CUQIpy 1.1.1.post0.dev36__py3-none-any.whl → 1.4.1.post0.dev124__py3-none-any.whl

cuqi/implicitprior/_regularizedGaussian.py

@@ -1,323 +0,0 @@
-from cuqi.utilities import get_non_default_args
-from cuqi.distribution import Distribution, Gaussian
-from cuqi.solver import ProjectNonnegative, ProjectBox, ProximalL1
-
-import numpy as np
-
-
-class RegularizedGaussian(Distribution):
-    """ Implicit Regularized Gaussian.
-
-    Defines a so-called implicit prior based on a Gaussian distribution with implicit regularization.
-    The regularization can be defined in the form of a proximal operator or a projector. 
-    Alternatively, preset constraints and regularization can be used.
-
-    Precisely one of proximal, projector, constraint or regularization needs to be provided. Otherwise, an error is raised.
-
-    Can be used as a prior in a posterior which can be sampled with the RegularizedLinearRTO sampler.
-
-
-    For more details on implicit regularized Gaussian see the following paper:
-
-    [1] Everink, Jasper M., Yiqiu Dong, and Martin S. Andersen. "Sparse Bayesian inference with regularized
-    Gaussian distributions." Inverse Problems 39.11 (2023): 115004.
-
-    Parameters
-    ----------
-    mean
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    cov
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    prec
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    sqrtcov
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    sqrtprec
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    proximal : callable f(x, scale) or None
-        Euclidean proximal operator f of the regularization function g, that is, a solver for the optimization problem
-        min_z 0.5||x-z||_2^2+scale*g(x).
-
-
-    projector : callable f(x) or None
-        Euclidean projection onto the constraint C, that is, a solver for the optimization problem
-        min_(z in C) 0.5||x-z||_2^2.
-
-    constraint : string or None
-        Preset constraints. Can be set to "nonnegativity" and "box". Required for use in Gibbs.
-        For "box", the following additional parameters can be passed:
-            lower_bound : array_like or None
-                Lower bound of box, defaults to zero
-            upper_bound : array_like
-                Upper bound of box, defaults to one
-
-    regularization : string or None
-        Preset regularization. Can be set to "l1". Required for use in Gibbs in future update.
-        For "l1", the following additional parameters can be passed:
-            strength : scalar
-                Regularization parameter, i.e., strength*||x||_1 , defaults to one
-
-    """
-        
-    def __init__(self, mean=None, cov=None, prec=None, sqrtcov=None, sqrtprec=None, proximal = None, projector = None, constraint = None, regularization = None, **kwargs):
-        
-        # Store regularization parameters and remove them from kwargs passed to Gaussian
-        optional_regularization_parameters = {
-            "lower_bound" : kwargs.pop("lower_bound", None), # Takes default of ProjectBox if None
-            "upper_bound" : kwargs.pop("upper_bound", None), # Takes default of ProjectBox if None
-            "strength" : kwargs.pop("strength", 1)
-        }
-        
-        # We init the underlying Gaussian first for geometry and dimensionality handling
-        self._gaussian = Gaussian(mean=mean, cov=cov, prec=prec, sqrtcov=sqrtcov, sqrtprec=sqrtprec, **kwargs)
-
-        # Init from abstract distribution class
-        super().__init__(**kwargs)
-
-        self._parse_regularization_input_arguments(proximal, projector, constraint, regularization, optional_regularization_parameters)
-
-    def _parse_regularization_input_arguments(self, proximal, projector, constraint, regularization, optional_regularization_parameters):
-        """ Parse regularization input arguments with guarding statements and store internal states """
-
-        # Check that only one of proximal, projector, constraint or regularization is provided        
-        if (proximal is not None) + (projector is not None) + (constraint is not None) + (regularization is not None) != 1:
-            raise ValueError("Precisely one of proximal, projector, constraint or regularization needs to be provided.")
-
-        if proximal is not None:
-            if not callable(proximal):
-                raise ValueError("Proximal needs to be callable.")
-            if len(get_non_default_args(proximal)) != 2:
-                raise ValueError("Proximal should take 2 arguments.")
-            
-        if projector is not None:
-            if not callable(projector):
-                raise ValueError("Projector needs to be callable.")
-            if len(get_non_default_args(projector)) != 1:
-                raise ValueError("Projector should take 1 argument.")
-            
-        # Preset information, for use in Gibbs
-        self._preset = None
-        
-        if proximal is not None:
-            self._proximal = proximal
-        elif projector is not None:
-            self._proximal = lambda z, gamma: projector(z)
-        elif (isinstance(constraint, str) and constraint.lower() == "nonnegativity"):
-            self._proximal = lambda z, gamma: ProjectNonnegative(z)
-            self._preset = "nonnegativity"
-        elif (isinstance(constraint, str) and constraint.lower() == "box"):
-            lower = optional_regularization_parameters["lower_bound"]
-            upper = optional_regularization_parameters["upper_bound"]
-            self._proximal = lambda z, gamma: ProjectBox(z, lower, upper)
-            self._preset = "box" # Not supported in Gibbs
-        elif (isinstance(regularization, str) and regularization.lower() in ["l1"]):
-            strength = optional_regularization_parameters["strength"]
-            self._proximal = lambda z, gamma: ProximalL1(z, gamma*strength)
-            self._preset = "l1"
-        else:
-            raise ValueError("Regularization not supported")
-
-    # This is a getter only attribute for the underlying Gaussian
-    # It also ensures that the name of the underlying Gaussian
-    # matches the name of the implicit regularized Gaussian
-    @property
-    def gaussian(self):
-        if self._name is not None:
-            self._gaussian._name = self._name
-        return self._gaussian
-    
-    @property
-    def proximal(self):
-        return self._proximal
-    
-    @property
-    def preset(self):
-        return self._preset
-
-    def logpdf(self, x):
-        return np.nan
-        #raise ValueError(
-        #    f"The logpdf of a implicit regularized Gaussian is not be defined.")
-        
-    def _sample(self, N, rng=None):
-        raise ValueError(
-            "Cannot be sampled from.")
-  
-    @staticmethod
-    def constraint_options():
-        return ["nonnegativity", "box"]
-
-    @staticmethod
-    def regularization_options():
-        return ["l1"]
-
-
-    # --- Defer behavior of the underlying Gaussian --- #
-    @property
-    def geometry(self):
-        return self.gaussian.geometry
-    
-    @geometry.setter
-    def geometry(self, value):
-        self.gaussian.geometry = value
-    
-    @property
-    def mean(self):
-        return self.gaussian.mean
-    
-    @mean.setter
-    def mean(self, value):
-        self.gaussian.mean = value
-    
-    @property
-    def cov(self):
-        return self.gaussian.cov
-    
-    @cov.setter
-    def cov(self, value):
-        self.gaussian.cov = value
-    
-    @property
-    def prec(self):
-        return self.gaussian.prec
-    
-    @prec.setter
-    def prec(self, value):
-        self.gaussian.prec = value
-    
-    @property
-    def sqrtprec(self):
-        return self.gaussian.sqrtprec
-    
-    @sqrtprec.setter
-    def sqrtprec(self, value):
-        self.gaussian.sqrtprec = value
-    
-    @property
-    def sqrtcov(self):
-        return self.gaussian.sqrtcov
-    
-    @sqrtcov.setter
-    def sqrtcov(self, value):
-        self.gaussian.sqrtcov = value     
-    
-    def get_conditioning_variables(self):
-        return self.gaussian.get_conditioning_variables()
-    
-    def get_mutable_variables(self):
-        return self.gaussian.get_mutable_variables()
-    
-    # Overwrite the condition method such that the underlying Gaussian is conditioned in general, except when conditioning on self.name
-    # which means we convert Distribution to Likelihood or EvaluatedDensity.
-    def _condition(self, *args, **kwargs):
-
-        # Handle positional arguments (similar code as in Distribution._condition)
-        cond_vars = self.get_conditioning_variables()
-        kwargs = self._parse_args_add_to_kwargs(cond_vars, *args, **kwargs)
-
-        # When conditioning, we always do it on a copy to avoid unintentional side effects
-        new_density = self._make_copy()
-
-        # Check if self.name is in the provided keyword arguments.
-        # If so, pop it and store its value.
-        value = kwargs.pop(self.name, None)
-
-        new_density._gaussian = self.gaussian._condition(**kwargs)
-
-        # If self.name was provided, we convert to a likelihood or evaluated density
-        if value is not None:
-            new_density = new_density.to_likelihood(value)
-
-        return new_density
-
-
-class ConstrainedGaussian(RegularizedGaussian):
-    """ Implicit Constrained Gaussian.
-
-    Defines a so-called implicit prior based on a Gaussian distribution with implicit constraints.
-    The constraint can be defined as a preset or in the form of a projector. 
-
-    Precisely one of projector or constraint needs to be provided. Otherwise, an error is raised.
-
-    Can be used as a prior in a posterior which can be sampled with the RegularizedLinearRTO sampler.
-
-    Alias for :class:`~cuqi.implicitprior.RegularizedGaussian` with only constraints available.
-
-    For more details on implicit regularized Gaussian see the following paper:
-
-    [1] Everink, Jasper M., Yiqiu Dong, and Martin S. Andersen. "Sparse Bayesian inference with regularized
-    Gaussian distributions." Inverse Problems 39.11 (2023): 115004.
-
-    Parameters
-    ----------
-    mean
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    cov
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    prec
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    sqrtcov
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    sqrtprec
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    projector : callable f(x) or None
-        Euclidean projection onto the constraint C, that is, a solver for the optimization problem
-        min_(z in C) 0.5||x-z||_2^2.
-
-    constraint : string or None
-        Preset constraints. Can be set to "nonnegativity" and "box". Required for use in Gibbs.
-        For "box", the following additional parameters can be passed:
-            lower_bound : array_like or None
-                Lower bound of box, defaults to zero
-            upper_bound : array_like
-                Upper bound of box, defaults to one
-
-    """
-    def __init__(self, mean=None, cov=None, prec=None, sqrtcov=None,sqrtprec=None, projector=None, constraint=None, **kwargs):
-        super().__init__(mean=mean, cov=cov, prec=prec, sqrtcov=sqrtcov, sqrtprec=sqrtprec, projector=projector, constraint=constraint, **kwargs)
-
-        
-class NonnegativeGaussian(RegularizedGaussian):
-    """ Implicit Nonnegative Gaussian.
-
-    Defines a so-called implicit prior based on a Gaussian distribution with implicit nonnegativity constraints.
-
-    Can be used as a prior in a posterior which can be sampled with the RegularizedLinearRTO sampler.
-
-    Alias for :class:`~cuqi.implicitprior.RegularizedGaussian` with only nonnegativity constraints.
-
-    For more details on implicit regularized Gaussian see the following paper:
-
-    [1] Everink, Jasper M., Yiqiu Dong, and Martin S. Andersen. "Sparse Bayesian inference with regularized
-    Gaussian distributions." Inverse Problems 39.11 (2023): 115004.
-
-    Parameters
-    ----------
-    mean
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    cov
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    prec
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    sqrtcov
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    sqrtprec
-        See :class:`~cuqi.distribution.Gaussian` for details.
-
-    """
-    def __init__(self, mean=None, cov=None, prec=None, sqrtcov=None,sqrtprec=None, **kwargs):
-        super().__init__(mean=mean, cov=cov, prec=prec, sqrtcov=sqrtcov, sqrtprec=sqrtprec, constraint="nonnegativity", **kwargs)