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Commit ac8f1fe2 authored by Theo Steininger's avatar Theo Steininger
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Refactored critical power files.

parent bce18b72
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in 6 minutes and 43 seconds
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demos/critical_filtering.py
View file @ ac8f1fe2
......@@ -123,9 +123,6 @@ if __name__ == "__main__":
callback=convergence_measure,
max_history_length=3)
inverter = ConjugateGradient(convergence_level=1,
convergence_tolerance=10e-4,
preconditioner=None)
# Setting starting position
flat_power = Field(p_space,val=10e-8)
m0 = flat_power.power_synthesize(real_signal=True)
......@@ -144,7 +141,7 @@ if __name__ == "__main__":
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, sigma=10., samples=3, inverter=inverter)
power_energy = CriticalPowerEnergy(position=t0, m=m0, D=D0, smoothness_prior=10., samples=3)
(power_energy, convergence) = minimizer1(power_energy)
......@@ -153,6 +150,8 @@ if __name__ == "__main__":
t0.val = power_energy.position.val.real
# Plotting current estimate
plot_parameters(m0,t0,log(sp), data_power)
print i
if i%50 == 0:
plot_parameters(m0,t0,log(sp), data_power)
nifty/library/critical_filter/critical_power_energy.py
View file @ ac8f1fe2
import numpy as np
from nifty.energies.energy import Energy
from nifty.operators.smoothness_operator import SmoothnessOperator
from nifty.library.critical_filter import CriticalPowerCurvature
......@@ -10,9 +12,10 @@ from nifty import Field, exp
class CriticalPowerEnergy(Energy):
"""The Energy of the power spectrum according to the critical filter.
It describes the energy of the logarithmic amplitudes of the power spectrum of
a Gaussian random field under reconstruction uncertainty with smoothness and
inverse gamma prior. It is used to infer the correlation structure of a correlated signal.
It describes the energy of the logarithmic amplitudes of the power spectrum
of a Gaussian random field under reconstruction uncertainty with smoothness
and inverse gamma prior. It is used to infer the correlation structure of a
correlated signal.
Parameters
----------
......@@ -25,20 +28,21 @@ class CriticalPowerEnergy(Energy):
If not specified, the map is assumed to be no reconstruction.
default : None
alpha : float
The spectral prior of the inverse gamma distribution. 1.0 corresponds to
non-informative.
The spectral prior of the inverse gamma distribution. 1.0 corresponds
to non-informative.
default : 1.0
q : float
The cutoff parameter of the inverse gamma distribution. 0.0 corresponds to
non-informative.
The cutoff parameter of the inverse gamma distribution. 0.0 corresponds
to non-informative.
default : 0.0
smoothness_prior : float
Controls the strength of the smoothness prior
default : 0.0
sigma : float
The parameter of the smoothness prior.
default : ??? None? ???????
logarithmic : boolean
Whether smoothness acts on linear or logarithmic scale.
samples : integer
Number of samples used for the estimation of the uncertainty corrections.
Number of samples used for the estimation of the uncertainty
corrections.
default : 3
w : Field
The contribution from the map with or without uncertainty. It is used
......@@ -49,76 +53,72 @@ class CriticalPowerEnergy(Energy):
default : None
"""
def __init__(self, position, m, D=None, alpha =1.0, q=0., sigma=0.,
logarithmic = True, samples=3, w=None, inverter=None):
super(CriticalPowerEnergy, self).__init__(position = position)
def __init__(self, position, m, D=None, alpha=1.0, q=0.,
smoothness_prior=0., logarithmic=True, samples=3, w=None):
super(CriticalPowerEnergy, self).__init__(position=position)
self.m = m
self.D = D
self.samples = samples
self.sigma = sigma
self.smoothness_prior = np.float(smoothness_prior)
self.alpha = Field(self.position.domain, val=alpha)
self.q = Field(self.position.domain, val=q)
self.T = SmoothnessOperator(domain=self.position.domain[0], sigma=self.sigma,
self.T = SmoothnessOperator(domain=self.position.domain[0],
strength=self.smoothness_prior,
logarithmic=logarithmic)
self.rho = self.position.domain[0].rho
self.inverter = inverter
self.w = w
if self.w is None:
self.w = self._calculate_w(self.m, self.D, self.samples)
self.theta = (exp(-self.position) * (self.q + self.w / 2.))
self._w = w if w is not None else None
def at(self, position):
return self.__class__(position, self.m, D=self.D,
alpha =self.alpha,
q=self.q,
sigma=self.sigma, w=self.w,
samples=self.samples)
return self.__class__(position, self.m, D=self.D, alpha=self.alpha,
q=self.q, smoothness_prior=self.smoothness_prior,
w=self.w, samples=self.samples)
@property
def value(self):
energy = self._theta.vdot(Field(self.position.domain,val=1.), bare= True)
energy = self._theta.sum()
energy += self.position.vdot(self._rho_prime, bare=True)
energy += 0.5 * self.position.vdot(self._Tt)
return energy.real
@property
def gradient(self):
gradient = - self._theta.weight(-1)
gradient = -self._theta.weight(-1)
gradient += (self._rho_prime).weight(-1)
gradient += self._Tt
gradient += self._Tt
gradient.val = gradient.val.real
return gradient
@property
def curvature(self):
curvature = CriticalPowerCurvature(theta=self._theta.weight(-1), T=self.T,
inverter=self.inverter)
curvature = CriticalPowerCurvature(theta=self._theta.weight(-1),
T=self.T)
return curvature
def _calculate_w(self, m, D, samples):
w = Field(domain=self.position.domain, val=0. , dtype=m.dtype)
if D is not None:
for i in range(samples):
posterior_sample = generate_posterior_sample(m, D, inverter = self.inverter)
projected_sample = posterior_sample.power_analyze(
logarithmic=self.position.domain[0].config["logarithmic"],
nbin= self.position.domain[0].config["nbin"])
w += (projected_sample) * self.rho
w /= float(samples)
else:
w = m.power_analyze(
logarithmic=self.position.domain[0].config["logarithmic"],
nbin=self.position.domain[0].config["nbin"])
w *= self.rho
return w
@property
def w(self):
if self._w is None:
w = Field(domain=self.position.domain, val=0., dtype=self.m.dtype)
if self.D is not None:
for i in range(self.samples):
posterior_sample = generate_posterior_sample(
self.m, self.D)
projected_sample = posterior_sample.power_analyze(
logarithmic=self.position.domain[0].config["logarithmic"],
nbin=self.position.domain[0].config["nbin"])
w += (projected_sample) * self.rho
w /= float(self.samples)
else:
w = self.m.power_analyze(
logarithmic=self.position.domain[0].config["logarithmic"],
nbin=self.position.domain[0].config["nbin"])
w *= self.rho
self._w = w
return self._w
@property
@memo
def _theta(self):
return (exp(-self.position) * (self.q + self.w / 2.))
return exp(-self.position) * (self.q + self.w / 2.)
@property
@memo
......@@ -129,4 +129,3 @@ class CriticalPowerEnergy(Energy):
@memo
def _Tt(self):
return self.T(self.position)
nifty/library/wiener_filter/wiener_filter_energy.py
View file @ ac8f1fe2
......@@ -29,7 +29,6 @@ class WienerFilterEnergy(Energy):
self.R = R
self.N = N
self.S = S
self.inverter = inverter
def at(self, position):
return self.__class__(position=position, d=self.d, R=self.R, N=self.N,
......@@ -48,10 +47,8 @@ class WienerFilterEnergy(Energy):
@property
@memo
def curvature(self):
return WienerFilterCurvature(R=self.R, N=self.N, S=self.S,
inverter=self.inverter)
return WienerFilterCurvature(R=self.R, N=self.N, S=self.S)
@property
@memo
def _Dx(self):
return self.curvature(self.position)
......
nifty/operators/invertible_operator_mixin/invertible_operator_mixin.py
View file @ ac8f1fe2
......@@ -38,7 +38,8 @@ class InvertibleOperatorMixin(object):
(default: ConjugateGradient)
preconditioner : LinearOperator
Preconditions the minimizaion problem
Preconditioner that is used by ConjugateGraduent if no minimizer was
given.
Attributes
----------
......
nifty/operators/smoothness_operator/smoothness_operator.py
View file @ ac8f1fe2
......@@ -5,14 +5,17 @@ from nifty.operators.laplace_operator import LaplaceOperator
class SmoothnessOperator(EndomorphicOperator):
"""An operator measuring the smoothness on an irregular grid with respect to some scale.
"""An operator measuring the smoothness on an irregular grid with respect
to some scale.
This operator applies the irregular LaplaceOperator and its adjoint to some Field over a
PowerSpace which corresponds to its smoothness and weights the result with a scale parameter sigma.
It is used in the smoothness prior terms of the CriticalPowerEnergy. For this purpose we
use free boundary conditions in the LaplaceOperator, having no curvature at both ends.
In addition the first entry is ignored as well, corresponding to the overall mean of the map.
The mean is therefore not considered in the smoothness prior.
This operator applies the irregular LaplaceOperator and its adjoint to some
Field over a PowerSpace which corresponds to its smoothness and weights the
result with a scale parameter sigma. It is used in the smoothness prior
terms of the CriticalPowerEnergy. For this purpose we use free boundary
conditions in the LaplaceOperator, having no curvature at both ends. In
addition the first entry is ignored as well, corresponding to the overall
mean of the map. The mean is therefore not considered in the smoothness
prior.
Parameters
......@@ -26,7 +29,8 @@ class SmoothnessOperator(EndomorphicOperator):
# ---Overwritten properties and methods---
def __init__(self, domain, sigma, logarithmic=True, default_spaces=None):
def __init__(self, domain, strength=1., logarithmic=True,
default_spaces=None):
super(SmoothnessOperator, self).__init__(default_spaces=default_spaces)
......@@ -37,10 +41,10 @@ class SmoothnessOperator(EndomorphicOperator):
if not isinstance(self.domain[0], PowerSpace):
raise TypeError("The domain must contain exactly one PowerSpace.")
if sigma <= 0:
if strength <= 0:
raise ValueError("ERROR: invalid sigma.")
self._sigma = sigma
self._strength = strength
self._laplace = LaplaceOperator(domain=self.domain,
logarithmic=logarithmic)
......@@ -68,11 +72,17 @@ class SmoothnessOperator(EndomorphicOperator):
return False
def _times(self, x, spaces):
res = self._laplace.adjoint_times(self._laplace(x, spaces), spaces)
return (1./self.sigma)**2*res
if self._strength != 0:
result = self._laplace.adjoint_times(self._laplace(x, spaces),
spaces)
result *= self._strength**2
else:
result = x.copy_empty()
result.val[:] = 0
return result
# ---Added properties and methods---
@property
def sigma(self):
return self._sigma
def strength(self):
return self._strength
nifty/sugar.py
View file @ ac8f1fe2
......@@ -64,11 +64,13 @@ def create_power_operator(domain, power_spectrum, dtype=None,
return DiagonalOperator(domain, diagonal=f, bare=True)
def generate_posterior_sample(mean, covariance, inverter=None):
""" Generates a posterior sample from a Gaussian distribution with given mean and covariance
def generate_posterior_sample(mean, covariance):
""" Generates a posterior sample from a Gaussian distribution with given
mean and covariance
This method generates samples by setting up the observation and reconstruction of a mock signal
in order to obtain residuals of the right correlation which are added to the given mean.
This method generates samples by setting up the observation and
reconstruction of a mock signal in order to obtain residuals of the right
correlation which are added to the given mean.
Parameters
----------
......@@ -77,9 +79,6 @@ def generate_posterior_sample(mean, covariance, inverter=None):
covariance : WienerFilterCurvature
The posterior correlation structure consisting of a
response operator, noise covariance and prior signal covariance
inverter : ConjugateGradient *optional*
the conjugate gradient used to invert the curvature for the Wiener filter.
default : None
Returns
-------
......@@ -91,8 +90,6 @@ def generate_posterior_sample(mean, covariance, inverter=None):
S = covariance.S
R = covariance.R
N = covariance.N
if inverter is None:
inverter = ConjugateGradient(preconditioner=S)
power = S.diagonal().power_analyze()**.5
mock_signal = power.power_synthesize(real_signal=True)
......
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