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moving solvers related code to solvers/* directory, improving fista and nnls_hals #550
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Not sure why the pytorch test for constrained_parafac is returning an error, I did not change the contents of the code there... seems to be a type mismatch between floats and integers but I have no idea why it happens. |
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #550 +/- ##
==========================================
- Coverage 87.30% 80.10% -7.20%
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Files 125 132 +7
Lines 7868 8425 +557
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- Hits 6869 6749 -120
- Misses 999 1676 +677 ☔ View full report in Codecov by Sentry. |
This is a copy of the part of #542 related to solvers.
What this PR solves:
What this PR does:
(I left the old proximal file with the modified nnls_hals and fista solvers to show the changes, we can remove it before merging.)
solvers/penalizations.py
with a utility function to process input ridge/sparsity regularization (transform 1d input to list of correct length, avoid no regularization on only some modes which makes the factorization ill-posed).Possible improvements:
Note: If this PR is merged, I will proceed with the nonnegative algorithms improvements in #542.