diff scripts/study_analysis_rec_algos_noisy.m @ 22:2dd78e37b23a

ABS approx script is working
Started working on parallel

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/study_analysis_rec_algos_noisy.m	Wed Nov 09 00:11:14 2011 +0000
@@ -0,0 +1,417 @@
+% File: study_analysis_rec_algos
+% Run global experiment to compare algorithms used for analysis-based reconstruction
+% and plot phast transition graphs
+
+clear all
+close all
+
+% =================================
+% Set up experiment parameters
+%==================================
+% Which form factor, delta and rho we want
+sigmas = 1.2;
+deltas = 0.05:0.05:0.95;
+rhos   = 0.05:0.05:0.95;
+% deltas = [0.95];
+% rhos   = [0.1];
+%deltas = 0.3:0.3:0.9;
+%rhos   = 0.3:0.3:0.9;
+
+% Number of vectors to generate each time
+numvects = 100;
+
+% Add noise 
+% This is norm(signal)/norm(noise), so power, not energy
+SNRdb = 20; % virtually no noise
+
+% Show progressbar ? (not recommended when running on parallel threads)
+do_progressbar = 0;
+
+% Value of lambda
+lambda = 1e-2;
+
+% What algos to run
+do_abs_ompk = 1;
+do_abs_ompeps = 1;
+do_abs_tst = 1;
+do_abs_bp = 1;
+do_gap = 1;
+do_nesta = 0;
+
+% =================================
+% Processing the parameters
+%==================================
+% Set up parameter structure
+count = 0;
+for isigma = 1:sigmas
+    for idelta = 1:numel(deltas)
+        for irho = 1:numel(rhos)
+            sigma = sigmas(isigma);
+            delta = deltas(idelta);
+            rho = rhos(irho);
+        
+            d = 200;
+            p = round(sigma*d);
+            m = round(delta*d);
+            l = round(d - rho*m);
+            
+            params(count+1).d = d;
+            params(count+1).p = p;
+            params(count+1).m = m;
+            params(count+1).l = l;
+            
+            count = count + 1;
+        end
+    end
+end
+
+% Compute noiselevel from db
+noiselevel = 1 / (10^(SNRdb/10));
+
+%load study_analysis_init
+
+% Generate an analysis operator Omega
+Omega = Generate_Analysis_Operator(d, p);
+
+% Progressbar
+if do_progressbar
+    progressbar('Total', 'Current parameters');
+end
+
+% Init times
+elapsed_abs_ompk = 0;
+elapsed_abs_ompeps = 0;
+elapsed_abs_tst = 0;
+elapsed_abs_bp = 0;
+elapsed_gap = 0;
+elapsed_nesta = 0;
+
+% Init results structure
+results = [];
+
+% Prepare progressbar reduction variables
+% if do_progressbar
+%     incr2 = 1/numvects;
+%     incr1 = 1/numvects/count;
+%     frac2 = 0;
+%     frac1 = 0;
+% end 
+
+% ========
+% Run
+% ========
+parfor iparam = 1:numel(params)
+    
+    % Read current parameters
+    d = params(iparam).d;
+    p = params(iparam).p;
+    m = params(iparam).m;
+    l = params(iparam).l;
+    
+    % Init stuff
+    xrec_abs_ompk   = zeros(d, numvects);
+    xrec_abs_ompeps = zeros(d, numvects);
+    xrec_abs_tst    = zeros(d, numvects);
+    xrec_abs_bp     = zeros(d, numvects);
+    xrec_gap        = zeros(d, numvects);
+    xrec_nesta      = zeros(d, numvects);
+    %
+       err_abs_ompk   = zeros(numvects,1);
+    relerr_abs_ompk   = zeros(numvects,1);
+       err_abs_ompeps = zeros(numvects,1);
+    relerr_abs_ompeps = zeros(numvects,1);
+       err_abs_tst    = zeros(numvects,1);
+    relerr_abs_tst    = zeros(numvects,1);
+       err_abs_bp     = zeros(numvects,1);
+    relerr_abs_bp     = zeros(numvects,1);
+       err_gap        = zeros(numvects,1);
+    relerr_gap        = zeros(numvects,1);
+       err_nesta      = zeros(numvects,1);
+    relerr_nesta      = zeros(numvects,1);
+
+    % Generate data based on parameters
+    [x0,y,M,Lambda] = Generate_Data_Known_Omega(Omega, d,p,m,l,noiselevel, numvects,'l0');
+    
+    % For every generated signal do
+    for iy = 1:size(y,2)
+        
+        % Compute epsilon 
+        epsilon = noiselevel * norm(y(:,iy));
+        
+        %--------------------------------
+        % Reconstruct (and measure delay)
+        % Compute reconstruction error
+        %--------------------------------
+        % ABS-OMPk
+        if (do_abs_ompk)
+            timer_abs_ompk = tic;
+            xrec_abs_ompk(:,iy) = ABS_OMPk_approx(y(:,iy), Omega, M, p-l, lambda);
+            elapsed_abs_ompk = elapsed_abs_ompk + toc(timer_abs_ompk);
+            %
+            err_abs_ompk(iy)    = norm(x0(:,iy) - xrec_abs_ompk(:,iy));
+            relerr_abs_ompk(iy) = err_abs_ompk(iy) / norm(x0(:,iy));   
+        end
+        % ABS-OMPeps
+        if (do_abs_ompeps)
+            timer_abs_ompeps = tic;
+            xrec_abs_ompeps(:,iy) = ABS_OMPeps_approx(y(:,iy), Omega, M, epsilon, lambda);
+            elapsed_abs_ompeps = elapsed_abs_ompeps + toc(timer_abs_ompeps);
+            %
+            err_abs_ompeps(iy)    = norm(x0(:,iy) - xrec_abs_ompeps(:,iy));
+            relerr_abs_ompeps(iy) = err_abs_ompeps(iy) / norm(x0(:,iy));
+        end
+        % ABS-TST
+        if (do_abs_tst)
+            timer_abs_tst = tic;
+            xrec_abs_tst(:,iy) = ABS_TST_approx(y(:,iy), Omega, M, epsilon, lambda);
+            elapsed_abs_tst = elapsed_abs_tst + toc(timer_abs_tst);
+            %
+            err_abs_tst(iy)     = norm(x0(:,iy) - xrec_abs_tst(:,iy));
+            relerr_abs_tst(iy)  = err_abs_tst(iy) / norm(x0(:,iy));
+        end
+        % ABS-BP
+        if (do_abs_bp)
+            timer_abs_bp = tic;
+            xrec_abs_bp(:,iy)  = ABS_BP_approx(y(:,iy), Omega, M, epsilon, lambda);
+            elapsed_abs_bp = elapsed_abs_bp + toc(timer_abs_bp);
+            %
+            err_abs_bp(iy)     = norm(x0(:,iy) - xrec_abs_bp(:,iy));
+            relerr_abs_bp(iy)  = err_abs_bp(iy) / norm(x0(:,iy));
+        end
+        % GAP
+        if (do_gap)
+            gapparams = [];
+            gapparams.num_iteration = 40;
+            gapparams.greedy_level = 0.9;
+            gapparams.stopping_coefficient_size = 1e-4;
+            gapparams.l2solver = 'pseudoinverse';
+            gapparams.noise_level = noiselevel;
+            timer_gap = tic;
+            xrec_gap(:,iy) = GAP(y(:,iy), M, M', Omega, Omega', gapparams, zeros(d,1));
+            elapsed_gap = elapsed_gap + toc(timer_gap);
+            %
+            err_gap(iy)     = norm(x0(:,iy) - xrec_gap(:,iy));
+            relerr_gap(iy)  = err_gap(iy) / norm(x0(:,iy));
+        end
+        % NESTA
+        if (do_nesta)
+            try
+                timer_nesta = tic;
+                xrec_nesta(:,iy) = do_nesta_DemoNonProjector(x0(:,iy), M, Omega', 0);
+                elapsed_nesta = elapsed_nesta + toc(timer_nesta);
+            catch err
+                disp('*****ERROR: NESTA throwed error *****');
+                xrec_nesta(:,iy) = zeros(size(x0(:,iy)));
+            end
+            %
+            err_nesta(iy)       = norm(x0(:,iy) - xrec_nesta(:,iy));
+            relerr_nesta(iy)    = err_nesta(iy) / norm(x0(:,iy)); 
+        end
+
+        % Update progressbar
+%         if do_progressbar
+%             %frac2 = iy/numvects;
+%             %frac1 = ((iparam-1) + frac2) / count;
+%             if norm(frac2 - 1) < 1e-6
+%                 frac2 = 0;
+%             end
+%             frac2 = frac2 + incr2;
+%             frac1 = frac1 + incr1;
+%             progressbar(frac1, frac2);
+%         end
+    end
+    
+    %--------------------------------
+    % Save results in big stucture & display
+    %--------------------------------
+    % Save reconstructed signals
+    % Save rel & abs errors
+    % Display error
+    disp(['Simulation no. ' num2str(iparam)]);
+    if (do_abs_ompk)
+        results(iparam).xrec_abs_ompk   = xrec_abs_ompk;
+        results(iparam).err_abs_ompk    = err_abs_ompk;
+        results(iparam).relerr_abs_ompk = relerr_abs_ompk;
+        disp(['  ABS_OMPk:   avg relative error = ' num2str(mean(relerr_abs_ompk))]);
+    end
+    if (do_abs_ompeps)
+        results(iparam).xrec_abs_ompeps   = xrec_abs_ompeps;
+        results(iparam).err_abs_ompeps    = err_abs_ompeps;
+        results(iparam).relerr_abs_ompeps = relerr_abs_ompeps;   
+        disp(['  ABS_OMPeps: avg relative error = ' num2str(mean(relerr_abs_ompeps))]);
+    end
+    if (do_abs_tst)
+        results(iparam).xrec_abs_tst   = xrec_abs_tst;
+        results(iparam).err_abs_tst    = err_abs_tst;
+        results(iparam).relerr_abs_tst = relerr_abs_tst;
+        disp(['  ABS_TST:    avg relative error = ' num2str(mean(relerr_abs_tst))]);
+    end
+    if (do_abs_bp)
+        results(iparam).xrec_abs_bp   = xrec_abs_bp;
+        results(iparam).err_abs_bp    = err_abs_bp;
+        results(iparam).relerr_abs_bp = relerr_abs_bp;
+        disp(['  ABS_BP:     avg relative error = ' num2str(mean(relerr_abs_bp))]);
+    end
+    if (do_gap)
+        results(iparam).xrec_gap   = xrec_gap;
+        results(iparam).err_gap    = err_gap;
+        results(iparam).relerr_gap = relerr_gap;
+        disp(['  GAP:        avg relative error = ' num2str(mean(relerr_gap))]);
+    end
+    if (do_nesta)
+        results(iparam).xrec_nesta   = xrec_nesta;
+        results(iparam).err_nesta    = err_nesta;
+        results(iparam).relerr_nesta = relerr_nesta;
+        disp(['  NESTA:      avg relative error = ' num2str(mean(relerr_nesta))]);
+    end
+end
+
+% =================================
+% Save
+% =================================
+save mat/avgerr_SNR20_lbd1e-2
+
+% =================================
+% Plot phase transition
+% =================================
+%--------------------------------
+% Prepare
+%--------------------------------
+%d = 200;
+%m = 190;
+%exactthr = d/m * noiselevel;
+%sigma = 1.2;
+iparam = 1;
+for idelta = 1:numel(deltas)
+    for irho = 1:numel(rhos)
+        % Create exact recovery count matrix 
+%         nexact_abs_bp  (irho, idelta)    = sum(results(iparam).relerr_abs_bp < exactthr);
+%         nexact_abs_ompk (irho, idelta)   = sum(results(iparam).relerr_abs_ompk < exactthr);
+%         nexact_abs_ompeps (irho, idelta) = sum(results(iparam).relerr_abs_ompeps < exactthr);
+%         nexact_gap (irho, idelta)        = sum(results(iparam).relerr_gap < exactthr);
+%         nexact_abs_tst (irho, idelta)    = sum(results(iparam).relerr_abs_tst < exactthr);
+% %         nexact_nesta(irho, idelta)       = sum(results(iparam).relerr_nesta < exactthr);
+
+        % Get histogram (for a single param set only!)
+%         hist_abs_ompk   = hist(results(iparam).relerr_abs_ompk, 0.001:0.001:0.1);
+%         hist_abs_ompeps = hist(results(iparam).relerr_abs_ompeps, 0.001:0.001:0.1);
+%         hist_abs_tst    = hist(results(iparam).relerr_abs_tst, 0.001:0.001:0.1);
+%         hist_abs_bp     = hist(results(iparam).relerr_abs_bp, 0.001:0.001:0.1);
+%         hist_gap        = hist(results(iparam).relerr_gap, 0.001:0.001:0.1);
+        
+        % Compute average error value
+        if (do_abs_ompk)
+            avgerr_abs_ompk(irho, idelta)    = 1 - mean(results(iparam).relerr_abs_ompk);
+            avgerr_abs_ompk(avgerr_abs_ompk < 0) = 0;
+        end
+        if (do_abs_ompeps)
+            avgerr_abs_ompeps(irho, idelta)  = 1 - mean(results(iparam).relerr_abs_ompeps);
+            avgerr_abs_ompeps(avgerr_abs_ompeps < 0) = 0;
+        end
+        if (do_abs_tst)
+            avgerr_abs_tst(irho, idelta)     = 1 - mean(results(iparam).relerr_abs_tst);
+            avgerr_abs_tst(avgerr_abs_tst < 0) = 0;
+        end
+        if (do_abs_bp)
+            avgerr_abs_bp(irho, idelta)      = 1 - mean(results(iparam).relerr_abs_bp);
+            avgerr_abs_bp(avgerr_abs_bp < 0) = 0;
+        end
+        if (do_gap)
+            avgerr_gap(irho, idelta)         = 1 - mean(results(iparam).relerr_gap);
+            avgerr_gap(avgerr_gap < 0) = 0;
+        end
+        if (do_nesta)
+            avgerr_nesta(irho, idelta)       = 1 - mean(results(iparam).relerr_nesta);
+            avgerr_nesta(avgerr_nesta < 0) = 0;
+        end
+        
+        iparam = iparam + 1;
+    end
+end
+
+%--------------------------------
+% Plot
+%--------------------------------
+show_phasetrans = @show_phasetrans_win;
+iptsetpref('ImshowAxesVisible', 'on');
+close all
+figbase = 'figs/avgerr_SNR20_lbd1e-2_';
+do_save = 1;
+%
+if (do_abs_ompk)
+    figure;
+    %h = show_phasetrans(nexact_abs_ompk, numvects);
+    %bar(0.001:0.001:0.1, hist_abs_ompk);
+    h = show_phasetrans(avgerr_abs_ompk, 1);
+    if do_save
+        figname = [figbase 'ABS_OMPk'];
+        saveas(h, [figname '.fig']);
+        saveas(h, [figname '.png']);
+        saveTightFigure(h, [figname '.pdf']);
+    end
+end
+%
+if (do_abs_ompeps)
+    figure;
+    %h = show_phasetrans(nexact_abs_ompeps, numvects);
+    %bar(0.001:0.001:0.1, hist_abs_ompeps);
+    h = show_phasetrans(avgerr_abs_ompeps, 1);
+    if do_save
+        figname = [figbase 'ABS_OMPeps'];
+        saveas(h, [figname '.fig']);
+        saveas(h, [figname '.png']);
+        saveTightFigure(h, [figname '.pdf']);
+    end
+end
+%
+if (do_abs_tst)
+    figure;
+    %h = show_phasetrans(nexact_abs_tst, numvects);
+    %bar(0.001:0.001:0.1, hist_abs_tst);
+    h = show_phasetrans(avgerr_abs_tst, 1);
+    if do_save
+        figname = [figbase 'ABS_TST'];
+        saveas(h, [figname '.fig']);
+        saveas(h, [figname '.png']);
+        saveTightFigure(h, [figname '.pdf']);
+    end
+end
+%
+if (do_abs_bp)
+    figure;
+    %h = show_phasetrans(nexact_abs_bp, numvects);
+    %bar(0.001:0.001:0.1, hist_abs_bp);
+    h = show_phasetrans(avgerr_abs_bp, 1);
+    if do_save
+        figname = [figbase 'ABS_BP'];
+        saveas(h, [figname '.fig']);
+        saveas(h, [figname '.png']);
+        saveTightFigure(h, [figname '.pdf']);
+    end
+end
+%
+if (do_gap)
+    figure;
+    %h = show_phasetrans(nexact_gap, numvects);
+    %bar(0.001:0.001:0.1, hist_gap);
+    h = show_phasetrans(avgerr_gap, 1);
+    if do_save
+        figname = [figbase 'GAP'];
+        saveas(h, [figname '.fig']);
+        saveas(h, [figname '.png']);
+        saveTightFigure(h, [figname '.pdf']);
+    end
+end
+%
+if (do_nesta)
+    figure;
+    %h = show_phasetrans(nexact_nesta, numvects);
+    %bar(0.001:0.001:0.1, hist_nesta);
+    h = show_phasetrans(avgerr_nesta, 1);
+    if do_save
+        figname = [figbase 'NESTA'];
+        saveas(h, [figname '.fig']);
+        saveas(h, [figname '.png']);
+        saveTightFigure(h, [figname '.pdf']);
+    end
+end
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