#' @include defaults.R #' @title Cluster power curves with PAM in parallel #' #' @description Groups electricity power curves (or any series of similar nature) by applying PAM #' algorithm in parallel to chunks of size \code{nb_series_per_chunk} #' #' @param data Access to the data, which can be of one of the three following types: #' \itemize{ #' \item data.frame: each line contains its ID in the first cell, and all values after #' \item connection: any R connection object (e.g. a file) providing lines as described above #' \item function: a custom way to retrieve the curves; it has two arguments: the start index #' (start) and number of curves (n); see example in package vignette. #' } #' @param K1 Number of super-consumers to be found after stage 1 (K1 << N) #' @param K2 Number of clusters to be found after stage 2 (K2 << K1) #' @param ntasks Number of tasks (parallel iterations to obtain K1 medoids); default: 1. #' Note: ntasks << N, so that N is "roughly divisible" by N (number of series) #' @param nb_series_per_chunk (Maximum) number of series in each group, inside a task #' @param min_series_per_chunk Minimum number of series in each group #' @param writeTmp Function to write temporary wavelets coefficients (+ identifiers); #' see defaults in defaults.R #' @param readTmp Function to read temporary wavelets coefficients (see defaults.R) #' @param wf Wavelet transform filter; see ?wt.filter. Default: haar #' @param WER "end" to apply stage 2 after stage 1 has iterated and finished, or "mix" #' to apply it after every stage 1 #' @param ncores_tasks number of parallel tasks (1 to disable: sequential tasks) #' @param ncores_clust number of parallel clusterings in one task #' #' @return A data.frame of the final medoids curves (identifiers + values) #' #' @examples #' getData = function(start, n) { #' con = dbConnect(drv = RSQLite::SQLite(), dbname = "mydata.sqlite") #' df = dbGetQuery(con, paste( #' "SELECT * FROM times_values GROUP BY id OFFSET ",start, #' "LIMIT ", n, " ORDER BY date", sep="")) #' return (df) #' } #' cl = epclust(getData, K1=200, K2=15, ntasks=1000, nb_series_per_chunk=5000, WER="mix") #' @export epclust = function(data, K1, K2, ntasks=1, nb_series_per_chunk=50*K1, min_series_per_chunk=5*K1, writeTmp=defaultWriteTmp, readTmp=defaultReadTmp, wf="haar", WER="end", ncores_tasks=1, ncores_clust=4) { #TODO: setRefClass(...) to avoid copy data: #http://stackoverflow.com/questions/2603184/r-pass-by-reference #0) check arguments if (!is.data.frame(data) && !is.function(data)) tryCatch( { if (is.character(data)) { data_con = file(data, open="r") } else if (!isOpen(data)) { open(data) data_con = data } }, error="data should be a data.frame, a function or a valid connection") if (!is.integer(K) || K < 2) stop("K should be an integer greater or equal to 2") if (!is.integer(nb_series_per_chunk) || nb_series_per_chunk < K) stop("nb_series_per_chunk should be an integer greater or equal to K") if (!is.function(writeTmp) || !is.function(readTmp)) stop("read/writeTmp should be functional (see defaults.R)") if (WER!="end" && WER!="mix") stop("WER takes values in {'end','mix'}") #concerning ncores, any non-integer type will be treated as "use parallel:detectCores()/4" #1) acquire data (process curves, get as coeffs) #TODO: for data.frame and custom function, run in parallel (connections are sequential[?!]) index = 1 nb_curves = 0 repeat { coeffs_chunk = NULL if (is.data.frame(data)) { #full data matrix if (index < nrow(data)) { coeffs_chunk = curvesToCoeffs( data[index:(min(index+nb_series_per_chunk-1,nrow(data))),], wf) } } else if (is.function(data)) { #custom user function to retrieve next n curves, probably to read from DB coeffs_chunk = curvesToCoeffs( data(index, nb_series_per_chunk), wf ) } else { #incremental connection #TODO: find a better way to parse than using a temp file ascii_lines = readLines(data_con, nb_series_per_chunk) if (length(ascii_lines > 0)) { series_chunk_file = ".tmp/series_chunk" writeLines(ascii_lines, series_chunk_file) coeffs_chunk = curvesToCoeffs( read.csv(series_chunk_file), wf ) } } if (is.null(coeffs_chunk)) break writeTmp(coeffs_chunk) nb_curves = nb_curves + nrow(coeffs_chunk) index = index + nb_series_per_chunk } if (exists(data_con)) close(data_con) if (nb_curves < min_series_per_chunk) stop("Not enough data: less rows than min_series_per_chunk!") #2) process coeffs (by nb_series_per_chunk) and cluster them in parallel library(parallel) cl_tasks = parallel::makeCluster(ncores_tasks) #Nothing to export because each worker retrieve and put data from/on files (or DB) #parallel::clusterExport(cl=cl, varlist=c("nothing","to","export"), envir=environment()) #TODO: be careful of writing to a new temp file, then flush initial one, then re-use it... res_tasks = parallel::parSapply(cl_tasks, 1:ntasks, function() { cl_clust = parallel::makeCluster(ncores_clust) repeat { #while there are jobs to do #(i.e. size of tmp "file" is greater than ntasks * nb_series_per_chunk) nb_workers = nb_curves %/% nb_series_per_chunk indices = list() #indices[[i]] == (start_index,number_of_elements) for (i in 1:nb_workers) indices[[i]] = c(nb_series_per_chunk*(i-1)+1, nb_series_per_chunk) remainder = nb_curves %% nb_series_per_chunk if (remainder >= min_series_per_chunk) { nb_workers = nb_workers + 1 indices[[nb_workers]] = c(nb_curves-remainder+1, nb_curves) } else if (remainder > 0) { #spread the load among other workers #... } res_clust = parallel::parSapply(cl, indices, processChunk, K, WER=="mix") #C) flush tmp file (current parallel processes will write in it) } parallel:stopCluster(cl_clust) }) parallel::stopCluster(cl_tasks) #3) readTmp last results, apply PAM on it, and return medoids + identifiers final_coeffs = readTmp(1, nb_series_per_chunk) if (nrow(final_coeffs) == K) { return ( list( medoids=coeffsToCurves(final_coeffs[,2:ncol(final_coeffs)]), ids=final_coeffs[,1] ) ) } pam_output = getClusters(as.matrix(final_coeffs[,2:ncol(final_coeffs)]), K) medoids = coeffsToCurves(pam_output$medoids, wf) ids = final_coeffs[,1] [pam_output$ranks] #4) apply stage 2 (in parallel ? inside task 2) ?) if (WER == "end") { #from center curves, apply stage 2... #TODO: } return (list(medoids=medoids, ids=ids)) } processChunk = function(indice, K, WER) { #1) retrieve data coeffs = readTmp(indice[1], indice[2]) #2) cluster cl = getClusters(as.matrix(coeffs[,2:ncol(coeffs)]), K) #3) WER (optional) #TODO: } #TODO: difficulté : retrouver courbe à partir de l'identifiant (DB ok mais le reste ?) #aussi : que passe-t-on aux noeuds ? curvesToCoeffs en // ? #enfin : WER ?!