sopt::algorithm::JointMAP< ALGORITHM > Class Template Reference

#include <joint_map.h>

Classes
struct	DiagnosticAndResultReg
	Holds results and reg parameter. More...

Public Member Functions
	JointMAP (const std::shared_ptr< ALGORITHM > &algo_ptr, const t_Reg_Term &reg_term, const t_uint number_of_wavelet_coeffs)
	SOPT_MACRO (itermax, t_uint)
	Maximum number of iterations. More...
	SOPT_MACRO (alpha, t_real)
	Alpha parameter. More...
	SOPT_MACRO (beta, t_real)
	Beta parameter. More...
	SOPT_MACRO (k, t_real)
	k More...
	SOPT_MACRO (number_of_wavelet_coeffs, t_uint)
	number of wavelet coeffs More...
	SOPT_MACRO (algo_ptr, std::shared_ptr< ALGORITHM >)
	Shared ptr with algorithm. More...
	SOPT_MACRO (reg_term, t_Reg_Term)
	Regularsation Term. More...
	SOPT_MACRO (relative_variation, t_real)
	relative variation of reg parameter More...
	SOPT_MACRO (objective_variation, t_real)
	relative variation of objective_function More...
	SOPT_MACRO (is_converged, t_IsConverged)
	A function verifying convergence. More...
template<typename... ARGS>
DiagnosticAndResultReg	operator() (ARGS &&... args) const
	Calls Joint MAP estimation. More...

Detailed Description

template<typename ALGORITHM>
class sopt::algorithm::JointMAP< ALGORITHM >

Definition at line 19 of file joint_map.h.

Constructor & Destructor Documentation

JointMAP()

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::JointMAP ( const std::shared_ptr< ALGORITHM > &  algo_ptr, const t_Reg_Term &  reg_term, const t_uint  number_of_wavelet_coeffs  )

inline

Definition at line 36 of file joint_map.h.

      : algo_ptr_(algo_ptr),
        reg_term_(reg_term),
        alpha_(1),
        beta_(1),
        k_(1),
        number_of_wavelet_coeffs_(number_of_wavelet_coeffs),
        is_converged_([](t_Vector const &, t_Vector const &, t_real const) { return true; }),
        relative_variation_(1e-3),
        objective_variation_(1e-3),
        itermax_(std::numeric_limits<t_uint>::max()){}

Member Function Documentation

operator()()

template<typename ALGORITHM >

template<typename... ARGS>

DiagnosticAndResultReg sopt::algorithm::JointMAP< ALGORITHM >::operator() ( ARGS &&...  args ) const

inline

Calls Joint MAP estimation.

Parameters

[out]

out

Diagnostic and Solution

Definition at line 95 of file joint_map.h.

                                                           {
    SOPT_HIGH_LOG("Performing Joint MAP estimation");
 
    ScalarRelativeVariation<t_real> scalvar(relative_variation(), relative_variation(),
                                            "Regularisation Parameter");
    ScalarRelativeVariation<t_real> objvar(objective_variation(), objective_variation(),
                                           "Joint Objective Function");
    sanity_check(this->algo_ptr_->regulariser_strength(), beta(), alpha());
    t_uint niters(0);
    bool converged = false;
    using ResultType = typename ALGORITHM::DiagnosticAndResult;
    ResultType result = (*(this->algo_ptr_))(std::forward<ARGS>(args)...);
    t_real regulariser_strength = 0;
    niters++;
    t_uint algo_iters(result.niters);
    for (; (not converged) && (niters < itermax()); ++niters) {
      SOPT_LOW_LOG("    - [JMAP] Iteration {}/{}", niters, itermax());
      regulariser_strength = (static_cast<t_real>(number_of_wavelet_coeffs()) / k() + alpha()) /
              (this->reg_term()(result.x) + beta());
      SOPT_LOW_LOG("    - [JMAP] Regularisation Parameter Value {}", regulariser_strength);
      algo_ptr_->regulariser_strength(regulariser_strength);
      result = (*algo_ptr_)(result);
      converged = result.good and scalvar(regulariser_strength) and objvar(algo_ptr_->objmin()) and
                  this->is_converged()(result.x, result.residual, regulariser_strength);
      algo_iters += result.niters;
    }
 
    if (converged) {
      SOPT_MEDIUM_LOG("    - [JMAP] converged in {} of {} iterations", niters, itermax());
    } else {
      // not meaningful if not convergence function
      SOPT_ERROR("    - [JMAP] did not converge within {} iterations", itermax());
    }
    SOPT_MEDIUM_LOG("    - Total Algorithm iterations {} ", algo_iters);
    DiagnosticAndResultReg diagnostic;
    static_cast<ResultType &>(diagnostic) = result;
    diagnostic.niters = algo_iters;
    diagnostic.reg_good = converged;
    diagnostic.reg_niters = niters;
    diagnostic.reg_term = regulariser_strength;
    return diagnostic;
  }

References sopt::algorithm::JointMAP< ALGORITHM >::DiagnosticAndResultReg::reg_good, sopt::algorithm::JointMAP< ALGORITHM >::DiagnosticAndResultReg::reg_niters, sopt::algorithm::JointMAP< ALGORITHM >::DiagnosticAndResultReg::reg_term, SOPT_ERROR, SOPT_HIGH_LOG, SOPT_LOW_LOG, and SOPT_MEDIUM_LOG.

SOPT_MACRO() [1/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	algo_ptr	,
		std::shared_ptr< ALGORITHM >
	)

Shared ptr with algorithm.

SOPT_MACRO() [2/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	alpha	,
		t_real
	)

Alpha parameter.

SOPT_MACRO() [3/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	beta	,
		t_real
	)

Beta parameter.

SOPT_MACRO() [4/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	is_converged	,
		t_IsConverged
	)

A function verifying convergence.

It takes as input two arguments: the current solution x and the current residual.

SOPT_MACRO() [5/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	itermax	,
		t_uint
	)

Maximum number of iterations.

SOPT_MACRO() [6/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	k	,
		t_real
	)

k

SOPT_MACRO() [7/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	number_of_wavelet_coeffs	,
		t_uint
	)

number of wavelet coeffs

SOPT_MACRO() [8/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	objective_variation	,
		t_real
	)

relative variation of objective_function

SOPT_MACRO() [9/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	reg_term	,
		t_Reg_Term
	)

Regularsation Term.

SOPT_MACRO() [10/10]

template<typename ALGORITHM >

sopt::algorithm::JointMAP< ALGORITHM >::SOPT_MACRO	(	relative_variation	,
		t_real
	)

relative variation of reg parameter

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The documentation for this class was generated from the following file:

• /home/runner/work/sopt/sopt/cpp/sopt/joint_map.h