add comments, fix some things. TODO: comment tests, finish computeWerDists, test it
[epclust.git] / epclust / R / clustering.R
index 14915ab..2ce4267 100644 (file)
 #'   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)
+#'   first clustering algorithm on a contributions matrix, while the latter clusters
+#'   a set of series inside one task (~nb_items_clust1)
 #'
 #' @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)
+#' @return For \code{clusteringTask1()}, the indices of the computed (K1) medoids.
+#'   Indices are irrelevant for stage 2 clustering, thus \code{clusteringTask2()}
+#'   outputs a big.matrix of medoids (of size LxK2, K2 = final number of clusters)
 NULL
 
 #' @rdname clustering
 #' @export
-clusteringTask1 = function(
-       indices, getContribs, K1, nb_items_per_chunk, ncores_clust=1, verbose=FALSE, parll=TRUE)
+clusteringTask1 = function(indices, getContribs, K1, algoClust1, nb_items_clust1,
+       ncores_clust=1, verbose=FALSE, parll=TRUE)
 {
-       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())
+               cl = parallel::makeCluster(ncores_clust, outfile = "")
+               parallel::clusterExport(cl, c("getContribs","K1","verbose"), envir=environment())
        }
+       # Iterate clustering algorithm 1 until K1 medoids are found
        while (length(indices) > K1)
        {
-               indices_workers = .spreadIndices(indices, nb_series_per_chunk)
+               # Balance tasks by splitting the indices set - as evenly as possible
+               indices_workers = .spreadIndices(indices, nb_items_clust1)
+               if (verbose)
+                       cat(paste("*** [iterated] Clustering task 1 on ",length(indices)," series\n", sep=""))
                indices <-
                        if (parll)
                        {
                                unlist( parallel::parLapply(cl, indices_workers, function(inds) {
                                        require("epclust", quietly=TRUE)
-                                       inds[ computeClusters1(getContribs(inds), K1, verbose) ]
+                                       inds[ algoClust1(getContribs(inds), K1) ]
                                }) )
                        }
                        else
                        {
                                unlist( lapply(indices_workers, function(inds)
-                                       inds[ computeClusters1(getContribs(inds), K1, verbose) ]
+                                       inds[ algoClust1(getContribs(inds), K1) ]
                                ) )
                        }
        }
@@ -67,42 +65,33 @@ clusteringTask1 = function(
 
 #' @rdname clustering
 #' @export
-clusteringTask2 = function(medoids, K2, getRefSeries, nb_ref_curves,
+clusteringTask2 = function(medoids, K2, algoClust2, getRefSeries, nb_ref_curves,
        nb_series_per_chunk, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
        if (verbose)
-               cat(paste("*** Clustering task 2 on ",nrow(medoids)," lines\n", sep=""))
+               cat(paste("*** Clustering task 2 on ",ncol(medoids)," synchrones\n", sep=""))
 
-       if (nrow(medoids) <= K2)
+       if (ncol(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), ]
-}
 
-#' @rdname clustering
-#' @export
-computeClusters1 = function(contribs, K1, verbose=FALSE)
-{
-       if (verbose)
-               cat(paste("   computeClusters1() on ",nrow(contribs)," lines\n", sep=""))
-       cluster::pam(        t(contribs)       , K1, diss=FALSE)$id.med
-}
+       # A) Obtain synchrones, that is to say the cumulated power consumptions
+       #    for each of the K1 initial groups
+       synchrones = computeSynchrones(medoids, getRefSeries, nb_ref_curves,
+               nb_series_per_chunk, ncores_clust, verbose, parll)
 
-#' @rdname clustering
-#' @export
-computeClusters2 = function(distances, K2, verbose=FALSE)
-{
+       # B) Compute the WER distances (Wavelets Extended coefficient of deteRmination)
+       distances = computeWerDists(synchrones, nbytes, endian, ncores_clust, verbose, parll)
+
+       # C) Apply clustering algorithm 2 on the WER distances matrix
        if (verbose)
-               cat(paste("   computeClusters2() on ",nrow(distances)," lines\n", sep=""))
-       cluster::pam(       distances        , K2, diss=TRUE)$id.med
+               cat(paste("   algoClust2() on ",nrow(distances)," items\n", sep=""))
+       medoids[ ,algoClust2(distances,K2) ]
 }
 
 #' computeSynchrones
 #'
 #' Compute the synchrones curves (sum of clusters elements) from a matrix of medoids,
-#' using L2 distances.
+#' using euclidian distance.
 #'
 #' @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
@@ -113,12 +102,10 @@ computeClusters2 = function(distances, K2, verbose=FALSE)
 #' @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)
+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=""))
-
+       # Synchrones computation is embarassingly parallel: compute it by chunks of series
        computeSynchronesChunk = function(indices)
        {
                if (parll)
@@ -126,50 +113,55 @@ computeSynchrones = function(medoids, getRefSeries,
                        require("bigmemory", quietly=TRUE)
                        requireNamespace("synchronicity", quietly=TRUE)
                        require("epclust", quietly=TRUE)
+                       # The big.matrix objects need to be attached to be usable on the workers
                        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)
                }
 
+               # Obtain a chunk of reference series
                ref_series = getRefSeries(indices)
-               nb_series = nrow(ref_series)
+               nb_series = ncol(ref_series)
 
-               #get medoids indices for this chunk of series
+               # Get medoids indices for this chunk of series
                mi = computeMedoidsIndices(medoids@address, ref_series)
 
+               # Update synchrones using mi above
                for (i in seq_len(nb_series))
                {
                        if (parll)
-                               synchronicity::lock(m)
+                               synchronicity::lock(m) #locking required because several writes at the same time
                        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)
+       K = ncol(medoids) ; L = nrow(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
+       # NOTE: 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 <- synchronicity::boost.mutex() #for lock/unlock, see computeSynchronesChunk
+               # mutex and big.matrix objects cannot be passed directly:
+               # they will be accessed from their description
                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())
+               parallel::clusterExport(cl, envir=environment(),
+                       varlist=c("synchrones_desc","m_desc","medoids_desc","getRefSeries"))
        }
 
-       indices_workers = .spreadIndices(seq_len(nb_ref_curves), nb_series_per_chunk)
+       if (verbose)
+               cat(paste("--- Compute ",K," synchrones with ",nb_ref_curves," series\n", sep=""))
+
+       # Balance tasks by splitting the indices set - maybe not so evenly, but
+       # max==TRUE in next call ensures that no set has more than nb_series_per_chunk items.
+       indices_workers = .spreadIndices(seq_len(nb_ref_curves), nb_series_per_chunk, max=TRUE)
        ignored <-
                if (parll)
                        parallel::parLapply(cl, indices_workers, computeSynchronesChunk)
@@ -179,16 +171,7 @@ computeSynchrones = function(medoids, getRefSeries,
        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])
+       return (synchrones)
 }
 
 #' computeWerDists
@@ -205,24 +188,13 @@ computeSynchrones = function(medoids, getRefSeries,
 #' @export
 computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
-       if (verbose)
-               cat(paste("--- Compute WER dists\n", sep=""))
-
-       n <- nrow(synchrones)
-       delta <- ncol(synchrones)
+       n <- ncol(synchrones)
+       L <- nrow(synchrones)
        #TODO: automatic tune of all these parameters ? (for other users)
+       # 4 here represent 2^5 = 32 half-hours ~ 1 day
        nvoice   <- 4
        # 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 + 1)
-       #condition: ( log2(s0*w0/(2*pi)) - 1 ) * nvoice + 1.5 >= 1
-       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
 
        Xwer_dist <- bigmemory::big.matrix(nrow=n, ncol=n, type="double")
 
@@ -240,15 +212,15 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
 
        computeSaveCWT = function(index)
        {
-               ts <- scale(ts(synchrones[index,]), center=TRUE, scale=scaled)
-               totts.cwt = Rwave::cwt(ts, totnoct, nvoice, w0, plot=FALSE)
+               ts <- scale(ts(synchrones[,index]), center=TRUE, scale=FALSE)
+               totts.cwt = Rwave::cwt(ts, totnoct, nvoice, w0=2*pi, twoD=TRUE, plot=FALSE)
                ts.cwt = totts.cwt[,s0log:(s0log+noctave*nvoice)]
                #Normalization
                sqs <- sqrt(2^(0:(noctave*nvoice)/nvoice)*s0)
                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)
+               #--> OK, faut juste stocker comme séries simples de taille L*n' (53*17519)
                binarize(c(as.double(Re(res)),as.double(Im(res))), cwt_file, ncol(res), ",", nbytes, endian)
        }
 
@@ -257,10 +229,16 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
                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())
+               parallel::clusterExport(cl, envir=environment(),
+                       varlist=c("synchrones_desc","Xwer_dist_desc","totnoct","nvoice","w0","s0log",
+                               "noctave","s0","verbose","getCWT"))
+       }
+       
+       if (verbose)
+       {
+               cat(paste("--- Compute WER dists\n", sep=""))
+       #       precompute save all CWT........
        }
-
        #precompute and serialize all CWT
        ignored <-
                if (parll)
@@ -296,11 +274,15 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
                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[i,j] <- sqrt(L * ncol(cwt_i) * max(1 - wer2, 0.))
                Xwer_dist[j,i] <- Xwer_dist[i,j]
                Xwer_dist[i,i] = 0.
        }
 
+       if (verbose)
+       {
+               cat(paste("--- Compute WER dists\n", sep=""))
+       }
        ignored <-
                if (parll)
                        parallel::parLapply(cl, pairs, computeDistancesIJ)
@@ -317,21 +299,30 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
 }
 
 # Helper function to divide indices into balanced sets
-.spreadIndices = function(indices, nb_per_chunk)
+# If max == TRUE, sets sizes cannot exceed nb_per_set
+.spreadIndices = function(indices, nb_per_set, max=FALSE)
 {
        L = length(indices)
-       nb_workers = floor( L / nb_per_chunk )
-       if (nb_workers == 0)
+       nb_workers = floor( L / nb_per_set )
+       rem = L %% nb_per_set
+       if (nb_workers == 0 || (nb_workers==1 && rem==0))
        {
-               # L < nb_series_per_chunk, simple case
+               # L <= nb_per_set, simple case
                indices_workers = list(indices)
        }
        else
        {
                indices_workers = lapply( seq_len(nb_workers), function(i)
-                       indices[(nb_per_chunk*(i-1)+1):(nb_per_chunk*i)] )
+                       indices[(nb_per_set*(i-1)+1):(nb_per_set*i)] )
+
+               if (max)
+               {
+                       # Sets are not so well balanced, but size is supposed to be critical
+                       return ( c( indices_workers, (L-rem+1):L ) )
+               }
+
                # Spread the remaining load among the workers
-               rem = L %% nb_per_chunk
+               rem = L %% nb_per_set
                while (rem > 0)
                {
                        index = rem%%nb_workers + 1