small changes to opt

1 files changed, 22 insertions, 15 deletions

diff --git a/src/convex_optimization.py b/src/convex_optimization.py
index 0fda456..f283d6b 100644
--- a/src/convex_optimization.py
+++ b/src/convex_optimization.py
@@ -7,7 +7,7 @@ import cvxopt
 
 
 @timeout.timeout(20)
-def sparse_recovery(M_val, w_val, lbda):
+def sparse_recovery(lbda, n_cascades):
     """
     Solves:
         min lbda * |theta|_1 - 1/n_cascades*(
@@ -19,29 +19,33 @@ def sparse_recovery(M_val, w_val, lbda):
     -> log(e^x - 1) = (1-k)x + log(e^[kx] - 1)
     with k chosen as : n_nodes*n_cascades
     """
-    assert len(M_val) == len(w_val)
-
-    if M_val.dtype == bool:
-        M_val = M_val.astype('float32')
-
     if type(lbda) == int or type(lbda) == float:
         lbda = np.array(lbda)
 
-    m, n = M_val.shape
+    lbda = theano.shared(lbda.astype(theano.config.floatX))
 
     theta = tensor.row().T
     theta_ = theta.flatten()
 
-    M = theano.shared(M_val.astype(theano.config.floatX))
-    w = theano.shared(w_val.astype(theano.config.floatX))
-    lbda = theano.shared(lbda.astype(theano.config.floatX))
+    M = tensor.matrix(name='M', dtype=theano.config.floatX)
+    w = tensor.vector(name='w', dtype=theano.config.floatX)
 
-    y =  lbda * theta_.norm(1) - 1./m*(
+    y =  lbda * theta_.norm(1) - 1./n_cascades*(
             (w).dot(tensor.log(1-tensor.exp(M.dot(theta_))))
             + (1-w).dot(tensor.dot(M, theta_))
         )  
 
-    return diff_and_opt(theta, theta_, M, M_val, w, lbda, y)
+    z = tensor.row().T
+    z_ = z.flatten()
+
+    y_diff = tensor.grad(y, theta_)
+    y_hess = z[0] * theano.gradient.hessian(y, theta_)
+    f_x = theano.function([theta, M, w], [y, y_diff],
+                        allow_input_downcast=True)
+    f_xz = theano.function([theta, z, M, w], [y, y_diff, y_hess],
+                        allow_input_downcast=True)
+
+    return f_x, f_xz
 
 
 def type_lasso(lbda):
@@ -79,6 +83,9 @@ def type_lasso(lbda):
 @timeout.timeout(8)
 def diff_and_opt(M_val, w_val, f_x, f_xz):
 
+    if M_val.dtype == bool:
+        M_val = M_val.astype(theano.config.floatX)
+
     m, n = M_val.shape
 
     def F(x=None, z=None):
@@ -125,14 +132,14 @@ def test():
     M_val, w_val = cascade_creation.icc_matrixvector_for_node(A, 2)
     
     #Type lasso
-    if 1:
+    if 0:
         f_x, f_xz = type_lasso(lbda)
         p_vec, _ = diff_and_opt(M_val, w_val, f_x, f_xz)
         print(G.mat[2])
 
     #Sparse recovery
-    if 0:
-        p_vec, theta = sparse_recovery(M_val, w_val, lbda)
+    if 1:
+        p_vec, theta = sparse_recovery(lbda, 1000)
         print(p_vec)
         print(G.mat)