Setting up Sum of Weighted Convolutions Forward Operator about scico

[bwohlberg]

I think what you want is a spatially-weighted sum of convolutions of a single image, whereas the CSC problem involves a sum of convolutions of a number of matched filter-image pairs. As in the CSC problem example that you referenced, you should be able to construct the forward operator you need by composing CircularConvolve and Sum linear operators. There is currently no fast ADMM subproblem solver for this kind of problem, but you might be able to solve it using one of the other optimization algorithms, such as PDHG or ProximalADMM.

[shnaqvi]

Edit: I was incorrect about getting correct result with PDHG, my cache was not cleared, so I was getting the results from ADMM. I've updated this post to first get the simple "space-invariant" case to work with PDHG

Thanks @bwohlberg , and what about PGM? Do you know which of these 3 solvers would exhibit faster convergence in this case, or is it something I would need to just experiment with?

I see that the implementation of the optimization problem in case of PDHG or PGM are similar to that of ADMM but it seems to be quite different from ProximalADMM, where we are minimizing the f(x) + g(z) where A(x) + B(z) = c. So let me start with PDHG like you suggested.

With PDHG, I started by first getting the simple problem of space-invariant convolution with a single kernel to work:

I did that by just defining the forward operator using CircularConvolve, having inspired by the example here:

im_jx = jax.device_put(im_s) 
psf_jx = jax.device_put(psf2_cropped)  

C = linop.CircularConvolve(h=psf_jx, input_shape=im_jx.shape, h_center=[psf_jx.shape[0] // 2, psf_jx.shape[1] // 2])
Cx = C(im_jx)
   
# PDHG
f = loss.SquaredL2Loss(y=Cx, A=C)
lbd = 5e-1#50  # L1 norm regularization parameter
g = lbd * functional.L21Norm()
D = linop.FiniteDifference(input_shape=im_jx.shape, circular=True)

maxiter = 50
tau, sigma = PDHG.estimate_parameters(D, factor=1.5)
solver_pdhg = PDHG(
    f=f,
    g=g,
    C=D,
    tau=tau,
    sigma=sigma,
    maxiter=maxiter,
    itstat_options={"display": True, "period": 10},
)

print(f"Solving on {device_info()}\n")
x = solver_pdhg.solve()
hist = solver.itstat_object.history(transpose=True)

plt.subplot(121); plt.imshow(im_jx); plt.title('Blurred image')
plt.subplot(122); plt.imshow(x); plt.title(f'Recovered Image; PDHG: lambda: {lbd}, iter: {maxiter}, tau: {tau}');

However, I'm getting this TypeError that the Operation __rmul__ not defined between and . I'm getting this error when passing forward operator, A, into the loss.SquaredL2Loss(). Can you please see if I'm doing anything obviously wrong in setting up the PDHG instance?

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
Cell In[47], line 39
     28 solver_pdhg = PDHG(
     29     f=f,
     30     g=g,
   (...)
     35     itstat_options={"display": True, "period": 10},
     36 )
     38 print(f"Solving on {device_info()}\n")
---> 39 x = solver_pdhg.solve()
     40 hist = solver.itstat_object.history(transpose=True)
     42 plt.subplot(121); plt.imshow(im_jx); plt.title('Blurred image')

File [~/.pyenv/versions/3.10.1/lib/python3.10/site-packages/scico/optimize/_common.py:198](https://file+.vscode-resource.vscode-cdn.net/Users/salman_naqvi/Documents/Project-Display/t288_display_incubation/playground/~/.pyenv/versions/3.10.1/lib/python3.10/site-packages/scico/optimize/_common.py:198), in Optimizer.solve(self, callback)
    196 self.timer.start()
    197 for self.itnum in range(self.itnum, self.itnum + self.maxiter):
--> 198     self.step()
    199     if self.nanstop and not self._working_vars_finite():
    200         raise ValueError(
    201             f"NaN or Inf value encountered in working variable in iteration {self.itnum}."
    202             ""
    203         )

File [~/.pyenv/versions/3.10.1/lib/python3.10/site-packages/scico/optimize/_primaldual.py:227](https://file+.vscode-resource.vscode-cdn.net/Users/salman_naqvi/Documents/Project-Display/t288_display_incubation/playground/~/.pyenv/versions/3.10.1/lib/python3.10/site-packages/scico/optimize/_primaldual.py:227), in PDHG.step(self)
...
     50 if np.isscalar(b) or isinstance(b, jax.core.Tracer):
     51     return func(a, b)
---> 53 raise TypeError(f"Operation {func.__name__} not defined between {type(a)} and {type(b)}.")

TypeError: Operation __rmul__ not defined between  and .

[bwohlberg]

Discussion moved to #443; closing this issue.