Add warm restart to AJDC #196
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agramfort
reviewed
Aug 12, 2022
| @@ -20,7 +20,7 @@ def _get_normalized_weight(sample_weight, data): | |||
| return normalized_weight | |||
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| def rjd(X, eps=1e-8, n_iter_max=1000): | |||
| def rjd(X, *, init=None, eps=1e-8, n_iter_max=1000): | |||
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this is technically an API change but I think it's save to do.
| aux = 1./np.sqrt(np.abs(np.diag(Raux))) | ||
| W_est = np.dot(np.diag(aux), W_est) | ||
| aux = 1. / np.sqrt(np.abs(np.diag(Raux))) | ||
| W_est = np.diag(aux) @ W_est |
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use broadcasting if you can. Every time I see a np.diag in numpy my brain produces a strong ERP ;)
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I agree. I try to remove np.dot and np.diag when I can.
But I only improve the code when I’m sure to break nothing.
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uwedge seems deep, I couldn't think of a way to get rid of the np.diag nicely.
sylvchev
approved these changes
Aug 17, 2022
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good for me, I'll merge if you're ok |
agramfort
approved these changes
Aug 17, 2022
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Thanks a lot Quentin! |
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This PR enhances AJDC when used for group BBS (gBSS): it allows to refine group sources for a specific subject, using an initial diagonalizer.
ajd_phamandrjdto allow warm restart, and complete tests;AJDC, and add key 'warm_restart' for dimension reduction, and update tests.