'update'
[epclust.git] / epclust / R / clustering.R
index 6408370..cda7fbe 100644 (file)
@@ -1,15 +1,18 @@
 #' @name clustering
 #' @rdname clustering
-#' @aliases clusteringTask computeClusters1 computeClusters2
+#' @aliases clusteringTask1 computeClusters1 computeClusters2
 #'
-#' @title Two-stages clustering, withing one task (see \code{claws()})
+#' @title Two-stage clustering, withing one task (see \code{claws()})
 #'
-#' @description \code{clusteringTask()} runs one full 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)
+#' @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{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:
 #' @inheritParams computeSynchrones
 #' @inheritParams claws
 #'
-#' @return For \code{clusteringTask()} and \code{computeClusters1()}, the indices of the
+#' @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
 
 #' @rdname clustering
 #' @export
-clusteringTask = function(indices, getContribs, K1, nb_series_per_chunk, ncores_clust)
+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=""))
 
-#NOTE: comment out parallel sections for debugging
-#propagate verbose arg ?!
+       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) ]
+       }
 
-#      cl = parallel::makeCluster(ncores_clust)
-#      parallel::clusterExport(cl, varlist=c("getContribs","K1"), envir=environment())
-       repeat
+       if (parll)
        {
-
-print(length(indices))
-
-               nb_workers = max( 1, floor( length(indices) / nb_series_per_chunk ) )
-               indices_workers = lapply( seq_len(nb_workers), function(i)
-                       indices[(nb_series_per_chunk*(i-1)+1):(nb_series_per_chunk*i)] )
-               # Spread the remaining load among the workers
-               rem = length(indices) %% nb_series_per_chunk
-               while (rem > 0)
-               {
-                       index = rem%%nb_workers + 1
-                       indices_workers[[index]] = c(indices_workers[[index]], tail(indices,rem))
-                       rem = rem - 1
-               }
-#              indices = unlist( parallel::parLapply( cl, indices_workers, function(inds) {
-               indices = unlist( lapply( indices_workers, function(inds) {
-#                      require("epclust", quietly=TRUE)
-
-print(paste("   ",length(inds))) ## PROBLEME ICI : 21104 ??!
-
-                       inds[ computeClusters1(getContribs(inds), K1) ]
-               } ) )
-               if (length(indices) == K1)
-                       break
+               cl = parallel::makeCluster(ncores_clust)
+               parallel::clusterExport(cl, varlist=c("getContribs","K1","verbose"), envir=environment())
+       }
+       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) )
        }
-#      parallel::stopCluster(cl)
+       if (parll)
+               parallel::stopCluster(cl)
+
        indices #medoids
 }
 
+#' @rdname clustering
+#' @export
+clusteringTask2 = function(medoids, K2,
+       getRefSeries, nb_ref_curves, nb_series_per_chunk, ncores_clust=1,verbose=FALSE,parll=TRUE)
+{
+       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)
+       # PAM in package 'cluster' cannot take big.matrix in input: need to cast it
+       mat_dists = matrix(nrow=K1, ncol=K1)
+       for (i in seq_len(K1))
+               mat_dists[i,] = distances[i,]
+       medoids[ computeClusters2(mat_dists,K2), ]
+}
+
 #' @rdname clustering
 #' @export
 computeClusters1 = function(contribs, K1)
@@ -72,48 +86,83 @@ computeClusters1 = function(contribs, K1)
 
 #' @rdname clustering
 #' @export
-computeClusters2 = function(medoids, K2, getRefSeries, nb_series_per_chunk)
-{
-       synchrones = computeSynchrones(medoids, getRefSeries, nb_series_per_chunk)
-       medoids[ cluster::pam(computeWerDists(synchrones), K2, diss=TRUE)$medoids , ]
-}
+computeClusters2 = function(distances, K2)
+       cluster::pam(distances, K2, diss=TRUE)$id.med
 
 #' 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 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_series_per_chunk)
+computeSynchrones = function(medoids, getRefSeries,
+       nb_ref_curves, nb_series_per_chunk, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
-       K = nrow(medoids)
-       synchrones = matrix(0, nrow=K, ncol=ncol(medoids))
-       counts = rep(0,K)
-       index = 1
-       repeat
+       computeSynchronesChunk = function(indices)
        {
-               range = (index-1) + seq_len(nb_series_per_chunk)
-               ref_series = getRefSeries(range)
-               if (is.null(ref_series))
-                       break
+               if (verbose)
+                       cat(paste("--- Compute synchrones for ",length(indices)," lines\n", sep=""))
+               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] = counts[j] + 1
+                       counts[j,1] = counts[j,1] + 1
+                       if (parll)
+                               synchronicity::unlock(m)
                }
-               index = index + nb_series_per_chunk
        }
+
+       K = 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=K,ncol=ncol(medoids),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()
+
+       if (parll)
+       {
+               cl = parallel::makeCluster(ncores_clust)
+               parallel::clusterExport(cl,
+                       varlist=c("synchrones","counts","verbose","medoids","getRefSeries"),
+                       envir=environment())
+       }
+
+       indices_workers = .spreadIndices(seq_len(nb_ref_curves), nb_series_per_chunk)
+       ignored <-
+               if (parll)
+                       parallel::parLapply(indices_workers, computeSynchronesChunk)
+               else
+                       lapply(indices_workers, computeSynchronesChunk)
+
+       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,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
-       synchrones = sweep(synchrones, 1, counts, '/')
-       synchrones[ sapply(seq_len(K), function(i) all(!is.nan(synchrones[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
@@ -121,12 +170,21 @@ computeSynchrones = function(medoids, getRefSeries, nb_series_per_chunk)
 #' 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 big.matrix of size K1 x K1
 #'
 #' @export
-computeWerDists = function(synchrones)
+computeWerDists = function(synchrones, ncores_clust=1,verbose=FALSE,parll=TRUE)
 {
+
+
+
+#TODO: re-organize to call computeWerDist(x,y) [C] (in //?) from two indices + big.matrix
+
+
        n <- nrow(synchrones)
        delta <- ncol(synchrones)
        #TODO: automatic tune of all these parameters ? (for other users)
@@ -135,7 +193,7 @@ computeWerDists = function(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) * 2
+       scalevector  <- 2^(4:(noctave * nvoice) / nvoice + 1)
        #condition: ( log2(s0*w0/(2*pi)) - 1 ) * nvoice + 1.5 >= 1
        s0=2
        w0=2*pi
@@ -143,33 +201,106 @@ computeWerDists = function(synchrones)
        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) {
+       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)
+               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,MARGIN=2,sqs,'*')
+               sqres <- sweep(ts.cwt,2,sqs,'*')
                sqres / max(Mod(sqres))
-       })
+       }
 
-       Xwer_dist <- matrix(0., n, n)
+       if (parll)
+       {
+               cl = parallel::makeCluster(ncores_clust)
+               parallel::clusterExport(cl,
+                       varlist=c("synchrones","totnoct","nvoice","w0","s0log","noctave","s0","verbose"),
+                       envir=environment())
+       }
+
+       # list of CWT from synchrones
+       # TODO: fit in RAM, OK? If not, 2 options: serialize, compute individual distances
+       Xcwt4 <-
+               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?!)
-       for (i in 1:(n-1))
+       if (verbose)
+               cat("*** Compute WER distances from CWT\n")
+
+       #TODO: computeDistances(i,j), et répartir les n(n-1)/2 couples d'indices
+       #là c'est trop déséquilibré
+
+       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 200k 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)) )
+                       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.
        }
-       diag(Xwer_dist) <- numeric(n)
+
+       parll = (requireNamespace("synchronicity",quietly=TRUE)
+               && parll && Sys.info()['sysname'] != "Windows")
+       if (parll)
+               m <- synchronicity::boost.mutex()
+
+       ignored <-
+               if (parll)
+               {
+                       parallel::mclapply(seq_len(n-1), computeDistancesLineI,
+                               mc.cores=ncores_clust, mc.allow.recursive=FALSE)
+               }
+               else
+                       lapply(seq_len(n-1), computeDistancesLineI)
+       Xwer_dist[n,n] = 0.
        Xwer_dist
 }
+
+# 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
+               }
+       }
+       indices_workers
+}