Commit | Line | Data |
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8702eb86 | 1 | #' CLAWS: CLustering with wAvelets and Wer distanceS |
7f0781b7 | 2 | #' |
56857861 | 3 | #' Groups electricity power curves (or any series of similar nature) by applying PAM |
8702eb86 BA |
4 | #' algorithm in parallel to chunks of size \code{nb_series_per_chunk}. Input series |
5 | #' must be sampled on the same time grid, no missing values. | |
7f0781b7 | 6 | #' |
8702eb86 BA |
7 | #' @param getSeries Access to the (time-)series, which can be of one of the three |
8 | #' following types: | |
9 | #' \itemize{ | |
bf5c0844 BA |
10 | #' \item [big.]matrix: each line contains all the values for one time-serie, ordered by time |
11 | #' \item connection: any R connection object providing lines as described above | |
12 | #' \item character: name of a CSV file containing series in rows (no header) | |
8702eb86 BA |
13 | #' \item function: a custom way to retrieve the curves; it has only one argument: |
14 | #' the indices of the series to be retrieved. See examples | |
15 | #' } | |
4bcfdbee | 16 | #' @inheritParams clustering |
1c6f223e BA |
17 | #' @param K1 Number of super-consumers to be found after stage 1 (K1 << N) |
18 | #' @param K2 Number of clusters to be found after stage 2 (K2 << K1) | |
4bcfdbee BA |
19 | #' @param wf Wavelet transform filter; see ?wavelets::wt.filter |
20 | #' @param ctype Type of contribution: "relative" or "absolute" (or any prefix) | |
8702eb86 BA |
21 | #' @param WER "end" to apply stage 2 after stage 1 has fully iterated, or "mix" to apply stage 2 |
22 | #' at the end of each task | |
4bcfdbee | 23 | #' @param random TRUE (default) for random chunks repartition |
1c6f223e BA |
24 | #' @param ntasks Number of tasks (parallel iterations to obtain K1 medoids); default: 1. |
25 | #' Note: ntasks << N, so that N is "roughly divisible" by N (number of series) | |
5c652979 BA |
26 | #' @param ncores_tasks "MPI" number of parallel tasks (1 to disable: sequential tasks) |
27 | #' @param ncores_clust "OpenMP" number of parallel clusterings in one task | |
8702eb86 BA |
28 | #' @param nb_series_per_chunk (~Maximum) number of series in each group, inside a task |
29 | #' @param min_series_per_chunk Minimum number of series in each group | |
4bcfdbee | 30 | #' @param sep Separator in CSV input file (if any provided) |
8702eb86 BA |
31 | #' @param nbytes Number of bytes to serialize a floating-point number; 4 or 8 |
32 | #' @param endian Endianness to use for (de)serialization. Use "little" or "big" for portability | |
4bcfdbee | 33 | #' @param verbose Level of verbosity (0/FALSE for nothing or 1/TRUE for all; devel stage) |
492cd9e7 | 34 | #' @param parll TRUE to fully parallelize; otherwise run sequentially (debug, comparison) |
7f0781b7 | 35 | #' |
bf5c0844 | 36 | #' @return A big.matrix of the final medoids curves (K2) in rows |
1c6f223e BA |
37 | #' |
38 | #' @examples | |
4efef8cc BA |
39 | #' \dontrun{ |
40 | #' # WER distances computations are a bit too long for CRAN (for now) | |
41 | #' | |
42 | #' # Random series around cos(x,2x,3x)/sin(x,2x,3x) | |
43 | #' x = seq(0,500,0.05) | |
44 | #' L = length(x) #10001 | |
45 | #' ref_series = matrix( c(cos(x), cos(2*x), cos(3*x), sin(x), sin(2*x), sin(3*x)), | |
4bcfdbee | 46 | #' byrow=TRUE, ncol=L ) |
4efef8cc BA |
47 | #' library(wmtsa) |
48 | #' series = do.call( rbind, lapply( 1:6, function(i) | |
49 | #' do.call(rbind, wmtsa::wavBootstrap(ref_series[i,], n.realization=400)) ) ) | |
50 | #' #dim(series) #c(2400,10001) | |
4bcfdbee | 51 | #' medoids_ascii = claws(series, K1=60, K2=6, "d8", "rel", nb_series_per_chunk=500) |
4efef8cc BA |
52 | #' |
53 | #' # Same example, from CSV file | |
54 | #' csv_file = "/tmp/epclust_series.csv" | |
55 | #' write.table(series, csv_file, sep=",", row.names=FALSE, col.names=FALSE) | |
4bcfdbee | 56 | #' medoids_csv = claws(csv_file, K1=60, K2=6, "d8", "rel", nb_series_per_chunk=500) |
4efef8cc BA |
57 | #' |
58 | #' # Same example, from binary file | |
59 | #' bin_file = "/tmp/epclust_series.bin" | |
60 | #' nbytes = 8 | |
61 | #' endian = "little" | |
4bcfdbee | 62 | #' epclust::binarize(csv_file, bin_file, 500, nbytes, endian) |
4efef8cc | 63 | #' getSeries = function(indices) getDataInFile(indices, bin_file, nbytes, endian) |
4bcfdbee | 64 | #' medoids_bin = claws(getSeries, K1=60, K2=6, "d8", "rel", nb_series_per_chunk=500) |
4efef8cc BA |
65 | #' unlink(csv_file) |
66 | #' unlink(bin_file) | |
67 | #' | |
68 | #' # Same example, from SQLite database | |
69 | #' library(DBI) | |
70 | #' series_db <- dbConnect(RSQLite::SQLite(), "file::memory:") | |
71 | #' # Prepare data.frame in DB-format | |
72 | #' n = nrow(series) | |
4bcfdbee BA |
73 | #' time_values = data.frame( |
74 | #' id = rep(1:n,each=L), | |
75 | #' time = rep( as.POSIXct(1800*(0:n),"GMT",origin="2001-01-01"), L ), | |
76 | #' value = as.double(t(series)) ) | |
4efef8cc | 77 | #' dbWriteTable(series_db, "times_values", times_values) |
4bcfdbee BA |
78 | #' # Fill associative array, map index to identifier |
79 | #' indexToID_inDB <- as.character( | |
80 | #' dbGetQuery(series_db, 'SELECT DISTINCT id FROM time_values')[,"id"] ) | |
4efef8cc | 81 | #' getSeries = function(indices) { |
4bcfdbee BA |
82 | #' request = "SELECT id,value FROM times_values WHERE id in (" |
83 | #' for (i in indices) | |
84 | #' request = paste(request, i, ",", sep="") | |
85 | #' request = paste(request, ")", sep="") | |
86 | #' df_series = dbGetQuery(series_db, request) | |
87 | #' # Assume that all series share same length at this stage | |
88 | #' ts_length = sum(df_series[,"id"] == df_series[1,"id"]) | |
89 | #' t( as.matrix(df_series[,"value"], nrow=ts_length) ) | |
4efef8cc | 90 | #' } |
4bcfdbee BA |
91 | #' medoids_db = claws(getSeries, K1=60, K2=6, "d8", "rel", nb_series_per_chunk=500) |
92 | #' dbDisconnect(series_db) | |
93 | #' | |
94 | #' # All computed medoids should be the same: | |
95 | #' digest::sha1(medoids_ascii) | |
96 | #' digest::sha1(medoids_csv) | |
97 | #' digest::sha1(medoids_bin) | |
98 | #' digest::sha1(medoids_db) | |
1c6f223e | 99 | #' } |
1c6f223e | 100 | #' @export |
56857861 | 101 | claws = function(getSeries, K1, K2, |
4bcfdbee | 102 | wf,ctype, #stage 1 |
56857861 | 103 | WER="end", #stage 2 |
4bcfdbee | 104 | random=TRUE, #randomize series order? |
56857861 BA |
105 | ntasks=1, ncores_tasks=1, ncores_clust=4, #control parallelism |
106 | nb_series_per_chunk=50*K1, min_series_per_chunk=5*K1, #chunk size | |
107 | sep=",", #ASCII input separator | |
4bcfdbee | 108 | nbytes=4, endian=.Platform$endian, #serialization (write,read) |
492cd9e7 | 109 | verbose=FALSE, parll=TRUE) |
ac1d4231 | 110 | { |
0e2dce80 | 111 | # Check/transform arguments |
492cd9e7 BA |
112 | if (!is.matrix(getSeries) && !bigmemory::is.big.matrix(getSeries) |
113 | && !is.function(getSeries) | |
114 | && !methods::is(getSeries,"connection") && !is.character(getSeries)) | |
0e2dce80 | 115 | { |
492cd9e7 | 116 | stop("'getSeries': [big]matrix, function, file or valid connection (no NA)") |
5c652979 | 117 | } |
56857861 BA |
118 | K1 = .toInteger(K1, function(x) x>=2) |
119 | K2 = .toInteger(K2, function(x) x>=2) | |
120 | if (!is.logical(random)) | |
121 | stop("'random': logical") | |
122 | tryCatch( | |
4bcfdbee | 123 | {ignored <- wavelets::wt.filter(wf)}, |
56857861 | 124 | error = function(e) stop("Invalid wavelet filter; see ?wavelets::wt.filter")) |
7f0781b7 BA |
125 | if (WER!="end" && WER!="mix") |
126 | stop("WER takes values in {'end','mix'}") | |
56857861 BA |
127 | ntasks = .toInteger(ntasks, function(x) x>=1) |
128 | ncores_tasks = .toInteger(ncores_tasks, function(x) x>=1) | |
129 | ncores_clust = .toInteger(ncores_clust, function(x) x>=1) | |
130 | nb_series_per_chunk = .toInteger(nb_series_per_chunk, function(x) x>=K1) | |
131 | min_series_per_chunk = .toInteger(K1, function(x) x>=K1 && x<=nb_series_per_chunk) | |
132 | if (!is.character(sep)) | |
133 | stop("'sep': character") | |
134 | nbytes = .toInteger(nbytes, function(x) x==4 || x==8) | |
135 | ||
136 | # Serialize series if required, to always use a function | |
dc646a97 | 137 | bin_dir = ".epclust_bin/" |
56857861 BA |
138 | dir.create(bin_dir, showWarnings=FALSE, mode="0755") |
139 | if (!is.function(getSeries)) | |
140 | { | |
4bcfdbee BA |
141 | if (verbose) |
142 | cat("...Serialize time-series\n") | |
56857861 | 143 | series_file = paste(bin_dir,"data",sep="") ; unlink(series_file) |
4bcfdbee BA |
144 | binarize(getSeries, series_file, nb_series_per_chunk, sep, nbytes, endian) |
145 | getSeries = function(inds) getDataInFile(inds, series_file, nbytes, endian) | |
56857861 | 146 | } |
ac1d4231 | 147 | |
95b5c2e6 | 148 | # Serialize all computed wavelets contributions into a file |
4bcfdbee | 149 | contribs_file = paste(bin_dir,"contribs",sep="") ; unlink(contribs_file) |
7f0781b7 | 150 | index = 1 |
cea14f3a | 151 | nb_curves = 0 |
4bcfdbee BA |
152 | if (verbose) |
153 | cat("...Compute contributions and serialize them\n") | |
492cd9e7 BA |
154 | nb_curves = binarizeTransform(getSeries, |
155 | function(series) curvesToContribs(series, wf, ctype), | |
156 | contribs_file, nb_series_per_chunk, nbytes, endian) | |
4bcfdbee | 157 | getContribs = function(indices) getDataInFile(indices, contribs_file, nbytes, endian) |
8e6accca | 158 | |
5c652979 BA |
159 | if (nb_curves < min_series_per_chunk) |
160 | stop("Not enough data: less rows than min_series_per_chunk!") | |
161 | nb_series_per_task = round(nb_curves / ntasks) | |
162 | if (nb_series_per_task < min_series_per_chunk) | |
163 | stop("Too many tasks: less series in one task than min_series_per_chunk!") | |
ac1d4231 | 164 | |
492cd9e7 BA |
165 | runTwoStepClustering = function(inds) |
166 | { | |
bf5c0844 | 167 | if (parll && ntasks>1) |
492cd9e7 BA |
168 | require("epclust", quietly=TRUE) |
169 | indices_medoids = clusteringTask1( | |
170 | inds, getContribs, K1, nb_series_per_chunk, ncores_clust, verbose, parll) | |
56857861 BA |
171 | if (WER=="mix") |
172 | { | |
363ae134 | 173 | require("bigmemory", quietly=TRUE) |
bf5c0844 | 174 | medoids1 = bigmemory::as.big.matrix( getSeries(indices_medoids) ) |
a174b8ea BA |
175 | medoids2 = clusteringTask2(medoids1, K2, getSeries, nb_curves, nb_series_per_chunk, |
176 | nbytes, endian, ncores_clust, verbose, parll) | |
4bcfdbee | 177 | binarize(medoids2, synchrones_file, nb_series_per_chunk, sep, nbytes, endian) |
56857861 BA |
178 | return (vector("integer",0)) |
179 | } | |
180 | indices_medoids | |
492cd9e7 BA |
181 | } |
182 | ||
c45fd663 BA |
183 | # Cluster contributions in parallel (by nb_series_per_chunk) |
184 | indices_all = if (random) sample(nb_curves) else seq_len(nb_curves) | |
185 | indices_tasks = lapply(seq_len(ntasks), function(i) { | |
186 | upper_bound = ifelse( i<ntasks, min(nb_series_per_task*i,nb_curves), nb_curves ) | |
187 | indices_all[((i-1)*nb_series_per_task+1):upper_bound] | |
188 | }) | |
189 | if (verbose) | |
e161499b BA |
190 | { |
191 | message = paste("...Run ",ntasks," x stage 1", sep="") | |
192 | if (WER=="mix") | |
193 | message = paste(message," + stage 2", sep="") | |
194 | cat(paste(message,"\n", sep="")) | |
195 | } | |
c45fd663 BA |
196 | if (WER=="mix") |
197 | {synchrones_file = paste(bin_dir,"synchrones",sep="") ; unlink(synchrones_file)} | |
bf5c0844 | 198 | if (parll && ntasks>1) |
c45fd663 BA |
199 | { |
200 | cl = parallel::makeCluster(ncores_tasks) | |
201 | varlist = c("getSeries","getContribs","K1","K2","verbose","parll", | |
bf5c0844 | 202 | "nb_series_per_chunk","ntasks","ncores_clust","sep","nbytes","endian") |
c45fd663 BA |
203 | if (WER=="mix") |
204 | varlist = c(varlist, "synchrones_file") | |
205 | parallel::clusterExport(cl, varlist=varlist, envir = environment()) | |
206 | } | |
207 | ||
492cd9e7 | 208 | # 1000*K1 indices [if WER=="end"], or empty vector [if WER=="mix"] --> series on file |
bf5c0844 | 209 | if (parll && ntasks>1) |
492cd9e7 BA |
210 | indices = unlist( parallel::parLapply(cl, indices_tasks, runTwoStepClustering) ) |
211 | else | |
212 | indices = unlist( lapply(indices_tasks, runTwoStepClustering) ) | |
bf5c0844 | 213 | if (parll && ntasks>1) |
492cd9e7 | 214 | parallel::stopCluster(cl) |
3465b246 | 215 | |
8702eb86 | 216 | getRefSeries = getSeries |
e205f218 BA |
217 | if (WER=="mix") |
218 | { | |
219 | indices = seq_len(ntasks*K2) | |
220 | #Now series must be retrieved from synchrones_file | |
56857861 | 221 | getSeries = function(inds) getDataInFile(inds, synchrones_file, nbytes, endian) |
4bcfdbee BA |
222 | #Contributions must be re-computed |
223 | unlink(contribs_file) | |
e205f218 | 224 | index = 1 |
4bcfdbee BA |
225 | if (verbose) |
226 | cat("...Serialize contributions computed on synchrones\n") | |
492cd9e7 BA |
227 | ignored = binarizeTransform(getSeries, |
228 | function(series) curvesToContribs(series, wf, ctype), | |
229 | contribs_file, nb_series_per_chunk, nbytes, endian) | |
e205f218 | 230 | } |
0e2dce80 BA |
231 | |
232 | # Run step2 on resulting indices or series (from file) | |
4bcfdbee BA |
233 | if (verbose) |
234 | cat("...Run final // stage 1 + stage 2\n") | |
492cd9e7 | 235 | indices_medoids = clusteringTask1( |
af3ea947 | 236 | indices, getContribs, K1, nb_series_per_chunk, ncores_tasks*ncores_clust, verbose, parll) |
bf5c0844 | 237 | medoids1 = bigmemory::as.big.matrix( getSeries(indices_medoids) ) |
a174b8ea BA |
238 | medoids2 = clusteringTask2(medoids1, K2, getRefSeries, nb_curves, nb_series_per_chunk, |
239 | nbytes, endian, ncores_tasks*ncores_clust, verbose, parll) | |
4bcfdbee BA |
240 | |
241 | # Cleanup | |
242 | unlink(bin_dir, recursive=TRUE) | |
243 | ||
bf5c0844 | 244 | medoids2 |
56857861 BA |
245 | } |
246 | ||
4bcfdbee BA |
247 | #' curvesToContribs |
248 | #' | |
249 | #' Compute the discrete wavelet coefficients for each series, and aggregate them in | |
250 | #' energy contribution across scales as described in https://arxiv.org/abs/1101.4744v2 | |
251 | #' | |
252 | #' @param series Matrix of series (in rows), of size n x L | |
253 | #' @inheritParams claws | |
254 | #' | |
255 | #' @return A matrix of size n x log(L) containing contributions in rows | |
256 | #' | |
257 | #' @export | |
258 | curvesToContribs = function(series, wf, ctype) | |
56857861 BA |
259 | { |
260 | L = length(series[1,]) | |
261 | D = ceiling( log2(L) ) | |
262 | nb_sample_points = 2^D | |
4bcfdbee BA |
263 | cont_types = c("relative","absolute") |
264 | ctype = cont_types[ pmatch(ctype,cont_types) ] | |
8702eb86 | 265 | t( apply(series, 1, function(x) { |
56857861 BA |
266 | interpolated_curve = spline(1:L, x, n=nb_sample_points)$y |
267 | W = wavelets::dwt(interpolated_curve, filter=wf, D)@W | |
4bcfdbee BA |
268 | nrj = rev( sapply( W, function(v) ( sqrt( sum(v^2) ) ) ) ) |
269 | if (ctype=="relative") nrj / sum(nrj) else nrj | |
8702eb86 | 270 | }) ) |
56857861 BA |
271 | } |
272 | ||
492cd9e7 | 273 | # Check integer arguments with functional conditions |
56857861 BA |
274 | .toInteger <- function(x, condition) |
275 | { | |
276 | if (!is.integer(x)) | |
277 | tryCatch( | |
278 | {x = as.integer(x)[1]}, | |
279 | error = function(e) paste("Cannot convert argument",substitute(x),"to integer") | |
280 | ) | |
281 | if (!condition(x)) | |
282 | stop(paste("Argument",substitute(x),"does not verify condition",body(condition))) | |
283 | x | |
cea14f3a | 284 | } |