Problem with W^1/2 weight exponent

docs/source/functional.rst

@@ -153,9 +153,9 @@ Losses
 In SCICO, a loss is a special type of functional
 
   .. math::
-     f(\mb{x}) = a l( \mb{y}, A(\mb{x}) )
+     f(\mb{x}) = \alpha l( \mb{y}, A(\mb{x}) )
 
-where :math:`a` is a scale parameter,
+where :math:`\alpha` is a scaling parameter,
 :math:`l` is a functional,
 :math:`\mb{y}` is a set of measurements,
 and :math:`A` is an operator.

examples/scripts/ct_astra_weighted_tv_admm.py

@@ -137,9 +137,8 @@ def postprocess(x):
 """
 lambda_weighted = 1.14e2
 
-weights = counts / Io  # scale by Io to balance the data vs regularization term
-W = linop.Diagonal(snp.sqrt(weights))
-f = loss.WeightedSquaredL2Loss(y=y, A=A, weight_op=W)
+weights = counts / Io  # scaled by Io to balance the data vs regularization term
+f = loss.WeightedSquaredL2Loss(y=y, A=A, W=linop.Diagonal(weights))
 
 admm_weighted = ADMM(
     f=f,

examples/scripts/ct_svmbir_ppp_bm3d_admm_cg.py

@@ -91,9 +91,7 @@
 ρ = 100  # ADMM penalty parameter
 σ = density * 0.2  # denoiser sigma
 
-weight_op = Diagonal(weights ** 0.5)
-
-f = SVMBIRWeightedSquaredL2Loss(y=y, A=A, weight_op=weight_op, scale=0.5)
+f = SVMBIRWeightedSquaredL2Loss(y=y, A=A, W=Diagonal(weights), scale=0.5)
 g0 = σ * ρ * BM3D()
 g1 = NonNegativeIndicator()
 

examples/scripts/ct_svmbir_ppp_bm3d_admm_prox.py

@@ -91,9 +91,7 @@
 ρ = 10  # ADMM penalty parameter
 σ = density * 0.26  # denoiser sigma
 
-weight_op = Diagonal(weights ** 0.5)
-
-f = SVMBIRWeightedSquaredL2Loss(y=y, A=A, weight_op=weight_op, scale=0.5)
+f = SVMBIRWeightedSquaredL2Loss(y=y, A=A, W=Diagonal(weights), scale=0.5)
 g0 = σ * ρ * BM3D()
 g1 = NonNegativeIndicator()
 

scico/admm.py

@@ -124,7 +124,7 @@ class LinearSubproblemSolver(SubproblemSolver):
          \mb{x}^{(k+1)} = \argmin_{\mb{x}} \; \frac{1}{2} \norm{\mb{y} - A x}_W^2 +
          \sum_i \frac{\rho_i}{2} \norm{\mb{z}^{(k)}_i - \mb{u}^{(k)}_i - C_i \mb{x}}_2^2 \;,
 
-    where :math:`W` is the weighting :class:`.LinearOperator` from the
+    where :math:`W` is the weighting :class:`.Diagonal` from the
     :class:`.WeightedSquaredL2Loss` instance. This update step reduces to the
     solution of the linear system
 
@@ -208,7 +208,7 @@ def compute_rhs(self) -> Union[JaxArray, BlockArray]:
 
         if self.admm.f is not None:
             if isinstance(self.admm.f, WeightedSquaredL2Loss):
-                ATWy = self.admm.f.A.adj(self.admm.f.weight_op @ self.admm.f.y)
+                ATWy = self.admm.f.A.adj(self.admm.f.W.diagonal @ self.admm.f.y)
                 rhs += 2.0 * self.admm.f.scale * ATWy
             else:
                 ATy = self.admm.f.A.adj(self.admm.f.y)

scico/linop/radon_svmbir.py

@@ -28,7 +28,7 @@
 from scico.loss import WeightedSquaredL2Loss
 from scico.typing import JaxArray, Shape
 
-from ._linop import Diagonal, LinearOperator
+from ._linop import LinearOperator
 
 
 class ParallelBeamProjector(LinearOperator):
@@ -120,21 +120,12 @@ def __init__(self, *args, **kwargs):
                 "to instantiate a `SVMBIRWeightedSquaredL2Loss`."
             )
 
-        if not isinstance(self.weight_op, Diagonal):
-            raise ValueError(
-                f"`weight_op` must be `Diagonal` but instead got {type(self.weight_op)}"
-            )
-
-        self.weights = (
-            snp.conj(self.weight_op.diagonal) * self.weight_op.diagonal
-        )  # because weight_op is W^{1/2}
-
         self.has_prox = True
 
     def prox(self, v: JaxArray, lam: float) -> JaxArray:
         v = v.reshape(self.A.svmbir_input_shape)
         y = self.y.reshape(self.A.svmbir_output_shape)
-        weights = self.weights.reshape(self.A.svmbir_output_shape)
+        weights = self.W.diagonal.reshape(self.A.svmbir_output_shape)
         sigma_p = snp.sqrt(lam)
         result = svmbir.recon(
             np.array(y),

scico/loss.py

@@ -42,7 +42,9 @@ class Loss(functional.Functional):
     r"""Generic Loss function.
 
     .. math::
-        \mathrm{scale} \cdot l(\mb{y}, A(\mb{x})) \;
+        \alpha l(\mb{y}, A(\mb{x})) \;
+
+    where :math:`\alpha` is the scaling parameter and :math:`l(\cdot)` is the loss functional.
 
     """
 
@@ -55,7 +57,7 @@ def __init__(
         r"""Initialize a :class:`Loss` object.
 
         Args:
-            y : Measurements
+            y : Measurement.
             A : Forward operator.  Defaults to None.  If None, ``self.A`` is a :class:`.Identity`.
             scale : Scaling parameter.  Default: 0.5.
 
@@ -109,7 +111,9 @@ class SquaredL2Loss(Loss):
     Squared :math:`\ell_2` loss.
 
     .. math::
-        \mathrm{scale} \cdot \norm{\mb{y} - A(\mb{x})}_2^2 \;
+        \alpha \norm{\mb{y} - A(\mb{x})}_2^2 \;
+
+    where :math:`\alpha` is the scaling parameter.
 
     """
 
@@ -119,8 +123,14 @@ def __init__(
         A: Optional[Union[Callable, operator.Operator]] = None,
         scale: float = 0.5,
     ):
+        r"""Initialize a :class:`SquaredL2Loss` object.
+
+        Args:
+            y : Measurement.
+            A : Forward operator.  If None, defaults to :class:`.Identity`.
+            scale : Scaling parameter.
+        """
         y = ensure_on_device(y)
-        self.functional = functional.SquaredL2Norm()
         super().__init__(y=y, A=A, scale=scale)
 
         if isinstance(A, operator.Operator):
@@ -140,7 +150,7 @@ def __call__(self, x: Union[JaxArray, BlockArray]) -> float:
         Args:
             x : Point at which to evaluate loss.
         """
-        return self.scale * self.functional(self.y - self.A(x))
+        return self.scale * (snp.abs(self.y - self.A(x)) ** 2).sum()
 
     def prox(self, x: Union[JaxArray, BlockArray], lam: float) -> Union[JaxArray, BlockArray]:
         if isinstance(self.A, linop.Diagonal):
@@ -154,7 +164,7 @@ def prox(self, x: Union[JaxArray, BlockArray], lam: float) -> Union[JaxArray, Bl
     @property
     def hessian(self) -> linop.LinearOperator:
         r"""If ``self.A`` is a :class:`.LinearOperator`, returns a new :class:`.LinearOperator` corresponding
-        to Hessian :math:`\mathrm{A^*A}`.
+        to Hessian :math:`2 \alpha \mathrm{A^* A}`.
 
         Otherwise not implemented.
         """
@@ -171,11 +181,12 @@ class WeightedSquaredL2Loss(Loss):
     Weighted squared :math:`\ell_2` loss.
 
     .. math::
-        \mathrm{scale} \cdot \norm{\mb{y} - A(\mb{x})}_{\mathrm{W}}^2 =
-        \mathrm{scale} \cdot \norm{\mathrm{W}^{1/2} \left( \mb{y} - A(\mb{x})\right)}_2^2\;
+        \alpha \norm{\mb{y} - A(\mb{x})}_W^2 =
+        \alpha \left(\mb{y} - A(\mb{x})\right)^T W \left(\mb{y} - A(\mb{x})\right)\;
 
-    Where :math:`\mathrm{W}` is an instance of :class:`scico.linop.LinearOperator`.  If
-    :math:`\mathrm{W}` is None, reverts to the behavior of :class:`.SquaredL2Loss`.
+    where :math:`\alpha` is the scaling parameter and :math:`W` is an
+    instance of :class:`scico.linop.Diagonal`.  If :math:`W` is None,
+    reverts to the behavior of :class:`.SquaredL2Loss`.
 
     """
 
@@ -184,30 +195,32 @@ def __init__(
         y: Union[JaxArray, BlockArray],
         A: Optional[Union[Callable, operator.Operator]] = None,
         scale: float = 0.5,
-        weight_op: Optional[operator.Operator] = None,
+        W: Optional[linop.Diagonal] = None,
     ):
 
         r"""Initialize a :class:`WeightedSquaredL2Loss` object.
 
         Args:
-            y : Measurements
+            y : Measurement.
             A : Forward operator.  If None, defaults to :class:`.Identity`.
-            scale : Scaling parameter
-            weight_op:  Weighting linear operator. Corresponds to :math:`W^{1/2}`
-                in the standard definition of the weighted squared :math:`\ell_2` loss.
+            scale : Scaling parameter.
+            W:  Weighting diagonal operator. Must be non-negative.
                 If None, defaults to :class:`.Identity`.
         """
         y = ensure_on_device(y)
 
-        self.weight_op: operator.Operator
+        self.W: linop.Diagonal
 
-        self.functional = functional.SquaredL2Norm()
-        if weight_op is None:
-            self.weight_op = linop.Identity(y.shape)
-        elif isinstance(weight_op, linop.LinearOperator):
-            self.weight_op = weight_op
+        if W is None:
+            self.W = linop.Identity(y.shape)
+        elif isinstance(W, linop.Diagonal):
+            if snp.all(W.diagonal >= 0):
+                self.W = W
+            else:
+                raise Exception(f"The weights, W.diagonal, must be non-negative.")
         else:
-            raise TypeError(f"weight_op must be None or a LinearOperator, got {type(weight_op)}")
+            raise TypeError(f"W must be None or a linop.Diagonal, got {type(W)}")
+
         super().__init__(y=y, A=A, scale=scale)
 
         if isinstance(A, operator.Operator):
@@ -218,40 +231,43 @@ def __init__(
         if isinstance(self.A, linop.LinearOperator):
             self.is_quadratic = True
 
-        if isinstance(self.A, linop.Diagonal) and isinstance(self.weight_op, linop.Diagonal):
+        if isinstance(self.A, linop.Diagonal) and isinstance(self.W, linop.Diagonal):
             self.has_prox = True
 
     def __call__(self, x: Union[JaxArray, BlockArray]) -> float:
-        return self.scale * self.functional(self.weight_op(self.y - self.A(x)))
+        return self.scale * (self.W.diagonal * snp.abs(self.y - self.A(x)) ** 2).sum()
 
     def prox(self, x: Union[JaxArray, BlockArray], lam: float) -> Union[JaxArray, BlockArray]:
         if isinstance(self.A, linop.Diagonal):
-            c = self.scale * lam
+            c = 2.0 * self.scale * lam
             A = self.A.diagonal
-            W = self.weight_op.diagonal
-            lhs = c * 2.0 * A.conj() * W * W.conj() * self.y + x
-            ATWTWA = c * 2.0 * A.conj() * W.conj() * W * A
-            return lhs / (ATWTWA + 1.0)
+            W = self.W.diagonal
+            lhs = c * A.conj() * W * self.y + x
+            ATWA = c * A.conj() * W * A
+            return lhs / (ATWA + 1.0)
         else:
             raise NotImplementedError
 
     @property
     def hessian(self) -> linop.LinearOperator:
         r"""If ``self.A`` is a :class:`scico.linop.LinearOperator`, returns a
-        :class:`scico.linop.LinearOperator` corresponding to Hessian :math:`\mathrm{A^* W A}`.
+        :class:`scico.linop.LinearOperator` corresponding to  the Hessian
+        :math:`2 \alpha \mathrm{A^* W A}`.
 
         Otherwise not implemented.
         """
-        if isinstance(self.A, linop.LinearOperator):
+        A = self.A
+        W = self.W
+        if isinstance(A, linop.LinearOperator):
             return linop.LinearOperator(
-                input_shape=self.A.input_shape,
-                output_shape=self.A.input_shape,
-                eval_fn=lambda x: 2 * self.scale * self.A.adj(self.weight_op(self.A(x))),
-                adj_fn=lambda x: 2 * self.scale * self.A.adj(self.weight_op(self.A(x))),
+                input_shape=A.input_shape,
+                output_shape=A.input_shape,
+                eval_fn=lambda x: 2 * self.scale * A.adj(W(A(x))),
+                adj_fn=lambda x: 2 * self.scale * A.adj(W(A(x))),
             )
         else:
             raise NotImplementedError(
-                f"Hessian is not implemented for {type(self)} when `A` is {type(self.A)}; must be LinearOperator"
+                f"Hessian is not implemented for {type(self)} when `A` is {type(A)}; must be LinearOperator"
             )
 
 
@@ -260,8 +276,9 @@ class PoissonLoss(Loss):
     Poisson negative log likelihood loss
 
     .. math::
-        \mathrm{scale} \cdot \sum_i [A(x)]_i - y_i \log\left( [A(x)]_i \right) + \log(y_i!)
+        \alpha \left( \sum_i [A(x)]_i - y_i \log\left( [A(x)]_i \right) + \log(y_i!) \right)
 
+    where :math:`\alpha` is the scaling parameter.
     """
 
     def __init__(
@@ -273,17 +290,24 @@ def __init__(
         r"""Initialize a :class:`Loss` object.
 
         Args:
-            y : Measurements
-            A : Forward operator.  Defaults to None.  If None, ``self.A`` is a :class:`.Identity`.
-            scale : Scaling parameter.  Default: 0.5.
-
+            y : Measurement.
+            A : Forward operator. Defaults to None.  If None, ``self.A`` is a :class:`.Identity`.
+            scale : Scaling parameter. Default: 0.5.
         """
         y = ensure_on_device(y)
         super().__init__(y=y, A=A, scale=scale)
 
         #: Constant term in Poisson log likehood; equal to ln(y!)
         self.const: float = gammaln(self.y + 1)  # ln(y!)
 
+        # The "true" Poisson loss is not differentiable at zero, but the
+        # ε that we add to allow evaluation at zero has the side-effect
+        # of making it differentiable there.
+        if isinstance(A, operator.Operator):
+            self.is_smooth = A.is_smooth
+        else:
+            self.is_smooth = None
+
     def __call__(self, x: Union[JaxArray, BlockArray]) -> float:
         ε = 1e-9  # So that loss < infinity
         Ax = self.A(x)

scico/test/linop/test_radon_svmbir.py

@@ -89,6 +89,6 @@ def test_prox_weights(Nx, Ny, num_angles, num_channels, is_3d):
 
     # test with weights
     weights, _ = scico.random.uniform(sino.shape, dtype=im.dtype)
-    D = scico.linop.Diagonal(weights)
-    f = SVMBIRWeightedSquaredL2Loss(y=sino, A=A, weight_op=D)
+    W = scico.linop.Diagonal(weights)
+    f = SVMBIRWeightedSquaredL2Loss(y=sino, A=A, W=W)
     prox_test(v, f, f.prox, alpha=0.25)

scico/test/test_functional.py

@@ -338,8 +338,9 @@ def setup_method(self):
         W, key = randn((n,), key=key, dtype=dtype)
         W = 0.1 * W + 1.0
         self.Ao = linop.MatrixOperator(A)
+        self.Ao_abs = linop.MatrixOperator(snp.abs(A))
         self.Do = linop.Diagonal(D)
-        self.Wo = linop.Diagonal(W)
+        self.W = linop.Diagonal(W)
         self.y, key = randn((n,), key=key, dtype=dtype)
         self.v, key = randn((n,), key=key, dtype=dtype)  # point for prox eval
         scalar, key = randn((1,), key=key, dtype=dtype)
@@ -377,14 +378,14 @@ def test_squared_l2(self):
         pf = prox_test(self.v, L_d, L_d.prox, 0.75)
 
     def test_weighted_squared_l2(self):
-        L = loss.WeightedSquaredL2Loss(y=self.y, A=self.Ao, weight_op=self.Wo)
+        L = loss.WeightedSquaredL2Loss(y=self.y, A=self.Ao, W=self.W)
         assert L.is_smooth == True
         assert L.has_eval == True
         assert L.has_prox == False  # not diagonal
 
         # test eval
         np.testing.assert_allclose(
-            L(self.v), 0.5 * ((self.Wo @ (self.Ao @ self.v - self.y)) ** 2).sum()
+            L(self.v), 0.5 * (self.W @ (self.Ao @ self.v - self.y) ** 2).sum()
         )
 
         cL = self.scalar * L
@@ -393,16 +394,15 @@ def test_weighted_squared_l2(self):
         assert cL(self.v) == self.scalar * L(self.v)
 
         # SquaredL2 with Diagonal linop has a prox
-        Wo = self.Wo
-        L_d = loss.WeightedSquaredL2Loss(y=self.y, A=self.Do, weight_op=Wo)
+        L_d = loss.WeightedSquaredL2Loss(y=self.y, A=self.Do, W=self.W)
 
         assert L_d.is_smooth == True
         assert L_d.has_eval == True
         assert L_d.has_prox == True
 
         # test eval
         np.testing.assert_allclose(
-            L_d(self.v), 0.5 * ((self.Wo @ (self.Do @ self.v - self.y)) ** 2).sum()
+            L_d(self.v), 0.5 * (self.W @ (self.Do @ self.v - self.y) ** 2).sum()
         )
 
         cL = self.scalar * L_d
@@ -412,6 +412,22 @@ def test_weighted_squared_l2(self):
 
         pf = prox_test(self.v, L_d, L_d.prox, 0.75)
 
+    def test_poisson(self):
+        L = loss.PoissonLoss(y=self.y, A=self.Ao_abs)
+        assert L.is_smooth == True
+        assert L.has_eval == True
+        assert L.has_prox == False
+
+        # test eval
+        v = snp.abs(self.v)
+        Av = self.Ao_abs @ v
+        np.testing.assert_allclose(L(v), 0.5 * snp.sum(Av - self.y * snp.log(Av) + L.const))
+
+        cL = self.scalar * L
+        assert L.scale == 0.5  # hasn't changed
+        assert cL.scale == self.scalar * L.scale
+        assert cL(v) == self.scalar * L(v)
+
 
 class TestBM3D:
     def setup(self):