seperated out smallness and smoothness contributions

This commit is contained in:
Lindsey Heagy
2016-03-25 23:26:52 -07:00
parent f92ff1301d
commit b765699d2f
+98 -100
View File
@@ -344,7 +344,6 @@ class BaseRegularization(object):
def W(self):
"""Full regularization weighting matrix W."""
return sp.identity(self.regmesh.nC)
# self.regmesh._Pac.T * sp.identity(self.regmesh.nC) * self.regmesh._Pac # or do we want sp.identity(self.mesh.nC) or even just Utils.Identity() ?
@Utils.timeIt
def eval(self, m):
@@ -375,11 +374,12 @@ class BaseRegularization(object):
@Utils.timeIt
def eval2Deriv(self, m, v=None):
"""
Second derivative
:param numpy.array m: geophysical model
:param numpy.array v: vector to multiply
:rtype: scipy.sparse.csr_matrix or numpy.ndarray
:return: WtW or WtW*v
:param numpy.array m: geophysical model
:param numpy.array v: vector to multiply
:rtype: scipy.sparse.csr_matrix or numpy.ndarray
:return: WtW or WtW*v
The regularization is:
@@ -402,25 +402,48 @@ class BaseRegularization(object):
class Tikhonov(BaseRegularization):
"""
L2 Tikhonov regularization with both smallness and smoothness (first order
derivative) contributions.
.. math::
\phi_m(\mathbf{m}) = \\alpha_s \| W_s (\mathbf{m} - \mathbf{m_{ref}} ) \|^2
+ \\alpha_x \| W_x \\frac{\partial}{\partial x} (\mathbf{m} - \mathbf{m_{ref}} ) \|^2
+ \\alpha_y \| W_y \\frac{\partial}{\partial y} (\mathbf{m} - \mathbf{m_{ref}} ) \|^2
+ \\alpha_z \| W_z \\frac{\partial}{\partial z} (\mathbf{m} - \mathbf{m_{ref}} ) \|^2
Note if the key word argument `mrefInSmooth` is False, then mref is not
included in the smoothness contribution.
:param Mesh mesh: SimPEG mesh
:param Maps mapping: regularization mapping, takes the model from model space to the thing you want to regularize
:param numpy.ndarray indActive: active cell indices for reducing the size of differential operators in the definition of a regularization mesh
:param bool mrefInSmooth: (default = False) put mref in the smoothness component?
:param float alpha_s: (default 1e-6) smallness weight
:param float alpha_x: (default 1) smoothness weight for first derivative in the x-direction
:param float alpha_y: (default 1) smoothness weight for first derivative in the y-direction
:param float alpha_z: (default 1) smoothness weight for first derivative in the z-direction
:param float alpha_xx: (default 1) smoothness weight for second derivative in the x-direction
:param float alpha_yy: (default 1) smoothness weight for second derivative in the y-direction
:param float alpha_zz: (default 1) smoothness weight for second derivative in the z-direction
"""
mrefInSmooth = True #: SMOOTH and SMOOTH_MOD_DIF options
alpha_s = Utils.dependentProperty('_alpha_s', 1e-6, ['_W', '_Ws'], "Smallness weight")
alpha_x = Utils.dependentProperty('_alpha_x', 1.0, ['_W', '_Wx'], "Weight for the first derivative in the x direction")
alpha_y = Utils.dependentProperty('_alpha_y', 1.0, ['_W', '_Wy'], "Weight for the first derivative in the y direction")
alpha_z = Utils.dependentProperty('_alpha_z', 1.0, ['_W', '_Wz'], "Weight for the first derivative in the z direction")
alpha_xx = Utils.dependentProperty('_alpha_xx', 0.0, ['_W', '_Wxx'], "Weight for the second derivative in the x direction")
alpha_yy = Utils.dependentProperty('_alpha_yy', 0.0, ['_W', '_Wyy'], "Weight for the second derivative in the y direction")
alpha_zz = Utils.dependentProperty('_alpha_zz', 0.0, ['_W', '_Wzz'], "Weight for the second derivative in the z direction")
mrefInSmooth = False # put mref in the smoothness contribution
alpha_s = Utils.dependentProperty('_alpha_s', 1e-6, ['_W', '_Wsmall'], "Smallness weight")
alpha_x = Utils.dependentProperty('_alpha_x', 1.0, ['_W', '_Wx'], "Weight for the first derivative in the x direction")
alpha_y = Utils.dependentProperty('_alpha_y', 1.0, ['_W', '_Wy'], "Weight for the first derivative in the y direction")
alpha_z = Utils.dependentProperty('_alpha_z', 1.0, ['_W', '_Wz'], "Weight for the first derivative in the z direction")
alpha_xx = Utils.dependentProperty('_alpha_xx', 0.0, ['_W', '_Wxx'], "Weight for the second derivative in the x direction")
alpha_yy = Utils.dependentProperty('_alpha_yy', 0.0, ['_W', '_Wyy'], "Weight for the second derivative in the y direction")
alpha_zz = Utils.dependentProperty('_alpha_zz', 0.0, ['_W', '_Wzz'], "Weight for the second derivative in the z direction")
def __init__(self, mesh, mapping=None, indActive = None, **kwargs):
BaseRegularization.__init__(self, mesh, mapping=mapping, indActive=indActive, **kwargs)
@property
def Ws(self):
"""Regularization matrix Ws"""
if getattr(self,'_Ws', None) is None:
self._Ws = Utils.sdiag((self.regmesh.vol*self.alpha_s)**0.5)
return self._Ws
def Wsmall(self):
"""Regularization matrix Wsmall"""
if getattr(self,'_Wsmall', None) is None:
self._Wsmall = Utils.sdiag((self.regmesh.vol*self.alpha_s)**0.5)
return self._Wsmall
@property
def Wx(self):
@@ -483,25 +506,44 @@ class Tikhonov(BaseRegularization):
def W(self):
"""Full regularization matrix W"""
if getattr(self, '_W', None) is None:
wlist = (self.Ws, self.Wsmooth)
wlist = (self.Wsmall, self.Wsmooth)
self._W = sp.vstack(wlist)
return self._W
@Utils.timeIt
def eval(self, m):
if self.mrefInSmooth == True:
r1 = self.Wsmooth * ( self.mapping * (m) )
r2 = self.Ws * ( self.mapping * (m - self.mref) )
return 0.5*(r1.dot(r1)+r2.dot(r2))
elif self.mrefInSmooth == False:
r = self.W * ( self.mapping * (m - self.mref) )
return 0.5*r.dot(r)
def _evalSmall(self, m):
r = self.Wsmall * ( self.mapping * (m - self.mref) )
return 0.5 * r.dot(r)
@Utils.timeIt
def _evalSmooth(self, m):
if self.mrefInSmooth == True:
r = self.Wsmooth * ( self.mapping * (m - self.mref) )
elif self.mrefInSmooth == False:
r = self.Wsmooth * ( self.mapping * (m) )
return 0.5 * r.dot(r)
@Utils.timeIt
def eval(self, m):
return self._evalSmall(m) + self._evalSmooth(m)
@Utils.timeIt
def _evalSmallDeriv(self,m):
r = self.Wsmall * ( self.mapping * (m - self.mref) )
return r.T * ( self.Wsmall * self.mapping.deriv(m - self.mref) )
@Utils.timeIt
def _evalSmoothDeriv(self,m):
if self.mrefInSmooth == True:
r = self.Wsmooth * ( self.mapping * ( m - self.mref ) )
return r.T * ( self.Wsmooth * self.mapping.deriv(m - self.mref) )
elif self.mrefInSmooth == False:
r = self.Wsmooth * ( self.mapping * m )
return r.T * ( self.Wsmooth * self.mapping.deriv(m) )
@Utils.timeIt
def evalDeriv(self, m):
"""
The regularization is:
.. math::
@@ -515,45 +557,33 @@ class Tikhonov(BaseRegularization):
R(m) = \mathbf{W^\\top W (m-m_\\text{ref})}
"""
if self.mrefInSmooth == True:
mD1 = self.mapping.deriv(m)
mD2 = self.mapping.deriv(m - self.mref)
r1 = self.Wsmooth * ( self.mapping * (m))
r2 = self.Ws * ( self.mapping * (m - self.mref) )
out1 = mD1.T * ( self.Wsmooth.T * r1 )
out2 = mD2.T * ( self.Ws.T * r2 )
out = out1+out2
elif self.mrefInSmooth == False:
mD = self.mapping.deriv(m - self.mref)
r = self.W * ( self.mapping * (m - self.mref) )
out = mD.T * ( self.W.T * r )
return out
return self._evalSmallDeriv(m) + self._evalSmoothDeriv(m)
class Simple(BaseRegularization):
class Simple(Tikhonov):
"""
Only for tensor mesh
Simple regularization that does not include length scales in the derivatives.
"""
mrefInSmooth = True #: SMOOTH and SMOOTH_MOD_DIF options
alpha_s = Utils.dependentProperty('_alpha_s', 1.0, ['_W', '_Ws'], "Smallness weight")
alpha_s = Utils.dependentProperty('_alpha_s', 1.0, ['_W', '_Wsmall'], "Smallness weight")
alpha_x = Utils.dependentProperty('_alpha_x', 1.0, ['_W', '_Wx'], "Weight for the first derivative in the x direction")
alpha_y = Utils.dependentProperty('_alpha_y', 1.0, ['_W', '_Wy'], "Weight for the first derivative in the y direction")
alpha_z = Utils.dependentProperty('_alpha_z', 1.0, ['_W', '_Wz'], "Weight for the first derivative in the z direction")
wght = 1.
def __init__(self, mesh, mapping=None, indActive=None, **kwargs):
BaseRegularization.__init__(self, mesh, mapping=mapping, indActive=indActive, **kwargs)
if isinstance(self.wght,float):
self.wght = np.ones(self.regmesh.nC) * self.wght
@property
def Ws(self):
"""Regularization matrix Ws"""
if getattr(self,'_Ws', None) is None:
self._Ws = Utils.sdiag((self.regmesh.vol*self.alpha_s*self.wght)**0.5)
return self._Ws
def Wsmall(self):
"""Regularization matrix Wsmall"""
if getattr(self,'_Wsmall', None) is None:
self._Wsmall = Utils.sdiag((self.regmesh.vol*self.alpha_s*self.wght)**0.5)
return self._Wsmall
@property
def Wx(self):
@@ -592,54 +622,22 @@ class Simple(BaseRegularization):
def W(self):
"""Full regularization matrix W"""
if getattr(self, '_W', None) is None:
wlist = (self.Ws, self.Wsmooth)
wlist = (self.Wsmall, self.Wsmooth)
self._W = sp.vstack(wlist)
return self._W
@Utils.timeIt
def _evalSmall(self, m):
r = self.Wsmall * ( self.mapping * (m - self.mref) )
return 0.5 * r.dot(r)
@Utils.timeIt
def eval(self, m):
def _evalSmooth(self, m):
if self.mrefInSmooth == True:
r1 = self.Wsmooth * ( self.mapping * (m) )
r2 = self.Ws * ( self.mapping * (m - self.mref) )
return 0.5*(r1.dot(r1)+r2.dot(r2))
r = self.Wsmooth * ( self.mapping * (m - self.mref) )
elif self.mrefInSmooth == False:
r = self.W * ( self.mapping * (m - self.mref) )
return 0.5*r.dot(r)
return phim
@Utils.timeIt
def evalDeriv(self, m):
"""
The regularization is:
.. math::
R(m) = \\frac{1}{2}\mathbf{(m-m_\\text{ref})^\\top W^\\top W(m-m_\\text{ref})}
So the derivative is straight forward:
.. math::
R(m) = \mathbf{W^\\top W (m-m_\\text{ref})}
"""
if self.mrefInSmooth == True:
mD1 = self.mapping.deriv(m)
mD2 = self.mapping.deriv(m - self.mref)
r1 = self.Wsmooth * ( self.mapping * (m))
r2 = self.Ws * ( self.mapping * (m - self.mref) )
out1 = mD1.T * ( self.Wsmooth.T * r1 )
out2 = mD2.T * ( self.Ws.T * r2 )
out = out1+out2
elif self.mrefInSmooth == False:
mD = self.mapping.deriv(m - self.mref)
r = self.W * ( self.mapping * (m - self.mref) )
out = mD.T * ( self.W.T * r )
return out
r = self.Wsmooth * ( self.mapping * m)
return 0.5 * r.dot(r)
class Sparse(Simple):
@@ -656,13 +654,13 @@ class Sparse(Simple):
def __init__(self, mesh, mapping=None, indActive=None, **kwargs):
Simple.__init__(self, mesh, mapping=mapping, indActive=indActive, **kwargs)
if isinstance(self.wght,float):
self.wght = np.ones(self.regmesh.nC) * self.wght
@property
def Ws(self):
"""Regularization matrix Ws"""
def Wsmall(self):
"""Regularization matrix Wsmall"""
if getattr(self, 'curModel', None) is None:
self.Rs = Utils.speye(self.regmesh.nC)
@@ -671,14 +669,14 @@ class Sparse(Simple):
self.rs = self.R(f_m , self.p)
#print "Min rs: " + str(np.max(self.rs)) + "Max rs: " + str(np.min(self.rs))
self.Rs = Utils.sdiag( self.rs )
return Utils.sdiag((self.regmesh.vol*self.alpha_s*self.gamma*self.wght)**0.5)*self.Rs
@property
def Wx(self):
"""Regularization matrix Wx"""
if getattr(self, 'curModel', None) is None:
self.Rx = Utils.speye(self.regmesh.cellDiffxStencil.shape[0])
@@ -700,7 +698,7 @@ class Sparse(Simple):
f_m = self.regmesh.cellDiffyStencil * self.curModel
self.ry = self.R( f_m , self.qy)
self.Ry = Utils.sdiag( self.ry )
return Utils.sdiag(((self.regmesh.aveCC2Fy * self.regmesh.vol)*self.alpha_y*self.gamma*(self.regmesh.aveCC2Fy*self.wght))**0.5)*self.Ry*self.regmesh.cellDiffyStencil
@property
@@ -733,10 +731,10 @@ class Sparse(Simple):
def W(self):
"""Full regularization matrix W"""
#if getattr(self, '_W', None) is None:
wlist = (self.Ws, self.Wsmooth)
wlist = (self.Wsmall, self.Wsmooth)
#self._W = sp.vstack(wlist)
return sp.vstack(wlist)
def R(self, f_m , exponent):
eta = (self.eps**(1-exponent/2.))**0.5