608a-project/test.py at master · dankessler/608a-project · GitHub

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import numpy as np
import oglasso.oglasso as og

## ladmm
# m = 50
# n = 100
# grps = [[i] for i in range(n)]
# grate = 0.1
# comp = True
# sig2 = 0

# xstar,A,b = og.sim(m,n,grps,grate,comp,sig2)

# out = og.ladmm(xstar,A,b,lam=0.5,niter=1000)
# print(xstar)
# print(out[0])
# print(out[1])


## KISS
m = 50
n = 100
grps = [[i] for i in range(n)]

A = np.random.randn(m,n)
xstar = np.zeros((n,1))
xstar[[0,1,2]] = 10
b = A.dot(xstar) + np.random.randn(m,1)

x0 = np.zeros((n,1))
o1 = og.ladmm(x0,A,b,lam=100,niter=100,r=1)
o1[0]
o2 = og.admm(x0, A, b, grps, lam=100, niter = 100, r=1)
o2[1][1]
print('hi')

# try new sim function
m = 50
n = 100
G = [[i] for i in range(n)]

xstar = np.zeros((n,1))
xstar[0:25] = 10
x0 = np.zeros((n,1))

out = og.sim2test(m,n,G,xstar,x0,r=1,lam=1,eps=1e-1)
out = og.sim2test(m,n,G,xstar,x0,r=1,lam=10,eps=1e-1)


o1 = og.ladmm(x0,A,b,lam=100,niter=100,r=1)
o1[0]
o2 = og.admm(x0, A, b, grps, lam=100, niter = 100, r=1)
o2[1][1]
print('hi')


## low dimesional setting

## lasso setting

# m = 100
# n = 300
# grps = [[i] for i in range(n)]
# grate = 0.1
# comp = True
# sig2 = 1

# xstar,A,b = og.sim(m,n,grps,grate,comp,sig2)


# m = 100
# n = 300

# A = np.random.randn(m,n)
# xstar = np.array([1, 0, 0])
# grps = [[i] for i in range(n)]

# xstar = np.zeros(n)
# xstar[[1,3,5]] = 1

# b = A.dot(xstar) + 0*np.random.randn(m)

# x0 = xstar

# out = og.admm(x0,A,b,grps,niter=100,l=1000,r=1e1)

# out[0][0:10]


# ## non-overlapping group lasso


# ## overlapping group lasso