pylops.optimization.sparsity.FISTA¶
-
pylops.optimization.sparsity.
FISTA
(Op, data, niter, eps=0.1, alpha=None, eigsiter=None, eigstol=0, tol=1e-10, returninfo=False, show=False)[source]¶ Fast Iterative Soft Thresholding Algorithm (FISTA).
Solve an optimization problem with \(L1\) regularization function given the operator
Op
and datay
. The operator can be real or complex, and should ideally be either square \(N=M\) or underdetermined \(N<M\).Parameters: - Op :
pylops.LinearOperator
Operator to invert
- data :
numpy.ndarray
Data
- niter :
int
Number of iterations
- eps :
float
, optional Sparsity damping
- alpha :
float
, optional Step size (\(\alpha \le 1/\lambda_{max}(\mathbf{Op}^H\mathbf{Op})\) guarantees convergence. If
None
, estimated to satisfy the condition, otherwise the condition will not be checked)- eigsiter :
int
, optional Number of iterations for eigenvalue estimation if
alpha=None
- eigstol :
float
, optional Tolerance for eigenvalue estimation if
alpha=None
- tol :
float
, optional Tolerance. Stop iterations if difference between inverted model at subsequent iterations is smaller than
tol
- returninfo :
bool
, optional Return info of FISTA solver
- show :
bool
, optional Display iterations log
Returns: - xinv :
numpy.ndarray
Inverted model
- niter :
int
Number of effective iterations
- cost :
numpy.ndarray
, optional History of cost function
See also
OMP
- Orthogonal Matching Pursuit (OMP).
ISTA
- Iterative Soft Thresholding Algorithm (FISTA).
SPGL1
- Spectral Projected-Gradient for L1 norm (SPGL1).
SplitBregman
- Split Bregman for mixed L2-L1 norms.
Notes
Solves the following optimization problem for the operator \(\mathbf{Op}\) and the data \(\mathbf{d}\):
\[J = ||\mathbf{d} - \mathbf{Op} \mathbf{x}||_2^2 + \epsilon ||\mathbf{x}||_1\]using the Fast Iterative Soft Thresholding Algorithm (FISTA) [1]. This is a modified version of ISTA solver with improved convergence properties and limitied additional computational cost.
[1] Beck, A., and Teboulle, M., “A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems”, SIAM Journal on Imaging Sciences, vol. 2, pp. 183-202. 2009. - Op :