Files
simpeg/SimPEG/Directives.py
T
2016-04-29 15:49:44 -07:00

374 lines
12 KiB
Python

import Utils, numpy as np
class InversionDirective(object):
"""InversionDirective"""
debug = False #: Print debugging information
def __init__(self, **kwargs):
Utils.setKwargs(self, **kwargs)
@property
def inversion(self):
"""This is the inversion of the InversionDirective instance."""
return getattr(self,'_inversion',None)
@inversion.setter
def inversion(self, i):
if getattr(self,'_inversion',None) is not None:
print 'Warning: InversionDirective %s has switched to a new inversion.' % self.__name__
self._inversion = i
@property
def invProb(self): return self.inversion.invProb
@property
def opt(self): return self.invProb.opt
@property
def reg(self): return self.invProb.reg
@property
def dmisfit(self): return self.invProb.dmisfit
@property
def survey(self): return self.dmisfit.survey
@property
def prob(self): return self.dmisfit.prob
def initialize(self):
pass
def endIter(self):
pass
def finish(self):
pass
class DirectiveList(object):
dList = None #: The list of Directives
def __init__(self, *directives, **kwargs):
self.dList = []
for d in directives:
assert isinstance(d, InversionDirective), 'All directives must be InversionDirectives not %s' % d.__name__
self.dList.append(d)
Utils.setKwargs(self, **kwargs)
@property
def debug(self):
return getattr(self, '_debug', False)
@debug.setter
def debug(self, value):
for d in self.dList:
d.debug = value
self._debug = value
@property
def inversion(self):
"""This is the inversion of the InversionDirective instance."""
return getattr(self,'_inversion',None)
@inversion.setter
def inversion(self, i):
if self.inversion is i: return
if getattr(self,'_inversion',None) is not None:
print 'Warning: %s has switched to a new inversion.' % self.__name__
for d in self.dList:
d.inversion = i
self._inversion = i
def call(self, ruleType):
if self.dList is None:
if self.debug: 'DirectiveList is None, no directives to call!'
return
directives = ['initialize', 'endIter', 'finish']
assert ruleType in directives, 'Directive type must be in ["%s"]' % '", "'.join(directives)
for r in self.dList:
getattr(r, ruleType)()
class BetaEstimate_ByEig(InversionDirective):
"""BetaEstimate"""
beta0 = None #: The initial Beta (regularization parameter)
beta0_ratio = 1e2 #: estimateBeta0 is used with this ratio
def initialize(self):
"""
The initial beta is calculated by comparing the estimated
eigenvalues of JtJ and WtW.
To estimate the eigenvector of **A**, we will use one iteration
of the *Power Method*:
.. math::
\mathbf{x_1 = A x_0}
Given this (very course) approximation of the eigenvector,
we can use the *Rayleigh quotient* to approximate the largest eigenvalue.
.. math::
\lambda_0 = \\frac{\mathbf{x^\\top A x}}{\mathbf{x^\\top x}}
We will approximate the largest eigenvalue for both JtJ and WtW, and
use some ratio of the quotient to estimate beta0.
.. math::
\\beta_0 = \gamma \\frac{\mathbf{x^\\top J^\\top J x}}{\mathbf{x^\\top W^\\top W x}}
:rtype: float
:return: beta0
"""
if self.debug: print 'Calculating the beta0 parameter.'
m = self.invProb.curModel
f = self.invProb.getFields(m, store=True, deleteWarmstart=False)
x0 = np.random.rand(*m.shape)
t = x0.dot(self.dmisfit.eval2Deriv(m,x0,f=f))
b = x0.dot(self.reg.eval2Deriv(m, v=x0))
self.beta0 = self.beta0_ratio*(t/b)
self.invProb.beta = self.beta0
class BetaSchedule(InversionDirective):
"""BetaSchedule"""
coolingFactor = 8.
coolingRate = 3
def endIter(self):
if self.opt.iter > 0 and self.opt.iter % self.coolingRate == 0:
if self.debug: print 'BetaSchedule is cooling Beta. Iteration: %d' % self.opt.iter
self.invProb.beta /= self.coolingFactor
class TargetMisfit(InversionDirective):
@property
def target(self):
if getattr(self, '_target', None) is None:
self._target = self.survey.nD*0.5
return self._target
@target.setter
def target(self, val):
self._target = val
def endIter(self):
if self.invProb.phi_d < self.target:
self.opt.stopNextIteration = True
class _SaveEveryIteration(InversionDirective):
@property
def name(self):
if getattr(self, '_name', None) is None:
self._name = 'InversionModel'
return self._name
@name.setter
def name(self, value):
self._name = value
@property
def fileName(self):
if getattr(self, '_fileName', None) is None:
from datetime import datetime
self._fileName = '%s-%s'%(self.name, datetime.now().strftime('%Y-%m-%d-%H-%M'))
return self._fileName
@fileName.setter
def fileName(self, value):
self._fileName = value
class SaveModelEveryIteration(_SaveEveryIteration):
"""SaveModelEveryIteration"""
def initialize(self):
print "SimPEG.SaveModelEveryIteration will save your models as: '###-%s.npy'"%self.fileName
def endIter(self):
np.save('%03d-%s' % (self.opt.iter, self.fileName), self.opt.xc)
class SaveOutputEveryIteration(_SaveEveryIteration):
"""SaveModelEveryIteration"""
def initialize(self):
print "SimPEG.SaveOutputEveryIteration will save your inversion progress as: '###-%s.txt'"%self.fileName
f = open(self.fileName+'.txt', 'w')
f.write(" # beta phi_d phi_m f\n")
f.close()
def endIter(self):
f = open(self.fileName+'.txt', 'a')
f.write(' %3d %1.4e %1.4e %1.4e %1.4e\n'%(self.opt.iter, self.invProb.beta, self.invProb.phi_d, self.invProb.phi_m, self.opt.f))
f.close()
class SaveOutputDictEveryIteration(_SaveEveryIteration):
"""SaveOutputDictEveryIteration"""
def initialize(self):
print "SimPEG.SaveOutputDictEveryIteration will save your inversion progress as dictionary: '###-%s.npz'"%self.fileName
def endIter(self):
# Save the data.
ms = self.reg.Ws * ( self.reg.mapping * (self.invProb.curModel - self.reg.mref) )
phi_ms = 0.5*ms.dot(ms)
if self.reg.mrefInSmooth == True:
mref = self.reg.mref
else:
mref = 0
mx = self.reg.Wx * ( self.reg.mapping * (self.invProb.curModel - mref) )
phi_mx = 0.5 * mx.dot(mx)
if self.prob.mesh.dim >= 2:
my = self.reg.Wy * ( self.reg.mapping * (self.invProb.curModel - mref) )
phi_my = 0.5 * my.dot(my)
else:
phi_my = 'NaN'
if self.prob.mesh.dim==3:
mz = self.reg.Wz * ( self.reg.mapping * (self.invProb.curModel - mref) )
phi_mz = 0.5 * mz.dot(mz)
else:
phi_mz = 'NaN'
# Save the file as a npz
np.savez('{:03d}-{:s}'.format(self.opt.iter,self.fileName), iter=self.opt.iter, beta=self.invProb.beta, phi_d=self.invProb.phi_d, phi_m=self.invProb.phi_m, phi_ms=phi_ms, phi_mx=phi_mx, phi_my=phi_my, phi_mz=phi_mz,f=self.opt.f, m=self.invProb.curModel,dpred=self.invProb.dpred)
# class UpdateReferenceModel(Parameter):
# mref0 = None
# def nextIter(self):
# mref = getattr(self, 'm_prev', None)
# if mref is None:
# if self.debug: print 'UpdateReferenceModel is using mref0'
# mref = self.mref0
# self.m_prev = self.invProb.m_current
# return mref
class Update_IRLS(InversionDirective):
eps_min = None
factor = None
gamma = None
phi_m_last = None
phi_d_last = None
def initialize(self):
# Scale the regularization for changes in norm
if getattr(self, 'phi_m_last', None) is not None:
self.reg.curModel = self.invProb.curModel
self.reg.gamma = 1.
phim_new = self.reg.eval(self.invProb.curModel)
self.gamma = self.phi_m_last / phim_new
self.reg.curModel = self.invProb.curModel
self.reg.gamma = self.gamma
if getattr(self, 'phi_d_last', None) is None:
self.phi_d_last = self.invProb.phi_d
def endIter(self):
# 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
# Update the model used for the IRLS weights
self.reg.curModel = self.invProb.curModel
# Temporarely set gamma to 1. to get raw phi_m
self.reg.gamma = 1.
# Compute new model objective function value
phim_new = self.reg.eval(self.invProb.curModel)
# Update gamma to scale the regularization between IRLS iterations
self.reg.gamma = self.phi_m_last / phim_new
# Set the weighting matrix to None so that it is recomputed next time
# it is called in the inversion
self.reg._W = None
class Update_lin_PreCond(InversionDirective):
"""
Create a Jacobi preconditioner for the linear problem
"""
onlyOnStart=False
def initialize(self):
if getattr(self.opt, 'approxHinv', None) is None:
# Update the pre-conditioner
diagA = np.sum(self.prob.G**2.,axis=0) + self.invProb.beta*(self.reg.W.T*self.reg.W).diagonal() #* (self.reg.mapping * np.ones(self.reg.curModel.size))**2.
PC = Utils.sdiag(diagA**-1.)
self.opt.approxHinv = PC
def endIter(self):
# Cool the threshold parameter
if self.onlyOnStart==True:
return
if getattr(self.opt, 'approxHinv', None) is not None:
# Update the pre-conditioner
diagA = np.sum(self.prob.G**2.,axis=0) + self.invProb.beta*(self.reg.W.T*self.reg.W).diagonal() #* (self.reg.mapping * np.ones(self.reg.curModel.size))**2.
PC = Utils.sdiag(diagA**-1.)
self.opt.approxHinv = PC
class Update_Wj(InversionDirective):
"""
Create approx-sensitivity base weighting using the probing method
"""
k = None # Number of probing cycles
itr = None # Iteration number to update Wj, or always update if None
def endIter(self):
if self.itr is None or self.itr == self.opt.iter:
m = self.invProb.curModel
if self.k is None:
self.k = int(self.survey.nD/10)
def JtJv(v):
Jv = self.prob.Jvec(m, v)
return self.prob.Jtvec(m,Jv)
JtJdiag = Utils.diagEst(JtJv,len(m),k=self.k)
JtJdiag = JtJdiag / max(JtJdiag)
self.reg.wght = JtJdiag
class Scale_Beta(InversionDirective):
"""
Instead of a linear cooling schedule, beta is allowed to change based
on the ratio between the target misfit and the current data misfit. The
update is done only if the misfit is outside some threshold bounds.
"""
tol = 0.05
def endIter(self):
# Check if misfit is within the tolerance, otherwise adjust beta
val = self.invProb.phi_d / (self.survey.nD*0.5)
if np.abs(1.-val) > self.tol:
self.invProb.beta = self.invProb.beta * self.survey.nD*0.5 / self.invProb.phi_d