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Add support for Plug'n Play algorithm#265

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paquiteau wants to merge 9 commits intoCEA-COSMIC:developfrom
paquiteau:pnp
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Add support for Plug'n Play algorithm#265
paquiteau wants to merge 9 commits intoCEA-COSMIC:developfrom
paquiteau:pnp

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@paquiteau
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This PR implements Plug'n Play Method, following the notation of 1. Two new algorithms joins the ModOpt Family:

  • PnP ADMM : using the ADMM algorithm and variable splitting with no constraint compared to 2
  • PnP FBS (a simpler version of Forward Backward, where no acceleration is performed.)

Also, to ease the use of PnP ADMM I also wrote a convertor from Gadient operator to Proximal operator.

Footnotes

  1. https://arxiv.org/pdf/1905.05406.pdf

  2. Add support for ADMM #263

@paquiteau paquiteau changed the base branch from master to develop November 18, 2022 15:52
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@@            Coverage Diff             @@
##             develop     #265   +/-   ##
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  Coverage           ?   91.14%           
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  Files              ?       36           
  Lines              ?     2529           
  Branches           ?        0           
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  Hits               ?     2305           
  Misses             ?      224           
  Partials           ?        0           
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@paquiteau
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In my opinion this PR however good does not produce good results in our application (the hyperparameter tuning is rather picky.
Moreover the FB algorithm could simply be tweaked into a PnP algorithm (it's just a matter of giving a custom proximal operator, and disabling the fista iterative scheme).
Thus I will close this PR for now.

@paquiteau paquiteau closed this Jan 21, 2023
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