code seems OK; still wavelets test to write
[epclust.git] / epclust / R / clustering.R
index 2ce4267..8be8715 100644 (file)
@@ -66,7 +66,7 @@ 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, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
+       nb_series_per_chunk, nvoice, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
        if (verbose)
                cat(paste("*** Clustering task 2 on ",ncol(medoids)," synchrones\n", sep=""))
@@ -80,11 +80,12 @@ clusteringTask2 = function(medoids, K2, algoClust2, getRefSeries, nb_ref_curves,
                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)
+       distances = computeWerDists(
+               synchrones, nvoice, 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=""))
+               cat(paste("*** algoClust2() on ",nrow(distances)," items\n", sep=""))
        medoids[ ,algoClust2(distances,K2) ]
 }
 
@@ -135,14 +136,15 @@ computeSynchrones = function(medoids, getRefSeries, nb_ref_curves,
                        if (parll)
                                synchronicity::unlock(m)
                }
+               NULL
        }
 
        K = ncol(medoids) ; L = nrow(medoids)
        # Use bigmemory (shared==TRUE by default) + synchronicity to fill synchrones in //
        synchrones = bigmemory::big.matrix(nrow=L, ncol=K, type="double", init=0.)
        # NOTE: synchronicity is only for Linux & MacOS; on Windows: run sequentially
-       parll = (requireNamespace("synchronicity",quietly=TRUE)
-               && parll && Sys.info()['sysname'] != "Windows")
+       parll = (parll && requireNamespace("synchronicity",quietly=TRUE)
+               && Sys.info()['sysname'] != "Windows")
        if (parll)
        {
                m <- synchronicity::boost.mutex() #for lock/unlock, see computeSynchronesChunk
@@ -176,31 +178,26 @@ computeSynchrones = function(medoids, getRefSeries, nb_ref_curves,
 
 #' computeWerDists
 #'
-#' Compute the WER distances between the synchrones curves (in rows), which are
+#' Compute the WER distances between the synchrones curves (in columns), 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
+#' @param synchrones A big.matrix of synchrones, in columns. The series have same
+#'   length as the series in the initial dataset
 #' @inheritParams claws
 #'
-#' @return A matrix of size K1 x K1
+#' @return A distances matrix of size K1 x K1
 #'
 #' @export
-computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALSE,parll=TRUE)
+computeWerDists = function(synchrones, nvoice, nbytes,endian,ncores_clust=1,
+       verbose=FALSE,parll=TRUE)
 {
        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
+       noctave = ceiling(log2(L)) #min power of 2 to cover serie range
 
+       # Initialize result as a square big.matrix of size 'number of synchrones'
        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)
@@ -210,18 +207,23 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
                pairs = c(pairs, lapply(V, function(v) c(i,v)))
        }
 
+       cwt_file = ".cwt.bin"
+       # Compute the synchrones[,index] CWT, and store it in the binary file above
        computeSaveCWT = function(index)
        {
+               if (parll && !exists(synchrones)) #avoid going here after first call on a worker
+               {
+                       require("bigmemory", quietly=TRUE)
+                       require("Rwave", quietly=TRUE)
+                       require("epclust", quietly=TRUE)
+                       synchrones <- bigmemory::attach.big.matrix(synchrones_desc)
+               }
                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 L*n' (53*17519)
-               binarize(c(as.double(Re(res)),as.double(Im(res))), cwt_file, ncol(res), ",", nbytes, endian)
+               ts_cwt = Rwave::cwt(ts, noctave, nvoice, w0=2*pi, twoD=TRUE, plot=FALSE)
+
+               # Serialization
+               binarize(as.matrix(c(as.double(Re(ts_cwt)),as.double(Im(ts_cwt)))), cwt_file, 1,
+                       ",", nbytes, endian)
        }
 
        if (parll)
@@ -229,35 +231,35 @@ 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, envir=environment(),
-                       varlist=c("synchrones_desc","Xwer_dist_desc","totnoct","nvoice","w0","s0log",
-                               "noctave","s0","verbose","getCWT"))
+               parallel::clusterExport(cl, varlist=c("parll","synchrones_desc","Xwer_dist_desc",
+                       "noctave","nvoice","verbose","getCWT"), envir=environment())
        }
-       
+
        if (verbose)
-       {
-               cat(paste("--- Compute WER dists\n", sep=""))
-       #       precompute save all CWT........
-       }
-       #precompute and serialize all CWT
+               cat(paste("--- Precompute and serialize synchrones CWT\n", sep=""))
+
        ignored <-
                if (parll)
                        parallel::parLapply(cl, 1:n, computeSaveCWT)
                else
                        lapply(1:n, computeSaveCWT)
 
-       getCWT = function(index)
+       # Function to retrieve a synchrone CWT from (binary) file
+       getSynchroneCWT = function(index, L)
        {
-               #from cwt_file ...
-               res <- getDataInFile(c(2*index-1,2*index), cwt_file, nbytes, endian)
-       ###############TODO:
+               flat_cwt <- getDataInFile(index, cwt_file, nbytes, endian)
+               cwt_length = length(flat_cwt) / 2
+               re_part = as.matrix(flat_cwt[1:cwt_length], nrow=L)
+               im_part = as.matrix(flat_cwt[(cwt_length+1):(2*cwt_length)], nrow=L)
+               re_part + 1i * im_part
        }
 
-       # Distance between rows i and j
-       computeDistancesIJ = function(pair)
+       # Compute distance between columns i and j in synchrones
+       computeDistanceIJ = function(pair)
        {
                if (parll)
                {
+                       # parallel workers start with an empty environment
                        require("bigmemory", quietly=TRUE)
                        require("epclust", quietly=TRUE)
                        synchrones <- bigmemory::attach.big.matrix(synchrones_desc)
@@ -265,37 +267,42 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
                }
 
                i = pair[1] ; j = pair[2]
-               if (verbose && j==i+1)
+               if (verbose && j==i+1 && !parll)
                        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)))
+               # Compute CWT of columns i and j in synchrones
+               L = nrow(synchrones)
+               cwt_i <- getSynchroneCWT(i, L)
+               cwt_j <- getSynchroneCWT(j, L)
+
+               # Compute the ratio of integrals formula 5.6 for WER^2
+               # in https://arxiv.org/abs/1101.4744v2 §5.3
+               num <- filterMA(Mod(cwt_i * Conj(cwt_j)))
+               WX  <- filterMA(Mod(cwt_i * Conj(cwt_i)))
+               WY <- filterMA(Mod(cwt_j * Conj(cwt_j)))
                wer2 <- sum(colSums(num)^2) / sum(colSums(WX) * colSums(WY))
-               Xwer_dist[i,j] <- sqrt(L * ncol(cwt_i) * max(1 - wer2, 0.))
+
+               Xwer_dist[i,j] <- sqrt(L * ncol(cwt_i) * (1 - wer2))
                Xwer_dist[j,i] <- Xwer_dist[i,j]
-               Xwer_dist[i,i] = 0.
+               Xwer_dist[i,i] <- 0.
        }
 
        if (verbose)
-       {
-               cat(paste("--- Compute WER dists\n", sep=""))
-       }
+               cat(paste("--- Compute WER distances\n", sep=""))
+
        ignored <-
                if (parll)
-                       parallel::parLapply(cl, pairs, computeDistancesIJ)
+                       parallel::parLapply(cl, pairs, computeDistanceIJ)
                else
-                       lapply(pairs, computeDistancesIJ)
+                       lapply(pairs, computeDistanceIJ)
 
        if (parll)
                parallel::stopCluster(cl)
 
+       unlink(cwt_file)
+
        Xwer_dist[n,n] = 0.
-       distances <- Xwer_dist[,]
-       rm(Xwer_dist) ; gc()
-       distances #~small matrix K1 x K1
+       Xwer_dist[,] #~small matrix K1 x K1
 }
 
 # Helper function to divide indices into balanced sets
@@ -318,7 +325,7 @@ computeWerDists = function(synchrones, nbytes,endian,ncores_clust=1,verbose=FALS
                if (max)
                {
                        # Sets are not so well balanced, but size is supposed to be critical
-                       return ( c( indices_workers, (L-rem+1):L ) )
+                       return ( c( indices_workers, if (rem>0) list((L-rem+1):L) else NULL ) )
                }
 
                # Spread the remaining load among the workers