TODO: args, et finir tests; relancer
[epclust.git] / epclust / R / clustering.R
index e27ea35..14915ab 100644 (file)
-oneIteration = function(..........)
+#' @name clustering
+#' @rdname clustering
+#' @aliases clusteringTask1 clusteringTask2 computeClusters1 computeClusters2
+#'
+#' @title Two-stage clustering, withing one task (see \code{claws()})
+#'
+#' @description \code{clusteringTask1()} runs one full stage-1 task, which consists in
+#'   iterated stage 1 clustering (on nb_curves / ntasks energy contributions, computed
+#'   through discrete wavelets coefficients).
+#'   \code{clusteringTask2()} runs a full stage-2 task, which consists in synchrones
+#'   and then WER distances computations, before applying the clustering algorithm.
+#'   \code{computeClusters1()} and \code{computeClusters2()} correspond to the atomic
+#'   clustering procedures respectively for stage 1 and 2. The former applies the
+#'   clustering algorithm (PAM) on a contributions matrix, while the latter clusters
+#'   a chunk of series inside one task (~max nb_series_per_chunk)
+#'
+#' @param indices Range of series indices to cluster in parallel (initial data)
+#' @param getContribs Function to retrieve contributions from initial series indices:
+#'   \code{getContribs(indices)} outpus a contributions matrix
+#' @param contribs matrix of contributions (e.g. output of \code{curvesToContribs()})
+#' @param distances matrix of K1 x K1 (WER) distances between synchrones
+#' @inheritParams computeSynchrones
+#' @inheritParams claws
+#'
+#' @return For \code{clusteringTask1()} and \code{computeClusters1()}, the indices of the
+#'   computed (K1) medoids. Indices are irrelevant for stage 2 clustering, thus
+#'   \code{computeClusters2()} outputs a big.matrix of medoids
+#'   (of size limited by nb_series_per_chunk)
+NULL
+
+#' @rdname clustering
+#' @export
+clusteringTask1 = function(
+       indices, getContribs, K1, nb_items_per_chunk, ncores_clust=1, verbose=FALSE, parll=TRUE)
 {
-               cl_clust = parallel::makeCluster(ncores_clust)
-               parallel::clusterExport(cl_clust, .............., envir=........)
-               indices_clust = indices_task[[i]]
-               repeat
-               {
-                       nb_workers = max( 1, round( length(indices_clust) / nb_series_per_chunk ) )
-                       indices_workers = list()
-                       #indices[[i]] == (start_index,number_of_elements)
-                       for (i in 1:nb_workers)
+       if (verbose)
+               cat(paste("*** Clustering task 1 on ",length(indices)," lines\n", sep=""))
+
+       if (parll)
+       {
+               cl = parallel::makeCluster(ncores_clust)
+               parallel::clusterExport(cl, varlist=c("getContribs","K1","verbose"), envir=environment())
+       }
+       while (length(indices) > K1)
+       {
+               indices_workers = .spreadIndices(indices, nb_series_per_chunk)
+               indices <-
+                       if (parll)
                        {
-                               upper_bound = ifelse( i<nb_workers,
-                                       min(nb_series_per_chunk*i,length(indices_clust)), length(indices_clust) )
-                               indices_workers[[i]] = indices_clust[(nb_series_per_chunk*(i-1)+1):upper_bound]
+                               unlist( parallel::parLapply(cl, indices_workers, function(inds) {
+                                       require("epclust", quietly=TRUE)
+                                       inds[ computeClusters1(getContribs(inds), K1, verbose) ]
+                               }) )
                        }
-                       indices_clust = parallel::parSapply(cl, indices_workers, processChunk, K1, K2*(WER=="mix"))
-                       if ( (WER=="end" && length(indices_clust) == K1) ||
-                               (WER=="mix" && length(indices_clust) == K2) )
+                       else
                        {
-                               break
+                               unlist( lapply(indices_workers, function(inds)
+                                       inds[ computeClusters1(getContribs(inds), K1, verbose) ]
+                               ) )
                        }
-               }
-               parallel::stopCluster(cl_clust)
-               res_clust
+       }
+       if (parll)
+               parallel::stopCluster(cl)
+
+       indices #medoids
 }
 
-processChunk = function(indices, K1, K2)
+#' @rdname clustering
+#' @export
+clusteringTask2 = function(medoids, K2, getRefSeries, nb_ref_curves,
+       nb_series_per_chunk, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
-       #1) retrieve data (coeffs)
-       coeffs = getCoeffs(indices)
-       #2) cluster
-       cl = computeClusters(as.matrix(coeffs[,2:ncol(coeffs)]), K1)
-       #3) WER (optional)
-       if (K2 > 0)
-       {
-               curves = computeSynchrones(cl)
-               dists = computeWerDists(curves)
-               cl = computeClusters(dists, K2)
-       }
-       cl
+       if (verbose)
+               cat(paste("*** Clustering task 2 on ",nrow(medoids)," lines\n", sep=""))
+
+       if (nrow(medoids) <= K2)
+               return (medoids)
+       synchrones = computeSynchrones(medoids,
+               getRefSeries, nb_ref_curves, nb_series_per_chunk, ncores_clust, verbose, parll)
+       distances = computeWerDists(synchrones, nbytes, endian, ncores_clust, verbose, parll)
+       medoids[ computeClusters2(distances,K2,verbose), ]
 }
 
-computeClusters = function(data, K)
+#' @rdname clustering
+#' @export
+computeClusters1 = function(contribs, K1, verbose=FALSE)
 {
-       library(cluster)
-       pam_output = cluster::pam(data, K)
-       return ( list( clusts=pam_output$clustering, medoids=pam_output$medoids,
-               ranks=pam_output$id.med ) )
+       if (verbose)
+               cat(paste("   computeClusters1() on ",nrow(contribs)," lines\n", sep=""))
+       cluster::pam(        t(contribs)       , K1, diss=FALSE)$id.med
 }
 
-#TODO: appendCoeffs() en C --> serialize et append to file
+#' @rdname clustering
+#' @export
+computeClusters2 = function(distances, K2, verbose=FALSE)
+{
+       if (verbose)
+               cat(paste("   computeClusters2() on ",nrow(distances)," lines\n", sep=""))
+       cluster::pam(       distances        , K2, diss=TRUE)$id.med
+}
 
-computeSynchrones = function(...)
+#' computeSynchrones
+#'
+#' Compute the synchrones curves (sum of clusters elements) from a matrix of medoids,
+#' using L2 distances.
+#'
+#' @param medoids big.matrix of medoids (curves of same length as initial series)
+#' @param getRefSeries Function to retrieve initial series (e.g. in stage 2 after series
+#'   have been replaced by stage-1 medoids)
+#' @param nb_ref_curves How many reference series? (This number is known at this stage)
+#' @inheritParams claws
+#'
+#' @return A big.matrix of size L x K1 where L = length of a serie
+#'
+#' @export
+computeSynchrones = function(medoids, getRefSeries,
+       nb_ref_curves, nb_series_per_chunk, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
+       if (verbose)
+               cat(paste("--- Compute synchrones\n", sep=""))
+
+       computeSynchronesChunk = function(indices)
+       {
+               if (parll)
+               {
+                       require("bigmemory", quietly=TRUE)
+                       requireNamespace("synchronicity", quietly=TRUE)
+                       require("epclust", quietly=TRUE)
+                       synchrones <- bigmemory::attach.big.matrix(synchrones_desc)
+                       counts <- bigmemory::attach.big.matrix(counts_desc)
+                       medoids <- bigmemory::attach.big.matrix(medoids_desc)
+                       m <- synchronicity::attach.mutex(m_desc)
+               }
+
+               ref_series = getRefSeries(indices)
+               nb_series = nrow(ref_series)
+
+               #get medoids indices for this chunk of series
+               mi = computeMedoidsIndices(medoids@address, ref_series)
+
+               for (i in seq_len(nb_series))
+               {
+                       if (parll)
+                               synchronicity::lock(m)
+                       synchrones[, mi[i] ] = synchrones[, mi[i] ] + ref_series[,i]
+                       counts[ mi[i] ] = counts[ mi[i] ] + 1 #TODO: remove counts? ...or as arg?!
+                       if (parll)
+                               synchronicity::unlock(m)
+               }
+       }
+
+       K = nrow(medoids) ; L = ncol(medoids)
+       # Use bigmemory (shared==TRUE by default) + synchronicity to fill synchrones in //
+       # TODO: if size > RAM (not our case), use file-backed big.matrix
+       synchrones = bigmemory::big.matrix(nrow=L, ncol=K, type="double", init=0.)
+       counts = bigmemory::big.matrix(nrow=K, ncol=1, type="double", init=0)
+       # synchronicity is only for Linux & MacOS; on Windows: run sequentially
+       parll = (requireNamespace("synchronicity",quietly=TRUE)
+               && parll && Sys.info()['sysname'] != "Windows")
+       if (parll)
+       {
+               m <- synchronicity::boost.mutex()
+               m_desc <- synchronicity::describe(m)
+               synchrones_desc = bigmemory::describe(synchrones)
+               counts_desc = bigmemory::describe(counts)
+               medoids_desc = bigmemory::describe(medoids)
+               cl = parallel::makeCluster(ncores_clust)
+               parallel::clusterExport(cl, varlist=c("synchrones_desc","counts_desc","counts",
+                       "verbose","m_desc","medoids_desc","getRefSeries"), envir=environment())
+       }
+
+       indices_workers = .spreadIndices(seq_len(nb_ref_curves), nb_series_per_chunk)
+       ignored <-
+               if (parll)
+                       parallel::parLapply(cl, indices_workers, computeSynchronesChunk)
+               else
+                       lapply(indices_workers, computeSynchronesChunk)
+
+       if (parll)
+               parallel::stopCluster(cl)
 
+       #TODO: can we avoid this loop? ( synchrones = sweep(synchrones, 1, counts, '/') )
+       for (i in seq_len(K))
+               synchrones[,i] = synchrones[,i] / counts[i]
+       #NOTE: odds for some clusters to be empty? (when series already come from stage 2)
+       #      ...maybe; but let's hope resulting K1' be still quite bigger than K2
+       noNA_rows = sapply(seq_len(K), function(i) all(!is.nan(synchrones[,i])))
+       if (all(noNA_rows))
+               return (synchrones)
+       # Else: some clusters are empty, need to slice synchrones
+       bigmemory::as.big.matrix(synchrones[,noNA_rows])
 }
 
-#Entrée : courbes synchrones, soit après étape 1 itérée, soit après chaqure étape 1
-computeWerDist = function(conso)
+#' computeWerDists
+#'
+#' Compute the WER distances between the synchrones curves (in rows), which are
+#' returned (e.g.) by \code{computeSynchrones()}
+#'
+#' @param synchrones A big.matrix of synchrones, in rows. The series have same length
+#'   as the series in the initial dataset
+#' @inheritParams claws
+#'
+#' @return A matrix of size K1 x K1
+#'
+#' @export
+computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
-       if (!require("Rwave", quietly=TRUE))
-               stop("Unable to load Rwave library")
-       n <- nrow(conso)
-       delta <- ncol(conso)
+       if (verbose)
+               cat(paste("--- Compute WER dists\n", sep=""))
+
+       n <- nrow(synchrones)
+       delta <- ncol(synchrones)
        #TODO: automatic tune of all these parameters ? (for other users)
        nvoice   <- 4
-       # noctave = 2^13 = 8192 half hours ~ 180 days ; ~log2(ncol(conso))
+       # noctave = 2^13 = 8192 half hours ~ 180 days ; ~log2(ncol(synchrones))
        noctave = 13
        # 4 here represent 2^5 = 32 half-hours ~ 1 day
        #NOTE: default scalevector == 2^(0:(noctave * nvoice) / nvoice) * s0 (?)
-       scalevector  <- 2^(4:(noctave * nvoice) / nvoice) * 2
+       scalevector  <- 2^(4:(noctave * nvoice) / nvoice + 1)
        #condition: ( log2(s0*w0/(2*pi)) - 1 ) * nvoice + 1.5 >= 1
-       s0=2
-       w0=2*pi
+       s0 = 2
+       w0 = 2*pi
        scaled=FALSE
        s0log = as.integer( (log2( s0*w0/(2*pi) ) - 1) * nvoice + 1.5 )
        totnoct = noctave + as.integer(s0log/nvoice) + 1
 
-       # (normalized) observations node with CWT
-       Xcwt4 <- lapply(seq_len(n), function(i) {
-               ts <- scale(ts(conso[i,]), center=TRUE, scale=scaled)
-               totts.cwt = Rwave::cwt(ts,totnoct,nvoice,w0,plot=0)
+       Xwer_dist <- bigmemory::big.matrix(nrow=n, ncol=n, type="double")
+
+       cwt_file = ".epclust_bin/cwt"
+       #TODO: args, nb_per_chunk, nbytes, endian
+
+       # Generate n(n-1)/2 pairs for WER distances computations
+       pairs = list()
+       V = seq_len(n)
+       for (i in 1:n)
+       {
+               V = V[-1]
+               pairs = c(pairs, lapply(V, function(v) c(i,v)))
+       }
+
+       computeSaveCWT = function(index)
+       {
+               ts <- scale(ts(synchrones[index,]), center=TRUE, scale=scaled)
+               totts.cwt = Rwave::cwt(ts, totnoct, nvoice, w0, plot=FALSE)
                ts.cwt = totts.cwt[,s0log:(s0log+noctave*nvoice)]
                #Normalization
                sqs <- sqrt(2^(0:(noctave*nvoice)/nvoice)*s0)
-               sqres <- sweep(ts.cwt,MARGIN=2,sqs,'*')
-               sqres / max(Mod(sqres))
-       })
+               sqres <- sweep(ts.cwt,2,sqs,'*')
+               res <- sqres / max(Mod(sqres))
+               #TODO: serializer les CWT, les récupérer via getDataInFile ;
+               #--> OK, faut juste stocker comme séries simples de taille delta*ncol (53*17519)
+               binarize(c(as.double(Re(res)),as.double(Im(res))), cwt_file, ncol(res), ",", nbytes, endian)
+       }
+
+       if (parll)
+       {
+               cl = parallel::makeCluster(ncores_clust)
+               synchrones_desc <- bigmemory::describe(synchrones)
+               Xwer_dist_desc <- bigmemory::describe(Xwer_dist)
+               parallel::clusterExport(cl, varlist=c("synchrones_desc","Xwer_dist_desc","totnoct",
+                       "nvoice","w0","s0log","noctave","s0","verbose","getCWT"), envir=environment())
+       }
+
+       #precompute and serialize all CWT
+       ignored <-
+               if (parll)
+                       parallel::parLapply(cl, 1:n, computeSaveCWT)
+               else
+                       lapply(1:n, computeSaveCWT)
+
+       getCWT = function(index)
+       {
+               #from cwt_file ...
+               res <- getDataInFile(c(2*index-1,2*index), cwt_file, nbytes, endian)
+       ###############TODO:
+       }
 
-       Xwer_dist <- matrix(0., n, n)
-       fcoefs = rep(1/3, 3) #moving average on 3 values (TODO: very slow! correct?!)
-       for (i in 1:(n-1))
+       # Distance between rows i and j
+       computeDistancesIJ = function(pair)
+       {
+               if (parll)
+               {
+                       require("bigmemory", quietly=TRUE)
+                       require("epclust", quietly=TRUE)
+                       synchrones <- bigmemory::attach.big.matrix(synchrones_desc)
+                       Xwer_dist <- bigmemory::attach.big.matrix(Xwer_dist_desc)
+               }
+
+               i = pair[1] ; j = pair[2]
+               if (verbose && j==i+1)
+                       cat(paste("   Distances (",i,",",j,"), (",i,",",j+1,") ...\n", sep=""))
+               cwt_i <- getCWT(i)
+               cwt_j <- getCWT(j)
+
+               num <- epclustFilter(Mod(cwt_i * Conj(cwt_j)))
+               WX  <- epclustFilter(Mod(cwt_i * Conj(cwt_i)))
+               WY <- epclustFilter(Mod(cwt_j * Conj(cwt_j)))
+               wer2 <- sum(colSums(num)^2) / sum(colSums(WX) * colSums(WY))
+               Xwer_dist[i,j] <- sqrt(delta * ncol(cwt_i) * max(1 - wer2, 0.)) #FIXME: wer2 should be < 1
+               Xwer_dist[j,i] <- Xwer_dist[i,j]
+               Xwer_dist[i,i] = 0.
+       }
+
+       ignored <-
+               if (parll)
+                       parallel::parLapply(cl, pairs, computeDistancesIJ)
+               else
+                       lapply(pairs, computeDistancesIJ)
+
+       if (parll)
+               parallel::stopCluster(cl)
+
+       Xwer_dist[n,n] = 0.
+       distances <- Xwer_dist[,]
+       rm(Xwer_dist) ; gc()
+       distances #~small matrix K1 x K1
+}
+
+# Helper function to divide indices into balanced sets
+.spreadIndices = function(indices, nb_per_chunk)
+{
+       L = length(indices)
+       nb_workers = floor( L / nb_per_chunk )
+       if (nb_workers == 0)
+       {
+               # L < nb_series_per_chunk, simple case
+               indices_workers = list(indices)
+       }
+       else
        {
-               for (j in (i+1):n)
+               indices_workers = lapply( seq_len(nb_workers), function(i)
+                       indices[(nb_per_chunk*(i-1)+1):(nb_per_chunk*i)] )
+               # Spread the remaining load among the workers
+               rem = L %% nb_per_chunk
+               while (rem > 0)
                {
-                       #TODO: later, compute CWT here (because not enough storage space for 32M series)
-                       #      'circular=TRUE' is wrong, should just take values on the sides; to rewrite in C
-                       num <- filter(Mod(Xcwt4[[i]] * Conj(Xcwt4[[j]])), fcoefs, circular=TRUE)
-                       WX <- filter(Mod(Xcwt4[[i]] * Conj(Xcwt4[[i]])), fcoefs, circular=TRUE)
-                       WY <- filter(Mod(Xcwt4[[j]] * Conj(Xcwt4[[j]])), fcoefs, circular=TRUE)
-                       wer2    <- sum(colSums(num)^2) / sum( sum(colSums(WX) * colSums(WY)) )
-                       Xwer_dist[i,j] <- sqrt(delta * ncol(Xcwt4[[1]]) * (1 - wer2))
-                       Xwer_dist[j,i] <- Xwer_dist[i,j]
+                       index = rem%%nb_workers + 1
+                       indices_workers[[index]] = c(indices_workers[[index]], indices[L-rem+1])
+                       rem = rem - 1
                }
        }
-       diag(Xwer_dist) <- numeric(n)
-       Xwer_dist
+       indices_workers
 }