Commit 9f6f3ff2 authored by Martin Reinecke's avatar Martin Reinecke
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parents 8db130ad 69db50ec
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......@@ -47,7 +47,9 @@ test_mpi_fftw_hdf5:
- ci/install_pyfftw.sh
- ci/install_h5py.sh
- python setup.py build_ext --inplace
- nosetests -vv --with-coverage --cover-package=nifty --cover-branches
- mpiexec --allow-run-as-root -n 2 nosetests -x
- mpiexec --allow-run-as-root -n 4 nosetests -x
- nosetests -x --with-coverage --cover-package=nifty --cover-branches
- >
coverage report | grep TOTAL | awk '{ print "TOTAL: "$6; }'
......
from nifty import *
from nifty.library.wiener_filter import WienerFilterEnergy
import numpy as np
from nifty import (VL_BFGS, DiagonalOperator, FFTOperator, Field,
LinearOperator, PowerSpace, RelaxedNewton, RGSpace,
SteepestDescent, create_power_operator, exp, log, sqrt)
from nifty.library.critical_filter import CriticalPowerEnergy
import plotly.offline as pl
import plotly.graph_objs as go
from nifty.library.wiener_filter import WienerFilterEnergy
import plotly.graph_objs as go
import plotly.offline as pl
from mpi4py import MPI
comm = MPI.COMM_WORLD
rank = comm.rank
np.random.seed(42)
def plot_parameters(m,t,p, p_d):
def plot_parameters(m, t, p, p_d):
x = log(t.domain[0].kindex)
m = fft.adjoint_times(m)
......@@ -20,7 +24,8 @@ def plot_parameters(m,t,p, p_d):
p = p.val.get_full_data().real
p_d = p_d.val.get_full_data().real
pl.plot([go.Heatmap(z=m)], filename='map.html')
pl.plot([go.Scatter(x=x,y=t), go.Scatter(x=x ,y=p), go.Scatter(x=x, y=p_d)], filename="t.html")
pl.plot([go.Scatter(x=x, y=t), go.Scatter(x=x, y=p),
go.Scatter(x=x, y=p_d)], filename="t.html")
class AdjointFFTResponse(LinearOperator):
......@@ -36,6 +41,7 @@ class AdjointFFTResponse(LinearOperator):
def _adjoint_times(self, x, spaces=None):
return self.FFT(self.R.adjoint_times(x))
@property
def domain(self):
return self._domain
......@@ -48,41 +54,40 @@ class AdjointFFTResponse(LinearOperator):
def unitary(self):
return False
if __name__ == "__main__":
distribution_strategy = 'not'
# Set up position space
s_space = RGSpace([128,128])
s_space = RGSpace([128, 128])
# s_space = HPSpace(32)
# Define harmonic transformation and associated harmonic space
fft = FFTOperator(s_space)
h_space = fft.target[0]
# Setting up power space
# Set up power space
p_space = PowerSpace(h_space, logarithmic=True,
distribution_strategy=distribution_strategy)
# Choosing the prior correlation structure and defining correlation operator
# Choose the prior correlation structure and defining correlation operator
p_spec = (lambda k: (.5 / (k + 1) ** 3))
S = create_power_operator(h_space, power_spectrum=p_spec,
distribution_strategy=distribution_strategy)
# Drawing a sample sh from the prior distribution in harmonic space
# Draw a sample sh from the prior distribution in harmonic space
sp = Field(p_space, val=p_spec,
distribution_strategy=distribution_strategy)
sh = sp.power_synthesize(real_signal=True)
# Choosing the measurement instrument
# Choose the measurement instrument
# Instrument = SmoothingOperator(s_space, sigma=0.01)
Instrument = DiagonalOperator(s_space, diagonal=1.)
# Instrument._diagonal.val[200:400, 200:400] = 0
#Instrument._diagonal.val[64:512-64, 64:512-64] = 0
# Instrument._diagonal.val[64:512-64, 64:512-64] = 0
#Adding a harmonic transformation to the instrument
# Add a harmonic transformation to the instrument
R = AdjointFFTResponse(fft, Instrument)
noise = 1.
......@@ -92,7 +97,7 @@ if __name__ == "__main__":
std=sqrt(noise),
mean=0)
# Creating the mock data
# Create mock data
d = R(sh) + n
# The information source
......@@ -103,52 +108,49 @@ if __name__ == "__main__":
if rank == 0:
pl.plot([go.Heatmap(z=d_data)], filename='data.html')
# minimization strategy
def convergence_measure(a_energy, iteration): # returns current energy
# Minimization strategy
def convergence_measure(a_energy, iteration): # returns current energy
x = a_energy.value
print (x, iteration)
minimizer1 = RelaxedNewton(convergence_tolerance=1e-2,
convergence_level=2,
iteration_limit=3,
callback=convergence_measure)
minimizer2 = VL_BFGS(convergence_tolerance=0,
iteration_limit=7,
callback=convergence_measure,
max_history_length=3)
# Setting starting position
flat_power = Field(p_space,val=1e-8)
print(x, iteration)
minimizer1 = RelaxedNewton(convergence_tolerance=1e-4,
convergence_level=1,
iteration_limit=5,
callback=convergence_measure)
minimizer2 = VL_BFGS(convergence_tolerance=1e-4,
convergence_level=1,
iteration_limit=20,
callback=convergence_measure,
max_history_length=20)
minimizer3 = SteepestDescent(convergence_tolerance=1e-4,
iteration_limit=100,
callback=convergence_measure)
# Set starting position
flat_power = Field(p_space, val=1e-8)
m0 = flat_power.power_synthesize(real_signal=True)
t0 = Field(p_space, val=log(1./(1+p_space.kindex)**2))
for i in range(500):
S0 = create_power_operator(h_space, power_spectrum=exp(t0),
distribution_strategy=distribution_strategy)
distribution_strategy=distribution_strategy)
# Initializing the nonlinear Wiener Filter energy
# Initialize non-linear Wiener Filter energy
map_energy = WienerFilterEnergy(position=m0, d=d, R=R, N=N, S=S0)
# Solving the Wiener Filter analytically
# Solve the Wiener Filter analytically
D0 = map_energy.curvature
m0 = D0.inverse_times(j)
# Initializing the power energy with updated parameters
power_energy = CriticalPowerEnergy(position=t0, m=m0, D=D0, smoothness_prior=10., samples=3)
(power_energy, convergence) = minimizer1(power_energy)
# Setting new power spectrum
t0.val = power_energy.position.val.real
# Initialize power energy with updated parameters
power_energy = CriticalPowerEnergy(position=t0, m=m0, D=D0,
smoothness_prior=10., samples=3)
# Plotting current estimate
print i
if i%50 == 0:
plot_parameters(m0,t0,log(sp), data_power)
(power_energy, convergence) = minimizer2(power_energy)
# Set new power spectrum
t0.val = power_energy.position.val.real
# Plot current estimate
print(i)
if i % 5 == 0:
plot_parameters(m0, t0, log(sp), data_power)
......@@ -16,10 +16,10 @@
# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik
# and financially supported by the Studienstiftung des deutschen Volkes.
from .energy import Energy
from __future__ import print_function
class LineEnergy(Energy):
class LineEnergy(object):
""" Evaluates an underlying Energy along a certain line direction.
Given an Energy class and a line direction, its position is parametrized by
......@@ -27,34 +27,31 @@ class LineEnergy(Energy):
Parameters
----------
position : float
The step length parameter along the given line direction.
line_position : float
Defines the full spatial position of this energy via
self.energy.position = zero_point + line_position*line_direction
energy : Energy
The Energy object which will be evaluated along the given direction.
line_direction : Field
Direction used for line evaluation.
zero_point : Field *optional*
Fixing the zero point of the line restriction. Used to memorize this
position in new initializations. By the default the current position
of the supplied `energy` instance is used (default : None).
Direction used for line evaluation. Does not have to be normalized.
offset : float *optional*
Indirectly defines the zero point of the line via the equation
energy.position = zero_point + offset*line_direction
(default : 0.).
Attributes
----------
position : float
line_position : float
The position along the given line direction relative to the zero point.
value : float
The value of the energy functional at given `position`.
gradient : float
The gradient of the underlying energy instance along the line direction
projected on the line direction.
curvature : callable
A positive semi-definite operator or function describing the curvature
of the potential at given `position`.
The value of the energy functional at the given position
directional_derivative : float
The directional derivative at the given position
line_direction : Field
Direction along which the movement is restricted. Does not have to be
normalized.
energy : Energy
The underlying Energy at the `position` along the line direction.
The underlying Energy at the given position
Raises
------
......@@ -72,45 +69,49 @@ class LineEnergy(Energy):
"""
def __init__(self, position, energy, line_direction, zero_point=None):
super(LineEnergy, self).__init__(position=position)
self.line_direction = line_direction
def __init__(self, line_position, energy, line_direction, offset=0.):
self._line_position = float(line_position)
self._line_direction = line_direction
if zero_point is None:
zero_point = energy.position
self._zero_point = zero_point
pos = energy.position \
+ (self._line_position-float(offset))*self._line_direction
self.energy = energy.at(position=pos)
position_on_line = self._zero_point + self.position*line_direction
self.energy = energy.at(position=position_on_line)
def at(self, position):
def at(self, line_position):
""" Returns LineEnergy at new position, memorizing the zero point.
Parameters
----------
position : float
line_position : float
Parameter for the new position on the line direction.
Returns
-------
out : LineEnergy
LineEnergy object at new position with same zero point as `self`.
"""
return self.__class__(position,
return self.__class__(line_position,
self.energy,
self.line_direction,
zero_point=self._zero_point)
offset=self.line_position)
@property
def value(self):
return self.energy.value
@property
def gradient(self):
return self.energy.gradient.vdot(self.line_direction)
def line_position(self):
return self._line_position
@property
def line_direction(self):
return self._line_direction
@property
def curvature(self):
return self.energy.curvature
def directional_derivative(self):
res = self.energy.gradient.vdot(self.line_direction)
if abs(res.imag) / max(abs(res.real), 1.) > 1e-12:
print ("directional derivative has non-negligible "
"imaginary part:", res)
return res.real
......@@ -116,7 +116,6 @@ class Field(Loggable, Versionable, object):
def __init__(self, domain=None, val=None, dtype=None,
distribution_strategy=None, copy=False):
self.domain = self._parse_domain(domain=domain, val=val)
self.domain_axes = self._get_axes_tuple(self.domain)
......@@ -132,6 +131,7 @@ class Field(Loggable, Versionable, object):
else:
self.set_val(new_val=val, copy=copy)
def _parse_domain(self, domain, val=None):
if domain is None:
if isinstance(val, Field):
......@@ -672,7 +672,7 @@ class Field(Loggable, Versionable, object):
result_list[0].domain_axes[power_space_index])
if pindex.distribution_strategy is not local_distribution_strategy:
self.logger.warn(
raise AttributeError(
"The distribution_strategy of pindex does not fit the "
"slice_local distribution strategy of the synthesized field.")
......@@ -779,14 +779,14 @@ class Field(Loggable, Versionable, object):
dim
"""
shape_tuple = tuple(sp.shape for sp in self.domain)
try:
global_shape = reduce(lambda x, y: x + y, shape_tuple)
except TypeError:
global_shape = ()
return global_shape
if not hasattr(self, '_shape'):
shape_tuple = tuple(sp.shape for sp in self.domain)
try:
global_shape = reduce(lambda x, y: x + y, shape_tuple)
except TypeError:
global_shape = ()
self._shape = global_shape
return self._shape
@property
def dim(self):
......
......@@ -21,7 +21,7 @@ class CriticalPowerCurvature(InvertibleOperatorMixin, EndomorphicOperator):
# ---Overwritten properties and methods---
def __init__(self, theta, T, inverter=None, preconditioner=None):
def __init__(self, theta, T, inverter=None, preconditioner=None, **kwargs):
self.theta = DiagonalOperator(theta.domain, diagonal=theta)
self.T = T
......@@ -30,7 +30,8 @@ class CriticalPowerCurvature(InvertibleOperatorMixin, EndomorphicOperator):
self._domain = self.theta.domain
super(CriticalPowerCurvature, self).__init__(
inverter=inverter,
preconditioner=preconditioner)
preconditioner=preconditioner,
**kwargs)
def _times(self, x, spaces):
return self.T(x) + self.theta(x)
......
......@@ -22,7 +22,7 @@ class WienerFilterCurvature(InvertibleOperatorMixin, EndomorphicOperator):
"""
def __init__(self, R, N, S, inverter=None, preconditioner=None):
def __init__(self, R, N, S, inverter=None, preconditioner=None, **kwargs):
self.R = R
self.N = N
......@@ -32,7 +32,8 @@ class WienerFilterCurvature(InvertibleOperatorMixin, EndomorphicOperator):
self._domain = self.S.domain
super(WienerFilterCurvature, self).__init__(
inverter=inverter,
preconditioner=preconditioner)
preconditioner=preconditioner,
**kwargs)
@property
def domain(self):
......
......@@ -23,7 +23,7 @@ class WienerFilterEnergy(Energy):
The prior signal covariance in harmonic space.
"""
def __init__(self, position, d, R, N, S, inverter=None):
def __init__(self, position, d, R, N, S):
super(WienerFilterEnergy, self).__init__(position=position)
self.d = d
self.R = R
......@@ -32,7 +32,7 @@ class WienerFilterEnergy(Energy):
def at(self, position):
return self.__class__(position=position, d=self.d, R=self.R, N=self.N,
S=self.S, inverter=self.inverter)
S=self.S)
@property
@memo
......@@ -49,6 +49,7 @@ class WienerFilterEnergy(Energy):
def curvature(self):
return WienerFilterCurvature(R=self.R, N=self.N, S=self.S)
@property
@memo
def _Dx(self):
return self.curvature(self.position)
......
......@@ -137,7 +137,7 @@ class DescentMinimizer(with_metaclass(NiftyMeta, type('NewBase', (Loggable, obje
# compute the the gradient for the current location
gradient = energy.gradient
gradient_norm = gradient.vdot(gradient)
gradient_norm = gradient.norm()
# check if position is at a flat point
if gradient_norm == 0:
......@@ -147,7 +147,6 @@ class DescentMinimizer(with_metaclass(NiftyMeta, type('NewBase', (Loggable, obje
# current position is encoded in energy object
descent_direction = self.get_descent_direction(energy)
# compute the step length, which minimizes energy.value along the
# search direction
step_length, f_k, new_energy = \
......@@ -155,8 +154,12 @@ class DescentMinimizer(with_metaclass(NiftyMeta, type('NewBase', (Loggable, obje
energy=energy,
pk=descent_direction,
f_k_minus_1=f_k_minus_1)
if f_k_minus_1 is None:
delta=1e30
else:
delta = abs(f_k -f_k_minus_1)/max(abs(f_k),abs(f_k_minus_1),1.)
f_k_minus_1 = energy.value
tx1=energy.position-new_energy.position
# check if new energy value is bigger than old energy value
if (new_energy.value - energy.value) > 0:
self.logger.info("Line search algorithm returned a new energy "
......@@ -165,7 +168,6 @@ class DescentMinimizer(with_metaclass(NiftyMeta, type('NewBase', (Loggable, obje
energy = new_energy
# check convergence
delta = abs(gradient).max() * (step_length/np.sqrt(gradient_norm))
self.logger.debug("Iteration:%08u step_length=%3.1E "
"delta=%3.1E energy=%3.1E" %
(iteration_number, step_length, delta,
......
......@@ -64,7 +64,7 @@ class LineSearch(with_metaclass(abc.ABCMeta, type('NewBase', (Loggable, object),
iteration of the line search procedure. (Default: None)
"""
self.line_energy = LineEnergy(position=0.,
self.line_energy = LineEnergy(line_position=0.,
energy=energy,
line_direction=pk)
if f_k_minus_1 is not None:
......
......@@ -16,6 +16,7 @@
# NIFTy is being developed at the Max-Planck-Institut fuer Astrophysik
# and financially supported by the Studienstiftung des deutschen Volkes.
from __future__ import print_function
from __future__ import division
from builtins import range
import numpy as np
......@@ -64,8 +65,8 @@ class LineSearchStrongWolfe(LineSearch):
"""
def __init__(self, c1=1e-4, c2=0.9,
max_step_size=50, max_iterations=10,
max_zoom_iterations=10):
max_step_size=1000000000, max_iterations=100,
max_zoom_iterations=30):
super(LineSearchStrongWolfe, self).__init__()
......@@ -105,20 +106,15 @@ class LineSearchStrongWolfe(LineSearch):
"""
self._set_line_energy(energy, pk, f_k_minus_1=f_k_minus_1)
c1 = self.c1
c2 = self.c2
max_step_size = self.max_step_size
max_iterations = self.max_iterations
# initialize the zero phis
old_phi_0 = self.f_k_minus_1
energy_0 = self.line_energy.at(0)
phi_0 = energy_0.value
phiprime_0 = energy_0.gradient
if phiprime_0 == 0:
self.logger.warn("Flat gradient in search direction.")
return 0., 0.
le_0 = self.line_energy.at(0)
phi_0 = le_0.value
phiprime_0 = le_0.directional_derivative
assert phiprime_0<0, "input direction must be a descent direction"
# set alphas
alpha0 = 0.
......@@ -137,64 +133,67 @@ class LineSearchStrongWolfe(LineSearch):
# start the minimization loop
for i in range(max_iterations):
energy_alpha1 = self.line_energy.at(alpha1)
phi_alpha1 = energy_alpha1.value
le_alpha1 = self.line_energy.at(alpha1)
phi_alpha1 = le_alpha1.value
if alpha1 == 0:
self.logger.warn("Increment size became 0.")
alpha_star = 0.
phi_star = phi_0
energy_star = energy_0
le_star = le_0
break
if (phi_alpha1 > phi_0 + c1*alpha1*phiprime_0) or \
((phi_alpha1 >= phi_alpha0) and (i > 1)):
(alpha_star, phi_star, energy_star) = self._zoom(
if (phi_alpha1 > phi_0 + self.c1*alpha1*phiprime_0) or \
((phi_alpha1 >= phi_alpha0) and (i > 0)):
(alpha_star, phi_star, le_star) = self._zoom(
alpha0, alpha1,
phi_0, phiprime_0,
phi_alpha0,
phiprime_alpha0,
phi_alpha1,
c1, c2)
phi_alpha1)
break
phiprime_alpha1 = energy_alpha1.gradient
if abs(phiprime_alpha1) <= -c2*phiprime_0:
phiprime_alpha1 = le_alpha1.directional_derivative
if abs(phiprime_alpha1) <= -self.c2*phiprime_0:
alpha_star = alpha1
phi_star = phi_alpha1
energy_star = energy_alpha1
le_star = le_alpha1
break
if phiprime_alpha1 >= 0:
(alpha_star, phi_star, energy_star) = self._zoom(
(alpha_star, phi_star, le_star) = self._zoom(
alpha1, alpha0,
phi_0, phiprime_0,
phi_alpha1,
phiprime_alpha1,
phi_alpha0,
c1, c2)
phi_alpha0)
break
# update alphas
alpha0, alpha1 = alpha1, min(2*alpha1, max_step_size)
if alpha1 == max_step_size:
print ("reached max step size, bailing out")
alpha_star = alpha1
phi_star = phi_alpha1
le_star = le_alpha1
break
phi_alpha0 = phi_alpha1
phiprime_alpha0 = phiprime_alpha1
# phi_alpha1 = self._phi(alpha1)
else:
# max_iterations was reached
alpha_star = alpha1
phi_star = phi_alpha1
energy_star = energy_alpha1
le_star = le_alpha1
self.logger.error("The line search algorithm did not converge.")
# extract the full energy from the line_energy
energy_star = energy_star.energy
energy_star = le_star.energy