, q)
for l in L:
ys = warm.iterate(C=C,
p=p,
D=D,
eta=eta,
is_kl_not_js=is_kl_not_js,
q=q)
y = next(y for i, y in enumerate(ys)
if numpy.count_nonzero(y) >= l or i >= j)
S |= y != 0
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
S.fill(False)
S[sorting.argmaxs(y, k)] = True
q = C[:, S] @ y[S]
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
divergence = D(p, C[:, S] @ y[S])
if divergence < best_divergence:
best_y = y
return best_y
def solve(C, p, D, k, *, solve_dense, L):
m, n = C.shape
S = numpy.full(n, False)
q = numpy.zeros(m)
for l in L:
spaces = identification.shift(C=C, p=p, D=D, q=q)
S[sorting.argmins(spaces, l)] = True
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
S.fill(False)
S[sorting.argmaxs(y, k)] = True
q = C[:, S] @ y[S]
y = numpy.zeros(n)
y[S] = solve_dense(C[:, S], p)
return y
def test_argmaxs(values, count, expected_indices):
actual_indices = sorting.argmaxs(values, count)
assert all(numpy.sort(actual_indices) == expected_indices)