CUQIpy 1.2.0.post0.dev409__py3-none-any.whl → 1.2.0.post0.dev446__py3-none-any.whl

{CUQIpy-1.2.0.post0.dev409.dist-info → CUQIpy-1.2.0.post0.dev446.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: CUQIpy
-Version: 1.2.0.post0.dev409
+Version: 1.2.0.post0.dev446
 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.dev409.dist-info → CUQIpy-1.2.0.post0.dev446.dist-info}/RECORD

@@ -1,6 +1,6 @@
 cuqi/__init__.py,sha256=LsGilhl-hBLEn6Glt8S_l0OJzAA1sKit_rui8h-D-p0,488
 cuqi/_messages.py,sha256=fzEBrZT2kbmfecBBPm7spVu7yHdxGARQB4QzXhJbCJ0,415
-cuqi/_version.py,sha256=RYvEybWqRsq9GwSGi6oR2Z_p9IMo81rXzeZ27cuK2ts,510
+cuqi/_version.py,sha256=ukIYDW0D_LdEgCoVq2KQxRE9HDsW1NNxfWZNFz2Syds,510
 cuqi/config.py,sha256=wcYvz19wkeKW2EKCGIKJiTpWt5kdaxyt4imyRkvtTRA,526
 cuqi/diagnostics.py,sha256=5OrbJeqpynqRXOe5MtOKKhe7EAVdOEpHIqHnlMW9G_c,3029
 cuqi/array/__init__.py,sha256=-EeiaiWGNsE3twRS4dD814BIlfxEsNkTCZUc5gjOXb0,30
@@ -52,14 +52,14 @@ cuqi/experimental/mcmc/_langevin_algorithm.py,sha256=NIoCLKL5x89Bxm-JLDLR_NTunRE
 cuqi/experimental/mcmc/_laplace_approximation.py,sha256=XcGIa2wl9nCSTtAFurejYYOKkDVAJ22q75xQKsyu2nI,5803
 cuqi/experimental/mcmc/_mh.py,sha256=MXo0ahXP4KGFkaY4HtvcBE-TMQzsMlTmLKzSvpz7drU,2941
 cuqi/experimental/mcmc/_pcn.py,sha256=wqJBZLuRFSwxihaI53tumAg6AWVuceLMOmXssTetd1A,3374
-cuqi/experimental/mcmc/_rto.py,sha256=lzfeUuV8jUiWG-80KQ4if6toVcX7bMv-a0chBZq0vZ4,12021
+cuqi/experimental/mcmc/_rto.py,sha256=pFFzKaEDT2yLp-kstGs0tPdoq20gh3axj3XAszj9xFQ,13905
 cuqi/experimental/mcmc/_sampler.py,sha256=BZHnpB6s-YSddd46wQSds0vNF61RA58Nc9ZU05WngdU,20184
 cuqi/experimental/mcmc/_utilities.py,sha256=kUzHbhIS3HYZRbneNBK41IogUYX5dS_bJxqEGm7TQBI,525
 cuqi/geometry/__init__.py,sha256=Tz1WGzZBY-QGH3c0GiyKm9XHN8MGGcnU6TUHLZkzB3o,842
-cuqi/geometry/_geometry.py,sha256=5ZNrw6LivxEEw0vrk1eCxKIw-8mkAh7930voRVywDbY,47089
+cuqi/geometry/_geometry.py,sha256=tsWMca6E-KEXwr_LhjwP7Lsdi5TWCyu0T956Cj5LEXQ,47091
 cuqi/implicitprior/__init__.py,sha256=6z3lvw-tWDyjZSpB3pYzvijSMK9Zlf1IYqOVTtMD2h4,309
 cuqi/implicitprior/_regularizedGMRF.py,sha256=rr3R2C1aheuu_KD35MureZKfOwY8O1pkVDHvuaFnFFU,6300
-cuqi/implicitprior/_regularizedGaussian.py,sha256=mzaAHq0yz73FZo-OB2iqFMd2i2NNzVv4mjd9-ger8a0,15435
+cuqi/implicitprior/_regularizedGaussian.py,sha256=btpjKUG1byLSu7S3J8N1MZZBuskCEIdmatMASwQEHtE,15656
 cuqi/implicitprior/_regularizedUnboundedUniform.py,sha256=H2fTOSqYTlDiLxQ7Ya6wnpCUIkpO4qKrkTOsOPnBBeU,3483
 cuqi/implicitprior/_restorator.py,sha256=Z350XUJEt7N59Qw-SIUaBljQNDJk4Zb0i_KRFrt2DCg,10087
 cuqi/likelihood/__init__.py,sha256=QXif382iwZ5bT3ZUqmMs_n70JVbbjxbqMrlQYbMn4Zo,1776
@@ -86,15 +86,15 @@ cuqi/sampler/_rto.py,sha256=KIs0cDEoYK5I35RwO9fr5eKWeINLsmTLSVBnLdZmzzM,11921
 cuqi/sampler/_sampler.py,sha256=TkZ_WAS-5Q43oICa-Elc2gftsRTBd7PEDUMDZ9tTGmU,5712
 cuqi/samples/__init__.py,sha256=vCs6lVk-pi8RBqa6cIN5wyn6u-K9oEf1Na4k1ZMrYv8,44
 cuqi/samples/_samples.py,sha256=hUc8OnCF9CTCuDTrGHwwzv3wp8mG_6vsJAFvuQ-x0uA,35832
-cuqi/solver/__init__.py,sha256=KuNlGxjPphG9tV-46YrmbcSQNhi0HMyhDd_v6V5sRaQ,209
-cuqi/solver/_solver.py,sha256=2mil7Gq7InHlQaOfnuTRDB5nw6dqJk9gR8DLFxpw_6g,29481
+cuqi/solver/__init__.py,sha256=KYgAi_8VoAwljTB3S2I87YnJkRtedskLee7hQp_-zp8,220
+cuqi/solver/_solver.py,sha256=hGOFEJ74s0qHvXwt8h0JBdnqE5LGa_yZzNB9cd8zPAs,30661
 cuqi/testproblem/__init__.py,sha256=DWTOcyuNHMbhEuuWlY5CkYkNDSAqhvsKmJXBLivyblU,202
 cuqi/testproblem/_testproblem.py,sha256=x769LwwRdJdzIiZkcQUGb_5-vynNTNALXWKato7sS0Q,52540
 cuqi/utilities/__init__.py,sha256=H7xpJe2UinjZftKvE2JuXtTi4DqtkR6uIezStAXwfGg,428
 cuqi/utilities/_get_python_variable_name.py,sha256=wxpCaj9f3ZtBNqlGmmuGiITgBaTsY-r94lUIlK6UAU4,2043
 cuqi/utilities/_utilities.py,sha256=Jc4knn80vLoA7kgw9FzXwKVFGaNBOXiA9kgvltZU3Ao,11777
-CUQIpy-1.2.0.post0.dev409.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
-CUQIpy-1.2.0.post0.dev409.dist-info/METADATA,sha256=VJRAgO9AwDhgUSbg2IV38biOj-znvhQVvT8lmr_bePo,18529
-CUQIpy-1.2.0.post0.dev409.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-CUQIpy-1.2.0.post0.dev409.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
-CUQIpy-1.2.0.post0.dev409.dist-info/RECORD,,
+CUQIpy-1.2.0.post0.dev446.dist-info/LICENSE,sha256=kJWRPrtRoQoZGXyyvu50Uc91X6_0XRaVfT0YZssicys,10799
+CUQIpy-1.2.0.post0.dev446.dist-info/METADATA,sha256=z-UvrfRd531Ja_erEONzN_pqzmd6u3_zh14VnObY3y0,18529
+CUQIpy-1.2.0.post0.dev446.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+CUQIpy-1.2.0.post0.dev446.dist-info/top_level.txt,sha256=AgmgMc6TKfPPqbjV0kvAoCBN334i_Lwwojc7HE3ZwD0,5
+CUQIpy-1.2.0.post0.dev446.dist-info/RECORD,,

cuqi/_version.py

@@ -8,11 +8,11 @@ import json
 
 version_json = '''
 {
- "date": "2025-01-14T23:39:18+0100",
+ "date": "2025-01-20T14:37:50+0100",
  "dirty": false,
  "error": null,
- "full-revisionid": "4d0949ea5c777b95d3c216f22c17e267e5cf15ff",
- "version": "1.2.0.post0.dev409"
+ "full-revisionid": "04ade2ac5f81fefc462cb802ec723be5f10e0f0a",
+ "version": "1.2.0.post0.dev446"
 }
 '''  # END VERSION_JSON
 

cuqi/experimental/mcmc/_rto.py

@@ -3,7 +3,7 @@ from scipy.linalg.interpolative import estimate_spectral_norm
 from scipy.sparse.linalg import LinearOperator as scipyLinearOperator
 import numpy as np
 import cuqi
-from cuqi.solver import CGLS, FISTA, ADMM
+from cuqi.solver import CGLS, FISTA, ADMM, ScipyLinearLSQ
 from cuqi.experimental.mcmc import Sampler
 
 
@@ -168,6 +168,7 @@ class RegularizedLinearRTO(LinearRTO):
            Used when prior.proximal is callable.
     ADMM:  [2] Boyd et al. "Distributed optimization and statistical learning via the alternating direction method of multipliers."Foundations and Trends® in Machine learning, 2011.
            Used when prior.proximal is a list of penalty terms.
+    ScipyLinearLSQ: Wrapper for Scipy's lsq_linear for the Trust Region Reflective algorithm. Optionally used when the constraint is either "nonnegativity" or "box".
 
     Parameters
     ------------
@@ -178,7 +179,7 @@ class RegularizedLinearRTO(LinearRTO):
         Initial point for the sampler. *Optional*.
 
     maxit : int
-        Maximum number of iterations of the inner FISTA/ADMM solver. *Optional*.
+        Maximum number of iterations of the FISTA/ADMM/ScipyLinearLSQ solver. *Optional*.
 
     inner_max_it : int
         Maximum number of iterations of the CGLS solver used within the ADMM solver. *Optional*.
@@ -188,14 +189,20 @@ class RegularizedLinearRTO(LinearRTO):
         If stepsize is a float, then this stepsize is used.
 
     penalty_parameter : int
-        Penalty parameter of the inner ADMM solver. *Optional*.
+        Penalty parameter of the ADMM solver. *Optional*.
         See [2] or `cuqi.solver.ADMM`
 
     abstol : float
-        Absolute tolerance of the inner FISTA solver. *Optional*.
+        Absolute tolerance of the FISTA/ScipyLinearLSQ solver. *Optional*.
+    
+    inner_abstol : float
+        Tolerance parameter for ScipyLinearLSQ's inner solve of the unbounded least-squares problem. *Optional*.
     
     adaptive : bool
-        If True, FISTA is used as inner solver, otherwise ISTA is used. *Optional*.
+        If True, FISTA is used as solver, otherwise ISTA is used. *Optional*.
+    
+    solver : string
+        If set to "ScipyLinearLSQ", solver is set to cuqi.solver.ScipyLinearLSQ, otherwise FISTA/ISTA or ADMM is used. Note "ScipyLinearLSQ" can only be used with `RegularizedGaussian` of `box` or `nonnegativity` constraint. *Optional*.
 
     callback : callable, *Optional*
         If set this function will be called after every sample.
@@ -204,23 +211,41 @@ class RegularizedLinearRTO(LinearRTO):
         An example is shown in demos/demo31_callback.py.
         
     """
-    def __init__(self, target=None, initial_point=None, maxit=100, inner_max_it=10, stepsize="automatic", penalty_parameter=10, abstol=1e-10, adaptive=True, **kwargs):
+    def __init__(self, target=None, initial_point=None, maxit=100, inner_max_it=10, stepsize="automatic", penalty_parameter=10, abstol=1e-10, adaptive=True, solver=None, inner_abstol=None, **kwargs):
         
         super().__init__(target=target, initial_point=initial_point, **kwargs)
 
         # Other parameters
         self.stepsize = stepsize
-        self.abstol = abstol   
+        self.abstol = abstol
+        self.inner_abstol = inner_abstol
         self.adaptive = adaptive
         self.maxit = maxit
         self.inner_max_it = inner_max_it
         self.penalty_parameter = penalty_parameter
+        self.solver = solver
 
     def _initialize(self):
         super()._initialize()
-        if self._inner_solver == "FISTA":
+        if self.solver is None:
+            self.solver = "FISTA" if callable(self.proximal) else "ADMM"
+        if self.solver == "FISTA":
             self._stepsize = self._choose_stepsize()
 
+    @property
+    def solver(self):
+        return self._solver
+
+    @solver.setter
+    def solver(self, value):
+        if value == "ScipyLinearLSQ":
+            if (self.target.prior._preset == "nonnegativity" or self.target.prior._preset == "box"):
+                self._solver = value
+            else:
+                raise ValueError("ScipyLinearLSQ only supports RegularizedGaussian with box or nonnegativity constraint.")
+        else:
+            self._solver = value
+
     @property
     def proximal(self):
         return self.target.prior.proximal
@@ -229,7 +254,6 @@ class RegularizedLinearRTO(LinearRTO):
         super().validate_target()
         if not isinstance(self.target.prior, (cuqi.implicitprior.RegularizedGaussian, cuqi.implicitprior.RegularizedGMRF)):
             raise TypeError("Prior needs to be RegularizedGaussian or RegularizedGMRF")
-        self._inner_solver = "FISTA" if callable(self.proximal) else "ADMM"
 
     def _choose_stepsize(self):
         if isinstance(self.stepsize, str):
@@ -254,15 +278,25 @@ class RegularizedLinearRTO(LinearRTO):
     def step(self):
         y = self.b_tild + np.random.randn(len(self.b_tild))
 
-        if self._inner_solver == "FISTA":
+        if self.solver == "FISTA":
             sim = FISTA(self.M, y, self.proximal,
                         self.current_point, maxit = self.maxit, stepsize = self._stepsize, abstol = self.abstol, adaptive = self.adaptive)         
-        elif self._inner_solver == "ADMM":
+        elif self.solver == "ADMM":
             sim = ADMM(self.M, y, self.proximal,
-                        self.current_point, self.penalty_parameter, maxit = self.maxit, inner_max_it = self.inner_max_it, adaptive = self.adaptive)  
+                        self.current_point, self.penalty_parameter, maxit = self.maxit, inner_max_it = self.inner_max_it, adaptive = self.adaptive)
+        elif self.solver == "ScipyLinearLSQ":
+                A_op = sp.sparse.linalg.LinearOperator((sum([llh.dim for llh in self.likelihoods])+self.target.prior.dim, self.target.prior.dim),
+                                        matvec=lambda x: self.M(x, 1),
+                                        rmatvec=lambda x: self.M(x, 2)
+                                        )
+                sim = ScipyLinearLSQ(A_op, y, self.target.prior._box_bounds, 
+                                     max_iter = self.maxit,
+                                     lsmr_maxiter = self.inner_max_it, 
+                                     tol = self.abstol,
+                                     lsmr_tol = self.inner_abstol)
         else:
             raise ValueError("Choice of solver not supported.")
 
         self.current_point, _ = sim.solve()
         acc = 1
-        return acc
+        return acc

cuqi/geometry/_geometry.py

@@ -523,7 +523,7 @@ class Image2D(Geometry):
     Colormap is defaulted to grayscale.
 
     A How-To guide on the use of Image2D as the domain/range geometry of a CUQI 
-    :class:`Model` is available `here <https://cuqi-dtu.github.io/CUQIpy/user/_auto_howtos/myula.html>`_.
+    :class:`Model` is available `here <https://cuqi-dtu.github.io/CUQIpy/user/_auto_howtos/Image2D.html>`_.
 
     Parameters
     -----------

cuqi/implicitprior/_regularizedGaussian.py

@@ -113,10 +113,12 @@ class RegularizedGaussian(Distribution):
         elif (isinstance(constraint, str) and constraint.lower() == "nonnegativity"):
             self._proximal = lambda z, gamma: ProjectNonnegative(z)
             self._preset = "nonnegativity"
+            self._box_bounds = (np.ones(self.dim)*0, np.ones(self.dim)*np.inf)
         elif (isinstance(constraint, str) and constraint.lower() == "box"):
-            lower = optional_regularization_parameters["lower_bound"]
-            upper = optional_regularization_parameters["upper_bound"]
-            self._proximal = lambda z, _: ProjectBox(z, lower, upper)
+            self._box_lower = optional_regularization_parameters["lower_bound"]
+            self._box_upper = optional_regularization_parameters["upper_bound"]
+            self._box_bounds = (np.ones(self.dim)*self._box_lower, np.ones(self.dim)*self._box_upper)
+            self._proximal = lambda z, _: ProjectBox(z, self._box_lower, self._box_upper)
             self._preset = "box" # Not supported in Gibbs
         elif (isinstance(regularization, str) and regularization.lower() in ["l1"]):
             self._strength = optional_regularization_parameters["strength"]

cuqi/solver/__init__.py

@@ -2,7 +2,8 @@ from ._solver import (
     ScipyLBFGSB,
     ScipyMinimizer,
     ScipyMaximizer,
-    ScipyLeastSquares,
+    ScipyLSQ,
+    ScipyLinearLSQ,
     CGLS,
     LM,
     PDHG,

cuqi/solver/_solver.py

@@ -164,7 +164,7 @@ class ScipyMaximizer(ScipyMinimizer):
 
 
 
-class ScipyLeastSquares(object):
+class ScipyLSQ(object):
     """Wrapper for :meth:`scipy.optimize.least_squares`.
 
     Solve nonlinear least-squares problems with bounds:
@@ -227,6 +227,44 @@ class ScipyLeastSquares(object):
             sol = solution['x']
         return sol, info
 
+class ScipyLinearLSQ(object):
+    """Wrapper for :meth:`scipy.optimize.lsq_linear`.
+
+    Solve linear least-squares problems with bounds:
+
+    .. math::
+    
+        \min \|A x - b\|_2^2
+
+    subject to :math:`lb <= x <= ub`.
+    
+    Parameters
+    ----------
+    A : ndarray, LinearOperator
+        Design matrix (system matrix).
+    b : ndarray
+        The right-hand side of the linear system.
+    bounds : 2-tuple of array_like or scipy.optimize Bounds
+        Bounds for variables. 
+    kwargs : Other keyword arguments passed to Scipy's `lsq_linear`. See documentation of `scipy.optimize.lsq_linear` for details.
+    """
+    def __init__(self, A, b, bounds=(-np.inf, np.inf), **kwargs):
+        self.A = A
+        self.b = b
+        self.bounds = bounds
+        self.kwargs = kwargs
+    
+    def solve(self):
+        """Runs optimization algorithm and returns solution and optimization information.
+
+        Returns
+        ----------
+        solution : Tuple
+            Solution found (array_like) and optimization information (dictionary).
+        """
+        res = opt.lsq_linear(self.A, self.b, bounds=self.bounds, **self.kwargs)
+        x = res.pop('x')
+        return x, res
 
 
 class CGLS(object):