Python cvxpy.sum_entries方法代码示例

# 需要导入模块: import cvxpy [as 别名]
# 或者: from cvxpy import sum_entries [as 别名]
def solve_spectral(prob, *args, **kwargs):
    """Solve the spectral relaxation with lambda = 1.
    """

    # TODO: do this efficiently without SDP lifting

    # lifted variables and semidefinite constraint
    X = cvx.Semidef(prob.n + 1)

    W = prob.f0.homogeneous_form()
    rel_obj = cvx.Minimize(cvx.sum_entries(cvx.mul_elemwise(W, X)))

    W1 = sum([f.homogeneous_form() for f in prob.fs if f.relop == '<='])
    W2 = sum([f.homogeneous_form() for f in prob.fs if f.relop == '=='])

    rel_prob = cvx.Problem(
        rel_obj,
        [
            cvx.sum_entries(cvx.mul_elemwise(W1, X)) <= 0,
            cvx.sum_entries(cvx.mul_elemwise(W2, X)) == 0,
            X[-1, -1] == 1
        ]
    )
    rel_prob.solve(*args, **kwargs)

    if rel_prob.status not in [cvx.OPTIMAL, cvx.OPTIMAL_INACCURATE]:
        raise Exception("Relaxation problem status: %s" % rel_prob.status)

    (w, v) = LA.eig(X.value)
    return np.sqrt(np.max(w))*np.asarray(v[:-1, np.argmax(w)]).flatten(), rel_prob.value 

# 需要导入模块: import cvxpy [as 别名]
# 或者: from cvxpy import sum_entries [as 别名]
def solve_sdr(prob, *args, **kwargs):
    """Solve the SDP relaxation.
    """

    # lifted variables and semidefinite constraint
    X = cvx.Semidef(prob.n + 1)

    W = prob.f0.homogeneous_form()
    rel_obj = cvx.Minimize(cvx.sum_entries(cvx.mul_elemwise(W, X)))
    rel_constr = [X[-1, -1] == 1]

    for f in prob.fs:
        W = f.homogeneous_form()
        lhs = cvx.sum_entries(cvx.mul_elemwise(W, X))
        if f.relop == '==':
            rel_constr.append(lhs == 0)
        else:
            rel_constr.append(lhs <= 0)

    rel_prob = cvx.Problem(rel_obj, rel_constr)
    rel_prob.solve(*args, **kwargs)

    if rel_prob.status not in [cvx.OPTIMAL, cvx.OPTIMAL_INACCURATE]:
        raise Exception("Relaxation problem status: %s" % rel_prob.status)

    return X.value, rel_prob.value


# phase 1: optimize infeasibility 

# 需要导入模块: import cvxpy [as 别名]
# 或者: from cvxpy import sum_entries [as 别名]
def linear_softmax_reg(X, Y, params):
    m, n = X.shape[0], X.shape[1]
    Theta = cp.Variable(n, len(params['d']))
    f = cp.sum_entries(cp.log_sum_exp(X*Theta, axis=1) -
                       cp.sum_entries(cp.mul_elemwise(Y, X*Theta), axis=1)) / m
    lam = 1e-5 # regularization
    cp.Problem(cp.Minimize(f + lam * cp.sum_squares(Theta)), []).solve()
    Theta = np.asarray(Theta.value)
    return Theta

# Optimize expected value of inventory allocation 

# 需要导入模块: import cvxpy [as 别名]
# 或者: from cvxpy import sum_entries [as 别名]
def loss(self, A, U): return cp.sum_entries(cp.huber(cp.Constant(A) - U, self.a)) 

# 需要导入模块: import cvxpy [as 别名]
# 或者: from cvxpy import sum_entries [as 别名]
def reg(self, X): return 1e10*cp.sum_entries(cp.neg(X)) 

# 需要导入模块: import cvxpy [as 别名]
# 或者: from cvxpy import sum_entries [as 别名]
def get_C_hat_transpose():
    probs = []
    net.eval()
    for batch_idx, (data, target) in enumerate(train_gold_deterministic_loader):
        # we subtract 10 because we added 10 to gold so we could identify which example is gold in train_phase2
        data, target = V(data.cuda(), volatile=True),\
                       V((target - num_classes).cuda(), volatile=True)

        # forward
        output = net(data)
        pred = F.softmax(output)
        probs.extend(list(pred.data.cpu().numpy()))

    probs = np.array(probs, dtype=np.float32)
    C_hat = np.zeros((num_classes, num_classes))
    for label in range(num_classes):
        indices = np.arange(len(train_data_gold.train_labels))[
            np.isclose(np.array(train_data_gold.train_labels) - num_classes, label)]
        C_hat[label] = np.mean(probs[indices], axis=0, keepdims=True)

    import cvxpy

    base_rate_clean = [0] * num_classes
    base_rate_corr = [0] * num_classes
    for label in range(num_classes):
        base_rate_clean[label] = sum(np.array(train_data_gold.train_labels) == label)
        base_rate_corr[label] = sum(np.array(train_data_silver.train_labels) == label)
    base_rate_clean = np.array(base_rate_clean).reshape((1,-1)) / len(train_data_gold.train_labels)
    base_rate_corr = np.array(base_rate_corr).reshape((1,-1)) / len(train_data_silver.train_labels)

    print(base_rate_clean)
    print(base_rate_corr)

    C_hat_better = cvxpy.Variable(num_classes,num_classes)
    objective = cvxpy.Minimize(
             1e-2*cvxpy.sum_squares(C_hat_better - C_hat)/num_classes +
             cvxpy.sum_squares(base_rate_clean * C_hat_better - base_rate_corr))

    constraints = [0 <= C_hat_better, C_hat_better <= 1, 1 == cvxpy.sum_entries(C_hat_better, axis=1)]

    prob = cvxpy.Problem(objective, constraints)
    prob.solve()

    C_hat = np.array(C_hat_better.value)

    return C_hat.T.astype(np.float32) 

# 需要导入模块: import cvxpy [as 别名]
# 或者: from cvxpy import sum_entries [as 别名]
def balance_cvx(hh_table, A, w, mu=None, verbose_solver=False):
    """Maximum Entropy allocaion method for a single unit

    Args:
        hh_table (numpy matrix): Table of households categorical data
        A (numpy matrix): Area marginals (controls)
        w (numpy array): Initial household allocation weights
        mu (numpy array): Importance weights of marginals fit accuracy
        verbose_solver (boolean): Provide detailed solver info

    Returns:
        (numpy matrix, numpy matrix): Household weights, relaxation factors
    """

    n_samples, n_controls = hh_table.shape
    x = cvx.Variable(n_samples)

    if mu is None:
        objective = cvx.Maximize(
            cvx.sum_entries(cvx.entr(x) + cvx.mul_elemwise(cvx.log(w.T), x))
        )

        constraints = [
            x >= 0,
            x.T * hh_table == A,
        ]
        prob = cvx.Problem(objective, constraints)
        prob.solve(solver=cvx.SCS, verbose=verbose_solver)

        return x.value

    else:
        # With relaxation factors
        z = cvx.Variable(n_controls)

        objective = cvx.Maximize(
            cvx.sum_entries(cvx.entr(x) + cvx.mul_elemwise(cvx.log(w.T), x)) +
            cvx.sum_entries(mu * (cvx.entr(z)))
        )

        constraints = [
            x >= 0,
            z >= 0,
            x.T * hh_table == cvx.mul_elemwise(A, z.T),
        ]
        prob = cvx.Problem(objective, constraints)
        prob.solve(solver=cvx.SCS, verbose=verbose_solver)

        return x.value, z.value