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TomographicImaging / CIL

A versatile python framework for tomographic imaging
https://tomographicimaging.github.io/CIL/
Apache License 2.0
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SPDHG optimal sampling #1497

Open MargaretDuff opened 1 year ago

MargaretDuff commented 1 year ago

https://github.com/TomographicImaging/CIL/blob/a2e45fe0aafe6329ec9027bda1cf262d4aff0284/Wrappers/Python/cil/optimisation/algorithms/SPDHG.py#L50C44-L50C44

Instead of initialising the probabilities for random sampling in SPDHG to be uniform, we could also add in optimal sampling example 5 in Matthias SIAM optimisation paper

MargaretDuff commented 3 months ago

I think in the paper they show optimal sampling when they know their functions are strongly convex. We don't yet have strong convexity options in SPDHG, although maybe we should!