changeset 29:bc2a96a03b0a

2011 nov 10. Rewrote a single ABSapprox file, reorganized functions

--- a/scripts/ABSapprox.py	Thu Nov 10 13:33:37 2011 +0000
+++ b/scripts/ABSapprox.py	Thu Nov 10 18:49:38 2011 +0000
@@ -8,18 +8,14 @@
 import numpy as np
 import scipy.io
 import math
-doplot = True
-try: 
-  import matplotlib.pyplot as plt
-except:
-  doplot = False
-if doplot:  
-  import matplotlib.cm as cm
+
 import pyCSalgos
 import pyCSalgos.GAP.GAP
 import pyCSalgos.SL0.SL0_approx
 
-# Define functions that prepare arguments for each algorithm call
+#==========================
+# Algorithm functions
+#==========================
 def run_gap(y,M,Omega,epsilon):
   gapparams = {"num_iteration" : 1000,\
                    "greedy_level" : 0.9,\
@@ -27,7 +23,7 @@
                    "l2solver" : 'pseudoinverse',\
                    "noise_level": epsilon}
   return pyCSalgos.GAP.GAP.GAP(y,M,M.T,Omega,Omega.T,gapparams,np.zeros(Omega.shape[1]))[0]
- 
+
 def run_sl0(y,M,Omega,D,U,S,Vt,epsilon,lbd):
   
   N,n = Omega.shape
@@ -60,23 +56,34 @@
   L = 10
   return pyCSalgos.SL0.SL0_approx.SL0_approx(aggD,aggy,epsilon,sigmamin,sigma_decrease_factor,mu_0,L)
 
-
-# Define tuples (algorithm setup function, algorithm function, name)
+#==========================
+# Define tuples (algorithm function, name)
+#==========================
 gap = (run_gap, 'GAP')
 sl0 = (run_sl0, 'SL0_approx')
+bp  = (run_bp, 'BP')
 
 # Define which algorithms to run
 #  1. Algorithms not depending on lambda
 algosN = gap,   # tuple
 #  2. Algorithms depending on lambda (our ABS approach)
 algosL = sl0,   # tuple
+  
+#==========================
+# Interface functions
+#==========================
+def run_multiproc(ncpus=None):
+  d,sigma,deltas,rhos,lambdas,numvects,SNRdb,dosavedata,savedataname = standard_params()
+  run_multi(algosN, algosL, d,sigma,deltas,rhos,lambdas,numvects,SNRdb,dosavedata=dosavedata,savedataname=savedataname,\
+            doparallel=True, ncpus=ncpus)
 
-def mainrun():
+def run():
+  d,sigma,deltas,rhos,lambdas,numvects,SNRdb,dosavedata,savedataname = standard_params()
+  run_multi(algosN, algosL, d,sigma,deltas,rhos,lambdas,numvects,SNRdb,dosavedata=dosavedata,savedataname=savedataname,\
+            doparallel=False)
   
-  nalgosN = len(algosN)  
-  nalgosL = len(algosL)
-  
-  #Set up experiment parameters
+def standard_params():
+  #Set up standard experiment parameters
   d = 50.0;
   sigma = 2.0
   #deltas = np.arange(0.05,1.,0.05)
@@ -93,23 +100,69 @@
   #lambdas = [0 10.^linspace(-5, 4, 10)];
   #lambdas = np.concatenate((np.array([0]), 10**np.linspace(-5, 4, 10)))
   lambdas = np.array([0., 0.0001, 0.01, 1, 100, 10000])
-
+  
+  dosavedata = True
+  savedataname = 'ABSapprox.mat'
+    
+  
+  return d,sigma,deltas,rhos,lambdas,numvects,SNRdb,dosavedata,savedataname
+  
+#==========================
+# Main functions  
+#==========================
+def run_multi(algosN, algosL, d, sigma, deltas, rhos, lambdas, numvects, SNRdb,
+            doparallel=False, ncpus=None,\
+            doshowplot=False, dosaveplot=False, saveplotbase=None, saveplotexts=None,\
+            dosavedata=False, savedataname=None):
+  
+  if doparallel:
+    from multiprocessing import Pool
+    
+  # TODO: load different engine for matplotlib that allows saving without showing
+  try: 
+    import matplotlib.pyplot as plt
+  except:
+    dosaveplot = False
+    doshowplot = False
+  if dosaveplot and doshowplot:  
+    import matplotlib.cm as cm    
+  
+  nalgosN = len(algosN)  
+  nalgosL = len(algosL)
+  
   meanmatrix = dict()
   for i,algo in zip(np.arange(nalgosN),algosN):
     meanmatrix[algo[1]]   = np.zeros((rhos.size, deltas.size))
   for i,algo in zip(np.arange(nalgosL),algosL):
     meanmatrix[algo[1]]   = np.zeros((lambdas.size, rhos.size, deltas.size))
   
+  # Prepare parameters
+  jobparams = []
   for idelta,delta in zip(np.arange(deltas.size),deltas):
     for irho,rho in zip(np.arange(rhos.size),rhos):
       
       # Generate data and operator
-      Omega,x0,y,M,realnoise = genData(d,sigma,delta,rho,numvects,SNRdb)
+      Omega,x0,y,M,realnoise = generateData(d,sigma,delta,rho,numvects,SNRdb)
       
-      # Run algorithms
+      #Save the parameters, and run after
       print "***** delta = ",delta," rho = ",rho
-      mrelerrN,mrelerrL = runonce(algosN,algosL,Omega,y,lambdas,realnoise,M,x0)
-      
+      jobparams.append((algosN,algosL, Omega,y,lambdas,realnoise,M,x0))
+
+  # Run
+  jobresults = []
+  if doparallel:
+    pool = Pool(4)
+    jobresults = pool.map(run_once_tuple,jobparams)
+  else:
+    for jobparam in jobparams:
+      jobresults.append(run_once(algosN,algosL,Omega,y,lambdas,realnoise,M,x0))
+
+  # Read results
+  idx = 0
+  for idelta,delta in zip(np.arange(deltas.size),deltas):
+    for irho,rho in zip(np.arange(rhos.size),rhos):
+      mrelerrN,mrelerrL = jobresults[idx]
+      idx = idx+1
       for algotuple in algosN: 
         meanmatrix[algotuple[1]][irho,idelta] = 1 - mrelerrN[algotuple[1]]
         if meanmatrix[algotuple[1]][irho,idelta] < 0 or math.isnan(meanmatrix[algotuple[1]][irho,idelta]):
@@ -128,54 +181,46 @@
   #    showmats[algo[1]]   = np.zeros(lambdas.size, rhos.size, deltas.size)
 
     # Save
-    tosave = dict()
-    tosave['meanmatrix'] = meanmatrix
-    tosave['d'] = d
-    tosave['sigma'] = sigma
-    tosave['deltas'] = deltas
-    tosave['rhos'] = rhos
-    tosave['numvects'] = numvects
-    tosave['SNRdb'] = SNRdb
-    tosave['lambdas'] = lambdas
-    try:
-      scipy.io.savemat('ABSapprox.mat',tosave)
-    except TypeError:
-      print "Oops, Type Error"
-      raise    
+    if dosavedata:
+      tosave = dict()
+      tosave['meanmatrix'] = meanmatrix
+      tosave['d'] = d
+      tosave['sigma'] = sigma
+      tosave['deltas'] = deltas
+      tosave['rhos'] = rhos
+      tosave['numvects'] = numvects
+      tosave['SNRdb'] = SNRdb
+      tosave['lambdas'] = lambdas
+      try:
+        scipy.io.savemat(savedataname, tosave)
+      except:
+        print "Save error"
   # Show
-  if doplot:
+  if doshowplot or dosaveplot:
     for algotuple in algosN:
+      algoname = algotuple[1]
       plt.figure()
-      plt.imshow(meanmatrix[algotuple[1]], cmap=cm.gray, interpolation='nearest',origin='lower')
+      plt.imshow(meanmatrix[algoname], cmap=cm.gray, interpolation='nearest',origin='lower')
+      if dosaveplot:
+        for ext in saveplotexts:
+          plt.savefig(saveplotbase + algoname + '.' + ext)
     for algotuple in algosL:
+      algoname = algotuple[1]
       for ilbd in np.arange(lambdas.size):
         plt.figure()
-        plt.imshow(meanmatrix[algotuple[1]][ilbd], cmap=cm.gray, interpolation='nearest',origin='lower')
-    plt.show()
+        plt.imshow(meanmatrix[algoname][ilbd], cmap=cm.gray, interpolation='nearest',origin='lower')
+        if dosaveplot:
+          for ext in saveplotexts:
+            plt.savefig(saveplotbase + algoname + lambdas[ilbd] + '.' + ext)
+    if doshowplot:
+      plt.show()
+    
   print "Finished."
   
-def genData(d,sigma,delta,rho,numvects,SNRdb):
+def run_once_tuple(t):
+  return run_once(*t)
 
-  # Process parameters
-  noiselevel = 1.0 / (10.0**(SNRdb/10.0));
-  p = round(sigma*d);
-  m = round(delta*d);
-  l = round(d - rho*m);
-  
-  # Generate Omega and data based on parameters
-  Omega = pyCSalgos.GAP.GAP.Generate_Analysis_Operator(d, p);
-  # Optionally make Omega more coherent
-  U,S,Vt = np.linalg.svd(Omega);
-  Sdnew = S * (1+np.arange(S.size)) # Make D coherent, not Omega!
-  Snew = np.vstack((np.diag(Sdnew), np.zeros((Omega.shape[0] - Omega.shape[1], Omega.shape[1]))))
-  Omega = np.dot(U , np.dot(Snew,Vt))
-
-  # Generate data  
-  x0,y,M,Lambda,realnoise = pyCSalgos.GAP.GAP.Generate_Data_Known_Omega(Omega, d,p,m,l,noiselevel, numvects,'l0');
-  
-  return Omega,x0,y,M,realnoise
-
-def runonce(algosN,algosL,Omega,y,lambdas,realnoise,M,x0):
+def run_once(algosN,algosL,Omega,y,lambdas,realnoise,M,x0):
   
   d = Omega.shape[1]  
   
@@ -231,10 +276,30 @@
     mrelerrL[algotuple[1]] = np.mean(relerr[algotuple[1]],1)
   
   return mrelerrN,mrelerrL
+
+def generateData(d,sigma,delta,rho,numvects,SNRdb):
+
+  # Process parameters
+  noiselevel = 1.0 / (10.0**(SNRdb/10.0));
+  p = round(sigma*d);
+  m = round(delta*d);
+  l = round(d - rho*m);
+  
+  # Generate Omega and data based on parameters
+  Omega = pyCSalgos.GAP.GAP.Generate_Analysis_Operator(d, p);
+  # Optionally make Omega more coherent
+  U,S,Vt = np.linalg.svd(Omega);
+  Sdnew = S * (1+np.arange(S.size)) # Make D coherent, not Omega!
+  Snew = np.vstack((np.diag(Sdnew), np.zeros((Omega.shape[0] - Omega.shape[1], Omega.shape[1]))))
+  Omega = np.dot(U , np.dot(Snew,Vt))
+
+  # Generate data  
+  x0,y,M,Lambda,realnoise = pyCSalgos.GAP.GAP.Generate_Data_Known_Omega(Omega, d,p,m,l,noiselevel, numvects,'l0');
+  
+  return Omega,x0,y,M,realnoise
   
 # Script main
 if __name__ == "__main__":
-
   #import cProfile
   #cProfile.run('mainrun()', 'profile')    
-  mainrun()
\ No newline at end of file
+  run()