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Sparse Optimisation Research Code

Project description

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SPORCO is a Python package for solving optimisation problems with sparsity-inducing regularisation. These consist primarily of sparse coding and dictionary learning problems, including convolutional sparse coding and dictionary learning, but there is also support for other problems such as Total Variation regularisation and Robust PCA. In the current version all of the optimisation algorithms are based on the Alternating Direction Method of Multipliers (ADMM).

Requirements

The primary requirements are Python itself, and modules numpy, scipy, future, pyfftw, and matplotlib. Module numexpr is not required, but some functions will be faster if it is installed.

Installation of these requirements is system dependent. Under a recent version of Ubuntu Linux, the following commands should be sufficient for Python 2

sudo apt-get install python-numpy
sudo apt-get install python-scipy
sudo apt-get install python-numexpr
sudo apt-get install python-matplotlib
sudo apt-get install python-pip
sudo apt-get install libfftw3-dev
sudo pip install future
sudo pip install pyfftw

or Python 3

sudo apt-get install python3-numpy
sudo apt-get install python3-scipy
sudo apt-get install python3-numexpr
sudo apt-get install python3-matplotlib
sudo apt-get install python3-pip
sudo apt-get install libfftw3-dev
sudo pip3 install future
sudo pip3 install pyfftw

Some additional dependencies are required for running the unit tests or building the documentation from the package source. Under a recent version of Ubuntu Linux, the following commands should be sufficient for Python 2

sudo apt-get install python-pytest
sudo apt-get install python-numpydoc
sudo pip install pytest-runner
sudo pip install sphinxcontrib-bibtex

or Python 3

sudo apt-get install python3-pytest
sudo apt-get install python3-numpydoc
sudo pip3 install pytest-runner
sudo pip3 install sphinxcontrib-bibtex

Installation

To install the most recent release of SPORCO from PyPI do

pip install sporco

To install the development version from GitHub do

git clone git://github.com/bwohlberg/sporco.git

followed by

cd sporco
python setup.py build
python setup.py install

The install command will usually have to be performed with root permissions.

Usage

Scripts illustrating usage of the package can be found in the examples directory of the source distribution. These examples can be run from the root directory of the package by, for example

python examples/demo_bpdn.py

To run these scripts prior to installing the package it will be necessary to first set the PYTHONPATH environment variable to include the root directory of the package. For example, in a bash shell

export PYTHONPATH=$PYTHONPATH:`pwd`

from the root directory of the package.

Documentation

Documentation is available online at Read the Docs, or can be built from the root directory of the source distribution by the command

python setup.py build_sphinx

in which case the HTML documentation can be found in the build/sphinx/html directory (the top-level document is index.html).

License

This package is distributed with a BSD license; see the LICENSE file for details.

Acknowledgments

Thanks to Aric Hagberg for valuable advice on python packaging, documentation, and related issues.

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