diff --git a/experiments/SIAM/xp_2_bench_time/get_algs_params.py b/experiments/SIAM/xp_2_bench_time/get_algs_params.py
index df0a3f9d9afcb2dd653b851989befe83984e1518..1602fbd741c48c825846f659ab71f83c76e5cce7 100644
--- a/experiments/SIAM/xp_2_bench_time/get_algs_params.py
+++ b/experiments/SIAM/xp_2_bench_time/get_algs_params.py
@@ -1,12 +1,12 @@
import numpy as np
-from src.solver.parameters import SlopeParameters, EnumLipchitzOptions
+from src.solver.parameters import SlopeParameters, EnumLipchitzOptions, DualScalingOptions
-from src.screening.singletest import GapSphereSingleTest
-from src.screening.gap_ptest import GAP_Ptest
-from src.screening.kappa_test import Kappa_test
+from src.screening.gap_test_p_q import GapTestPequalQ
+from src.screening.gap_test_all import GapTestAll
-nb_algs = 3
+
+nb_algs = 4
def get_nb_algs(setup):
@@ -19,36 +19,37 @@ def get_alg_params(setup, vec_gammas, exact):
list_names = []
# --- 1. Xp ---
- # 1a. No screening
- params1 = SlopeParameters()
+ # -- 1a. No screening
+ params1 = SlopeParameters()
+ params1.eval_gap = False
list_params.append(params1)
list_names.append("no screening")
+ # -- 1b. Strategy p_q=q
params2 = SlopeParameters()
-
- if exact:
- params2.screening2 = GapSphereSingleTest()
- params2.screening_it_div = 2.
-
- else:
- params2.screening1 = GapSphereSingleTest()
-
+ params2.screening1 = GapTestPequalQ()
+ params2.eval_gap_it = setup.eval_gap_it
list_params.append(params2)
- list_names.append("single test")
+ list_names.append("p_q=q")
- # 1c. Single test screening
- params3 = SlopeParameters()
- params3.screening2 = GAP_Ptest(vec_gammas)
- params3.screening_it_div = 2.
+ # -- 1c. Strategy all
+ params3 = SlopeParameters()
+ params3.screening1 = GapTestAll(vec_gammas)
+ params3.eval_gap_it = setup.eval_gap_it
+ list_params.append(params3)
+ list_names.append("test-all")
- if not exact:
- params3.screening1 = GapSphereSingleTest()
- list_params.append(params3)
- list_names.append("p-test")
+ # -- 1d. Bao et al.
+ params4 = SlopeParameters()
+ params4.screening1 = GapTestPequalQ()
+ params4.dual_scaling = DualScalingOptions.BAO_ET_AL
+ params4.eval_gap_it = setup.eval_gap_it
+ list_params.append(params4)
+ list_names.append("Bao-et-al")
# --- 2. Common parameters ---
diff --git a/experiments/SIAM/xp_2_bench_time/launcher.sh b/experiments/SIAM/xp_2_bench_time/launcher.sh
deleted file mode 100755
index 285d856de24d4217dc364ecd457466733c06bacb..0000000000000000000000000000000000000000
--- a/experiments/SIAM/xp_2_bench_time/launcher.sh
+++ /dev/null
@@ -1,6 +0,0 @@
-python xp_a_get_state.py --id 1a --precision 8
-python xp_b_get_budget.py --id 1a --precision 8
-python xp_c_results_time.py --id 1a --precision 8
-python xp_d_results_it.py --id 1a --precision 8
-
-python xp_e_fig.py --id 1a --precision 8 --noshow --save
\ No newline at end of file
diff --git a/experiments/SIAM/xp_2_bench_time/make_figs.sh b/experiments/SIAM/xp_2_bench_time/make_figs.sh
new file mode 100755
index 0000000000000000000000000000000000000000..8edd96e4b89ca617473eca0051837e22e7fa47d0
--- /dev/null
+++ b/experiments/SIAM/xp_2_bench_time/make_figs.sh
@@ -0,0 +1,4 @@
+python xp_a_get_state.py --id SIAM --precision 8
+python xp_b_get_budget.py --id SIAM --precision 8
+python xp_c_results_time.py --id SIAM --precision 8
+python xp_d_viz_paper.py --id SIAM --precision 8
\ No newline at end of file
diff --git a/experiments/SIAM/xp_2_bench_time/process_data.py b/experiments/SIAM/xp_2_bench_time/process_data.py
index f93d69b7bc361d83797db25340fa9932393ba2e6..e6d13d61b361c02f595e1967ac3e0daf5ad2e49a 100644
--- a/experiments/SIAM/xp_2_bench_time/process_data.py
+++ b/experiments/SIAM/xp_2_bench_time/process_data.py
@@ -35,8 +35,19 @@ def process(folder, bool_it, setup, log=True):
results_rho[:, :, :, :, i] = np.mean(mat_results <= vec_tau[i], axis=4)
+ # # Sparsity level
+ # sparsity_level = 100 * np.mean(mat_results_nbnz, axis=3) / setup.n
+
+ # # tim
+ # results_average_it = np.mean(mat_results_it, axis=4)
+ # results_std_it = np.std(mat_results_it, axis=4)
+
+
# ---- return ----
return {
"vec_tau": vec_tau,
"results_rho": results_rho,
+ # "sparsity_level": sparsity_level,
+ # "results_average_it": results_average_it,
+ # "results_std_it": results_std_it,
}
\ No newline at end of file
diff --git a/experiments/SIAM/xp_2_bench_time/xp_a_get_state.py b/experiments/SIAM/xp_2_bench_time/xp_a_get_state.py
index 27149ab957862e06ed466174c50eeb50e690b335..e037bf58cd5c134d51aceb434f9acbff19676f2f 100644
--- a/experiments/SIAM/xp_2_bench_time/xp_a_get_state.py
+++ b/experiments/SIAM/xp_2_bench_time/xp_a_get_state.py
@@ -1,24 +1,18 @@
# -*- coding: utf-8 -*-
import argparse, sys
from pathlib import Path
-
import numpy as np
from src import __version__
-from src.solver.slope import slope_gp
from experiments.SIAM.setup import Setup
from get_algs_params import get_alg_params, get_nb_algs
-# --------------------
-# Parse arguments
-# --------------------
-
parser=argparse.ArgumentParser()
-parser.add_argument('--id', help='setup id', type=str)
+parser.add_argument('--id', help='setup id', type=str, default="SIAM")
parser.add_argument('--erase', help='restart xp', action="store_true")
-parser.add_argument('--precision', help='stop when gap reaches 1e-precision')
+parser.add_argument('--precision', help='stop when gap reaches 1e-precision', default=8, type=float)
parser.add_argument('--exact', action="store_true")
args=parser.parse_args()
@@ -28,16 +22,11 @@ dims = (setup.nb_dic, setup.nb_sequence, setup.nb_ratio_lbd, setup.n_rep)
mat_seed = np.random.randint(0, 2**8, size=dims)
folder = f'results/1e-{args.precision}'
-folder += 'exact/' if args.exact else 'gersh/'
-
- # check if folder exists, create it otherwise
+folder += 'exact' if args.exact else 'gersh'
Path(folder).mkdir(parents=True, exist_ok=True)
-time_file_name = f"{folder}setup{args.id}_a_state.npz"
+time_file_name = f"{folder}/setup{args.id}_a_state.npz"
-# --------------------
-# Xp
-# --------------------
print(f"Starting \"get seed\" with id {args.id}, precision 1e-{args.precision}")
try:
diff --git a/experiments/SIAM/xp_2_bench_time/xp_b_get_budget.py b/experiments/SIAM/xp_2_bench_time/xp_b_get_budget.py
index a2aa1d49cc1fd4192149af64c43a36673e44b9d4..4207b54007281e5dbb6a91381d5c46a3c4ccb437 100755
--- a/experiments/SIAM/xp_2_bench_time/xp_b_get_budget.py
+++ b/experiments/SIAM/xp_2_bench_time/xp_b_get_budget.py
@@ -1,23 +1,23 @@
# -*- coding: utf-8 -*-
import argparse, sys
-from pathlib import Path
import numpy as np
from src import __version__
from src.solver.slope import slope_gp
-from src.solver.parameters import SlopeParameters, EnumLipchitzOptions
from src.utils import get_lambda_max, gamma_sequence_generator
from src.dictionaries import generate_dic
-from src.screening.gap_ptest import GAP_Ptest
+
+from src.solver.parameters import SlopeParameters, EnumLipchitzOptions
+from src.screening.gap_test_all import GapTestAll
from experiments.SIAM.setup import Setup
parser=argparse.ArgumentParser()
-parser.add_argument('--id', help='setup id', type=str, default=1)
+parser.add_argument('--id', help='setup id', type=str, default="SIAM")
parser.add_argument('--erase', help='restart xp', action="store_true")
-parser.add_argument('--precision', help='stop when gap reaches 1e-precision')
+parser.add_argument('--precision', help='stop when gap reaches 1e-precision', default=8)
parser.add_argument('--exact', action="store_true")
args=parser.parse_args()
@@ -30,8 +30,6 @@ setup = Setup(args.id)
folder = f'results/1e-{args.precision}'
folder += 'exact/' if args.exact else 'gersh/'
- # check if folder exists, create it otherwise
-Path(folder).mkdir(parents=True, exist_ok=True)
state_file_name = f"{folder}setup{args.id}_a_state.npz"
time_file_name = f"{folder}setup{args.id}_b_times.npz"
@@ -110,8 +108,7 @@ for i_dic in range(setup.nb_dic):
# --- Solve slope problems ---
params = SlopeParameters()
- params.screening2 = GAP_Ptest(vec_gammas)
- params.screening_it_div = 2
+ params.screening1 = GapTestAll(vec_gammas)
params.max_it = np.inf
params.gap_stopping = stopping_gap
@@ -119,13 +116,14 @@ for i_dic in range(setup.nb_dic):
params.lipchitz_update = update_lip
params.accelerated = True
params.verbose = False
+ params.eval_gap_it = setup.eval_gap_it
# max_eig = .np.linalg.norm(matA, 2)**2
out_slope = slope_gp(vecy, matA, ratio * lbd_max, vec_gammas, params)
mat_times[i_dic, i_seq, i_ratio, rep] = out_slope["time_run"]
mat_it[i_dic, i_seq, i_ratio, rep] = out_slope["nb_it"]
-
+
# --- Saving ---
np.savez(time_file_name,
diff --git a/experiments/SIAM/xp_2_bench_time/xp_c_results_time.py b/experiments/SIAM/xp_2_bench_time/xp_c_results_time.py
index 5263bc2e14322dec79982f1e16e52d161e1dba9f..8921d7a9c1e224c37718cd36b20e98ed07739189 100644
--- a/experiments/SIAM/xp_2_bench_time/xp_c_results_time.py
+++ b/experiments/SIAM/xp_2_bench_time/xp_c_results_time.py
@@ -1,25 +1,24 @@
# -*- coding: utf-8 -*-
import argparse, sys
-from pathlib import Path
import numpy as np
from src import __version__
from src.solver.slope import slope_gp
from src.solver.parameters import SlopeParameters, EnumLipchitzOptions
-from src.screening.gap_ptest import GAP_Ptest
from src.utils import get_lambda_max, gamma_sequence_generator
from src.dictionaries import generate_dic
from experiments.SIAM.setup import Setup
+from experiments.SIAM.slopepb import SlopePb
from get_algs_params import get_alg_params, get_nb_algs
parser=argparse.ArgumentParser()
-parser.add_argument('--id', help='setup id', type=str, default=1)
+parser.add_argument('--id', help='setup id', type=str, default="SIAM")
parser.add_argument('--erase', help='restart xp', action="store_true")
-parser.add_argument('--precision', help='stop when gap reaches 1e-precision')
+parser.add_argument('--precision', help='stop when gap reaches 1e-precision', default=8)
parser.add_argument('--exact', action="store_true")
args=parser.parse_args()
@@ -31,8 +30,6 @@ args=parser.parse_args()
setup = Setup(args.id)
folder = f'results/1e-{args.precision}'
folder += 'exact/' if args.exact else 'gersh/'
- # check if folder exists, create it otherwise
-Path(folder).mkdir(parents=True, exist_ok=True)
state_file_name = f"{folder}setup{args.id}_a_state.npz"
time_file_name = f"{folder}setup{args.id}_b_times.npz"
@@ -44,6 +41,7 @@ mat_seed = out_state["mat_seed"]
out_times = np.load(time_file_name, allow_pickle=True)
mat_times = out_times["mat_times"]
+# mat_it = out_times["mat_it"]
mat_results = np.full(
@@ -51,6 +49,7 @@ mat_results = np.full(
np.nan
)
+# stopping_gap = 10**(-float(args.precision))
update_lip = EnumLipchitzOptions.EXACT if args.exact else EnumLipchitzOptions.GERSHGORIN
# --------------------------
@@ -76,7 +75,7 @@ for i_dic in range(setup.nb_dic):
for i_seq in range(setup.nb_sequence):
for i_ratio, ratio in enumerate(setup.list_ratio_lbd):
- stopping_time = np.mean(mat_times[i_dic, i_seq, i_ratio, :])
+ stopping_time = np.median(mat_times[i_dic, i_seq, i_ratio, :])
if not np.any(np.isnan(mat_results[:, i_dic, i_seq, i_ratio, :])):
t += setup.n_rep
continue
@@ -84,6 +83,9 @@ for i_dic in range(setup.nb_dic):
for rep in range(setup.n_rep):
print(f"xp time {t+1} / {nb_xp}")
+ # print(i_dic, i_seq, i_ratio, rep)
+ # i_dic, i_seq, i_ratio, rep = 1, 0, 2, 17
+
# --- set seed ---
np.random.seed(mat_seed[i_dic, i_seq, i_ratio, rep])
@@ -108,20 +110,29 @@ for i_dic in range(setup.nb_dic):
)
lbd_max = get_lambda_max(vecy, matA, vec_gammas)
+ slopePb = SlopePb(matA, vecy, vec_gammas, ratio, lbdmax=lbd_max)
# --- Solve slope problems ---
list_params, _ = get_alg_params(setup, vec_gammas, args.exact)
for i_alg, params in enumerate(list_params):
+
if not np.isnan(mat_results[i_alg, i_dic, i_seq, i_ratio, rep]):
continue
params.lipchitz_update = update_lip
params.time_stopping = stopping_time
+
out_slope = slope_gp(vecy, matA, ratio * lbd_max, vec_gammas, params)
- mat_results[i_alg, i_dic, i_seq, i_ratio, rep] = out_slope["gap"]
+ best_gap = np.min(out_slope["gap"])
+
+ vecx_hat = out_slope["sol"]
+ vecu_hat = slopePb.make_dual_scaling(vecy - matA @ vecx_hat)
+ gap = slopePb.eval_gap(vecx_hat, vecu_hat)
+
+ mat_results[i_alg, i_dic, i_seq, i_ratio, rep] = min(gap, best_gap)
# --- Saving ---
diff --git a/experiments/SIAM/xp_2_bench_time/xp_d_results_it.py b/experiments/SIAM/xp_2_bench_time/xp_d_results_it.py
deleted file mode 100644
index d44328c25321dce179f5e5fd24795e625a36fa8d..0000000000000000000000000000000000000000
--- a/experiments/SIAM/xp_2_bench_time/xp_d_results_it.py
+++ /dev/null
@@ -1,135 +0,0 @@
-# -*- coding: utf-8 -*-
-import argparse, sys
-from pathlib import Path
-
-import numpy as np
-
-from src import __version__
-from src.solver.slope import slope_gp
-from src.solver.parameters import SlopeParameters, EnumLipchitzOptions
-from src.screening.gap_ptest import GAP_Ptest
-from src.utils import get_lambda_max, gamma_sequence_generator
-from src.dictionaries import generate_dic
-
-from experiments.SIAM.setup import Setup
-
-from get_algs_params import get_alg_params, get_nb_algs
-
-
-parser=argparse.ArgumentParser()
-parser.add_argument('--id', help='setup id', type=str, default=1)
-parser.add_argument('--erase', help='restart xp', action="store_true")
-parser.add_argument('--precision', help='stop when gap reaches 1e-precision')
-parser.add_argument('--exact', action="store_true")
-args=parser.parse_args()
-
-
-# -------------------------
-# Load Setup
-# -------------------------
-
-setup = Setup(args.id)
-folder = f'results/1e-{args.precision}'
-folder += 'exact/' if args.exact else 'gersh/'
- # check if folder exists, create it otherwise
-Path(folder).mkdir(parents=True, exist_ok=True)
-
-state_file_name = f"{folder}setup{args.id}_a_state.npz"
-time_file_name = f"{folder}setup{args.id}_b_times.npz"
-results_it_file_name = f"{folder}setup{args.id}_d_results_it.npz"
-
-
-out_state = np.load(state_file_name, allow_pickle=True)
-mat_seed = out_state["mat_seed"]
-
-out_times = np.load(time_file_name, allow_pickle=True)
-mat_it = out_times["mat_it"]
-
-
-mat_results_it = np.full(
- (get_nb_algs(setup), setup.nb_dic, setup.nb_sequence, setup.nb_ratio_lbd, setup.n_rep),
- np.nan
-)
-
-update_lip = EnumLipchitzOptions.EXACT if args.exact else EnumLipchitzOptions.GERSHGORIN
-
-# --------------------------
-# Load existing results
-# --------------------------
-
-try:
- if args.erase:
- raise FileNotFoundError
-
- load_results = np.load(results_it_file_name, allow_pickle=True)
- mat_results_it = load_results['mat_results_it']
-
-except FileNotFoundError:
- # Everything goes well
- pass
-
-
-nb_xp = setup.nb_dic * setup.nb_sequence * setup.nb_ratio_lbd * setup.n_rep
-t = 0
-print(f"Starting \"xp time\" with id {args.id}, precision 1e-{args.precision}")
-for i_dic in range(setup.nb_dic):
- for i_seq in range(setup.nb_sequence):
- for i_ratio, ratio in enumerate(setup.list_ratio_lbd):
-
- stopping_it = np.mean(mat_it[i_dic, i_seq, i_ratio, :])
- if not np.any(np.isnan(mat_results_it[:, i_dic, i_seq, i_ratio, :])):
- t += setup.n_rep
- continue
-
- for rep in range(setup.n_rep):
- print(f"xp it {t+1} / {nb_xp}")
-
- # --- set seed ---
- np.random.seed(mat_seed[i_dic, i_seq, i_ratio, rep])
-
-
- # --- Data and parameters ---
- matA = generate_dic(
- setup.list_dic[i_dic],
- setup.m,
- setup.n,
- setup.normalize
- )
-
- vecy = np.random.randn(setup.m)
- vecy /= np.linalg.norm(vecy)
-
- vec_gammas = gamma_sequence_generator(
- setup.m,
- setup.n,
- setup.list_sequence[i_seq][0],
- setup.list_sequence[i_seq][1:]
- )
-
- lbd_max = get_lambda_max(vecy, matA, vec_gammas)
-
-
- # --- Solve slope problems ---
- list_params, _ = get_alg_params(setup, vec_gammas, args.exact)
-
-
- for i_alg, params in enumerate(list_params):
-
- if not np.isnan(mat_results_it[i_alg, i_dic, i_seq, i_ratio, rep]):
- continue
-
- params.lipchitz_update = update_lip
- params.max_it = stopping_it
- out_slope = slope_gp(vecy, matA, ratio * lbd_max, vec_gammas, params)
-
- mat_results_it[i_alg, i_dic, i_seq, i_ratio, rep] = out_slope["gap"]
-
-
- # --- Saving ---
- np.savez(results_it_file_name,
- mat_results_it = mat_results_it,
- version = __version__,
- allow_pickle = True
- )
-
- t += 1
diff --git a/experiments/SIAM/xp_2_bench_time/xp_e_fig.py b/experiments/SIAM/xp_2_bench_time/xp_d_viz_paper.py
similarity index 78%
rename from experiments/SIAM/xp_2_bench_time/xp_e_fig.py
rename to experiments/SIAM/xp_2_bench_time/xp_d_viz_paper.py
index aa289368080d973d0209c962287ad4dcd3d88ea3..53b3a1e1680293003d3a1e0f9a589279c972a94b 100644
--- a/experiments/SIAM/xp_2_bench_time/xp_e_fig.py
+++ b/experiments/SIAM/xp_2_bench_time/xp_d_viz_paper.py
@@ -4,10 +4,13 @@ from pathlib import Path
import numpy as np
+
parser=argparse.ArgumentParser()
-parser.add_argument('--id', help='setup id', type=str)
+parser.add_argument('--id', help='setup id', type=str, default="SIAM")
parser.add_argument('--precision', help='stop when gap reaches 1e-precision', default=8)
parser.add_argument('--exact', action="store_true")
+# parser.add_argument('--it', help='show it results', action="store_true")
+parser.add_argument('--ilbd', help='save figure', type=int, default=1)
parser.add_argument('--noshow', help='show plots', action="store_true")
parser.add_argument('--save', help='save figure', action="store_true")
args=parser.parse_args()
@@ -18,12 +21,12 @@ if args.noshow:
else:
matplotlib.use("TkAgg")
import matplotlib.pyplot as plt
+import matplotlib.font_manager as font_manager
-from experiments.SIAM.setup import Setup
from process_data import process
from get_algs_params import get_alg_params, get_nb_algs
from src.utils import gamma_sequence_generator
-import matplotlib.font_manager as font_manager
+from experiments.SIAM.setup import Setup
fs = 20
@@ -58,15 +61,16 @@ font_ttt = font_manager.FontProperties(
folder = f'results/1e-{args.precision}'
folder += 'exact/' if args.exact else 'gersh/'
- # check if folder exists, create it otherwise
-Path(folder).mkdir(parents=True, exist_ok=True)
setup = Setup(args.id)
_, list_names = get_alg_params(setup, np.zeros(5), args.exact)
dic_process = process(folder, False, setup)
-vec_tau = dic_process["vec_tau"]
-results_rho = dic_process["results_rho"]
+vec_tau = dic_process["vec_tau"]
+results_rho = dic_process["results_rho"]
+# sparsity_level = dic_process["sparsity_level"]
+# results_average_it = dic_process["results_average_it"]
+# results_std_it = dic_process["results_std_it"]
# -------------------------
@@ -79,22 +83,22 @@ f, ax = plt.subplots(setup.nb_sequence, setup.nb_dic, figsize=(16, 13.),
)
# f.suptitle(f"{setup.list_dic[i_dic]} dictionary", fontsize=14)
-list_algnames = ["PG-no", "PGp=q", "PG-all"]
+list_algnames = ["PG-no", "PG-p=q", "PG-all", 'PG-Bao']
list_dicname = ["Gaussian", "Uniform", "Toeplitz"]
-i_lbd = 1
+# args.ilbd = 1
print("ploting time fig for")
print(f" - {list_dicname} dictionaries")
-print(f" - lbd / lbd_max = {setup.list_ratio_lbd[i_lbd]}")
+print(f" - lbd / lbd_max = {setup.list_ratio_lbd[args.ilbd]}")
for i_dic in range(setup.nb_dic):
for i_seq in range(setup.nb_sequence):
- list_colors = ["tab:blue", "tab:orange", "tab:green"]
- for i_alg in range(len(list_names)):
+ list_colors = ["tab:blue", "tab:orange", "tab:green", "tab:purple"]
+ for i_alg in [0, 1, 3, 2]:#range(len(list_names)):
ax[i_seq, i_dic].plot(
vec_tau,
- 100. * results_rho[i_alg, i_dic, i_seq, i_lbd],
+ 100. * results_rho[i_alg, i_dic, i_seq, args.ilbd],
linewidth=3.,
label=list_algnames[i_alg],
color=list_colors[i_alg]
@@ -142,7 +146,8 @@ for i_dic in range(setup.nb_dic):
if args.save:
- fig_name = f"figs/setup{args.id}_time"
+ Path("figs").mkdir(parents=True, exist_ok=True)
+ fig_name = f"figs/setup{args.id}_precision{args.precision}_exact{args.exact}_time"
plt.savefig(fig_name + ".eps", bbox_inches='tight')