option to run sequentially. various fixes. R CMD check OK
[epclust.git] / epclust / R / clustering.R
index e27ea35..74d009e 100644 (file)
-oneIteration = function(..........)
-{
-               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)
-                       {
-                               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]
-                       }
-                       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) )
-                       {
-                               break
-                       }
-               }
-               parallel::stopCluster(cl_clust)
-               res_clust
-}
+#' @name clustering
+#' @rdname clustering
+#' @aliases clusteringTask1 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{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()})
+#' @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 matrix of medoids
+#'   (of size limited by nb_series_per_chunk)
+NULL
 
-processChunk = function(indices, K1, K2)
+#' @rdname clustering
+#' @export
+clusteringTask1 = function(
+       indices, getContribs, K1, nb_series_per_chunk, 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)
+       if (verbose)
+               cat(paste("*** Clustering task on ",length(indices)," lines\n", sep=""))
+
+       wrapComputeClusters1 = function(inds) {
+               if (parll)
+                       require("epclust", quietly=TRUE)
+               if (verbose)
+                       cat(paste("   computeClusters1() on ",length(inds)," lines\n", sep=""))
+               inds[ computeClusters1(getContribs(inds), K1) ]
+       }
+
+       if (parll)
        {
-               curves = computeSynchrones(cl)
-               dists = computeWerDists(curves)
-               cl = computeClusters(dists, K2)
+               cl = parallel::makeCluster(ncores_clust)
+               parallel::clusterExport(cl, varlist=c("getContribs","K1","verbose"), envir=environment())
        }
-       cl
+       while (length(indices) > K1)
+       {
+               indices_workers = .spreadIndices(indices, nb_series_per_chunk)
+               if (parll)
+                       indices = unlist( parallel::parLapply(cl, indices_workers, wrapComputeClusters1) )
+               else
+                       indices = unlist( lapply(indices_workers, wrapComputeClusters1) )
+       }
+       if (parll)
+               parallel::stopCluster(cl)
+
+       indices #medoids
 }
 
-computeClusters = function(data, K)
+#' @rdname clustering
+#' @export
+computeClusters1 = function(contribs, K1)
+       cluster::pam(contribs, K1, diss=FALSE)$id.med
+
+#' @rdname clustering
+#' @export
+computeClusters2 = function(medoids, K2,
+       getRefSeries, nb_ref_curves, nb_series_per_chunk, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
-       library(cluster)
-       pam_output = cluster::pam(data, K)
-       return ( list( clusts=pam_output$clustering, medoids=pam_output$medoids,
-               ranks=pam_output$id.med ) )
+       synchrones = computeSynchrones(medoids,
+               getRefSeries, nb_ref_curves, nb_series_per_chunk, ncores_clust, verbose, parll)
+       distances = computeWerDists(synchrones, ncores_clust, verbose, parll)
+       medoids[ cluster::pam(distances, K2, diss=TRUE)$medoids , ]
 }
 
-#TODO: appendCoeffs() en C --> serialize et append to file
-
-computeSynchrones = function(...)
+#' computeSynchrones
+#'
+#' Compute the synchrones curves (sum of clusters elements) from a matrix of medoids,
+#' using L2 distances.
+#'
+#' @param medoids Matrix of medoids (curves of same legnth 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
+#'
+#' @export
+computeSynchrones = function(medoids, getRefSeries,
+       nb_ref_curves, nb_series_per_chunk, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
+       computeSynchronesChunk = function(indices)
+       {
+               ref_series = getRefSeries(indices)
+               #get medoids indices for this chunk of series
+               for (i in seq_len(nrow(ref_series)))
+               {
+                       j = which.min( rowSums( sweep(medoids, 2, ref_series[i,], '-')^2 ) )
+                       if (parll)
+                               synchronicity::lock(m)
+                       synchrones[j,] = synchrones[j,] + ref_series[i,]
+                       counts[j,1] = counts[j,1] + 1
+                       if (parll)
+                               synchronicity::unlock(m)
+               }
+       }
+
+       K = nrow(medoids)
+       # Use bigmemory (shared==TRUE by default) + synchronicity to fill synchrones in //
+       synchrones = bigmemory::big.matrix(nrow=K,ncol=ncol(medoids),type="double",init=0.)
+       counts = bigmemory::big.matrix(nrow=K,ncol=1,type="double",init=0)
+       # Fork (// run) only on Linux & MacOS; on Windows: run sequentially
+       parll = (requireNamespace("synchronicity",quietly=TRUE)
+               && parll && Sys.info()['sysname'] != "Windows")
+       if (parll)
+               m <- synchronicity::boost.mutex()
 
+       indices_workers = .spreadIndices(seq_len(nb_ref_curves), nb_series_per_chunk)
+       for (inds in indices_workers)
+       {
+               if (verbose)
+               {
+                       cat(paste("--- Compute synchrones for indices range ",
+                               min(inds)," -> ",max(inds),"\n", sep=""))
+               }
+               if (parll)
+                       ignored <- parallel::mcparallel(computeSynchronesChunk(inds))
+               else
+                       computeSynchronesChunk(inds)
+       }
+       if (parll)
+               parallel::mccollect()
+
+       mat_syncs = matrix(nrow=K, ncol=ncol(medoids))
+       vec_count = rep(NA, K)
+       #TODO: can we avoid this loop?
+       for (i in seq_len(K))
+       {
+               mat_syncs[i,] = synchrones[i,]
+               vec_count[i] = counts[i,1]
+       }
+       #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
+       mat_syncs = sweep(mat_syncs, 1, vec_count, '/')
+       mat_syncs[ sapply(seq_len(K), function(i) all(!is.nan(mat_syncs[i,]))) , ]
 }
 
-#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 matrix of synchrones, in rows. The series have same length as the
+#'   series in the initial dataset
+#' @inheritParams claws
+#'
+#' @export
+computeWerDists = function(synchrones, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
-       if (!require("Rwave", quietly=TRUE))
-               stop("Unable to load Rwave library")
-       n <- nrow(conso)
-       delta <- ncol(conso)
+       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 (?)
@@ -77,33 +175,107 @@ computeWerDist = function(conso)
        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)
+       computeCWT = function(i)
+       {
+               if (verbose)
+                       cat(paste("+++ Compute Rwave::cwt() on serie ",i,"\n", sep=""))
+               ts <- scale(ts(synchrones[i,]), center=TRUE, scale=scaled)
                totts.cwt = Rwave::cwt(ts,totnoct,nvoice,w0,plot=0)
                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))
-       })
+       }
+
+       if (parll)
+       {
+               cl = parallel::makeCluster(ncores_clust)
+               parallel::clusterExport(cl, varlist=c("getContribs","K1","verbose"), envir=environment())
+       }
+
+       # (normalized) observations node with CWT
+       Xcwt4 <-
+               if (parll)
+                       parallel::parLapply(cl, seq_len(n), computeCWT)
+               else
+                       lapply(seq_len(n), computeCWT)
+
+       if (parll)
+               parallel::stopCluster(cl)
 
-       Xwer_dist <- matrix(0., n, n)
+       Xwer_dist <- bigmemory::big.matrix(nrow=n, ncol=n, type="double")
        fcoefs = rep(1/3, 3) #moving average on 3 values (TODO: very slow! correct?!)
-       for (i in 1:(n-1))
+       if (verbose)
+               cat("*** Compute WER distances from CWT\n")
+
+       computeDistancesLineI = function(i)
        {
+               if (verbose)
+                       cat(paste("   Line ",i,"\n", sep=""))
                for (j in (i+1):n)
                {
-                       #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
+                       #TODO: '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)) )
+                       if (parll)
+                               synchronicity::lock(m)
                        Xwer_dist[i,j] <- sqrt(delta * ncol(Xcwt4[[1]]) * (1 - wer2))
                        Xwer_dist[j,i] <- Xwer_dist[i,j]
+                       if (parll)
+                               synchronicity::unlock(m)
+               }
+               Xwer_dist[i,i] = 0.
+       }
+
+       parll = (requireNamespace("synchronicity",quietly=TRUE)
+               && parll && Sys.info()['sysname'] != "Windows")
+       if (parll)
+               m <- synchronicity::boost.mutex()
+
+       for (i in 1:(n-1))
+       {
+               if (parll)
+                       ignored <- parallel::mcparallel(computeDistancesLineI(i))
+               else
+                       computeDistancesLineI(i)
+       }
+       Xwer_dist[n,n] = 0.
+
+       if (parll)
+               parallel::mccollect()
+
+       mat_dists = matrix(nrow=n, ncol=n)
+       #TODO: avoid this loop?
+       for (i in 1:n)
+               mat_dists[i,] = Xwer_dist[i,]
+       mat_dists
+}
+
+# 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
+       {
+               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)
+               {
+                       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
 }