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Commit dd50067a authored by hhakim's avatar hhakim
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Update Palm4MSA (2016 C++ impl.): adding functions get_RE() (relative error), and print_state().

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src/algorithm/factorization/faust_Palm4MSA.h
+ 191
− 181
View file @ dd50067a
......@@ -76,187 +76,197 @@ namespace Faust
template<typename FPP,FDevice DEVICE,typename FPP2 = double>
class Palm4MSA
{
// friend class Faust::HierarchicalFactFGFT<FPP,DEVICE, FPP2>;
public:
/*!
* \brief
* initialize Palm4MSA from Faust::Params (HierarchicalFact parameter)
*\tparam isGlobal_ : if true, the Palm4MSA StoppingCriterion stop_crit attribute is initialize from params_.stop_crit_global <br> and if false, it is initialize from stop_crit_2facts
*/
Palm4MSA(const Faust::MatDense<FPP,DEVICE>& M,const Faust::Params<FPP,DEVICE,FPP2>& params_, const Faust::BlasHandle<DEVICE> blasHandle, const bool isGlobal_);
Palm4MSA(const Faust::ParamsPalm<FPP,DEVICE,FPP2>& params_palm_, const Faust::BlasHandle<DEVICE> blasHandle, const bool isGlobal_=false);
void set_constraint(const std::vector<const Faust::ConstraintGeneric*> const_vec_){const_vec=const_vec_;isConstraintSet=true;}
void set_data(const Faust::MatDense<FPP,DEVICE>& data_){data=data_;}
void set_lambda(const FPP2 lambda_){m_lambda = lambda_;}
/*!
* \brief
* useful in HierarchicalFact, update lambda of palm_global from palm_2
*/
void update_lambda_from_palm(const Palm4MSA& palm){m_lambda *= palm.m_lambda;}
/*!
* \brief
* compute the factorisation
*/
void compute_facts();
/*!
* \brief
* return the multiplicative scalar lambda
*/
FPP2 get_lambda()const{return m_lambda;}
FPP get_RMSE()const{return Faust::fabs(error.norm())/sqrt((double)(data.getNbRow()*data.getNbCol()));}
const Faust::MatDense<FPP,DEVICE>& get_res(bool isFactSideLeft_, int ind_)const{return isFactSideLeft_ ? S[0] : S[ind_+1];}
const Faust::MatDense<FPP,DEVICE>& get_data()const{return data;}
void get_facts(Faust::Transform<FPP,DEVICE> & faust_fact) const;
/*!
* \brief
* initialize the factors to the default value,
* the first factor to be factorised is set to zero matrix
* whereas all the other are set to identity
*/
void init_fact(int nb_facts_);
virtual void next_step();
bool do_continue(); // CAUTION !!! pre-increment of m_indIte: the value in stop_crit.do_continue is m_indIte+1, not m_indIte
//bool do_continue()const{return stop_crit.do_continue(++m_indIte, error);};
/*!
* \brief
* useful in HierarchicalFact, update the factors of palm_global from palm_2
*/
void init_fact_from_palm(const Palm4MSA& palm, bool isFactSideLeft);
const std::vector<Faust::MatDense<FPP,DEVICE> >& get_facts()const {return S;}
virtual ~Palm4MSA(){}
protected:
void check_constraint_validity();
virtual void compute_c();
virtual void compute_grad_over_c();
virtual void compute_grad_over_c_ext_opt();
virtual void compute_grad_over_c_int_opt();
void compute_projection();
void update_L();
void update_R();
virtual void compute_lambda();
void compute_lambda(Faust::MatDense<FPP,DEVICE>& LorR);
static const char * m_className;
static const FPP2 lipschitz_multiplicator;
public:
Faust::StoppingCriterion<FPP2> stop_crit;
protected:
std::chrono::time_point<std::chrono::high_resolution_clock> spectral_stop, spectral_start;
std::chrono::duration<double> spectral_duration;
std::chrono::time_point<std::chrono::high_resolution_clock> fgrad_stop, fgrad_start;
std::chrono::duration<double> fgrad_duration;
// modif AL AL
Faust::MatDense<FPP,DEVICE> data;
FPP2 m_lambda;
int m_nbFact; // number of factors
std::vector<Faust::MatDense<FPP,DEVICE> > S; // contains S_0^i, S_1^i, ...
// RorL_vec matches R if (!isUpdateWayR2L)
// RorL_vec matches L if (isUpdateWayR2L)
std::vector<Faust::MatDense<FPP,DEVICE> > RorL;
// LorR_mat matches L if (!isUpdateWayR2L)
// LorR_mat matches R if (isUpdateWayR2L)
// modif AL AL
Faust::MatDense<FPP,DEVICE> LorR;
//Faust::MatDense<FPP,DEVICE>& LorR;
std::vector<const Faust::ConstraintGeneric*> const_vec; // vector of constraints of size nfact
int m_indFact; //indice de facteur (!= HierarchicalFact::indFact : indice de factorisation)
int m_indIte;
// FPP lipschitz_multiplicator;
const bool verbose;
const bool isUpdateWayR2L;
const bool isConstantStepSize;
const GradientCalcOptMode gradCalcOptMode;
bool isCComputed;
bool isGradComputed;
bool isProjectionComputed;
bool isLastFact;
bool isConstraintSet;
const bool isGlobal;
bool isInit; // only used for global factorization (if isGlobal)
Faust::MatDense<FPP,DEVICE> grad_over_c;
FPP2 c;
Real<FPP> norm2_threshold;
int norm2_max_iter;
Faust::MatDense<FPP,DEVICE> error; // error = lambda*L*S*R - data
Faust::BlasHandle<DEVICE> blas_handle;
/** is_complex == true if the algorithm is running on a complex matrix (to approximate) */
bool is_complex;
/** TorH == 'T' if this->is_complex == false otherwise it's 'H'. T designates the transposition and H the hermitian matrix, it intervenes in Palm4MSA algorithms for the computation of the gradient and lambda so that the algo. uses the hermitian when working on complex matrices (i.e. the matrix to approx. is complex) */
const char TorH;
#ifdef __COMPILE_TIMERS__
public:
Faust::Timer t_local_compute_projection;
Faust::Timer t_local_compute_grad_over_c;
Faust::Timer t_local_compute_c;
Faust::Timer t_local_compute_lambda;
Faust::Timer t_local_update_R;
Faust::Timer t_local_update_L;
Faust::Timer t_local_check;
Faust::Timer t_local_init_fact;
Faust::Timer t_local_next_step;
Faust::Timer t_local_init_fact_from_palm;
static Faust::Timer t_global_compute_projection;
static Faust::Timer t_global_compute_grad_over_c;
static Faust::Timer t_global_compute_c;
static Faust::Timer t_global_compute_lambda;
static Faust::Timer t_global_update_R;
static Faust::Timer t_global_update_L;
static Faust::Timer t_global_check;
static Faust::Timer t_global_init_fact;
static Faust::Timer t_global_next_step;
static Faust::Timer t_global_init_fact_from_palm;
static Faust::Timer t_prox_const;
static Faust::Timer t_prox_sp;
static Faust::Timer t_prox_spcol;
static Faust::Timer t_prox_splin;
static Faust::Timer t_prox_normcol;
static int nb_call_prox_const;
static int nb_call_prox_sp;
static int nb_call_prox_spcol;
static int nb_call_prox_splin;
static int nb_call_prox_normcol;
void init_local_timers();
void print_global_timers()const;
void print_local_timers()const;
void print_prox_timers() const;
#endif
};
{
// friend class Faust::HierarchicalFactFGFT<FPP,DEVICE, FPP2>;
public:
/*!
* \brief
* initialize Palm4MSA from Faust::Params (HierarchicalFact parameter)
*\tparam isGlobal_ : if true, the Palm4MSA StoppingCriterion stop_crit attribute is initialize from params_.stop_crit_global <br> and if false, it is initialize from stop_crit_2facts
*/
Palm4MSA(const Faust::MatDense<FPP,DEVICE>& M,const Faust::Params<FPP,DEVICE,FPP2>& params_, const Faust::BlasHandle<DEVICE> blasHandle, const bool isGlobal_);
Palm4MSA(const Faust::ParamsPalm<FPP,DEVICE,FPP2>& params_palm_, const Faust::BlasHandle<DEVICE> blasHandle, const bool isGlobal_=false);
void set_constraint(const std::vector<const Faust::ConstraintGeneric*> const_vec_){const_vec=const_vec_;isConstraintSet=true;}
void set_data(const Faust::MatDense<FPP,DEVICE>& data_){data=data_;}
void set_lambda(const FPP2 lambda_){m_lambda = lambda_;}
/*!
* \brief
* useful in HierarchicalFact, update lambda of palm_global from palm_2
*/
void update_lambda_from_palm(const Palm4MSA& palm){m_lambda *= palm.m_lambda;}
/*!
* \brief
* compute the factorisation
*/
void compute_facts();
/*!
* \brief
* return the multiplicative scalar lambda
*/
FPP2 get_lambda()const{return m_lambda;}
FPP get_RMSE()const{return Faust::fabs(error.norm())/sqrt((double)(data.getNbRow()*data.getNbCol()));}
/**
* \brief Returns the relative error between S and the data matrix.
*/
FPP get_RE()const{return Faust::fabs(error.norm())/data.norm();}
const Faust::MatDense<FPP,DEVICE>& get_res(bool isFactSideLeft_, int ind_)const{return isFactSideLeft_ ? S[0] : S[ind_+1];}
const Faust::MatDense<FPP,DEVICE>& get_data()const{return data;}
void get_facts(Faust::Transform<FPP,DEVICE> & faust_fact) const;
/**
* \brief This function prints the current configuration of the algorithm data (it is useful for debugging, also with a debugger).
*/
void print_state() const;
/*!
* \brief
* initialize the factors to the default value,
* the first factor to be factorised is set to zero matrix
* whereas all the other are set to identity
*/
void init_fact(int nb_facts_);
virtual void next_step();
bool do_continue(); // CAUTION !!! pre-increment of m_indIte: the value in stop_crit.do_continue is m_indIte+1, not m_indIte
//bool do_continue()const{return stop_crit.do_continue(++m_indIte, error);};
/*!
* \brief
* useful in HierarchicalFact, update the factors of palm_global from palm_2
*/
void init_fact_from_palm(const Palm4MSA& palm, bool isFactSideLeft);
const std::vector<Faust::MatDense<FPP,DEVICE> >& get_facts()const {return S;}
virtual ~Palm4MSA(){}
protected:
void check_constraint_validity();
virtual void compute_c();
virtual void compute_grad_over_c();
virtual void compute_grad_over_c_ext_opt();
virtual void compute_grad_over_c_int_opt();
void compute_projection();
void update_L();
void update_R();
virtual void compute_lambda();
void compute_lambda(Faust::MatDense<FPP,DEVICE>& LorR);
static const char * m_className;
static const FPP2 lipschitz_multiplicator;
public:
Faust::StoppingCriterion<FPP2> stop_crit;
protected:
std::chrono::time_point<std::chrono::high_resolution_clock> spectral_stop, spectral_start;
std::chrono::duration<double> spectral_duration;
std::chrono::time_point<std::chrono::high_resolution_clock> fgrad_stop, fgrad_start;
std::chrono::duration<double> fgrad_duration;
// modif AL AL
Faust::MatDense<FPP,DEVICE> data;
FPP2 m_lambda;
int m_nbFact; // number of factors
std::vector<Faust::MatDense<FPP,DEVICE> > S; // contains S_0^i, S_1^i, ...
// RorL_vec matches R if (!isUpdateWayR2L)
// RorL_vec matches L if (isUpdateWayR2L)
std::vector<Faust::MatDense<FPP,DEVICE> > RorL;
// LorR_mat matches L if (!isUpdateWayR2L)
// LorR_mat matches R if (isUpdateWayR2L)
// modif AL AL
Faust::MatDense<FPP,DEVICE> LorR;
//Faust::MatDense<FPP,DEVICE>& LorR;
std::vector<const Faust::ConstraintGeneric*> const_vec; // vector of constraints of size nfact
int m_indFact; //indice de facteur (!= HierarchicalFact::indFact : indice de factorisation)
int m_indIte;
// FPP lipschitz_multiplicator;
const bool verbose;
const bool isUpdateWayR2L;
const bool isConstantStepSize;
const GradientCalcOptMode gradCalcOptMode;
bool isCComputed;
bool isGradComputed;
bool isProjectionComputed;
bool isLastFact;
bool isConstraintSet;
const bool isGlobal;
bool isInit; // only used for global factorization (if isGlobal)
Faust::MatDense<FPP,DEVICE> grad_over_c;
FPP2 c;
Real<FPP> norm2_threshold;
int norm2_max_iter;
Faust::MatDense<FPP,DEVICE> error; // error = lambda*L*S*R - data
Faust::BlasHandle<DEVICE> blas_handle;
/** is_complex == true if the algorithm is running on a complex matrix (to approximate) */
bool is_complex;
/** TorH == 'T' if this->is_complex == false otherwise it's 'H'. T designates the transposition and H the hermitian matrix, it intervenes in Palm4MSA algorithms for the computation of the gradient and lambda so that the algo. uses the hermitian when working on complex matrices (i.e. the matrix to approx. is complex) */
const char TorH;
#ifdef __COMPILE_TIMERS__
public:
Faust::Timer t_local_compute_projection;
Faust::Timer t_local_compute_grad_over_c;
Faust::Timer t_local_compute_c;
Faust::Timer t_local_compute_lambda;
Faust::Timer t_local_update_R;
Faust::Timer t_local_update_L;
Faust::Timer t_local_check;
Faust::Timer t_local_init_fact;
Faust::Timer t_local_next_step;
Faust::Timer t_local_init_fact_from_palm;
static Faust::Timer t_global_compute_projection;
static Faust::Timer t_global_compute_grad_over_c;
static Faust::Timer t_global_compute_c;
static Faust::Timer t_global_compute_lambda;
static Faust::Timer t_global_update_R;
static Faust::Timer t_global_update_L;
static Faust::Timer t_global_check;
static Faust::Timer t_global_init_fact;
static Faust::Timer t_global_next_step;
static Faust::Timer t_global_init_fact_from_palm;
static Faust::Timer t_prox_const;
static Faust::Timer t_prox_sp;
static Faust::Timer t_prox_spcol;
static Faust::Timer t_prox_splin;
static Faust::Timer t_prox_normcol;
static int nb_call_prox_const;
static int nb_call_prox_sp;
static int nb_call_prox_spcol;
static int nb_call_prox_splin;
static int nb_call_prox_normcol;
void init_local_timers();
void print_global_timers()const;
void print_local_timers()const;
void print_prox_timers() const;
#endif
};
......
src/algorithm/factorization/faust_Palm4MSA.hpp
+ 27
− 4
View file @ dd50067a
......@@ -4,7 +4,7 @@
/* of the project : <http://faust.inria.fr> */
/* */
/* License: */
/* Copyright (2019): Hakim Hadj-Djilani, Nicolas Bellot, Adrien Leman, Thomas Gautrais, */
/* Copyright (2021): Hakim Hadj-Djilani, Nicolas Bellot, Adrien Leman, Thomas Gautrais, */
/* Luc Le Magoarou, Remi Gribonval */
/* INRIA Rennes, FRANCE */
/* http://www.inria.fr/ */
......@@ -155,7 +155,7 @@ Faust::Palm4MSA<FPP,DEVICE,FPP2>::Palm4MSA(const Faust::ParamsPalm<FPP,DEVICE,FP
),
TorH(is_complex?'H':'T')
{
RorL.reserve(const_vec.size()+1);
RorL.reserve(const_vec.size()+1);
if (isConstantStepSize)
isCComputed = true;
......@@ -721,7 +721,6 @@ t_local_next_step.start();
update_L();
}
int* ind_ptr = new int[m_nbFact];
for (int j=0 ; j<m_nbFact ; j++)
if (!isUpdateWayR2L)
......@@ -749,6 +748,7 @@ t_local_next_step.start();
compute_grad_over_c();
compute_projection();
if(!isUpdateWayR2L)
update_L();
else
......@@ -762,7 +762,7 @@ t_local_next_step.start();
if (verbose)
{
cout << "Iter " << m_indIte << ", RMSE=" << get_RMSE() << endl;
cout << "Iter " << m_indIte << ", RMSE=" << get_RMSE() << ", RE=" << get_RE()<< endl;
cout << "m_lambda " <<setprecision(20)<< m_lambda << endl;
}
delete[] ind_ptr;
......@@ -907,6 +907,29 @@ void Faust::Palm4MSA<FPP,DEVICE,FPP2>::print_local_timers()const
cout << "t_local_init_fact_from_palm = " << t_local_init_fact_from_palm.get_time() << " s for "<< t_local_init_fact_from_palm.get_nb_call() << " calls" << endl<<endl;
}
template<typename FPP,FDevice DEVICE,typename FPP2>
void Faust::Palm4MSA<FPP,DEVICE,FPP2>::print_state() const
{
std::cout << std::string(7, '=') << " PALM4MSA state: " << "(iter: " m_indIte << ") ===" << std::endl;
std::cout << "m_indFact: " << m_indFact << std::endl;
std::cout << "isUpdateWayR2L: " << isUpdateWayR2L << std::endl;
std::cout << "m_lambda: " << m_lambda << std::endl;
std::cout << "S: ";
for(auto f: S)
std::cout << f.norm() << " ";
cout << std::endl;
std::cout << "RorL: ";
for(auto f: RorL)
std::cout << f.norm() << " ";
cout << std::endl;
std::cout << "LorR: ";
std::cout << LorR.norm() << " ";
std::cout << LorR.to_string(false, true);
cout << std::endl;
std::cout << "grad_over_c: " << grad_over_c.norm() << std::endl;
std::cout << "c: " << c << std::endl;
std::cout << std::string(25, '=') << std::endl;
}
#endif
......
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