diff options
Diffstat (limited to 'src/convex_optimization.py')
| -rw-r--r-- | src/convex_optimization.py | 18 |
1 files changed, 10 insertions, 8 deletions
diff --git a/src/convex_optimization.py b/src/convex_optimization.py index f9be47d..3241bdb 100644 --- a/src/convex_optimization.py +++ b/src/convex_optimization.py @@ -36,8 +36,7 @@ def sparse_recovery(M_val, w_val, lbda): w = theano.shared(w_val.astype(theano.config.floatX)) lbda = theano.shared(lbda.astype(theano.config.floatX)) - #Objective - y = lbda * (theta_).norm(1) - 1./m*( + y = lbda*1./np.sqrt(m) * (theta_).norm(1) - 1./m*( tensor.dot(1-w, tensor.log(1-tensor.exp(M.dot(theta_ *1./(n*m)))))\ + (1 - 1./(n*m)) * tensor.dot(1 - w, tensor.dot(M, theta_)) \ + tensor.dot(w, tensor.dot(M, theta_))) @@ -102,8 +101,8 @@ def diff_and_opt(theta, theta_, M, M_val, w, lbda, y): h = cvxopt.matrix(0.0, (n,1)) #Relaxing precision constraints - cvxopt.solvers.options['feastol'] = 2e-5 - cvxopt.solvers.options['abstol'] = 2e-5 + #cvxopt.solvers.options['feastol'] = 2e-5 + #cvxopt.solvers.options['abstol'] = 2e-5 #cvxopt.solvers.options['maxiters'] = 100 cvxopt.solvers.options['show_progress'] = True try: @@ -111,7 +110,9 @@ def diff_and_opt(theta, theta_, M, M_val, w, lbda, y): except ArithmeticError: print("ArithmeticError thrown, change initial point"+\ " given to the solver") - except + + if cvxopt.solvers.options['show_progress']: + print(1 - np.exp(theta)) return 1 - np.exp(theta), theta @@ -121,9 +122,9 @@ def test(): unit test """ lbda = 1 - G = cascade_creation.InfluenceGraph(max_proba=.8) - G.erdos_init(n=100, p = .1) - A = cascade_creation.generate_cascades(G, .1, 100) + G = cascade_creation.InfluenceGraph(max_proba=.9) + G.erdos_init(n=10, p = .3) + A = cascade_creation.generate_cascades(G, .1, 1000) M_val, w_val = cascade_creation.icc_matrixvector_for_node(A, 0) #Type lasso @@ -134,6 +135,7 @@ def test(): #Sparse recovery if 1: p_vec, theta = sparse_recovery(M_val, w_val, lbda) + print(G.mat[0]) print(p_vec) if __name__=="__main__": |