optProject/fusedFusedUpdate.m at master · nrafidi/optProject · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
function B = fusedFusedUpdate(X, Y, B, Psi, Theta, slackVars, lambda, gamma1, gamma2)

p = size(X,2);
q = size(Y,2);
indX = 1:p;

% newB = zeros(p,q); tralalalala nothing is atomic

for j = 1:p
    for k = 1:q
        if isnan(B(j,k)) || isinf(B(j,k))
            keyboard;
        end
        Bold = B;
        B(j,k) = sum(X(:,j).*(Y(:,k) - X(:,indX ~=j)*Bold(indX ~=j, k)));
        denom = sum(X(:,j).^2) + lambda/slackVars{1}(j,k);
        if gamma1 ~= 0
            B(j,k) = B(j,k) + gamma1*(sum((Psi(j,:)'.^2.*sign(Psi(j,:)').*Bold(:,k))./squeeze(slackVars{2}(k, j, :))));% + ...
                %sum((Psi(:,j).^2.*sign(Psi(:,j)).*Bold(:,k))./squeeze(slackVars{2}(k, :, j))'));
%             if (sum((Psi(j,:)'.^2.*sign(Psi(j,:)').*Bold(:,k))./squeeze(slackVars{2}(k, j, :))) ...
%                     == sum((Psi(:,j).^2.*sign(Psi(:,j)).*Bold(:,k))./squeeze(slackVars{2}(k, :, j))'))
%                 fprintf('equal\n');
%             end
            denom = denom + gamma1*sum(Psi(j,:)'.^2./squeeze(slackVars{2}(k, j, :)));
        end
        if gamma2 ~= 0
            B(j,k) = B(j,k) + gamma2*sum((Theta(k,:)'.^2.*sign(Theta(k,:)').*Bold(j,:)')./squeeze(slackVars{3}(j, k, :)));
            denom = denom + gamma2*sum(Theta(k,:)'.^2./squeeze(slackVars{3}(j, k, :)));
        end

        B(j,k) = B(j,k)/denom;

        if isnan(B(j,k)) || isinf(B(j,k))
            keyboard;
        end
    end
end

end