add comments, fix some things. TODO: comment tests, finish computeWerDists, test it
[epclust.git] / epclust / R / clustering.R
index a431ba8..2ce4267 100644 (file)
@@ -33,10 +33,12 @@ clusteringTask1 = function(indices, getContribs, K1, algoClust1, nb_items_clust1
        if (parll)
        {
                cl = parallel::makeCluster(ncores_clust, outfile = "")
-               parallel::clusterExport(cl, varlist=c("getContribs","K1","verbose"), envir=environment())
+               parallel::clusterExport(cl, c("getContribs","K1","verbose"), envir=environment())
        }
+       # Iterate clustering algorithm 1 until K1 medoids are found
        while (length(indices) > K1)
        {
+               # 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=""))
@@ -64,16 +66,23 @@ clusteringTask1 = function(indices, getContribs, K1, algoClust1, nb_items_clust1
 #' @rdname clustering
 #' @export
 clusteringTask2 = function(medoids, K2, algoClust2, getRefSeries, nb_ref_curves,
-       nb_series_per_chunk, sync_mean, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
+       nb_series_per_chunk, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
        if (verbose)
                cat(paste("*** Clustering task 2 on ",ncol(medoids)," synchrones\n", sep=""))
 
        if (ncol(medoids) <= K2)
                return (medoids)
+
+       # 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, sync_mean, ncores_clust, verbose, parll)
+               nb_series_per_chunk, ncores_clust, verbose, parll)
+
+       # 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("   algoClust2() on ",nrow(distances)," items\n", sep=""))
        medoids[ ,algoClust2(distances,K2) ]
@@ -82,7 +91,7 @@ clusteringTask2 = function(medoids, K2, algoClust2, getRefSeries, nb_ref_curves,
 #' 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
@@ -94,8 +103,9 @@ clusteringTask2 = function(medoids, K2, algoClust2, getRefSeries, nb_ref_curves,
 #'
 #' @export
 computeSynchrones = function(medoids, getRefSeries, nb_ref_curves,
-       nb_series_per_chunk, sync_mean, ncores_clust=1,verbose=FALSE,parll=TRUE)
+       nb_series_per_chunk, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
+       # Synchrones computation is embarassingly parallel: compute it by chunks of series
        computeSynchronesChunk = function(indices)
        {
                if (parll)
@@ -103,26 +113,25 @@ computeSynchrones = function(medoids, getRefSeries, nb_ref_curves,
                        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)
-                       if (sync_mean)
-                               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 = ncol(ref_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]
-                       if (sync_mean)
-                               counts[ mi[i] ] = counts[ mi[i] ] + 1
                        if (parll)
                                synchronicity::unlock(m)
                }
@@ -130,34 +139,29 @@ computeSynchrones = function(medoids, getRefSeries, nb_ref_curves,
 
        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.)
-       if (sync_mean)
-               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)
-               if (sync_mean)
-                       counts_desc = bigmemory::describe(counts)
                medoids_desc = bigmemory::describe(medoids)
                cl = parallel::makeCluster(ncores_clust)
-               varlist=c("synchrones_desc","sync_mean","m_desc","medoids_desc","getRefSeries")
-               if (sync_mean)
-                       varlist = c(varlist, "counts_desc")
-               parallel::clusterExport(cl, varlist, envir=environment())
+               parallel::clusterExport(cl, envir=environment(),
+                       varlist=c("synchrones_desc","m_desc","medoids_desc","getRefSeries"))
        }
 
        if (verbose)
-       {
-               if (verbose)
-                       cat(paste("--- Compute ",K," synchrones with ",nb_ref_curves," series\n", sep=""))
-       }
-       indices_workers = .spreadIndices(seq_len(nb_ref_curves), nb_series_per_chunk)
+               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)
@@ -167,19 +171,7 @@ computeSynchrones = function(medoids, getRefSeries, nb_ref_curves,
        if (parll)
                parallel::stopCluster(cl)
 
-       if (!sync_mean)
-               return (synchrones)
-
-       #TODO: can we avoid this loop? ( synchrones = sweep(synchrones, 2, 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
@@ -196,21 +188,13 @@ computeSynchrones = function(medoids, getRefSeries, nb_ref_curves,
 #' @export
 computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
-       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")
 
@@ -228,15 +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)
        }
 
@@ -245,8 +229,9 @@ 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)
@@ -289,7 +274,7 @@ 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.
        }
@@ -314,7 +299,8 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
 }
 
 # Helper function to divide indices into balanced sets
-.spreadIndices = function(indices, nb_per_set)
+# 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_set )
@@ -328,6 +314,13 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
        {
                indices_workers = lapply( seq_len(nb_workers), function(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_set
                while (rem > 0)