def palm4msa_fast4(arr_X_target: np.array,
lst_S_init: list,
nb_factors: int,
lst_projection_functions: list,
f_lambda_init: float,
nb_iter: int,
update_right_to_left=True,
track_objective=False,
delta_objective_error_threshold=1e-6):
"""
lst S init contains factors in decreasing indexes (e.g: the order along which they are multiplied in the product).
example: S5 S4 S3 S2 S1
lst S [-j] = Sj
:param arr_X_target: The target to approximate.
:param lst_S_init: The initial list of sparse factors.
:param nb_factors: The number of factors.
:param lst_projection_functions: The projection function for each of the sparse factor.
:param f_lambda_init: The initial scaling factor.
:param nb_iter: The number of iteration before stopping.
:param update_right_to_left: Tells the algorithm to update factors from right to left (S1 first)
:param graphical_display: Make a graphical representation of results.
:param track_objective: If true, the objective function is computed for each factor and not only at the end of each iteration.
:param delta_objective_error_threshold: The normalized difference threshold between error at two successive iterations threshold below which the computation is stopped.
:return: the sparse factorization but careful: the final X isn't multiplyed by lambda
"""
logger.debug('Norme de arr_X_target: {}'.format(
np.linalg.norm(arr_X_target, ord='fro')))
# initialization
f_lambda = f_lambda_init
S_factors_op = SparseFactors(lst_S_init)
assert np.all(S_factors_op.shape == arr_X_target.shape)
assert S_factors_op.n_factors > 0
assert S_factors_op.n_factors == nb_factors
if track_objective:
objective_function = np.ones(
(nb_iter,
nb_factors + 1)) * -1 # (nb_factors + 1) because of the lambda
else:
objective_function = np.ones((nb_iter, 1)) * -1
if update_right_to_left:
# range arguments: start, stop, step
factor_number_generator = range(-1, -(nb_factors + 1), -1)
else:
factor_number_generator = range(0, nb_factors, 1)
# main loop
i_iter = 0
delta_objective_error = np.inf
init_vectors_norm_comp_L = [None] * nb_factors
init_vectors_norm_comp_R = [None] * nb_factors
while ((i_iter < nb_iter)
and (delta_objective_error > delta_objective_error_threshold)):
for machine_idx_fac, j in enumerate(factor_number_generator):
if lst_projection_functions[j].__name__ == "constant_proj":
if track_objective:
objective_function[
i_iter, machine_idx_fac] = compute_objective_function(
arr_X_target,
_f_lambda=f_lambda,
_lst_S=S_factors_op)
logger.debug(
"Iteration {}; Factor idx {}; Objective value {}".
format(i_iter, j, objective_function[i_iter,
machine_idx_fac]))
continue
L = S_factors_op.get_L(j)
R = S_factors_op.get_R(-j - 1)
# R = S_factors_op.get_R(nb_factors - j - 1)
# print(nb_factors, L.n_factors+R.n_factors+1, L.n_factors,
# R.n_factors, j, -j-1)
# compute minimum c value (according to paper)
L_norm, init_vectors_norm_comp_L[j] = L.compute_spectral_norm(init_vector_eigs_v0=init_vectors_norm_comp_L[j]) \
if L.n_factors > 0 else (1, init_vectors_norm_comp_L[j])
R_norm, init_vectors_norm_comp_R[j] = R.compute_spectral_norm(init_vector_eigs_v0=init_vectors_norm_comp_R[j]) \
if R.n_factors > 0 else (1, init_vectors_norm_comp_R[j])
min_c_value = (f_lambda * L_norm * R_norm)**2 # lipsitchz constant
# add epsilon because it is exclusive minimum
c = min_c_value * 1.001
logger.debug("Lipsitchz constant value: {}; c value: {}".format(
min_c_value, c))
# compute new factor value
# todo check if it is not redundant to recompute the S_factors_op
res = f_lambda * S_factors_op.compute_product() - arr_X_target
# res_RH = R.dot(res.T).T if R.n_factors > 0 else res
res_RH = S_factors_op.apply_RH(n_factors=-j - 1, X=res)
# res_RH = S_factors_op.apply_RH(n_factors=nb_factors-j-1, X=res)
LH_res_RH = S_factors_op.apply_LH(n_factors=j, X=res_RH)
grad_step = 1. / c * f_lambda * LH_res_RH
Sj = S_factors_op.get_factor(j)
# normalize because all factors must have norm 1
S_proj = lst_projection_functions[j](Sj - grad_step)
S_proj = csr_matrix(S_proj)
S_proj /= np.sqrt(S_proj.power(2).sum())
S_factors_op.set_factor(j, S_proj)
if track_objective:
objective_function[
i_iter, machine_idx_fac] = compute_objective_function(
arr_X_target, _f_lambda=f_lambda, _lst_S=S_factors_op)
logger.debug(
"Iteration {}; Factor idx {}; Objective value {}".format(
i_iter, j, objective_function[i_iter,
machine_idx_fac]))
# re-compute the full factorisation
# todo check if it is not redundant to recompute the S_factors_op
arr_X_curr = S_factors_op.compute_product()
# update lambda
f_lambda = update_scaling_factor(X=arr_X_target, X_est=arr_X_curr)
logger.debug("Lambda value: {}".format(f_lambda))
objective_function[i_iter, -1] = \
compute_objective_function(arr_X_target, _f_lambda=f_lambda,
_lst_S=S_factors_op)
logger.debug("Iteration {}; Objective value: {}".format(
i_iter, objective_function[i_iter, -1]))
if i_iter >= 1:
delta_objective_error = np.abs(objective_function[i_iter, -1] -
objective_function[i_iter - 1, -1]
) / objective_function[i_iter - 1,
-1]
logger.debug("Delta objective: {}".format(delta_objective_error))
# TODO vérifier que l'erreur absolue est plus petite que le threshold plusieurs fois d'affilée
i_iter += 1
return f_lambda, S_factors_op, arr_X_curr, objective_function, i_iter
def hierarchical_palm4msa(arr_X_target: np.array,
lst_S_init: list,
lst_dct_projection_function: list,
nb_iter: int,
f_lambda_init: float = 1,
residual_on_right: bool = True,
update_right_to_left=True,
track_objective_palm=False,
return_objective_function=False,
delta_objective_error_threshold_palm=1e-6):
"""
:param arr_X_target:
:param lst_S_init: The factors are given right to left. In all case.
:param nb_keep_values:
:param f_lambda_init:
:param nb_iter:
:param update_right_to_left: Way in which the factors are updated in the inner palm4msa algorithm. If update_right_to_left is True,
the factors are updated right to left (e.g; the last factor in the list first). Otherwise the contrary.
:param residual_on_right: During the split step, the residual can be computed as a right or left factor. If residual_on_right is True,
the residuals are computed as right factors. We can also see this option as the update way for the hierarchical strategy:
when the residual is computed on the right, it correspond to compute the last factor first (left to right according to the paper: the factor with the
bigger number first)
:return:
"""
if not update_right_to_left:
raise NotImplementedError # todo voir pourquoi ça plante... mismatch dimension
arr_residual = arr_X_target
op_S_factors = SparseFactors(deepcopy(lst_S_init))
nb_factors = op_S_factors.n_factors
# check if lst_dct_param_projection_operator contains a list of dict with param for step split and finetune
assert len(
lst_dct_projection_function
) == nb_factors - 1, "Number of factor {} and number of constraints {} are different".format(
len(lst_dct_projection_function), nb_factors - 1)
assert all(
len({"split", "finetune"}.difference(dct.keys())) == 0
for dct in lst_dct_projection_function)
f_lambda = f_lambda_init
if return_objective_function:
objective_function = np.empty((nb_factors, 3))
else:
objective_function = None
lst_objectives = []
# main loop
for k in range(nb_factors - 1):
lst_objective_split_fine_fac_k = []
nb_factors_so_far = k + 1
logger.info("Working on factor: {}".format(k))
logger.info("Step split")
########################## Step split ##########################################################
if return_objective_function:
# compute objective before split step
objective_function[k, 0] = compute_objective_function(
arr_X_target, f_lambda, op_S_factors)
# calcule decomposition en 2 du résidu précédent
if k == 0:
f_lambda_init_split = f_lambda_init
else:
f_lambda_init_split = 1.
func_split_step_palm4msa = lambda lst_S_init: palm4msa(
arr_X_target=arr_residual,
lst_S_init=lst_S_init, # eye for factor and zeros for residual
nb_factors=2,
lst_projection_functions=lst_dct_projection_function[k]["split"],
# define constraints: ||0 = d pour T1; relaxed constraint on ||0 for T2
f_lambda_init=f_lambda_init_split,
nb_iter=nb_iter,
update_right_to_left=update_right_to_left,
track_objective=track_objective_palm,
delta_objective_error_threshold=
delta_objective_error_threshold_palm)
if residual_on_right:
op_S_factors_init = SparseFactors(lst_S_init[nb_factors_so_far:])
residual_init = op_S_factors_init.compute_product(
) # todo I think this product can be prepared before and save computation
lst_S_init_split_step = [lst_S_init[k], residual_init]
f_lambda_prime, S_out, unscaled_residual_reconstruction, objective_palm_split, _ = \
func_split_step_palm4msa(lst_S_init=lst_S_init_split_step)
new_factor = S_out.get_factor(0)
new_residual = S_out.get_factor(1)
op_S_factors.set_factor(k, new_factor)
else:
op_S_factors_init = SparseFactors(lst_S_init[:-nb_factors_so_far])
residual_init = op_S_factors_init.compute_product(
) # todo I think this product can be prepared before and save computation
lst_S_init_split_step = [
residual_init, lst_S_init[-nb_factors_so_far]
]
f_lambda_prime, S_out, unscaled_residual_reconstruction, objective_palm_split, _ = \
func_split_step_palm4msa(lst_S_init=lst_S_init_split_step)
new_residual = S_out.get_factor(0)
new_factor = S_out.get_factor(1)
op_S_factors.set_factor(nb_factors - nb_factors_so_far, new_factor)
if k == 0:
f_lambda = f_lambda_prime
else:
f_lambda *= f_lambda_prime
lst_objective_split_fine_fac_k.append(objective_palm_split)
# get the k first elements [:k+1] and the next one (k+1)th as arr_residual (depend on the residual_on_right option)
logger.info("Step finetuning")
########################## Step finetuning ##########################################################
if return_objective_function:
objective_function[k, 1] = compute_objective_function(
arr_X_target, f_lambda, op_S_factors)
func_fine_tune_step_palm4msa = lambda lst_S_init: palm4msa(
arr_X_target=arr_X_target,
lst_S_init=lst_S_init,
nb_factors=nb_factors_so_far + 1,
lst_projection_functions=lst_dct_projection_function[k]["finetune"
],
f_lambda_init=f_lambda,
nb_iter=nb_iter,
update_right_to_left=update_right_to_left,
track_objective=track_objective_palm,
delta_objective_error_threshold=
delta_objective_error_threshold_palm)
if residual_on_right:
lst_S_in = op_S_factors.get_list_of_factors()[:nb_factors_so_far]
f_lambda, lst_S_out, _, objective_palm_fine, _ = \
func_fine_tune_step_palm4msa(
lst_S_init=lst_S_in + [new_residual])
for i in range(nb_factors_so_far):
op_S_factors.set_factor(i, lst_S_out.get_factor(i))
# TODO remove .toarray()?
arr_residual = lst_S_out.get_factor(nb_factors_so_far).toarray()
else:
lst_S_in = op_S_factors.get_list_of_factors()[-nb_factors_so_far:]
f_lambda, lst_S_out, _, objective_palm_fine, _ = \
func_fine_tune_step_palm4msa(
lst_S_init=[new_residual] + lst_S_in)
for i in range(nb_factors_so_far):
op_S_factors.set_factor(-nb_factors_so_far + i,
lst_S_out.get_factor(i + 1))
# TODO remove .toarray()?
arr_residual = lst_S_out.get_factor(0).toarray()
lst_objective_split_fine_fac_k.append(objective_palm_fine)
lst_objectives.append(tuple(lst_objective_split_fine_fac_k))
if return_objective_function:
objective_function[k, 2] = compute_objective_function(
arr_X_target, f_lambda, op_S_factors)
# last factor is residual of last palm4LED
if residual_on_right:
op_S_factors.set_factor(-1, arr_residual)
else:
op_S_factors.set_factor(0, arr_residual)
if return_objective_function:
objective_function[nb_factors - 1, :] = np.array(
[compute_objective_function(arr_X_target, f_lambda, op_S_factors)
] * 3)
arr_X_curr = f_lambda * op_S_factors.compute_product()
return f_lambda, op_S_factors, arr_X_curr, lst_objectives, objective_function