pkg/R/main.R

   1 #' CLAWS: CLustering with wAvelets and Wer distanceS
   2 #'
   3 #' Cluster electricity power curves (or any series of similar nature) by applying a
   4 #' two stage procedure in parallel (see details).
   5 #' Input series must be sampled on the same time grid, no missing values.
   6 #'
   7 #' Summary of the function execution flow:
   8 #' \enumerate{
   9 #'   \item Compute and serialize all contributions, obtained through discrete wavelet
  10 #'     decomposition (see Antoniadis & al. [2013])
  11 #'   \item Divide series into \code{ntasks} groups to process in parallel. In each task:
  12 #'   \enumerate{
  13 #'     \item iterate the first clustering algorithm on its aggregated outputs,
  14 #'       on inputs of size \code{nb_items_clust}\cr
  15 #'         -> K1 medoids indices
  16 #'     \item optionally, if WER=="mix":\cr
  17 #'       a. compute WER distances (K1xK1) between medoids\cr
  18 #'       b. apply the 2nd clustering algorithm\cr
  19 #'          -> K2 medoids indices
  20 #'   }
  21 #'   \item Launch a final task on the aggregated outputs of all previous tasks:
  22 #'     ntasks*K1 if WER=="end", ntasks*K2 otherwise
  23 #'   \item Compute synchrones (sum of series within each final group)
  24 #' }
  25 #'
  26 #' The main argument -- \code{series} -- has a quite misleading name, since it can be
  27 #' either a [big.]matrix, a CSV file, a connection or a user function to retrieve series.
  28 #' When \code{series} is given as a function it must take a single argument,
  29 #' 'indices': integer vector equal to the indices of the curves to retrieve;
  30 #' see SQLite example.
  31 #' WARNING: the return value must be a matrix (in columns), or NULL if no matches.
  32 #'
  33 #' Note: Since we don't make assumptions on initial data, there is a possibility that
  34 #' even when serialized, contributions do not fit in RAM. For example,
  35 #' 30e6 series of length 100,000 would lead to a +4Go contribution matrix. Therefore,
  36 #' it's safer to place these in (binary) files; that's what we do.
  37 #'
  38 #' @param series Access to the N (time-)series, which can be of one of the four
  39 #'   following types:
  40 #'   \itemize{
  41 #'     \item [big.]matrix: each column contains the (time-ordered) values of one
  42 #'       time-serie
  43 #'     \item connection: any R connection object providing lines as described above
  44 #'     \item character: name of a CSV file containing series in rows (no header)
  45 #'     \item function: a custom way to retrieve the curves; it has only one argument:
  46 #'       the indices of the series to be retrieved. See SQLite example
  47 #'   }
  48 #' @param K1 Number of clusters to be found after stage 1 (K1 << N)
  49 #' @param K2 Number of clusters to be found after stage 2 (K2 << K1)
  50 #' @param nb_series_per_chunk Number of series to retrieve in one batch
  51 #' @param nb_items_clust Number of items in 1st clustering algorithm input
  52 #' @param algoClust1 Clustering algorithm for stage 1. A function which takes (data, K)
  53 #'   as argument where data is a matrix in columns and K the desired number of clusters,
  54 #'   and outputs K medoids ranks. Default: PAM.
  55 #' @param algoClust2 Clustering algorithm for stage 2. A function which takes (dists, K)
  56 #'   as argument where dists is a matrix of distances and K the desired number of
  57 #'   clusters, and outputs K medoids ranks. Default: PAM.
  58 #' @param wav_filt Wavelet transform filter, as a string "Family:FilterNumber"; see
  59 #'   ?wavethresh::wd
  60 #' @param contrib_type Type of contribution: "relative", "logit" or "absolute" (any
  61 #'   prefix)
  62 #' @param WER "end" to apply stage 2 after stage 1 has fully iterated, or "mix" to apply
  63 #'   stage 2 at the end of each task
  64 #' @param smooth_lvl Smoothing level: odd integer, 1 == no smoothing.
  65 #' @param nvoice Number of voices within each octave for CWT computations
  66 #' @param random TRUE (default) for random chunks repartition
  67 #' @param ntasks Number of tasks (parallel iterations to obtain K1 [if WER=="end"]
  68 #'   or K2 [if WER=="mix"] medoids); default: 1.\cr
  69 #'   Note: ntasks << N (number of series), so that N is "roughly divisible" by ntasks
  70 #' @param ncores_tasks Number of parallel tasks ('1' == sequential tasks)
  71 #' @param ncores_clust Number of parallel clusterings in one task
  72 #' @param sep Separator in CSV input file (if any provided)
  73 #' @param nbytes 4 or 8 bytes to (de)serialize a floating-point number
  74 #' @param endian Endianness for (de)serialization: "little" or "big"
  75 #' @param verbose FALSE: nothing printed; TRUE: some execution traces
  76 #'
  77 #' @return A list:
  78 #' \itemize{
  79 #'   \item medoids: matrix of the final K2 medoids curves
  80 #'   \item ranks: corresponding indices in the dataset
  81 #'   \item synchrones: sum of series within each final group
  82 #' }
  83 #'
  84 #' @references Clustering functional data using Wavelets [2013];
  85 #'   A. Antoniadis, X. Brossat, J. Cugliari & J.-M. Poggi.
  86 #'   Inter. J. of Wavelets, Multiresolution and Information Procesing,
  87 #'   vol. 11, No 1, pp.1-30. doi:10.1142/S0219691313500033
  88 #'
  89 #' @examples
  90 #' \dontrun{
  91 #' # WER distances computations are too long for CRAN (for now)
  92 #' # Note: on this small example, sequential run is faster
  93 #'
  94 #' # Random series around cos(x,2x,3x)/sin(x,2x,3x)
  95 #' x <- seq(0,50,0.05)
  96 #' L <- length(x) #1001
  97 #' ref_series <- matrix( c(cos(x),cos(2*x),cos(3*x),sin(x),sin(2*x),sin(3*x)), ncol=6 )
  98 #' library(wmtsa)
  99 #' series <- do.call( cbind, lapply( 1:6, function(i)
 100 #'   do.call(cbind, wmtsa::wavBootstrap(ref_series[,i], n.realization=40)) ) )
 101 #' # Mix series so that all groups are evenly spread
 102 #' permut <- (0:239)%%6 * 40 + (0:239)%/%6 + 1
 103 #' series = series[,permut]
 104 #' #dim(series) #c(240,1001)
 105 #' res_ascii <- claws(series, K1=30, K2=6, nb_series_per_chunk=500,
 106 #'   nb_items_clust=100, random=FALSE, verbose=TRUE, ncores_clust=1)
 107 #'
 108 #' # Same example, from CSV file
 109 #' csv_file <- tempfile(pattern="epclust_series.csv_")
 110 #' write.table(t(series), csv_file, sep=",", row.names=FALSE, col.names=FALSE)
 111 #' res_csv <- claws(csv_file, 30, 6, 500, 100, random=FALSE, ncores_clust=1)
 112 #'
 113 #' # Same example, from binary file
 114 #' bin_file <- tempfile(pattern="epclust_series.bin_")
 115 #' nbytes <- 8
 116 #' endian <- "little"
 117 #' binarize(csv_file, bin_file, 500, ",", nbytes, endian)
 118 #' getSeries <- function(indices) getDataInFile(indices, bin_file, nbytes, endian)
 119 #' res_bin <- claws(getSeries, 30, 6, 500, 100, random=FALSE, ncores_clust=1)
 120 #' unlink(csv_file)
 121 #' unlink(bin_file)
 122 #'
 123 #' # Same example, from SQLite database
 124 #' library(DBI)
 125 #' series_db <- dbConnect(RSQLite::SQLite(), "file::memory:")
 126 #' # Prepare data.frame in DB-format
 127 #' n <- ncol(series)
 128 #' times_values <- data.frame(
 129 #'   id = rep(1:n,each=L),
 130 #'   time = rep( as.POSIXct(1800*(1:L),"GMT",origin="2001-01-01"), n ),
 131 #'   value = as.double(series) )
 132 #' dbWriteTable(series_db, "times_values", times_values)
 133 #' # Fill associative array, map index to identifier
 134 #' indexToID_inDB <- as.character(
 135 #'   dbGetQuery(series_db, 'SELECT DISTINCT id FROM times_values')[,"id"] )
 136 #' serie_length <- as.integer( dbGetQuery(series_db,
 137 #'   paste("SELECT COUNT(*) FROM times_values WHERE id == ",indexToID_inDB[1],sep="")) )
 138 #' getSeries <- function(indices) {
 139 #'   indices = indices[ indices <= length(indexToID_inDB) ]
 140 #'   if (length(indices) == 0)
 141 #'     return (NULL)
 142 #'   request <- "SELECT id,value FROM times_values WHERE id in ("
 143 #'   for (i in seq_along(indices)) {
 144 #'     request <- paste(request, indexToID_inDB[ indices[i] ],  sep="")
 145 #'     if (i < length(indices))
 146 #'       request <- paste(request, ",", sep="")
 147 #'   }
 148 #'   request <- paste(request, ")", sep="")
 149 #'   df_series <- dbGetQuery(series_db, request)
 150 #'   matrix(df_series[,"value"], nrow=serie_length)
 151 #' }
 152 #' res_db <- claws(getSeries, 30, 6, 500, 100, random=FALSE, ncores_clust=1)
 153 #' dbDisconnect(series_db)
 154 #'
 155 #' # All results should be equal:
 156 #' all(res_ascii$ranks == res_csv$ranks
 157 #'   & res_ascii$ranks == res_bin$ranks
 158 #'   & res_ascii$ranks == res_db$ranks)
 159 #' }
 160 #' @export
 161 claws <- function(series, K1, K2, nb_series_per_chunk, nb_items_clust=5*K1,
 162     algoClust1=function(data,K) cluster::pam(t(data),K,diss=FALSE,pamonce=1)$id.med,
 163     algoClust2=function(dists,K) cluster::pam(dists,K,diss=TRUE,pamonce=1)$id.med,
 164     wav_filt="Coiflets:1", contrib_type="absolute", WER="end", smooth_lvl=3, nvoice=4,
 165     random=TRUE, ntasks=1, ncores_tasks=1, ncores_clust=3, sep=",", nbytes=4,
 166     endian=.Platform$endian, verbose=FALSE)
 167 {
 168     # Check/transform arguments
 169     if (!is.matrix(series) && !bigmemory::is.big.matrix(series)
 170         && !is.function(series)
 171         && !methods::is(series,"connection") && !is.character(series))
 172     {
 173         stop("'series': [big]matrix, function, file or valid connection (no NA)")
 174     }
 175     K1 <- .toInteger(K1, function(x) x>=2)
 176     K2 <- .toInteger(K2, function(x) x>=2)
 177     nb_series_per_chunk <- .toInteger(nb_series_per_chunk, function(x) x>=1)
 178     nb_items_clust <- .toInteger(nb_items_clust, function(x) x>K1)
 179     random <- .toLogical(random)
 180     wav_filt <- strsplit(wav_filt, ':')[[1]]
 181     wav_family <- wav_filt[1]
 182     wav_number <- wav_filt[2]
 183     tryCatch({ignored <- wavethresh::filter.select(wav_number, wav_family)},
 184         error=function(e) stop("Invalid wavelet filter; see ?wavethresh::filter.select") )
 185     ctypes <- c("relative","absolute","logit")
 186     contrib_type <- ctypes[ pmatch(contrib_type,ctypes) ]
 187     if (is.na(contrib_type))
 188         stop("'contrib_type' in {'relative','absolute','logit'}")
 189     if (WER!="end" && WER!="mix")
 190         stop("'WER': in {'end','mix'}")
 191     random <- .toLogical(random)
 192     ntasks <- .toInteger(ntasks, function(x) x>=1)
 193     ncores_tasks <- .toInteger(ncores_tasks, function(x) x>=1)
 194     ncores_clust <- .toInteger(ncores_clust, function(x) x>=1)
 195     if (!is.character(sep))
 196         stop("'sep': character")
 197     nbytes <- .toInteger(nbytes, function(x) x==4 || x==8)
 198     verbose <- .toLogical(verbose)
 199
 200     # Binarize series if it is not a function; the aim is to always use a function,
 201     # to uniformize treatments. An equally good alternative would be to use a file-backed
 202     # bigmemory::big.matrix, but it would break the "all-is-function" pattern.
 203     if (!is.function(series))
 204     {
 205         if (verbose)
 206             cat("...Serialize time-series (or retrieve past binary file)\n")
 207         series_file <- ".series.epclust.bin"
 208         if (!file.exists(series_file))
 209             binarize(series, series_file, nb_series_per_chunk, sep, nbytes, endian)
 210         getSeries <- function(inds) getDataInFile(inds, series_file, nbytes, endian)
 211     }
 212     else
 213         getSeries <- series
 214
 215     # Serialize all computed wavelets contributions into a file
 216     contribs_file <- ".contribs.epclust.bin"
 217     if (verbose)
 218         cat("...Compute contributions and serialize them (or retrieve past binary file)\n")
 219     if (!file.exists(contribs_file))
 220     {
 221         nb_curves <- binarizeTransform(getSeries,
 222             function(curves) curvesToContribs(curves, wav_filt, contrib_type),
 223             contribs_file, nb_series_per_chunk, nbytes, endian)
 224     }
 225     else
 226     {
 227         # TODO: duplicate from getDataInFile() in de_serialize.R
 228         contribs_size <- file.info(contribs_file)$size #number of bytes in the file
 229         contrib_length <- readBin(contribs_file, "integer", n=1, size=8, endian=endian)
 230         nb_curves <- (contribs_size-8) / (nbytes*contrib_length)
 231     }
 232     getContribs <- function(indices) getDataInFile(indices, contribs_file, nbytes, endian)
 233
 234     # A few sanity checks: do not continue if too few data available.
 235     if (nb_curves < K2)
 236         stop("Not enough data: less series than final number of clusters")
 237     nb_series_per_task <- round(nb_curves / ntasks)
 238     if (nb_series_per_task < K2)
 239         stop("Too many tasks: less series in one task than final number of clusters")
 240
 241     # Generate a random permutation of 1:N (if random==TRUE);
 242     # otherwise just use arrival (storage) order.
 243     indices_all <- if (random) sample(nb_curves) else seq_len(nb_curves)
 244     # Split (all) indices into ntasks groups of ~same size
 245     indices_tasks <- lapply(seq_len(ntasks), function(i) {
 246         upper_bound <- ifelse( i<ntasks, min(nb_series_per_task*i,nb_curves), nb_curves )
 247         indices_all[((i-1)*nb_series_per_task+1):upper_bound]
 248     })
 249
 250     parll <- (ncores_tasks > 1)
 251     if (parll && ntasks>1)
 252     {
 253         # Initialize parallel runs: outfile="" allow to output verbose traces in the console
 254         # under Linux. All necessary variables are passed to the workers.
 255         cl <-
 256             if (verbose)
 257                 parallel::makeCluster(ncores_tasks, outfile="")
 258             else
 259                 parallel::makeCluster(ncores_tasks)
 260         varlist <- c("ncores_clust","verbose", #task 1 & 2
 261             "K1","getContribs","algoClust1","nb_items_clust") #task 1
 262         if (WER=="mix")
 263         {
 264             # Add variables for task 2
 265             varlist <- c(varlist, "K2","getSeries","algoClust2","nb_series_per_chunk",
 266                 "smooth_lvl","nvoice","nbytes","endian")
 267         }
 268         parallel::clusterExport(cl, varlist, envir <- environment())
 269     }
 270
 271     # This function achieves one complete clustering task, divided in stage 1 + stage 2.
 272     # stage 1: n indices  --> clusteringTask1(...) --> K1 medoids (indices)
 273     # stage 2: K1 indices --> K1xK1 WER distances --> clusteringTask2(...) --> K2 medoids,
 274     # where n == N / ntasks, N being the total number of curves.
 275     runTwoStepClustering <- function(inds)
 276     {
 277         # When running in parallel, the environment is blank: we need to load the required
 278         # packages, and pass useful variables.
 279         if (parll && ntasks>1)
 280             require("epclust", quietly=TRUE)
 281         indices_medoids <- clusteringTask1(inds, getContribs, K1, algoClust1,
 282             nb_items_clust, ncores_clust, verbose)
 283         if (WER=="mix")
 284         {
 285             indices_medoids <- clusteringTask2(indices_medoids, getSeries, K2, algoClust2,
 286                 nb_series_per_chunk,smooth_lvl,nvoice,nbytes,endian,ncores_clust,verbose)
 287         }
 288         indices_medoids
 289     }
 290
 291     if (verbose)
 292     {
 293         message <- paste("...Run ",ntasks," x stage 1", sep="")
 294         if (WER=="mix")
 295             message <- paste(message," + stage 2", sep="")
 296         cat(paste(message,"\n", sep=""))
 297     }
 298
 299     # As explained above, we obtain after all runs ntasks*[K1 or K2] medoids indices,
 300     # depending whether WER=="end" or "mix", respectively.
 301     indices_medoids_all <-
 302         if (parll && ntasks>1)
 303             unlist( parallel::parLapply(cl, indices_tasks, runTwoStepClustering) )
 304         else
 305             unlist( lapply(indices_tasks, runTwoStepClustering) )
 306
 307     if (parll && ntasks>1)
 308         parallel::stopCluster(cl)
 309
 310     # For the last stage, ncores_tasks*(ncores_clusts+1) cores should be available:
 311     #  - ntasks for level 1 parallelism
 312     #  - ntasks*ncores_clust for level 2 parallelism,
 313     # but since an extension MPI <--> tasks / OpenMP <--> sub-tasks is on the way,
 314     # it's better to just re-use ncores_clust
 315     ncores_last_stage <- ncores_clust
 316
 317     # Run last clustering tasks to obtain only K2 medoids indices
 318     if (verbose)
 319         cat("...Run final // stage 1 + stage 2\n")
 320     indices_medoids <- clusteringTask1(indices_medoids_all, getContribs, K1, algoClust1,
 321         nb_items_clust, ncores_tasks*ncores_clust, verbose)
 322
 323     indices_medoids <- clusteringTask2(indices_medoids, getSeries, K2, algoClust2,
 324         nb_series_per_chunk,smooth_lvl,nvoice,nbytes,endian,ncores_last_stage,verbose)
 325
 326     # Compute synchrones, that is to say the cumulated power consumptions for each of the
 327     # K2 final groups.
 328     medoids <- getSeries(indices_medoids)
 329     synchrones <- computeSynchrones(medoids, getSeries, nb_curves, nb_series_per_chunk,
 330         ncores_last_stage, verbose)
 331
 332     # NOTE: no need to use big.matrix here, because only K2 << K1 << N remaining curves
 333     list("medoids"=medoids, "ranks"=indices_medoids, "synchrones"=synchrones)
 334 }