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utils.py
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utils.py
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##
# """This file constains all the necessary classes and functions"""
import os
import sys
import pickle
import time
import datetime
import wave
import bisect
import pdb
import torch
import torch.nn.functional as F
import numpy as np
import matplotlib.pyplot as plt
import scipy.signal as sg
import scipy.io as sio
from sklearn import metrics
# import spams
import scipy.sparse as sparse
tt = datetime.datetime.now
# torch.set_default_dtype(torch.double)
np.set_printoptions(linewidth=160)
torch.set_printoptions(linewidth=160)
torch.backends.cudnn.deterministic = True
seed = 10
torch.manual_seed(seed)
torch.cuda.manual_seed(seed)
torch.cuda.manual_seed_all(seed)
class OPT:
"""initial c the number of classes, k0 the size of shared dictionary atoms
mu is the coeff of low-rank term,
lamb is the coeff of sparsity
nu is the coeff of cross-entropy loss
"""
def __init__(self, C=4, K0=1, K=1, M=30, mu=0.1, eta=0.1, lamb=0.1, delta=0.9, maxiter=500, silent=False):
self.C, self.K, self.K0, self.M = C, K, K0, M
self.mu, self.eta, self.lamb, self.delta, self.lamb2 = mu, eta, lamb, delta, 0.01
self.maxiter, self.plot, self.snr = maxiter, False, 20
self.dataset, self.show_details, self.save_results = 0, True, True
self.seed, self.n, self.shuffle, self.transpose = 0, 50, True, True # n is number of examples per combination for toy data
self.common_term = True*K0 # if common term exist
self.savefig = False # save plots
self.shape = '1d' # input data is 1d or 2d, 1d could be vectorized 2d data
if torch.cuda.is_available():
self.dev = 'cuda'
if not silent: print('\nRunning on GPU')
else:
self.dev = 'cpu'
if not silent: print('\nRunning on CPU')
def init(X, opts):
"""
This function will generate the initial value for D D0 S S0 and W
:param X: training data with shape of [N, T]
:param Y: training labels with shape of [N, C]
:param opts: an object with hyper-parameters
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]pyth
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y is a matrix [N, C] \in {0,1}, training labels
W is a matrix [C, K], where K is per-class atoms
:return: D, D0, S, S0, W
"""
N, T = X.shape
# D = l2norm(awgn(torch.cat(opts.ft[1:]).reshape(opts.C, opts.K, opts.M), -20)).to(opts.dev)
# D0 = l2norm(awgn(opts.ft[0].reshape(opts.K0, opts.M), -20)).to(opts.dev)
D = l2norm(torch.rand(opts.C, opts.K, opts.M, device=opts.dev))
D0 = l2norm(torch.rand(opts.K0, opts.M, device=opts.dev))
S = torch.zeros(N, opts.C, opts.K, T, device=opts.dev)
S0 = torch.zeros(N, opts.K0, T, device=opts.dev)
W = torch.ones(opts.C, opts.K +1, device=opts.dev)
return D, D0, S, S0, W
def acc_newton(P, q): # both shape of [M]
"""
proximal operator for majorized form using Accelorated Newton's method
follow the solutions of `convex optimization` by boyd, exercise 4.22, solving QCQP
where P is a square diagonal matrix, q is a vector
:param P: for update D, P = MD for update D0, P = Mdk0 + rho*eye(M)
:param q: for update D, q = -MD@nu, for update D0, q = -(MD@nu + rho*Zk0 + Yk0),
:return: dck or dck0
"""
psi, maxiter= 0, 500
qq = q*q
if (qq == 0).sum() > 1:
psi_new = 0 # q is too small
print('acc_newton happenend')
# input()
else:
for i in range(maxiter):
f_grad = -2 * ((P+psi)**(-3) * qq).sum()
f = ((P+psi)**(-2)*qq).sum()
psi_new = psi - 2 * f/f_grad * (f.sqrt() - 1)
if (psi_new - psi).item() < 1e-5: # psi_new should always larger than psi
break
else:
psi = psi_new.clone()
dck = -((P + psi_new)**(-1)) * q
if torch.isnan(dck).sum() > 0: print(inf_nan_happenned)
return dck
def solv_dck(x, Md, Md_inv, Mw, Tsck_t, b):
"""x, is the dck, shape of [M]
M is with shape of [M], diagonal of the majorized matrix
Minv, is Md^(-1), shape of [M]
Mw, is a number, == opts.delta
Tsck_t, is truncated toeplitz matrix of sck with shape of [N, M, T]
b is bn with all N, with shape of [N, T]
"""
# for the synthetic data correction = 0.1
maxiter, correction, threshold = 500, 0.1, 1e-4 # correction is help to make the loss monotonically decreasing
d_til, d_old, d = x.clone(), x.clone(), x.clone()
coef = Tsck_t@Tsck_t.permute(0, 2, 1) # shaoe of [N, M, M]
term = (Tsck_t@b.unsqueeze(2)).squeeze() # shape of [N, M]
# loss = torch.cat((torch.tensor([], device=x.device), loss_D(Tsck_t, d, b).reshape(1)))
for i in range(maxiter):
d_til = d + correction*Mw*(d - d_old) # shape of [M]
nu = d_til - (coef@d_til - term).sum(0) * Md_inv # shape of [M]
if torch.norm(nu) <= 1:
d_new = nu
else:
d_new = acc_newton(Md, -Md*nu) # QCQP(P, q)
d, d_old = d_new, d
torch.cuda.empty_cache()
# loss = torch.cat((loss, loss_D(Tsck_t, d, b).reshape(1)))
if (d - d_old).norm() / d_old.norm() < threshold: break
if torch.isnan(d).sum() > 0: print(inf_nan_happenned)
# plt.figure(); plt.plot(loss.cpu().numpy(), '-x')
return d
def solv_dck0(x, M, Minv, Mw, Tsck0_t, b, D0, mu, k0):
"""
:param x: is the dck, shape of [M]
:param M: is MD, the majorizer matrix with shape of [M], diagonal matrix
:param Minv: is MD^(-1), shape of [M]
:param Mw: is a number not diagonal matrix
:param Tsck0_t: is truncated toeplitz matrix of sck with shape of [N, M, T], already *2
:param b: bn with all N, with shape of [N, T]
:param D0: is the shared dictionary
:param mu: is the coefficient fo low-rank term, mu = N*mu
:param k0: the current index of for loop of K0
:return: dck0
"""
# for the synthetic data correction = 0.1
maxiter, correction, threshold = 500, 0.1, 5e-4 # correction is help to make the loss monotonically decreasing
d_til, d_old, d = x.clone(), x.clone(), x.clone()
coef = Tsck0_t@Tsck0_t.permute(0, 2, 1) # shaoe of [N, M, M]
term = (Tsck0_t@b.unsqueeze(2)).squeeze() # shape of [N, M]
# loss = torch.cat((torch.tensor([], device=x.device), loss_D0(Tsck0_t, d, b, D0, mu).reshape(1)))
for i in range(maxiter):
d_til = d + correction*Mw*(d - d_old) # shape of [M], Mw is just a number for calc purpose
nu = d_til - (coef@d_til - term).sum(0) * Minv # shape of [M]
d_new = argmin_lowrank(M, nu, mu, D0, k0) # D0 will be changed, because dk0 is in D0
d, d_old = d_new, d
if (d - d_old).norm()/d_old.norm() < threshold:break
torch.cuda.empty_cache()
# loss = torch.cat((loss, loss_D0(Tsck0_t, d, b, D0, mu).reshape(1)))
# ll = loss[:-1] - loss[1:]
# if ll[ll<0].shape[0] > 0: print(something_wrong)
# plt.figure(); plt.plot(loss.cpu().numpy(), '-x')
return d
def argmin_lowrank(M, nu, mu, D0, k0):
"""
Solving the QCQP with low rank panelty term. This function is using ADMM to solve dck0
:param M: majorizer matrix
:param nu: make d close to ||d-nu||_M^2
:param mu: hyper-param of ||D0||_*
:param D0: common dict contains all the dk0, shape of [K0, M]
:return: dk0
"""
(K0, m), threshold = D0.shape, 5e-4
rho = 10 * mu +1e-38 # agrangian coefficients
dev = D0.device
Z = torch.eye(K0, m, device=dev)
Y = torch.eye(K0, m, device=dev) # lagrangian coefficients
P = M + rho
Mbynu = M * nu
maxiter = 200
cr = torch.tensor([], device=dev)
# begin of ADMM
for i in range(maxiter):
Z = svt(D0-1/rho*Y, mu/rho)
q = -(Mbynu + rho * Z[k0, :] + Y[k0, :])
dk0 = D0[k0, :] = acc_newton(P, q)
Z_minus_D0 = Z- D0
Y = Y + rho*Z_minus_D0
cr = torch.cat((cr, Z_minus_D0.norm().reshape(1)))
if i>10 and abs(cr[-1] - cr[-2])/cr[i-1] < threshold: break
if cr[-1] <1e-6 : break
return dk0
def solv_snk0(x, M, Minv, Mw, Tdk0, b, lamb):
"""
:param x: is the snk0, shape of [N, T]
:param M: is MD, the majorizer matrix with shape of [T], diagonal of matrix
:param Minv: is MD^(-1)
:param Mw: is a number, not diagonal matrix
:param Tdk0: is truncated toeplitz matrix of dk0 with shape of [M, T], already *2
:param b: bn with all N, with shape of [N, T]
:param lamb: sparsity hyper parameter
:return: dck0
"""
# for the synthetic data correction = 0.7
maxiter, correction, threshold = 500, 1, 1e-4
snk0_old, snk0 = x.clone(), x.clone()
coef = Minv @ Tdk0.t() @ Tdk0 # shape of [T, T]
term = (Minv @ Tdk0.t() @b.t()).t() # shape of [N, T]
# loss = torch.cat((torch.tensor([], device=x.device), loss_S0(Tdk0, snk0, b, lamb).reshape(1)))
for i in range(maxiter):
snk0_til = snk0 + correction*Mw*(snk0 - snk0_old) # Mw is just a number for calc purpose
nu = snk0_til - (coef@snk0_til.t()).t() + term # nu is [N, T]
snk0_new = shrink(M, nu, lamb) # shape of [N, T]
snk0, snk0_old = snk0_new, snk0
if torch.norm(snk0 - snk0_old)/(snk0_old.norm() +1e-38) < threshold: break
torch.cuda.empty_cache()
# loss = torch.cat((loss, loss_S0(Tdk0, snk0, b, lamb).reshape(1)))
# plt.figure();plt.plot(loss.cpu().numpy(), '-x')
# ll = loss[:-1] - loss[1:]
# if ll[ll<0].shape[0] > 0: print(something_wrong)
return snk0
def solv_sck(sc, wc, yc, Tdck, b, k, opts):
"""
This function solves snck for all N, using BPGM
:param sc: shape of [N, K, T]
:param wc: shape of [K+1], with bias
:param yc: shape of [N]
:param Tdck: shape of [T, m=T]
:param b: shape of [N, T]
:param k: integer, which atom to update
:return: sck
"""
# for the synthetic data correction = 0.7
maxiter, correction, threshold = 500, 1, 1e-4 # correction is help to make the loss monotonically decreasing
Mw = opts.delta
lamb = opts.lamb
dev = opts.dev
T = b.shape[1]
P = torch.ones(1, T, device=dev)/T # shape of [1, T]
# 'skc update will lead sc change'
sck = sc[:, k, :] # shape of [N, T]
sck_old = sck.clone()
wkc = wc[k] # scaler
Tdck_t_Tdck = Tdck.t() @ Tdck # shape of [T, T]
abs_Tdck = abs(Tdck)
eta_wkc_square = opts.eta * wkc**2 # scaler
_4_Tdckt_bt = 4*Tdck.t() @ b.t() # shape of [T, N]
term0 = (yc-1).unsqueeze(1) @ P * wkc * opts.eta # shape of [N, T]
term1 = (4 * abs_Tdck.t()@abs_Tdck).sum(1) # shape of [T]
M = (term1 + P*eta_wkc_square + 1e-38).squeeze() # M is the diagonal of majorization matrix, shape of [T]
sc_til = sc.clone() # shape of [N, K, T]
sc_old = sc.clone(); marker = 0
# loss = torch.cat((torch.tensor([], device=opts.dev), loss_Sck(Tdck, b, sc, sck, wc, wkc, yc, opts).reshape(1)))
for i in range(maxiter):
sck_til = sck + correction * Mw * (sck - sck_old) # shape of [N, T]
sc_til[:, k, :] = sck_til
exp_PtSnc_tilWc = (sc_til.mean(2) @ wc[:-1] + wc[-1]).exp() # exp_PtSnc_tilWc should change due to sck_til changing
exp_PtSnc_tilWc[torch.isinf(exp_PtSnc_tilWc)] = 1e38
term = term0 + (exp_PtSnc_tilWc / (1 + exp_PtSnc_tilWc)*opts.eta*wkc ).unsqueeze(1) @ P
nu = sck_til - (4*Tdck_t_Tdck@sck_til.t() - _4_Tdckt_bt + term.t()).t()/M # shape of [N, T]
sck_new = shrink(M, nu, lamb) # shape of [N, T]
sck_old[:], sck[:] = sck[:], sck_new[:] # make sure sc is updated in each loop
if exp_PtSnc_tilWc[exp_PtSnc_tilWc == 1e38].shape[0] > 0: marker = 1
if torch.norm(sck - sck_old) / (sck.norm() + 1e-38) < threshold: break
# loss = torch.cat((loss, loss_Sck(Tdck, b, sc, sck, wc, wkc, yc, opts).reshape(1)))
torch.cuda.empty_cache()
# print('M max', M.max())
# if marker == 1 :
# print('--inf to 1e38 happend within the loop')
# plt.figure(); plt.plot(loss.cpu().numpy(), '-x')
# print('How many inf to 1e38 happend finally', exp_PtSnc_tilWc[exp_PtSnc_tilWc == 1e38].shape[0])
# if (loss[0] - loss[-1]) < 0 :
# wait = input("Loss Increases, PRESS ENTER TO CONTINUE.")
# print('sck loss after bpgm the diff is :%1.9e' %(loss[0] - loss[-1]))
# plt.figure(); plt.plot(loss.cpu().numpy(), '-x')
return sck_old
def solv_sck_test(sc, Tdck, b, k, opts):
"""
This function solves snck for all N, using BPGM
:param sc: shape of [N, K, T]
:param Tdck: shape of [T, m=T]
:param b: shape of [N, T]
:param k: integer, which atom to update
:return: sck
"""
maxiter, correction, threshold = 500, 0.7, 1e-5
Mw = opts.delta * correction # correction is help to make the loss monotonically decreasing
lamb, lamb2 = opts.lamb, opts.lamb2
dev = opts.dev
T = b.shape[1]
P = torch.ones(1, T, device=dev)/T # shape of [1, T]
# 'skc update will lead sc change'
sck = sc[:, k, :].clone() # shape of [N, T]
sck_old = sck.clone()
abs_Tdck = abs(Tdck)
Tdck_t_Tdck = Tdck.t() @ Tdck # shape of [T, T]
Tdckt_bt = Tdck.t() @ b.t() # shape of [T, N]
M = (abs_Tdck.t() @ abs_Tdck + lamb2*torch.eye(T, device=dev) + 1e-38).sum(1) # M is the diagonal of majorization matrix, shape of [T]
sc_til, sc_old, marker = sc.clone(), sc.clone(), 0 # shape of [N, K, T]
loss = torch.cat((torch.tensor([], device=opts.dev), loss_Sck_test(Tdck, b, sc, sck, opts).reshape(1)))
for i in range(maxiter):
sck_til = sck + Mw * (sck - sck_old) # shape of [N, T]
sc_til[:, k, :] = sck_til
nu = sck_til - (Tdck_t_Tdck@sck_til.t() - Tdckt_bt + lamb2 *sck_til.t()).t()/M # shape of [N, T]
sck_new = shrink(M, nu, lamb/2) # shape of [N, T]
sck_old[:], sck[:] = sck[:], sck_new[:] # make sure sc is updated in each loop
if torch.norm(sck - sck_old) / (sck.norm() + 1e-38) < threshold: break
loss = torch.cat((loss, loss_Sck_test(Tdck, b, sc, sck, opts).reshape(1)))
torch.cuda.empty_cache()
# print('M max', M.max())
# if marker == 1 :
# print('--inf to 1e38 happend within the loop')
# plt.figure(); plt.plot(loss.cpu().numpy(), '-x')
# print('How many inf to 1e38 happend finally', exp_PtSnc_tilWc[exp_PtSnc_tilWc == 1e38].shape[0])
# if (loss[0] - loss[-1]) < 0 :
# wait = input("Loss Increases, PRESS ENTER TO CONTINUE.")
# print('sck loss after bpgm the diff is :%1.9e' %(loss[0] - loss[-1]))
# plt.figure(); plt.plot(loss.cpu().numpy(), '-x')
return sck_old
def loss_Sck(Tdck, b, sc, sck, wc, wkc, yc, opts):
"""
This function calculates the loss func of sck
:param Tdck: shape of [T, m=T]
:param b: shape of [N, T]
:param sc: shape of [N, K, T]
:param sck: shape of [N, T]
:param wc: shape of [K]
:param wkc: a scaler
:param yc: shape [N]
:param opts: for hyper parameters
:return:
"""
epx_PtScWc = (sc.mean(2) @ wc[:-1] + wc[-1]).exp() # shape of N
epx_PtScWc[torch.isinf(epx_PtScWc)] = 1e38
epx_PtSckWck = (sck.mean(1) * wkc).exp()
epx_PtSckWck[torch.isinf(epx_PtSckWck)] = 1e38
y_hat = 1 / (1 + epx_PtScWc)
_1_y_hat = 1- y_hat
# g_sck_wc = (-(1-yc)*((epx_PtSckWck+1e-38).log()) + (1+epx_PtScWc).log()).sum()
g_sck_wc = -((yc * (y_hat+ 1e-38).log()) + (1 - yc) * (1e-38 + _1_y_hat).log()).sum()
# print(g_sck_wc.item()))
fidelity = 2*(Tdck@sck.t() - b.t()).norm()**2
sparse = opts.lamb * sck.abs().sum()
label = opts.eta * g_sck_wc
loss = fidelity + sparse + label
if label < 0 or torch.isnan(label).sum() > 0: print(stop)
return loss
def loss_Sck_special(Tdck, b, sc, sck, wc, wkc, yc, opts):
"""
This function calculates the loss func of sck
:param Tdck: shape of [T, m=T]
:param b: shape of [N, T]
:param sc: shape of [N, K, T]
:param sck: shape of [N, T]
:param wc: shape of [K+1]
:param wkc: a scaler
:param yc: shape [N]
:param opts: for hyper parameters
:return:
"""
epx_PtScWc = (sc.mean(2) @ wc[:-1] + wc[-1]).exp() # shape of N
epx_PtScWc[torch.isinf(epx_PtScWc)] = 1e38
epx_PtSckWck = (sck.mean(1) * wkc).exp()
epx_PtSckWck[torch.isinf(epx_PtSckWck)] = 1e38
y_hat = 1 / (1 + epx_PtScWc)
_1_y_hat = 1- y_hat
# g_sck_wc = (-(1-yc)*((epx_PtSckWck+1e-38).log()) + (1+epx_PtScWc).log()).sum()
g_sck_wc = -((yc * (y_hat+ 1e-38).log()) + (1 - yc) * (1e-38 + _1_y_hat).log()).sum()
# print(g_sck_wc.item())
fidelity = 2*(Tdck@sck.t() - b.t()).norm()**2
sparse = opts.lamb * sck.abs().sum()
label = opts.eta * g_sck_wc
if label <0 or torch.isnan(label).sum()>0 :print(stop)
return fidelity.item(), sparse.item(), label.item()
def loss_Sck_test(Tdck, b, sc, sck, opts):
"""
This function calculates the loss func of sck
:param Tdck: shape of [T, m=T]
:param b: shape of [N, T]
:param sc: shape of [N, K, T]
:param sck: shape of [N, T]
:param opts: for hyper parameters
:return:
"""
term1 = (Tdck@sck.t() -b.t()).norm()**2
term2 = opts.lamb * sck.abs().sum()
loss = term1 + term2
return loss
def loss_Sck_test_spec(Tdck, b, sc, sck, opts):
"""
This function calculates the loss func of sck
:param Tdck: shape of [T, m=T]
:param b: shape of [N, T]
:param sc: shape of [N, K, T]
:param sck: shape of [N, T]
:param opts: for hyper parameters
:return:
"""
term1 = (Tdck@sck.t() -b.t()).norm()**2
term2 = opts.lamb * sck.abs().sum()
loss = term1 + term2
return term1, term2
def solv_wc(x, snc, yc, Mw):
"""
This fuction is using bpgm to update wc
:param x: shape of [K+1], init value of wc
:param snc: shape of [N, K, T]
:param yc: shape of [N]
:param Mw: real number, is delta
:return: wc
"""
# for the synthetic data correction = 0.1
N, threshold = yc.shape[0], 1e-4
maxiter, correction = 500, 0.1 # correction is help to make the loss monotonically decreasing
wc_old, wc, wc_til = x.clone(), x.clone(), x.clone()
pt_snc = torch.cat((snc.mean(2) , torch.ones(N, 1, device=x.device)), dim=1) # shape of [N, K+1]
abs_pt_snc = abs(pt_snc) # shape of [N, K+1]
const = abs_pt_snc.t() * abs_pt_snc.sum(1) # shape of [K+1, N]
M = const.sum(1)/4 + 1e-38 # shape of [K], 1e-38 for robustness
one_min_ync = 1 - yc # shape of [N]
M_old = M.clone()
# print('before bpgm wc loss is : %1.3e' %loss_W(snc.clone().unsqueeze(1), wc.reshape(1, -1), yc.clone().unsqueeze(-1)))
# loss = torch.cat((torch.tensor([], device=x.device), loss_W(snc.clone().unsqueeze(1), wc.reshape(1, -1), yc.clone().unsqueeze(-1)).reshape(1)))
for i in range(maxiter):
wc_til = wc + correction*Mw*(wc - wc_old) # Mw is just a number for calc purpose
exp_pt_snc_wc_til = (pt_snc @ wc_til).exp() # shape of [N]
exp_pt_snc_wc_til[torch.isinf(exp_pt_snc_wc_til)] = 1e38
nu = wc_til + M**(-1) * ((one_min_ync - exp_pt_snc_wc_til/(1+exp_pt_snc_wc_til))*pt_snc.t()).sum(1) # nu is [K]
wc, wc_old = nu.clone(), wc[:] # gradient is not needed, nu is the best solution
# loss = torch.cat((loss, loss_W(snc.clone().unsqueeze(1), wc.reshape(1, -1), yc.clone().unsqueeze(-1)).reshape(1)))
if torch.norm(wc - wc_old)/wc.norm() < threshold: break
torch.cuda.empty_cache()
# ll = loss[:-1] - loss[1:]
# if ll[ll<0].shape[0] > 0: print(something_wrong)
# plt.figure(); plt.plot(loss.cpu().numpy(), '-x')
return wc
def svt(L, tau):
"""
This function is to implement the signular value thresholding, solving the following
min_P tau||P||_* + 1/2||P-L||_F^2
:param L: low rank matrix to proximate
:param tau: the threshold
:return: P the matrix after singular value thresholding
"""
dev = L.device
# L = L.cpu() ########## in version 1.2 the torch.svd for GPU could be much slower than CPU
l, h = L.shape
try:
u, s, v = torch.svd(L)
except: ########## and torch.svd may have convergence issues for GPU and CPU.
u, s, v = torch.svd(L + 1e-4*L.mean()*torch.rand(l, h))
print('unstable svd happened')
s = s - tau
s[s<0] = 0
P = u @ s.diag() @ v.t()
return P.to(dev)
def shrink(M, nu, lamb):
"""
This function is to implement the shrinkage operator, solving the following
min_p lamb||p||_1 + 1/2||\nu-p||_M^2, p is a vector
:param M: is used for matrix norm, shape of [T]
:param lamb: is coefficient of L-1 norm, scaler
:param nu: the the matrix to be pruned, shape of [N, T]
:return: P the matrix after thresholding
"""
b = lamb / M # shape of [T]
P = torch.sign(nu) * F.relu(abs(nu) -b)
return P
def toeplitz(x, m=10, T=10):
"""This is a the toepliz matrx for torch.tensor
input x has the shape of [N, ?], ? is M or T
M is an interger
T is truncated length
output tx has the shape of [N, m, T]
"""
dev = x.device
N, m0 = x.shape # m0 is T for Tsck, and m0 is M for Tdck
M = m if m < m0 else m0
M2 = int((M - 1) / 2) + 1 # half length of M, for truncation purpose
x_append0 = torch.cat([torch.zeros(N, m, device=dev), x, torch.zeros(N, m, device=dev)], dim=1)
tx = torch.zeros(N, m, T, device=dev)
indx = torch.zeros(m, T).long()
for i in range(m):
indx[i, :] = torch.arange(M2 + i, M2 + i + T)
tx[:, :, :] = x_append0[:, indx]
return tx.flip(1)
def updateD(DD0SS0W, X, Y, opts):
"""this function is to update the distinctive D using BPG-M, updating each d_k^(c)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y is a matrix [N, C] \in {0,1}, training labels
'for better understanding the code please try:'
a = torch.rand(3, 4, 12) # S0
b = torch.rand(4, 5) # D0
k0, m = b.shape
s0 = a.unsqueeze(1) # expand dimension for conv1d
d0 = b.flip(1).unsqueeze(0).unsqueeze(0) # expand dimension for conv1d
for i in range(k0):
print(F.conv1d(s0[:, :, i, :], d0[:, :, i, :]))
'compare wth'
print(F.conv1d(a, b.flip(1).unsqueeze(1), groups=k0))
"""
D, D0, S, S0, W = DD0SS0W # where DD0SS0 is a list
N, K0, T = S0.shape
M = D0.shape[1]
M_2 = int((M-1)/2) # dictionary atom dimension
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M-1).sum(1)[:, M_2:M_2+T] # r is shape of [N, T)
C, K, _ = D.shape
# '''update the current d_c,k '''
for c, k in [(i, j) for i in range(C) for j in range(K)]:
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
Crange = torch.tensor(range(C))
for cc in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, cc, :] = F.conv1d(S[:, cc, :, :], Dcopy[cc, :, :, :], groups=K, padding=M - 1).sum(1)[:, M_2:M_2 + T]
# D*S, not the D'*S', And here D'*S' will not be updated for each d_c,k update
torch.cuda.empty_cache()
dck = D[c, k, :] # shape of [M]
sck = S[:, c, k, :] # shape of [N, T]
Tsck_t = toeplitz(sck, M, T) # shape of [N, M, T]
abs_Tsck_t = abs(Tsck_t)
Md = (abs_Tsck_t @ abs_Tsck_t.permute(0, 2, 1) @ torch.ones(M, device=opts.dev)).sum(0) + 1e-38 # shape of [M]
if Md.sum() == 0: continue # Sck is too sparse with all 0s
Md_inv = (Md +1e-38)**(-1)
dck_conv_sck = F.conv1d(sck.unsqueeze(1), dck.flip(0).reshape(1, 1, M), padding=M-1).squeeze()[:, M_2:M_2+T] # shape of [N,T]
c_prime = Crange[Crange != c] # c_prime contains all the indexes
Dcp_conv_Sncp = DconvS[:, c, :] - dck_conv_sck
# term 1, 2, 3 should be in the shape of [N, T]
term1 = X - R - (DconvS.sum(1) - dck_conv_sck) # D'*S' = (DconvS.sum(1) - dck_conv_sck
term2 = Y[:, c].reshape(N,1)*(X - R - Y[:, c].reshape(N,1)*Dcp_conv_Sncp
- (Y[:, c_prime]*DconvS[:, c_prime, :].permute(2,0,1)).sum(2).t())
term3 = -(1-Y[:, c]).reshape(N,1)*((1-Y[:, c]).reshape(N,1)*Dcp_conv_Sncp
+ ((1-Y[:, c_prime])*DconvS[:, c_prime, :].permute(2,0,1)).sum(2).t())
b = (term1 + term2 + term3)/2
torch.cuda.empty_cache()
D[c, k, :] = solv_dck(dck, Md, Md_inv, opts.delta, Tsck_t, b)
if torch.isinf(D).sum() > 0: print(inf_nan_happenned)
return D
def loss_D(Tsck_t, dck, b):
"""
calculate the loss function value for updating D, sum( norm(Tsnck*dck - bn)**2 ) , s.t. norm(dck) <=1
:param Tsck_t: shape of [N, M, T],
:param dck: cth, kth, atom of D, shape of [M]
:param b: the definiation is long in the algorithm, shape of [N, T]
:return: loss fucntion value
"""
return 2*((Tsck_t.permute(0, 2, 1)@dck - b)**2 ).sum()
def updateD0(DD0SS0, X, Y, opts):
"""this function is to update the common dictionary D0 using BPG-M, updating each d_k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y is a matrix [N, C] \in {0,1}, training labels
"""
D, D0, S, S0 = DD0SS0 # where DD0SS0 is a list
N, K0, T = S0.shape
C, K, _ = D.shape
M = D0.shape[1]
M_2 = int((M-1)/2) # dictionary atom dimension
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
ycDcconvSc = S[:, :, 0, :].clone()
for c in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, c, :] = F.conv1d(S[:, c, :, :], Dcopy[c, :, :, :], groups=K, padding=M-1).sum(1)[:, M_2:M_2+T]
ycDcconvSc[:, c, :] = Y[:, c].reshape(N, 1) * DconvS[:, c, :]
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M - 1).sum(1)[:, M_2:M_2 + T] # r is shape of [N, T)
alpha_plus_dk0 = DconvS.sum(1) + R
beta_plus_dk0 = ycDcconvSc.sum(1) + R
# D0copy = D0.clone() # should not use copy/clone
# '''update the current dk0'''
for k0 in range(K0):
dk0 = D0[k0, :]
snk0 = S0[:, k0, :] # shape of [N, T]
dk0convsnk0 = F.conv1d(snk0.unsqueeze(1), dk0.flip(0).unsqueeze(0).unsqueeze(0), padding=M-1)[:, 0, M_2:M_2 + T]
Tsnk0_t = toeplitz(snk0, M, T) # shape of [N, M, T]
abs_Tsnk0_t = abs(Tsnk0_t) # shape of [N, M, T]
Mw = opts.delta # * torch.eye(M, device=opts.dev)
MD = 4*(abs_Tsnk0_t @ abs_Tsnk0_t.permute(0, 2, 1) @ torch.ones(M, device=opts.dev)).sum(0) + 1e-38 # shape of [M]
if MD.sum() == 0 : continue
MD_inv = 1/(MD) #shape of [M]
b = 2*X - alpha_plus_dk0 - beta_plus_dk0 + 2*dk0convsnk0
torch.cuda.empty_cache()
# print('D0 loss function value before update is %3.2e:' %loss_D0(2*Tsnk0_t, dk0, b, D0, opts.mu*N))
D0[k0, :] = solv_dck0(dk0, MD, MD_inv, Mw, 2*Tsnk0_t, b, D0, opts.mu*N, k0)
# print('D0 loss function value after update is %3.2e:' % loss_D0(2*Tsnk0_t, dk0, b, D0, opts.mu*N))
if torch.isnan(D0).sum() + torch.isinf(D0).sum() > 0: print(inf_nan_happenned)
return D0
def loss_D0(Tsnk0_t, dk0, b, D0, mu):
"""
calculate the loss function value for updating D, sum( norm(Tsnck*dck - bn)**2 ) , s.t. norm(dck) <=1
:param Tsnk0_t: shape of [N, M, T],
:param dk0: kth atom of D0, shape of [M]
:param b: the definiation is long in the algorithm, shape of [N, T]
:param D0: supposed to be low_rank
:param mu: mu = mu*N
:return: loss fucntion value
"""
return (((Tsnk0_t.permute(0, 2, 1)@dk0 - b)**2 ).sum()/2 + mu*D0.norm(p='nuc'))
def updateS0(DD0SS0, X, Y, opts):
"""this function is to update the sparse coefficients for common dictionary D0 using BPG-M, updating each S_n,k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y is a matrix [N, C] \in {0,1}, training labels
"""
D, D0, S, S0 = DD0SS0 # where DD0SS0 is a list
N, K0, T = S0.shape
C, K, _ = D.shape
M = D0.shape[1]
M_2 = int((M-1)/2) # dictionary atom dimension
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
ycDcconvSc = S[:, :, 0, :].clone()
for c in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, c, :] = F.conv1d(S[:, c, :, :], Dcopy[c, :, :, :], groups=K, padding=M-1).sum(1)[:, M_2:M_2+T]
ycDcconvSc[:, c, :] = Y[:, c].reshape(N, 1) * DconvS[:, c, :]
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M - 1).sum(1)[:, M_2:M_2 + T] # r is shape of [N, T)
alpha_plus_dk0 = DconvS.sum(1) + R
beta_plus_dk0 = ycDcconvSc.sum(1) + R
for k0 in range(K0):
dk0 = D0[k0, :]
snk0 = S0[:, k0, :] # shape of [N, T]
dk0convsck0 = F.conv1d(snk0.unsqueeze(1), dk0.flip(0).unsqueeze(0).unsqueeze(0), padding=M-1)[:, 0, M_2:M_2 + T]
Tdk0_t = toeplitz(dk0.unsqueeze(0), m=T, T=T).squeeze() # in shape of [m=T, T]
abs_Tdk0 = abs(Tdk0_t).t()
MS0_diag = (4*abs_Tdk0.t() @ abs_Tdk0).sum(1) # in the shape of [T]
MS0_diag = MS0_diag + 1e-38 # make it robust for inverse
MS0_inv = (1/MS0_diag).diag()
b = 2*X - alpha_plus_dk0 - beta_plus_dk0 + 2*dk0convsck0
torch.cuda.empty_cache()
# print(loss_S0(2*Tdk0_t.t(), snk0, b, opts.lamb))
S0[:, k0, :] = solv_snk0(snk0, MS0_diag, MS0_inv, opts.delta, 2*Tdk0_t.t(), b, opts.lamb)
# print(loss_S0(2*Tdk0_t.t(), S0[:, k0, :], b, opts.lamb))
return S0
def updateS0_test(DD0SS0, X, opts):
"""this function is to update the sparse coefficients for common dictionary D0 using BPG-M, updating each S_n,k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y is not given
"""
D, D0, S, S0 = DD0SS0 # where DD0SS0 is a list
N, K0, T = S0.shape
C, K, _ = D.shape
M, dev = D0.shape[1], D.device
M_2 = int((M-1)/2) # dictionary atom dimension
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
for c in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, c, :] = F.conv1d(S[:, c, :, :], Dcopy[c, :, :, :], groups=K, padding=M-1).sum(1)[:, M_2:M_2+T]
dconvs = DconvS.sum(1)
for k0 in range(K0):
dk0 = D0[k0, :]
snk0 = S0[:, k0, :] # shape of [N, T]
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M - 1).sum(1)[:,M_2:M_2 + T] # r is shape of [N, T)
dk0convsck0 = F.conv1d(snk0.unsqueeze(1), dk0.flip(0).unsqueeze(0).unsqueeze(0), padding=M-1)[:, 0, M_2:M_2 + T]
Tdk0_t = toeplitz(dk0.unsqueeze(0), m=T, T=T).squeeze() # in shape of [m=T, T]
abs_Tdk0 = abs(Tdk0_t).t()
MS0_diag = (abs_Tdk0.t() @ abs_Tdk0).sum(1) # in the shape of [T]
# MS0_diag = MS0_diag + 1e-38 # make it robust for inverse
MS0_diag = MS0_diag + 1e-38 + opts.lamb2*torch.eye(T, device=dev) # make it robust for inverse
MS0_inv = (1/MS0_diag).diag()
b = X - dconvs - R + dk0convsck0
torch.cuda.empty_cache()
# print(loss_S0(2*Tdk0_t.t(), snk0, b, opts.lamb))
# S0[:, k0, :] = solv_snk0(snk0, MS0_diag, MS0_inv, opts.delta, Tdk0_t.t(), b, opts.lamb/2)
S0[:, k0, :] = solv_sck_test(S0, Tdk0_t.t(), b, k0, opts)
# print(loss_S0(2*Tdk0_t.t(), S0[:, k0, :], b, opts.lamb))
return S0
def updateS0_test_fista(DD0SS0, X, opts):
"""this function is to update the sparse coefficients for common dictionary D0 using BPG-M, updating each S_n,k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y is not given
"""
D, D0, S, S0 = DD0SS0 # where DD0SS0 is a list
N, K0, T = S0.shape
C, K, _ = D.shape
M = D0.shape[1]
M_2 = int((M-1)/2) # dictionary atom dimension
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
for c in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, c, :] = F.conv1d(S[:, c, :, :], Dcopy[c, :, :, :], groups=K, padding=M-1).sum(1)[:, M_2:M_2+T]
dconvs = DconvS.sum(1)
for k0 in range(K0):
dk0 = D0[k0, :]
snk0 = S0[:, k0, :] # shape of [N, T]
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M - 1).sum(1)[:,M_2:M_2 + T] # r is shape of [N, T)
dk0convsck0 = F.conv1d(snk0.unsqueeze(1), dk0.flip(0).unsqueeze(0).unsqueeze(0), padding=M-1)[:, 0, M_2:M_2 + T]
Tdk0_t = toeplitz(dk0.unsqueeze(0), m=T, T=T).squeeze() # in shape of [m=T, T]
b = X - dconvs - R + dk0convsck0
torch.cuda.empty_cache()
bb = torch.cat((b, torch.zeros(N, T, device=b.device)), 1)
TT = torch.cat((Tdk0_t.t(), opts.lamb2 ** 0.5 * torch.eye(T, device=b.device)), 0)
S0[:, k0, :] = fista(bb, TT, snk0, opts.lamb)
# alpha = spams.lasso(np.asfortranarray(b.t().cpu().numpy()), D=np.asfortranarray(Tdk0_t.t().cpu().numpy()), lambda1=opts.lamb/2, lambda2=opts.lamb2)
# a = sparse.csc_matrix.todense(alpha)
# S0[:, k0, :] = torch.tensor(np.asarray(a).T, device=S.device)
return S0
def loss_S0(_2Tdk0, snk0, b, lamb):
"""
This function calculates the sub-loss function for S0
:param _2Tdk0: shape of [T, T]
:param snk0: shape of [N, T]
:param b: shape of [N, T]
:param lamb: scaler
:return: loss
"""
return ((_2Tdk0 @ snk0.t() - b.t())**2).sum()/2 + lamb * abs(snk0).sum()
def updateS(DD0SS0W, X, Y, opts):
"""this function is to update the sparse coefficients for common dictionary D0 using BPG-M, updating each S_n,k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
W is a matrix [C, K+1], where K is per-class atoms
X is a matrix [N, T], training Data
Y is a matrix [N, C] \in {0,1}, training labels
adapting for 2-D convolution, T could be replace by [H, W]
M could be replace by [M, M], which is a square patch
"""
D, D0, S, S0, W = DD0SS0W # where DD0SS0 is a list
N, K0, *T = S0.shape
M = D0.shape[1] # dictionary atom dimension
M_2 = int((M-1)/2)
C, K, _ = D.shape
T = T[0] # *T will make T as a list
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M-1).sum(1)[:, M_2:M_2 + T] # r is shape of [N, T)
# '''update the current s_n,k^(c) '''
for c, k in [(i, j) for i in range(C) for j in range(K)]:
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
Crange = torch.tensor(range(C))
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
for cc in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, cc, :] = F.conv1d(S[:, cc, :, :], Dcopy[cc, :, :, :], groups=K, padding=M - 1).sum(1)[:, M_2:M_2 + T]
dck = D[c, k, :] # shape of [M]
sck = S[:, c, k, :] # shape of [N, T]
wc = W[c, :] # shape of [K+1], including bias
yc = Y[:, c] # shape of [N]
Tdck = (toeplitz(dck.unsqueeze(0), m=T, T=T).squeeze()).t() # shape of [T, m=T]
dck_conv_sck = F.conv1d(sck.unsqueeze(1), dck.flip(0).reshape(1, 1, M), padding=M-1).squeeze()[:, M_2:M_2+T] # shape of [N,T]
c_prime = Crange[Crange != c] # c_prime contains all the indexes
Dcp_conv_Sncp = DconvS[:, c, :] - dck_conv_sck
# term 1, 2, 3 should be in the shape of [N, T]
term1 = X - R - (DconvS.sum(1) - dck_conv_sck) # D'*S' = (DconvS.sum(1) - dck_conv_sck
term2 = Y[:, c].reshape(N,1)*(X - R - Y[:, c].reshape(N,1)*Dcp_conv_Sncp - (Y[:, c_prime]*DconvS[:, c_prime, :].permute(2,0,1)).sum(2).t())
term3 = -(1-Y[:, c]).reshape(N,1)*((1-Y[:, c]).reshape(N,1)*Dcp_conv_Sncp
+ ((1-Y[:, c_prime])*DconvS[:, c_prime, :].permute(2,0,1)).sum(2).t())
b = (term1 + term2 + term3)/2
torch.cuda.empty_cache()
sc = S[:, c, :, :].clone() # sc will be changed in solv_sck, adding clone to prevent, for debugging
# l00 = loss_fun(X, Y, D, D0, S, S0, W, opts)
# l0 = loss_fun_special(X, Y, D, D0, S, S0, W, opts)
# l1 = loss_Sck_special(Tdck, b, sc, sck, wc, wc[k], yc, opts)
S[:, c, k, :] = solv_sck(sc, wc, yc, Tdck, b, k, opts)
# ll0 = loss_fun_special(X, Y, D, D0, S, S0, W, opts)
# ll1 = loss_Sck_special(Tdck, b, sc, sck, wc, wc[k], yc, opts)
# print('Overall loss for fidelity, sparse, label, differences: %1.7f, %1.7f, %1.7f' %(l0[0]-ll0[0], l0[1]-ll0[1], l0[2]-ll0[2]))
# print('Local loss for fidelity, sparse, label, differences: %1.7f, %1.7f, %1.7f' % (l1[0]-ll1[0], l1[1]-ll1[1], l1[2]-ll1[2]))
# print('Main loss after bpgm the diff is: %1.9e' %(l00 - loss_fun(X, Y, D, D0, S, S0, W, opts)))
# if (l00 - loss_fun(X, Y, D, D0, S, S0, W, opts)) <0 : print(bug)
if torch.isnan(S).sum() + torch.isinf(S).sum() >0 : print(inf_nan_happenned)
return S
def updateS_test(DD0SS0, X, opts):
"""this function is to update the sparse coefficients for common dictionary D0 using BPG-M, updating each S_n,k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y are the labels, not given
"""
D, D0, S, S0 = DD0SS0 # where DD0SS0 is a list
N, K0, T = S0.shape
M = D0.shape[1] # dictionary atom dimension
M_2 = int((M-1)/2)
C, K, _ = D.shape
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M - 1).sum(1)[:, M_2:M_2 + T] # r is shape of [N, T)
# '''update the current s_n,k^(c) '''
for c, k in [(i, j) for i in range(C) for j in range(K)]:
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
Crange = torch.tensor(range(C))
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
for cc in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, cc, :] = F.conv1d(S[:, cc, :, :], Dcopy[cc, :, :, :], groups=K, padding=M - 1).sum(1)[:, M_2:M_2 + T]
dck = D[c, k, :] # shape of [M]
sck = S[:, c, k, :] # shape of [N, T]
Tdck = (toeplitz(dck.unsqueeze(0), m=T, T=T).squeeze()).t() # shape of [T, m=T]
dck_conv_sck = F.conv1d(sck.unsqueeze(1), dck.flip(0).reshape(1, 1, M), padding=M-1).squeeze()[:, M_2:M_2+T] # shape of [N,T]
# term 1, 2, 3 should be in the shape of [N, T]
b = X - R - (DconvS.sum(1) - dck_conv_sck) # D'*S' = (DconvS.sum(1) - dck_conv_sck
torch.cuda.empty_cache()
sc = S[:, c, :, :] # sc will be changed in solv_sck, adding clone to prevent
# l = loss_fun_test(X, D, D0, S, S0, opts)
# l0 = loss_fun_test_spec(X, D, D0, S, S0, opts)
# l1 = loss_Sck_test_spec(Tdck, b, sc, sc[:, k, :], opts)
S[:, c, k, :] = solv_sck_test(sc, Tdck, b, k, opts)
# print('Main fidelity after bpgm the diff is: %1.9e' %(l0[0] - loss_fun_test_spec(X, D, D0, S, S0, opts)[0]))
# print('Local fidelity after bpgm the diff is: %1.9e' % (l1[0] - loss_Sck_test_spec(Tdck, b, sc, sc[:, k, :], opts)[0]))
# print('Main sparse after bpgm the diff is: %1.9e' %(l0[1] - loss_fun_test_spec(X, D, D0, S, S0, opts)[1]))
# print('Local sparse after bpgm the diff is: %1.9e' % (l1[1] - loss_Sck_test_spec(Tdck, b, sc, sc[:, k, :], opts)[1]))
# print('Main sparse after bpgm the diff is: %1.9e' %(l - loss_fun_test(X, D, D0, S, S0, opts)))
if torch.isnan(S).sum() + torch.isinf(S).sum() >0 : print(inf_nan_happenned)
return S
def updateS_test_fista(DD0SS0, X, opts):
"""this function is to update the sparse coefficients for common dictionary D0 using BPG-M, updating each S_n,k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
D is 3-d tensor [C,K,M] [num of atoms, classes, atom size]
S0 is 3-d tensor [N, K0, T]
D0 is a matrix [K0, M]
X is a matrix [N, T], training Data
Y are the labels, not given
"""
D, D0, S, S0 = DD0SS0 # where DD0SS0 is a list
N, K0, T = S0.shape
M = D0.shape[1] # dictionary atom dimension
M_2 = int((M-1)/2)
C, K, _ = D.shape
R = F.conv1d(S0, D0.flip(1).unsqueeze(1), groups=K0, padding=M - 1).sum(1)[:, M_2:M_2 + T] # r is shape of [N, T)
# '''update the current s_n,k^(c) '''
for c, k in [(i, j) for i in range(C) for j in range(K)]:
Dcopy = D.clone().flip(2).unsqueeze(2) # D shape is [C,K,1, M]
Crange = torch.tensor(range(C))
DconvS = S[:, :, 0, :].clone() # to avoid zeros for cuda decision, shape of [N, C, T]
for cc in range(C):
# the following line is doing, convolution, sum up C, and truncation for m/2: m/2+T
DconvS[:, cc, :] = F.conv1d(S[:, cc, :, :], Dcopy[cc, :, :, :], groups=K, padding=M - 1).sum(1)[:, M_2:M_2 + T]
dck = D[c, k, :] # shape of [M]
sck = S[:, c, k, :] # shape of [N, T]
Tdck = (toeplitz(dck.unsqueeze(0), m=T, T=T).squeeze()).t() # shape of [T, m=T]
dck_conv_sck = F.conv1d(sck.unsqueeze(1), dck.flip(0).reshape(1, 1, M), padding=M-1).squeeze()[:, M_2:M_2+T] # shape of [N,T]
# term 1, 2, 3 should be in the shape of [N, T]
b = X - R - (DconvS.sum(1) - dck_conv_sck) # D'*S' = (DconvS.sum(1) - dck_conv_sck
torch.cuda.empty_cache()
bb = torch.cat((b, torch.zeros(N, T, device=b.device)), 1)
TT = torch.cat((Tdck, opts.lamb2**0.5 * torch.eye(T, device=b.device)), 0)
r1 = fista(bb, TT, sck, opts.lamb)
S[:, c, k, :] = r1
# print( r1.abs().sum())
# # istead of fista using SPAMS
# alpha = spams.lasso(np.asfortranarray(b.t().cpu().numpy()), D=np.asfortranarray(Tdck.cpu().numpy()), lambda1=opts.lamb/2, lambda2=opts.lamb2)
# a = sparse.csc_matrix.todense(alpha)
# r2 = torch.tensor(np.asarray(a).T, device=S.device)
# # S[:, c, k, :] = torch.tensor(np.asarray(a).T, device=S.device)
# print(r2.abs().sum())
if torch.isnan(S).sum() + torch.isinf(S).sum() >0 : print(inf_nan_happenned)
return S
def updateW(SW, Y, opts):
"""this function is to update the sparse coefficients for common dictionary D0 using BPG-M, updating each S_n,k^(0)
input is initialed DD0SS0
the data structure is not in matrix format for computation simplexity
SW is a list of [S, W]
S is 4-d tensor [N,C,K,T] [samples,classes, num of atoms, time series,]
W is a matrix [C, K+1], where K is per-class atoms
X is a matrix [N, T], training Data
Y is a matrix [N, C] \in {0,1}, training labels
"""
S, W = SW
N, C, K, T = S.shape
# print('the loss_W for updating W %1.3e:' %loss_W(S, W, Y))
for c in range(C):
# print('Before bpgm wc loss is : %1.3e' % loss_W(S[:, c, :, :].clone().unsqueeze(1), W[c, :].reshape(1, -1), Y[:, c].reshape(N, -1)))
W[c, :] = solv_wc(W[c, :].clone(), S[:, c, :, :], Y[:, c], opts.delta)
# print('After bpgm wc loss is : %1.3e' % loss_W(S[:, c, :, :].clone().unsqueeze(1), W[c, :].reshape(1, -1), Y[:, c].reshape(N, -1)))
# print('the loss_W for updating W %1.3e' %loss_W(S, W, Y))
if torch.isnan(W).sum() + torch.isinf(W).sum() > 0: print(inf_nan_happenned)
return W
def loss_W(S, W, Y):
"""
calculating the loss function value for subproblem of W
:param S: shape of [N, C, K, T]
:param W: shape of [C, K+1]
:param Y: shape of [N, C]
:return:
"""
N, C = Y.shape
S_tik = torch.cat((S.mean(3), torch.ones(N, C, 1, device=S.device)), dim=-1)
exp_PtSnW = (S_tik * W).sum(2).exp() # shape of [N, C]