save intermediate
[epclust.git] / epclust / R / clustering.R
index 74d009e..c226786 100644 (file)
@@ -6,22 +6,25 @@
 #'
 #' @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)
+#'   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 matrix of medoids
+#'   \code{computeClusters2()} outputs a big.matrix of medoids
 #'   (of size limited by nb_series_per_chunk)
 NULL
 
@@ -31,15 +34,7 @@ clusteringTask1 = function(
        indices, getContribs, K1, nb_series_per_chunk, ncores_clust=1, verbose=FALSE, parll=TRUE)
 {
        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) ]
-       }
+               cat(paste("*** Clustering task 1 on ",length(indices)," lines\n", sep=""))
 
        if (parll)
        {
@@ -49,10 +44,20 @@ clusteringTask1 = function(
        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) )
+               indices <-
+                       if (parll)
+                       {
+                               unlist( parallel::parLapply(cl, indices_workers, function(inds) {
+                                       require("epclust", quietly=TRUE)
+                                       inds[ computeClusters1(getContribs(inds), K1, verbose) ]
+                               }) )
+                       }
+                       else
+                       {
+                               unlist( lapply(indices_workers, function(inds)
+                                       inds[ computeClusters1(getContribs(inds), K1, verbose) ]
+                               ) )
+                       }
        }
        if (parll)
                parallel::stopCluster(cl)
@@ -62,18 +67,36 @@ clusteringTask1 = function(
 
 #' @rdname clustering
 #' @export
-computeClusters1 = function(contribs, K1)
-       cluster::pam(contribs, K1, diss=FALSE)$id.med
-
-#' @rdname clustering
-#' @export
-computeClusters2 = function(medoids, K2,
+clusteringTask2 = function(medoids, K2,
        getRefSeries, nb_ref_curves, nb_series_per_chunk, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
+       if (verbose)
+               cat(paste("*** Clustering task 2 on ",nrow(medoids)," lines\n", sep=""))
+
+       if (nrow(medoids) <= K2)
+               return (medoids)
        synchrones = computeSynchrones(medoids,
                getRefSeries, nb_ref_curves, nb_series_per_chunk, ncores_clust, verbose, parll)
        distances = computeWerDists(synchrones, ncores_clust, verbose, parll)
-       medoids[ cluster::pam(distances, K2, diss=TRUE)$medoids , ]
+       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(contribs, K1, diss=FALSE)$id.med
+}
+
+#' @rdname clustering
+#' @export
+computeClusters2 = function(distances, K2, verbose=FALSE)
+{
+       if (verbose)
+               cat(paste("   computeClusters2() on ",nrow(distances)," lines\n", sep=""))
+       cluster::pam(distances, K2, diss=TRUE)$id.med
 }
 
 #' computeSynchrones
@@ -81,70 +104,91 @@ computeClusters2 = function(medoids, K2,
 #' 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 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 K1 x L where L = data_length
+#'
 #' @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
-               for (i in seq_len(nrow(ref_series)))
+               mi = computeMedoidsIndices(medoids@address, ref_series)
+
+               for (i in seq_len(nb_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
+                       synchrones[ mi[i], ] = synchrones[ mi[i], ] + ref_series[i,]
+                       counts[ mi[i] ] = counts[ mi[i] ] + 1 #TODO: remove counts?
                        if (parll)
                                synchronicity::unlock(m)
                }
        }
 
-       K = nrow(medoids)
+       K = nrow(medoids) ; L = ncol(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
+       # TODO: if size > RAM (not our case), use file-backed big.matrix
+       synchrones = bigmemory::big.matrix(nrow=K, ncol=L, 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)
-       for (inds in indices_workers)
-       {
-               if (verbose)
-               {
-                       cat(paste("--- Compute synchrones for indices range ",
-                               min(inds)," -> ",max(inds),"\n", sep=""))
-               }
+       ignored <-
                if (parll)
-                       ignored <- parallel::mcparallel(computeSynchronesChunk(inds))
+                       parallel::parLapply(cl, indices_workers, computeSynchronesChunk)
                else
-                       computeSynchronesChunk(inds)
-       }
+                       lapply(indices_workers, computeSynchronesChunk)
+
        if (parll)
-               parallel::mccollect()
+               parallel::stopCluster(cl)
 
-       mat_syncs = matrix(nrow=K, ncol=ncol(medoids))
-       vec_count = rep(NA, K)
-       #TODO: can we avoid this loop?
+       #TODO: can we avoid this loop? ( synchrones = sweep(synchrones, 1, counts, '/') )
        for (i in seq_len(K))
-       {
-               mat_syncs[i,] = synchrones[i,]
-               vec_count[i] = counts[i,1]
-       }
+               synchrones[i,] = synchrones[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,]))) , ]
+       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
+       synchrones[noNA_rows,]
 }
 
 #' computeWerDists
@@ -152,13 +196,27 @@ computeSynchrones = function(medoids, getRefSeries,
 #' 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
+#' @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, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
+       if (verbose)
+               cat(paste("--- Compute WER dists\n", sep=""))
+
+
+
+
+#TODO: serializer les CWT, les récupérer via getDataInFile 
+#--> OK, faut juste stocker comme séries simples de taille delta*ncol (53*17519)
+
+
+
+
        n <- nrow(synchrones)
        delta <- ncol(synchrones)
        #TODO: automatic tune of all these parameters ? (for other users)
@@ -167,7 +225,7 @@ computeWerDists = function(synchrones, ncores_clust=1,verbose=FALSE,parll=TRUE)
        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
@@ -175,83 +233,89 @@ computeWerDists = function(synchrones, ncores_clust=1,verbose=FALSE,parll=TRUE)
        s0log = as.integer( (log2( s0*w0/(2*pi) ) - 1) * nvoice + 1.5 )
        totnoct = noctave + as.integer(s0log/nvoice) + 1
 
-       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))
-       }
+       Xwer_dist <- bigmemory::big.matrix(nrow=n, ncol=n, type="double")
 
-       if (parll)
+       # 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)))
+#      }
+       # Generate "smart" pairs for WER distances computations
+       pairs = list()
+       F = floor(2*n/3)
+       for (i in 1:F)
+               pairs = c(pairs, lapply((i+1):n, function(v) c(i,v)))
+       V = (F+1):n
+       for (i in (F+1):(n-1))
        {
-               cl = parallel::makeCluster(ncores_clust)
-               parallel::clusterExport(cl, varlist=c("getContribs","K1","verbose"), envir=environment())
-       }
+               V = V[-1]
+               pairs = c(pairs, 
 
-       # (normalized) observations node with CWT
-       Xcwt4 <-
+       # Distance between rows i and j
+       computeDistancesIJ = function(pair)
+       {
                if (parll)
-                       parallel::parLapply(cl, seq_len(n), computeCWT)
-               else
-                       lapply(seq_len(n), computeCWT)
-
-       if (parll)
-               parallel::stopCluster(cl)
-
-       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?!)
-       if (verbose)
-               cat("*** Compute WER distances from CWT\n")
+               {
+                       require("bigmemory", quietly=TRUE)
+                       require("epclust", quietly=TRUE)
+                       synchrones <- bigmemory::attach.big.matrix(synchrones_desc)
+                       Xwer_dist <- bigmemory::attach.big.matrix(Xwer_dist_desc)
+               }
 
-       computeDistancesLineI = function(i)
-       {
-               if (verbose)
-                       cat(paste("   Line ",i,"\n", sep=""))
-               for (j in (i+1):n)
+               computeCWT = function(index)
                {
-                       #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)
+                       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,2,sqs,'*')
+                       sqres / max(Mod(sqres))
                }
+
+               i = pair[1] ; j = pair[2]
+               if (verbose && j==i+1)
+                       cat(paste("   Distances (",i,",",j,"), (",i,",",j+1,") ...\n", sep=""))
+               cwt_i <- computeCWT(i)
+               cwt_j <- computeCWT(j)
+
+#print(system.time( {
+               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.
        }
 
-       parll = (requireNamespace("synchronicity",quietly=TRUE)
-               && parll && Sys.info()['sysname'] != "Windows")
        if (parll)
-               m <- synchronicity::boost.mutex()
-
-       for (i in 1:(n-1))
        {
+               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"), envir=environment())
+       }
+
+       ignored <-
                if (parll)
-                       ignored <- parallel::mcparallel(computeDistancesLineI(i))
+                       parallel::parLapply(cl, pairs, computeDistancesIJ)
                else
-                       computeDistancesLineI(i)
-       }
-       Xwer_dist[n,n] = 0.
+                       lapply(pairs, computeDistancesIJ)
 
        if (parll)
-               parallel::mccollect()
+               parallel::stopCluster(cl)
 
-       mat_dists = matrix(nrow=n, ncol=n)
-       #TODO: avoid this loop?
-       for (i in 1:n)
-               mat_dists[i,] = Xwer_dist[i,]
-       mat_dists
+       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