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SPDHG explicit demo probabilities #128

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MargaretDuff opened this issue Jul 27, 2023 · 0 comments
Open

SPDHG explicit demo probabilities #128

MargaretDuff opened this issue Jul 27, 2023 · 0 comments

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@MargaretDuff
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"spdhg_explicit = SPDHG(f = F, g = G, operator = K, max_iteration = 5 * 2 * n_subsets,\n",

In the explicit demo for SPDHG you explain the non-uniform sampling: half of the time, we update the dual variable corresponding to TV, so that $p_{n+1}=1/2$, and half of the time we update one of the dual variable corresponding to one subset, so that $p_i=1/(2n)$ for $1\leq i \leq n$.

You also define it in line

"prob = [1 / (2 * n_subsets)] * n_subsets + [1 / 2]\n",
but then don't use it in either line
"spdhg_explicit = SPDHG(f = F, g = G, operator = K, max_iteration = 5 * 2 * n_subsets,\n",
or line
"spdhg_explicit = SPDHG(f = F, g = G, operator = K, max_iteration = 5 * 2 * n_subsets,\n",
.

Just needs a quick fix to add "prob=prob" to the calls to SPDHG.

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