CUQIpy 1.2.0.post0.dev371__tar.gz → 1.2.0.post0.dev400__tar.gz

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/CUQIpy.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: CUQIpy
-Version: 1.2.0.post0.dev371
+Version: 1.2.0.post0.dev400
 Summary: Computational Uncertainty Quantification for Inverse problems in Python
 Maintainer-email: "Nicolai A. B. Riis" <nabr@dtu.dk>, "Jakob S. Jørgensen" <jakj@dtu.dk>, "Amal M. Alghamdi" <amaal@dtu.dk>, Chao Zhang <chaz@dtu.dk>
 License:                                  Apache License

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/CUQIpy.egg-info/SOURCES.txt

@@ -49,6 +49,8 @@ cuqi/experimental/algebra/__init__.py
 cuqi/experimental/algebra/_ast.py
 cuqi/experimental/algebra/_orderedset.py
 cuqi/experimental/algebra/_randomvariable.py
+cuqi/experimental/geometry/__init__.py
+cuqi/experimental/geometry/_productgeometry.py
 cuqi/experimental/mcmc/__init__.py
 cuqi/experimental/mcmc/_conjugate.py
 cuqi/experimental/mcmc/_conjugate_approx.py

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: CUQIpy
-Version: 1.2.0.post0.dev371
+Version: 1.2.0.post0.dev400
 Summary: Computational Uncertainty Quantification for Inverse problems in Python
 Maintainer-email: "Nicolai A. B. Riis" <nabr@dtu.dk>, "Jakob S. Jørgensen" <jakj@dtu.dk>, "Amal M. Alghamdi" <amaal@dtu.dk>, Chao Zhang <chaz@dtu.dk>
 License:                                  Apache License

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2024-12-10T23:09:59+0100",
+ "date": "2025-01-10T07:03:38+0300",
  "dirty": false,
  "error": null,
- "full-revisionid": "6325eb7e648f3d6f801195a1d06a2d67928479f5",
- "version": "1.2.0.post0.dev371"
+ "full-revisionid": "4ef35e31b8a7b894a879a6e8c22487ab96989b95",
+ "version": "1.2.0.post0.dev400"
 }
 '''  # END VERSION_JSON
 

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/cuqi/experimental/__init__.py

@@ -1,3 +1,4 @@
 """ Experimental module for testing new features and ideas. """
 from . import mcmc
 from . import algebra
+from . import geometry

cuqipy-1.2.0.post0.dev400/cuqi/experimental/geometry/__init__.py

@@ -0,0 +1 @@
+from ._productgeometry import _ProductGeometry

cuqipy-1.2.0.post0.dev400/cuqi/experimental/geometry/_productgeometry.py

@@ -0,0 +1,181 @@
+from cuqi.geometry import Geometry
+import numpy as np
+
+class _ProductGeometry(Geometry):
+    """ A class for representing a product geometry. A product geometry
+    represents the product space of multiple geometries of type :class:`Geometry`.
+    See the example below for a product geometry of two geometries.
+
+    Parameters
+    ----------
+    \*geometries : cuqi.geometry.Geometry
+        The geometries to be combined into a product geometry. Each geometry
+        is passed as a comma-separated argument.
+
+    Example
+    -------
+    .. code-block:: python
+        import numpy as np
+        from cuqi.geometry import Continuous1D, Discrete
+        from cuqi.experimental.geometry import _ProductGeometry
+        geometry1 = Continuous1D(np.linspace(0, 1, 100))
+        geometry2 = Discrete(["sound_speed"])
+        product_geometry = _ProductGeometry(geometry1, geometry2)
+    """
+
+    def __init__(self, *geometries):
+        self.geometries = geometries
+
+    @property
+    def geometries(self):
+        """List of geometries that are combined to form the product geometry."""
+        return self._geometries
+    
+    @geometries.setter
+    def geometries(self, geometries):
+        # Check if all geometries are of type Geometry.
+        for g in geometries:
+            if not isinstance(g, Geometry):
+                raise TypeError(
+                    "All geometries must be of type Geometry. "
+                    "Received: {}".format(type(g))
+                )
+        self._geometries = geometries
+
+    @property
+    def fun_shape(self):
+        """Shape of the function representation. Returns a tuple, where
+        each element of the tuple is the shape of the function 
+        representation of each geometry."""
+        return tuple([g.fun_shape for g in self.geometries])
+    
+    @property
+    def fun_dim(self):
+        """Dimension of the function representation which is the sum of
+        the function representation dimensions of each geometry."""
+        return sum([g.fun_dim for g in self.geometries])
+
+    @property
+    def par_shape(self):
+        """Shape of the parameter representation. Returns a tuple, where
+        each element of the tuple is the shape of the parameter
+        representation of each geometry."""
+        return tuple([g.par_shape for g in self.geometries])
+    
+    @property
+    def par_dim(self):
+        """Dimension of the parameter representation which is the sum of
+        the parameter representation dimensions of each geometry."""
+        return sum(self.par_dim_list)
+    
+    @property
+    def par_dim_list(self):
+        """List of the parameter representation dimensions of each
+        geometry. This property is useful for indexing a stacked parameter
+        vector."""
+        return [g.par_dim for g in self.geometries]
+    
+    @property
+    def stacked_par_split_indices(self):
+        """Indices at which the stacked parameter vector should be split
+        to obtain the parameter vectors for each geometry. For example, if
+        the stacked parameter vector is [1, 2, 3, 4, 5, 6] and the parameter
+        vectors for each geometry are [1, 2], [3, 4], and [5, 6], then the
+        split indices are [2, 4]"""
+        return np.cumsum(self.par_dim_list[:-1])
+
+    @property
+    def number_of_geometries(self):
+        """Number of geometries in the product geometry."""
+        return len(self.geometries)
+    
+    def _split_par(self, par):
+        """Splits a stacked parameter vector into parameter vectors for each
+        geometry."""
+        return tuple(np.split(par, self.stacked_par_split_indices))
+    
+    def _plot(self, values, **kwargs):
+        """Plotting function for the product geometry."""
+        raise NotImplementedError(
+            f"Plotting not implemented for {self.__class__.__name__}.")
+
+    def par2fun(self, *pars):
+        """Converts parameter vector(s) into function values for each 
+        geometry. The parameter vector can be stacked (all parameters are
+        in one vector) or unstacked (one parameter vector corresponds to
+        each geometry). In all cases, the order of the parameter vectors
+        should follow the order of the geometries in the product, i.e., the
+        first parameter vector corresponds to the first geometry and so on."""
+
+        # If one argument is passed, then it is assumed that the parameter
+        # vector is stacked and split it.
+        # No effect if the parameter vector is already split and corresponds
+        # to one geometry.
+        if len(pars) == 1:
+            pars = self._split_par(pars[0])
+
+        # Convert parameter vectors to function values for each geometry.
+        funvals = []
+        for i, g in enumerate(self.geometries):
+            funval_i = g.par2fun(pars[i])
+            funvals.append(funval_i)
+        return tuple(funvals)
+
+    def fun2par(self, *funvals, stacked=False):
+        """Converts (multiple) function values into the corresponding
+        parameter vectors. If the flag stacked is set to True, then the
+        parameter vectors are stacked into one vector. Otherwise, the
+        parameter vectors are returned as a tuple. The order of function
+        values should follow the order of the geometries in the product,
+        i.e., the first function value corresponds to the first geometry
+        and so on."""
+
+        pars = []
+        for i, g in enumerate(self.geometries):
+            par_i = g.fun2par(funvals[i])
+            pars.append(par_i)
+
+        # stack parameters:
+        if stacked:
+            # if single sample
+            if len(pars[0].shape) == 1:
+                stacked_val = np.hstack(pars)
+            elif len(pars[0].shape) == 2:
+                stacked_val = np.vstack(pars)
+            else:
+                raise ValueError(
+                    "Cannot stack parameter vectors with more than 2 dimensions."
+                    )
+
+        return  stacked_val if stacked else tuple(pars)
+
+    def vec2fun(self, *funvecs):
+        """Maps function vector representation, if available, to function 
+        values. The order of the function vectors should follow the order of
+        the geometries in the product, i.e., the first function vector
+        corresponds to the first geometry and so on."""
+        funvals = []  
+        for i, g in enumerate(self.geometries):
+            funvals.append(g.vec2fun(funvecs[i]))
+
+        return tuple(funvals)
+    
+    def fun2vec(self, *funvals):
+        """Maps function values to a vector representation of the function
+        values, if available. The order of the function values should follow
+        the order of the geometries in the product, i.e., the first function
+        value corresponds to the first geometry and so on."""
+        funvecs = []
+        for i, g in enumerate(self.geometries):
+            funvecs.append(g.fun2vec(funvals[i]))
+        
+        return tuple(funvecs)
+        
+    
+    def __repr__(self) -> str:
+        """Representation of the product geometry."""
+        string = "{}(".format(self.__class__.__name__) + "\n"
+        for g in self.geometries:
+            string += "\t{}\n".format(g.__repr__())
+        string += ")"
+        return string

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/cuqi/problem/_problem.py

@@ -771,11 +771,11 @@ class BayesianProblem(object):
         if self._check_posterior(self, CMRF, must_have_gradient=True): # Use L-BFGS-B for CMRF prior as it has better performance for this multi-modal posterior
             if disp: print(f"Using scipy.optimize.L_BFGS_B on negative log of {density.__class__.__name__}")
             if disp: print("x0: ones vector")
-            solver = cuqi.solver.L_BFGS_B(func, x0, gradfunc=gradfunc)
+            solver = cuqi.solver.ScipyLBFGSB(func, x0, gradfunc=gradfunc)
         else:
             if disp: print(f"Using scipy.optimize.minimize on negative log of {density.__class__.__name__}")
             if disp: print("x0: ones vector")
-            solver = cuqi.solver.minimize(func, x0, gradfunc=gradfunc)
+            solver = cuqi.solver.ScipyMinimizer(func, x0, gradfunc=gradfunc)
 
         x_MAP, solver_info = solver.solve()
 

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/cuqi/solver/__init__.py

@@ -1,8 +1,8 @@
 from ._solver import (
-    L_BFGS_B,
-    minimize,
-    maximize,
-    LS,
+    ScipyLBFGSB,
+    ScipyMinimizer,
+    ScipyMaximizer,
+    ScipyLeastSquares,
     CGLS,
     LM,
     PDHG,

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/cuqi/solver/_solver.py

@@ -15,7 +15,7 @@ except ImportError:
     has_cholmod = False
 
 
-class L_BFGS_B(object):
+class ScipyLBFGSB(object):
     """Wrapper for :meth:`scipy.optimize.fmin_l_bfgs_b`.
 
     Minimize a function func using the L-BFGS-B algorithm.
@@ -30,14 +30,10 @@ class L_BFGS_B(object):
         Initial guess.
     gradfunc : callable f(x,*args), optional
         The gradient of func. 
-        If None, then the solver approximates the gradient.
+        If None, the solver approximates the gradient with a finite difference scheme.
     kwargs : keyword arguments passed to scipy's L-BFGS-B algorithm. See documentation for scipy.optimize.minimize
-
-    Methods
-    ----------
-    :meth:`solve`: Runs the solver and returns the solution and info about the optimization.
     """
-    def __init__(self,func,x0, gradfunc = None, **kwargs):
+    def __init__(self, func, x0, gradfunc = None, **kwargs):
         self.func= func
         self.x0 = x0
         self.gradfunc = gradfunc
@@ -83,7 +79,7 @@ class L_BFGS_B(object):
                 "nfev": solution[2]['funcalls']}
         return solution[0], info
 
-class minimize(object):
+class ScipyMinimizer(object):
     """Wrapper for :meth:`scipy.optimize.minimize`.
 
     Minimize a function func using scipy's optimize.minimize module.
@@ -115,12 +111,8 @@ class minimize(object):
         ‘trust-krylov’ 
         If not given, chosen to be one of BFGS, L-BFGS-B, SLSQP, depending if the problem has constraints or bounds.
     kwargs : keyword arguments passed to scipy's minimizer. See documentation for scipy.optimize.minimize
-
-    Methods
-    ----------
-    :meth:`solve`: Runs the solver and returns the solution and info about the optimization.
     """
-    def __init__(self,func,x0, gradfunc = None, method = None, **kwargs):
+    def __init__(self, func, x0, gradfunc = '2-point', method = None, **kwargs):
         self.func= func
         self.x0 = x0
         self.method = method
@@ -147,18 +139,20 @@ class minimize(object):
         info = {"success": solution['success'],
                 "message": solution['message'],
                 "func": solution['fun'],
-                "grad": solution['jac'],
                 "nit": solution['nit'], 
                 "nfev": solution['nfev']}
+        # if gradfunc is callable, record the gradient in the info dict
+        if 'jac' in solution.keys():
+            info['grad'] = solution['jac']
         if isinstance(self.x0,CUQIarray):
             sol = CUQIarray(solution['x'],geometry=self.x0.geometry)
         else:
             sol = solution['x']
         return sol, info
 
-class maximize(minimize):
-    """Simply calls ::class:: cuqi.solver.minimize with -func."""
-    def __init__(self,func,x0, gradfunc = None, method = None, **kwargs):
+class ScipyMaximizer(ScipyMinimizer):
+    """Simply calls ::class:: cuqi.solver.ScipyMinimizer with -func."""
+    def __init__(self, func, x0, gradfunc = None, method = None, **kwargs):
         def nfunc(*args,**kwargs):
             return -func(*args,**kwargs)
         if gradfunc is not None:
@@ -170,7 +164,7 @@ class maximize(minimize):
 
 
 
-class LS(object):
+class ScipyLeastSquares(object):
     """Wrapper for :meth:`scipy.optimize.least_squares`.
 
     Solve nonlinear least-squares problems with bounds:
@@ -189,7 +183,7 @@ class LS(object):
         Initial guess.
     Jac : callable f(x,*args), optional
         The Jacobian of func. 
-        If None, then the solver approximates the Jacobian.
+        If not specified, the solver approximates the Jacobian with a finite difference scheme.
     loss: callable rho(x,*args)
         Determines the loss function
         'linear' : rho(z) = z. Gives a standard least-squares problem.
@@ -203,7 +197,7 @@ class LS(object):
         'dogbox', dogleg algorithm with rectangular trust regions, for small problems with bounds.
         'lm', Levenberg-Marquardt algorithm as implemented in MINPACK. Doesn't handle bounds and sparse Jacobians.
     """
-    def __init__(self, func, x0, jacfun=None, method='trf', loss='linear', tol=1e-6, maxit=1e4):
+    def __init__(self, func, x0, jacfun='2-point', method='trf', loss='linear', tol=1e-6, maxit=1e4):
         self.func = func
         self.x0 = x0
         self.jacfun = jacfun

{cuqipy-1.2.0.post0.dev371 → cuqipy-1.2.0.post0.dev400}/tests/test_solver.py

@@ -1,7 +1,7 @@
 import numpy as np
 import scipy as sp
 
-from cuqi.solver import CGLS, LM, FISTA, ADMM, ProximalL1, ProjectNonnegative
+from cuqi.solver import ScipyLBFGSB, ScipyMinimizer, ScipyLeastSquares, CGLS, LM, FISTA, ADMM, ProximalL1, ProjectNonnegative
 from scipy.optimize import lsq_linear
 
 
@@ -20,6 +20,61 @@ def test_CGLS():
     # Compare
     assert np.allclose(sol, ref_sol, rtol=1e-3)
 
+def test_ScipyMinimizer_without_gradient():
+    solver = ScipyMinimizer(sp.optimize.rosen,
+                            np.array([1.3, 0.7, 0.8, 1.9, 1.2]),
+                            method='Nelder-Mead',
+                            tol=1e-6)
+    sol, _ = solver.solve()
+    sol_ref = np.array([1.0, 1.0, 1.0, 1.0, 1.0])
+    assert np.allclose(sol, sol_ref)
+
+def test_ScipyMinimizer_with_gradient():
+    solver = ScipyMinimizer(sp.optimize.rosen,
+                            np.array([1.3, 0.7, 0.8, 1.9, 1.2]),
+                            gradfunc=sp.optimize.rosen_der,
+                            method='BFGS',
+                            tol=1e-6)
+    sol, _ = solver.solve()
+    sol_ref = np.array([1.0, 1.0, 1.0, 1.0, 1.0])
+    assert np.allclose(sol, sol_ref)
+
+def test_ScipyLBFGSB_without_gradient():
+    solver = ScipyLBFGSB(sp.optimize.rosen,
+                         np.array([1.3, 0.7, 0.8, 1.9, 1.2]))
+    sol, _ = solver.solve()
+    sol_ref = np.array([1.0, 1.0, 1.0, 1.0, 1.0])
+    assert np.allclose(sol, sol_ref)
+
+def test_ScipyLBFGSB_with_gradient():
+    solver = ScipyLBFGSB(sp.optimize.rosen,
+                         np.array([1.3, 0.7, 0.8, 1.9, 1.2]),
+                         gradfunc=sp.optimize.rosen_der)
+    sol, _ = solver.solve()
+    sol_ref = np.array([1.0, 1.0, 1.0, 1.0, 1.0])
+    assert np.allclose(sol, sol_ref)
+
+def test_ScipyLeastSquares_without_Jac():
+    def fun_rosenbrock(x):
+        return np.array([10 * (x[1] - x[0]**2), (1 - x[0])])
+    x0 = np.array([2, 2])
+    solver = ScipyLeastSquares(fun_rosenbrock, x0)
+    sol, _ = solver.solve()
+    sol_ref = np.array([1, 1])
+    assert np.allclose(sol, sol_ref)
+
+def test_ScipyLeastSquares_with_Jac():
+    def fun_rosenbrock(x):
+        return np.array([10 * (x[1] - x[0]**2), (1 - x[0])])
+    def jac_rosenbrock(x):
+        return np.array([
+            [-20 * x[0], 10],
+            [-1, 0]])
+    x0 = np.array([2, 2])
+    solver = ScipyLeastSquares(fun_rosenbrock, x0, jacfun=jac_rosenbrock)
+    sol, _ = solver.solve()
+    sol_ref = np.array([1, 1])
+    assert np.allclose(sol, sol_ref)
 
 def test_LM():
     # compare to MATLAB's original code solution