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Inconsistency between univariate and multivariate models. #10

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TomDLT opened this issue Nov 5, 2018 · 0 comments
Open

Inconsistency between univariate and multivariate models. #10

TomDLT opened this issue Nov 5, 2018 · 0 comments

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@TomDLT
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TomDLT commented Nov 5, 2018

⚠️ The API is not consistent between the different models. ⚠️

Models:

  • (1) Univariate CSC (learn_d_z)
  • (2) Univariate CSC with alpha-stable noise (learn_d_z_weighted)
  • (3) Multivariate CSC (learn_d_z_multi or BatchCDL) (with or without rank-1 constraint)

API differences:

  • (1) and (2) use z_hat.shape = (n_atoms, n_trials, n_times) while (3) uses z_hat.shape = (n_trials, n_atoms, n_times)
  • (1) and (2) do not have a class API.
  • (1) and (3) use different parameter name (ds_init and D_init)

Also, (1) and (2) do not implement the following features

  • refitting z_hat on a frozen support for unbiasing
  • temporal window re-parametrization
  • chunk initialization strategy fc38373
  • scaled regularization parameter dfe1b7b
  • LGCD solver for the Z-step
  • greedy algorithm, online algorithm
  • restart of zero-activated atoms
  • atom sorting by variance

A solution would be to make the functions (1) and (2) private, to ease the use of (3) in the univariate case, and to make a new class for model (2) (using internally (3) instead of (1)).

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