#' @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 ranks to be #' retrieved, and the IDs - at least one of them must be present (priority: ranks). #' } #' @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 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 "MPI" number of parallel tasks (1 to disable: sequential tasks) #' @param ncores_clust "OpenMP" number of parallel clusterings in one task #' @param random Randomize chunks repartition #' @param ... Other arguments to be passed to \code{data} function #' #' @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) #' } #' #####TODO: if DB, array rank --> ID at first retrieval, when computing coeffs; so:: NO use of IDs ! #' #TODO: 3 examples, data.frame / binary file / DB sqLite #' + sampleCurves : wavBootstrap de package wmtsa #' cl = epclust(getData, K1=200, K2=15, ntasks=1000, nb_series_per_chunk=5000, WER="mix") #' @export epclust = function(series,K1,K2,ntasks=1,nb_series_per_chunk=50*K1,min_series_per_chunk=5*K1, wf="haar",WER="end",ncores_tasks=1,ncores_clust=4,random=TRUE,...) { # Check/transform arguments bin_dir = "epclust.bin/" dir.create(bin_dir, showWarnings=FALSE, mode="0755") if (!is.function(series)) { series_file = paste(bin_dir,"data",sep="") unlink(series_file) } if (is.matrix(series)) serialize(series, series_file) else if (!is.function(series)) { tryCatch( { if (is.character(series)) series_con = file(series, open="r") else if (!isOpen(series)) { open(series) series_con = series } serialize(series_con, series_file) close(series_con) }, error=function(e) "series should be a data.frame, a function or a valid connection" ) } if (!is.function(series)) series = function(indices) getDataInFile(indices, series_file) getSeries = series K1 = toInteger(K1, function(x) x>=2) K2 = toInteger(K2, function(x) x>=2) ntasks = toInteger(ntasks, function(x) x>=1) nb_series_per_chunk = toInteger(nb_series_per_chunk, function(x) x>=K1) min_series_per_chunk = toInteger(K1, function(x) x>=K1 && x<=nb_series_per_chunk) ncores_tasks = toInteger(ncores_tasks, function(x) x>=1) ncores_clust = toInteger(ncores_clust, function(x) x>=1) if (WER!="end" && WER!="mix") stop("WER takes values in {'end','mix'}") # Serialize all wavelets coefficients (+ IDs) onto a file coefs_file = paste(bin_dir,"coefs",sep="") unlink(coefs_file) index = 1 nb_curves = 0 repeat { series = getSeries((index-1)+seq_len(nb_series_per_chunk)) if (is.null(series)) break coeffs_chunk = curvesToCoeffs(series, wf) serialize(coeffs_chunk, coefs_file) index = index + nb_series_per_chunk nb_curves = nb_curves + nrow(coeffs_chunk) } getCoefs = function(indices) getDataInFile(indices, coefs_file) if (nb_curves < min_series_per_chunk) stop("Not enough data: less rows than min_series_per_chunk!") nb_series_per_task = round(nb_curves / ntasks) if (nb_series_per_task < min_series_per_chunk) stop("Too many tasks: less series in one task than min_series_per_chunk!") # Cluster coefficients in parallel (by nb_series_per_chunk) indices = if (random) sample(nb_curves) else seq_len(nb_curves) indices_tasks = lapply(seq_len(ntasks), function(i) { upper_bound = ifelse( i series on file) indices = unlist( parallel::parLapply(cl, indices_tasks, function(inds) { clusteringTask(inds, getSeries, getSeries, getCoefs, K1, K2*(WER=="mix"), nb_series_per_chunk,ncores_clust,to_file=TRUE) }) ) parallel::stopCluster(cl) getSeriesForSynchrones = getSeries synchrones_file = paste(bin_dir,"synchrones",sep="") if (WER=="mix") { indices = seq_len(ntasks*K2) #Now series must be retrieved from synchrones_file getSeries = function(inds) getDataInFile(inds, synchrones_file) #Coefs must be re-computed unlink(coefs_file) index = 1 repeat { series = getSeries((index-1)+seq_len(nb_series_per_chunk)) if (is.null(series)) break coeffs_chunk = curvesToCoeffs(series, wf) serialize(coeffs_chunk, coefs_file) index = index + nb_series_per_chunk } } # Run step2 on resulting indices or series (from file) clusteringTask(indices, getSeries, getSeriesForSynchrones, getCoefs, K1, K2, nb_series_per_chunk, ncores_tasks*ncores_clust, to_file=FALSE) }