コード例 #1
0
    def image_tikhonov(self,
                       vis_arr,
                       sphere,
                       alpha,
                       scale=True,
                       usedask=False):
        n_s = sphere.pixels.shape[0]
        n_v = self.u_arr.shape[0]

        lambduh = alpha / np.sqrt(n_s)
        if not usedask:
            gamma = self.make_gamma(sphere)
            logger.info("augmented: {}".format(gamma.shape))

            vis_aux = vis_to_real(vis_arr)
            logger.info("vis mean: {} shape: {}".format(
                np.mean(vis_aux), vis_aux.shape))

            tol = min(alpha / 1e4, 1e-10)
            logger.info("Solving tol={} ...".format(tol))

            # reg = linear_model.ElasticNet(alpha=alpha/np.sqrt(n_s),
            # tol=1e-6,
            # l1_ratio = 0.01,
            # max_iter=100000,
            # positive=True)
            if False:
                (
                    sky,
                    lstop,
                    itn,
                    r1norm,
                    r2norm,
                    anorm,
                    acond,
                    arnorm,
                    xnorm,
                    var,
                ) = scipy.sparse.linalg.lsqr(gamma,
                                             vis_aux,
                                             damp=alpha,
                                             show=True)
                logger.info(
                    "Alpha: {}: Iterations: {}: rnorm: {}: xnorm: {}".format(
                        alpha, itn, r2norm, xnorm))
            else:
                reg = linear_model.Ridge(alpha=alpha,
                                         tol=tol,
                                         solver="lsqr",
                                         max_iter=100000)

                reg.fit(gamma, vis_aux)
                logger.info("    Solve Complete, iter={}".format(reg.n_iter_))

                sky = da.from_array(reg.coef_)

                residual = vis_aux - gamma @ sky

                sky, residual_norm, solution_norm = da.compute(
                    sky,
                    np.linalg.norm(residual)**2,
                    np.linalg.norm(sky)**2)

                score = reg.score(gamma, vis_aux)
                logger.info("Alpha: {}: Loss: {}: rnorm: {}: snorm: {}".format(
                    alpha, score, residual_norm, solution_norm))

        else:
            from dask_ml.linear_model import LinearRegression
            import dask_glm
            from dask.distributed import Client, LocalCluster
            from dask.diagnostics import ProgressBar
            import dask

            logger.info("Starting Dask Client")

            if True:
                cluster = LocalCluster(dashboard_address=":8231",
                                       processes=False)
                client = Client(cluster)
            else:
                client = Client("tcp://localhost:8786")

            logger.info("Client = {}".format(client))

            harmonic_list = []
            p2j = 2 * np.pi * 1.0j

            dl = sphere.l
            dm = sphere.m
            dn = sphere.n

            n_arr_minus_1 = dn - 1

            du = self.u_arr
            dv = self.v_arr
            dw = self.w_arr

            for u, v, w in zip(du, dv, dw):
                harmonic = da.from_array(
                    np.exp(p2j * (u * dl + v * dm + w * n_arr_minus_1)) /
                    np.sqrt(sphere.npix),
                    chunks=(n_s, ),
                )
                harminc = client.persist(harmonic)
                harmonic_list.append(harmonic)

            gamma = da.stack(harmonic_list)
            logger.info("Gamma Shape: {}".format(gamma.shape))
            # gamma = gamma.reshape((n_v, n_s))
            gamma = gamma.conj()
            gamma = client.persist(gamma)

            logger.info("Gamma Shape: {}".format(gamma.shape))

            logger.info("Building Augmented Operator...")
            proj_operator_real = da.real(gamma)
            proj_operator_imag = da.imag(gamma)
            proj_operator = da.block([[proj_operator_real],
                                      [proj_operator_imag]])

            proj_operator = client.persist(proj_operator)

            logger.info("Proj Operator shape {}".format(proj_operator.shape))
            vis_aux = da.from_array(
                np.array(
                    np.concatenate((np.real(vis_arr), np.imag(vis_arr))),
                    dtype=np.float32,
                ))

            # logger.info("Solving...")

            en = dask_glm.regularizers.ElasticNet(weight=0.01)
            en = dask_glm.regularizers.L2()
            # dT = da.from_array(proj_operator, chunks=(-1, 'auto'))
            ##dT = da.from_array(proj_operator, chunks=(-1, 'auto'))
            # dv = da.from_array(vis_aux)

            dask.config.set({"array.chunk-size": "1024MiB"})
            A = da.rechunk(proj_operator, chunks=("auto", n_s))
            A = client.persist(A)
            y = vis_aux  # da.rechunk(vis_aux, chunks=('auto', n_s))
            y = client.persist(y)
            # sky = dask_glm.algorithms.proximal_grad(A, y, regularizer=en, lambduh=alpha, max_iter=10000)

            logger.info("Rechunking completed.. A= {}.".format(A.shape))
            reg = LinearRegression(
                penalty=en,
                C=1.0 / lambduh,
                fit_intercept=False,
                solver="lbfgs",
                max_iter=1000,
                tol=1e-8,
            )
            sky = reg.fit(A, y)
            sky = reg.coef_
            score = reg.score(proj_operator, vis_aux)
            logger.info("Loss function: {}".format(score.compute()))

        logger.info("Solving Complete: sky = {}".format(sky.shape))

        sphere.set_visible_pixels(sky, scale=False)
        return sky.reshape(-1, 1)
コード例 #2
0
ファイル: test_glm.py プロジェクト: mmccarty/dask-ml
def test_lr_score():
    X = da.from_array(np.arange(1000).reshape(1000, 1))
    lr = LinearRegression()
    lr.fit(X, X)
    assert lr.score(X, X) == pytest.approx(1, 0.001)
コード例 #3
0
    def image_tikhonov(self, vis_arr, sphere, alpha, scale=True, usedask=False):
        n_s = sphere.pixels.shape[0]
        n_v = self.u_arr.shape[0]
        
        lambduh = alpha/np.sqrt(n_s)
        if not usedask:
            gamma = self.make_gamma(sphere)
            logger.info("Building Augmented Operator...")
            proj_operator_real = np.real(gamma).astype(np.float32)
            proj_operator_imag = np.imag(gamma).astype(np.float32)
            gamma = None
            proj_operator = np.block([[proj_operator_real], [proj_operator_imag]])
            proj_operator_real = None
            proj_operator_imag = None 
            logger.info('augmented: {}'.format(proj_operator.shape))
            
            vis_aux = np.array(np.concatenate((np.real(vis_arr), np.imag(vis_arr))), dtype=np.float32)
            logger.info('vis mean: {} shape: {}'.format(np.mean(vis_aux), vis_aux.shape))

            logger.info("Solving...")
            reg = linear_model.ElasticNet(alpha=lambduh, l1_ratio=0.05, max_iter=10000, positive=True)
            reg.fit(proj_operator, vis_aux)
            sky = reg.coef_
            
            score = reg.score(proj_operator, vis_aux)
            logger.info('Loss function: {}'.format(score))
            
        else:
            from dask_ml.linear_model import LinearRegression
            import dask_glm
            import dask.array as da
            from dask.distributed import Client, LocalCluster
            from dask.diagnostics import ProgressBar
            import dask
            
            logger.info('Starting Dask Client')
            
            if True:
                cluster = LocalCluster(dashboard_address=':8231', processes=False)
                client = Client(cluster)
            else:
                client = Client('tcp://localhost:8786')
                
            logger.info("Client = {}".format(client))
            
            harmonic_list = []
            p2j = 2*np.pi*1.0j
            
            dl = sphere.l
            dm = sphere.m
            dn = sphere.n
        
            n_arr_minus_1 = dn - 1

            du = self.u_arr
            dv = self.v_arr
            dw = self.w_arr
        
            for u, v, w in zip(du, dv, dw):
                harmonic = da.from_array(np.exp(p2j*(u*dl + v*dm + w*n_arr_minus_1)) / np.sqrt(sphere.npix), chunks=(n_s,))
                harminc = client.persist(harmonic)
                harmonic_list.append(harmonic)

            gamma = da.stack(harmonic_list)
            logger.info('Gamma Shape: {}'.format(gamma.shape))
            #gamma = gamma.reshape((n_v, n_s))
            gamma = gamma.conj()
            gamma = client.persist(gamma)
            
            logger.info('Gamma Shape: {}'.format(gamma.shape))
            
            logger.info("Building Augmented Operator...")
            proj_operator_real = da.real(gamma)
            proj_operator_imag = da.imag(gamma)
            proj_operator = da.block([[proj_operator_real], [proj_operator_imag]])
            
            proj_operator = client.persist(proj_operator)
            
            logger.info("Proj Operator shape {}".format(proj_operator.shape))
            vis_aux = da.from_array(np.array(np.concatenate((np.real(vis_arr), np.imag(vis_arr))), dtype=np.float32))
            
            #logger.info("Solving...")

            
            en = dask_glm.regularizers.ElasticNet(weight=0.01)
            en =  dask_glm.regularizers.L2()
            #dT = da.from_array(proj_operator, chunks=(-1, 'auto'))
            ##dT = da.from_array(proj_operator, chunks=(-1, 'auto'))
            #dv = da.from_array(vis_aux)
            

            dask.config.set({'array.chunk-size': '1024MiB'})
            A = da.rechunk(proj_operator, chunks=('auto', n_s))
            A = client.persist(A)
            y = vis_aux # da.rechunk(vis_aux, chunks=('auto', n_s))
            y = client.persist(y)
            #sky = dask_glm.algorithms.proximal_grad(A, y, regularizer=en, lambduh=alpha, max_iter=10000)

            logger.info("Rechunking completed.. A= {}.".format(A.shape))
            reg =  LinearRegression(penalty=en, C=1.0/lambduh,  
                                    fit_intercept=False, 
                                    solver='lbfgs', 
                                    max_iter=1000, tol=1e-8 )
            sky = reg.fit(A, y)
            sky = reg.coef_
            score = reg.score(proj_operator, vis_aux)
            logger.info('Loss function: {}'.format(score.compute()))

        logger.info("Solving Complete: sky = {}".format(sky.shape))

        sphere.set_visible_pixels(sky, scale=True)
        return sky.reshape(-1,1)