Merge pull request #332 from simpeg/ref/regularization

Automate the epsilon picking based on percentile of model values for …

SimPEG/Directives.py

@@ -253,8 +253,7 @@ class SaveOutputDictEveryIteration(SaveEveryIteration):
 class Update_IRLS(InversionDirective):
 
     eps_min = None
-    eps_p = None
-    eps_q = None
+    eps = None
     norms = [2.,2.,2.,2.]
     factor = None
     gamma = None
@@ -263,6 +262,7 @@ class Update_IRLS(InversionDirective):
     f_old = None
     f_min_change = 1e-2
     beta_tol = 5e-2
+    prctile = 95
 
     # Solving parameter for IRLS (mode:2)
     IRLSiter   = 0
@@ -297,9 +297,22 @@ class Update_IRLS(InversionDirective):
             print "Convergence with smooth l2-norm regularization: Start IRLS steps..."
 
             self.mode = 2
-            print self.eps_p, self.eps_q, self.norms
-            self.reg.eps_p = self.eps_p
-            self.reg.eps_q = self.eps_q
+
+            # Either use the supplied epsilon, or fix base on distribution of
+            # model values
+            if getattr(self, 'reg.eps', None) is None:
+                self.reg.eps_p = np.percentile(np.abs(self.invProb.curModel),self.prctile)
+            else:                 
+                self.reg.eps_p = self.eps[0]
+                
+            if getattr(self, 'reg.eps', None) is None:
+                self.reg.eps_q = np.percentile(np.abs(self.reg.regmesh.cellDiffxStencil*(self.reg.mapping * self.invProb.curModel)),self.prctile)
+            else:                 
+                self.reg.eps_q = self.eps[1]
+            
+            print "L[p qx qy qz]-norm : " + str(self.reg.norms)
+            print "eps_p: " + str(self.reg.eps_p) + " eps_q: " + str(self.reg.eps_q)
+            
             self.reg.norms = self.norms
             self.coolingFactor = 1.
             self.coolingRate = 1
@@ -343,14 +356,14 @@ class Update_IRLS(InversionDirective):
             else:
                 self.f_old = phim_new
 
-            # Cool the threshold parameter if required
-            if getattr(self, 'factor', None) is not None:
-                eps = self.reg.eps / self.factor
-
-                if getattr(self, 'eps_min', None) is not None:
-                    self.reg.eps = np.max([self.eps_min,eps])
-                else:
-                    self.reg.eps = eps
+#            # Cool the threshold parameter if required
+#            if getattr(self, 'factor', None) is not None:
+#                eps = self.reg.eps / self.factor
+#
+#                if getattr(self, 'eps_min', None) is not None:
+#                    self.reg.eps = np.max([self.eps_min,eps])
+#                else:
+#                    self.reg.eps = eps
 
             # Get phi_m at the end of current iteration
             self.phi_m_last = self.invProb.phi_m_last

SimPEG/Examples/Inversion_IRLS.py

@@ -42,55 +42,33 @@ def run(N=100, plotIt=True):
     survey = Survey.LinearSurvey()
     survey.pair(prob)
     survey.dobs = prob.fields(mtrue) + std_noise * np.random.randn(nk)
-    #survey.makeSyntheticData(mtrue, std=std_noise)
 
     wd = np.ones(nk) * std_noise
 
-    #print survey.std[0]
-    #M = prob.mesh
     # Distance weighting
     wr = np.sum(prob.G**2.,axis=0)**0.5
     wr = ( wr/np.max(wr) )
 
-#    reg = Regularization.Simple(mesh)
-#    reg.mref = mref
-#    reg.cell_weights = wr
-#
     dmis = DataMisfit.l2_DataMisfit(survey)
     dmis.Wd = 1./wd
-#
-#    opt = Optimization.ProjectedGNCG(maxIter=20,lower=-2.,upper=2., maxIterCG= 10, tolCG = 1e-4)
-#    invProb = InvProblem.BaseInvProblem(dmis, reg, opt)
-#    invProb.curModel = m0
-#
-#    beta = Directives.BetaSchedule(coolingFactor=2, coolingRate=1)
-#    target = Directives.TargetMisfit()
-#
+
     betaest = Directives.BetaEstimate_ByEig()
-#    inv = Inversion.BaseInversion(invProb, directiveList=[beta, betaest, target])
-#
-#
-#    mrec = inv.run(m0)
-#    ml2 = mrec
-#    print "Final misfit:" + str(invProb.dmisfit.eval(mrec))
-#
-#    # Switch regularization to sparse
-#    phim = invProb.phi_m_last
-#    phid =  invProb.phi_d
 
     reg = Regularization.Sparse(mesh)
     reg.mref = mref
     reg.cell_weights = wr
 
     reg.mref = np.zeros(mesh.nC)
-    eps_p = 5e-2
-    eps_q = 5e-2
-    norms   = [0., 0., 2., 2.]
+    
 
     opt = Optimization.ProjectedGNCG(maxIter=100 ,lower=-2.,upper=2., maxIterLS = 20, maxIterCG= 10, tolCG = 1e-3)
     invProb = InvProblem.BaseInvProblem(dmis, reg, opt)
     update_Jacobi = Directives.Update_lin_PreCond()
-    IRLS = Directives.Update_IRLS( norms=norms,  eps_p=eps_p, eps_q=eps_q)
+    
+    # Set the IRLS directive, penalize the lowest 25 percentile of model values
+    # Start with an l2-l2, then switch to lp-norms
+    norms   = [0., 0., 2., 2.]    
+    IRLS = Directives.Update_IRLS( norms=norms, prctile = 25, maxIRLSiter = 15, minGNiter=3)
 
     inv = Inversion.BaseInversion(invProb, directiveList=[IRLS,betaest,update_Jacobi])
 

SimPEG/Maps.py

@@ -502,7 +502,9 @@ class InjectActiveCells(IdentityMap):
         if Utils.isScalar(valInactive):
             self.valInactive = np.ones(self.nC)*float(valInactive)
         else:
-            self.valInactive = valInactive.copy()
+            self.valInactive = np.ones(self.nC)
+            self.valInactive[self.indInactive] = valInactive.copy()
+            
         self.valInactive[self.indActive] = 0
 
         inds = np.nonzero(self.indActive)[0]