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/data/users/matthijs/github_faiss/faiss/Clustering.cpp
1 
2 /**
3  * Copyright (c) 2015-present, Facebook, Inc.
4  * All rights reserved.
5  *
6  * This source code is licensed under the CC-by-NC license found in the
7  * LICENSE file in the root directory of this source tree.
8  */
9 
10 /* Copyright 2004-present Facebook. All Rights Reserved.
11  kmeans clustering routines
12 */
13 
14 #include "Clustering.h"
15 
16 
17 
18 #include <cmath>
19 #include <cstdio>
20 #include <cstring>
21 
22 #include "utils.h"
23 #include "FaissAssert.h"
24 #include "IndexFlat.h"
25 
26 namespace faiss {
27 
29  niter(25),
30  nredo(1),
31  verbose(false), spherical(false),
32  update_index(false),
33  min_points_per_centroid(39),
34  max_points_per_centroid(256),
35  seed(1234)
36 {}
37 // 39 corresponds to 10000 / 256 -> to avoid warnings on PQ tests with randu10k
38 
39 
40 Clustering::Clustering (int d, int k):
41  d(d), k(k) {}
42 
43 Clustering::Clustering (int d, int k, const ClusteringParameters &cp):
44  ClusteringParameters (cp), d(d), k(k) {}
45 
46 
47 
48 static double imbalance_factor (int n, int k, long *assign) {
49  std::vector<int> hist(k, 0);
50  for (int i = 0; i < n; i++)
51  hist[assign[i]]++;
52 
53  double tot = 0, uf = 0;
54 
55  for (int i = 0 ; i < k ; i++) {
56  tot += hist[i];
57  uf += hist[i] * (double) hist[i];
58  }
59  uf = uf * k / (tot * tot);
60 
61  return uf;
62 }
63 
64 
65 
66 
67 void Clustering::train (idx_t nx, const float *x_in, Index & index) {
68  FAISS_ASSERT (nx >= k ||
69  !"need at least as many training points as clusters");
70 
71  double t0 = getmillisecs();
72 
73  // yes it is the user's responsibility, but it may spare us some
74  // hard-to-debug reports.
75  for (size_t i = 0; i < nx * d; i++) {
76  FAISS_ASSERT (finite (x_in[i]) ||
77  !"input contains NaN's or Inf's");
78  }
79 
80  const float *x = x_in;
81 
82  if (nx > k * max_points_per_centroid) {
83  if (verbose)
84  printf("Sampling a subset of %ld / %ld for training\n",
85  k * max_points_per_centroid, nx);
86  int *perm = new int[nx];
87  rand_perm (perm, nx, seed);
88  nx = k * max_points_per_centroid;
89  float * x_new = new float [nx * d];
90  for (idx_t i = 0; i < nx; i++)
91  memcpy (x_new + i * d, x + perm[i] * d, sizeof(x_new[0]) * d);
92  delete [] perm;
93  x = x_new;
94  } else if (nx < k * min_points_per_centroid) {
95  fprintf (stderr,
96  "WARNING clustering %ld points to %ld centroids: "
97  "please provide at least %ld training points\n",
98  nx, k, idx_t(k) * min_points_per_centroid);
99  }
100 
101  if (verbose)
102  printf("Clustering %d points in %ldD to %ld clusters, "
103  "redo %d times, %d iterations\n",
104  int(nx), d, k, nredo, niter);
105 
106 
107 
108  idx_t * assign = new idx_t[nx];
109  float * dis = new float[nx];
110 
111  float best_err = 1e50;
112  double t_search_tot = 0;
113  if (verbose) {
114  printf(" Preprocessing in %5g s\n",
115  (getmillisecs() - t0)/1000.);
116  }
117  t0 = getmillisecs();
118 
119  for (int redo = 0; redo < nredo; redo++) {
120 
121  std::vector<float> buf_centroids;
122 
123  std::vector<float> &cur_centroids =
124  nredo == 1 ? centroids : buf_centroids;
125 
126  if (verbose && nredo > 1) {
127  printf("Outer iteration %d / %d\n", redo, nredo);
128  }
129 
130  if (cur_centroids.size() == 0) {
131  // initialize centroids with random points from the dataset
132  cur_centroids.resize (d * k);
133  int *perm = new int[nx];
134  rand_perm (perm, nx, seed + 1 + redo * 15486557L);
135 #pragma omp parallel for
136  for (int i = 0; i < k ; i++)
137  memcpy (&cur_centroids[i * d], x + perm[i] * d,
138  d * sizeof (float));
139  delete [] perm;
140  } else { // assume user provides some meaningful initialization
141  FAISS_ASSERT (cur_centroids.size() == d * k);
142  FAISS_ASSERT (nredo == 1 ||
143  !"will redo with same initialization");
144  }
145 
146  if (spherical)
147  fvec_renorm_L2 (d, k, cur_centroids.data());
148 
149  if (!index.is_trained)
150  index.train (k, cur_centroids.data());
151 
152  FAISS_ASSERT (index.ntotal == 0 );
153  index.add (k, cur_centroids.data());
154  float err = 0;
155  for (int i = 0; i < niter; i++) {
156  double t0s = getmillisecs();
157  index.search (nx, x, 1, dis, assign);
158  t_search_tot += getmillisecs() - t0s;
159 
160  err = 0;
161  for (int j = 0; j < nx; j++)
162  err += dis[j];
163  obj.push_back (err);
164 
165  int nsplit = km_update_centroids (x, cur_centroids.data(),
166  assign, d, k, nx);
167 
168  if (verbose) {
169  printf (" Iteration %d (%5g s, search %5g s): "
170  "objective=%g imbalance=%g nsplit=%d \r",
171  i, (getmillisecs() - t0) / 1000.0,
172  t_search_tot / 1000,
173  err, imbalance_factor (nx, k, assign),
174  nsplit);
175  fflush (stdout);
176  }
177 
178  if (spherical)
179  fvec_renorm_L2 (d, k, cur_centroids.data());
180 
181  index.reset ();
182  if (update_index)
183  index.train (k, cur_centroids.data());
184 
185  assert (index.ntotal == 0);
186  index.add (k, centroids.data());
187  }
188  if (verbose) printf("\n");
189  if (nredo > 1) {
190  if (err < best_err) {
191  if (verbose)
192  printf ("Keep new clusters\n");
193  centroids = cur_centroids;
194  best_err = err;
195  }
196  }
197  }
198 
199  delete [] assign;
200  delete [] dis;
201  if (x_in != x) delete [] x;
202 }
203 
204 float kmeans_clustering (size_t d, size_t n, size_t k,
205  const float *x,
206  float *centroids)
207 {
208  Clustering clus (d, k);
209  clus.verbose = d * n * k > (1L << 30);
210  // display logs if > 1Gflop per iteration
211  IndexFlatL2 index (d);
212  clus.train (n, x, index);
213  memcpy(centroids, clus.centroids.data(), sizeof(*centroids) * d * k);
214  return clus.obj.back();
215 }
216 
217 } // namespace faiss
int niter
clustering iterations
Definition: Clustering.h:26
int km_update_centroids(const float *x, float *centroids, long *assign, size_t d, size_t k, size_t n)
Definition: utils.cpp:1285
int nredo
redo clustering this many times and keep best
Definition: Clustering.h:27
ClusteringParameters()
sets reasonable defaults
Definition: Clustering.cpp:28
virtual void reset()=0
removes all elements from the database.
Clustering(int d, int k)
the only mandatory parameters are k and d
Definition: Clustering.cpp:40
size_t k
nb of centroids
Definition: Clustering.h:61
int seed
seed for the random number generator
Definition: Clustering.h:37
int min_points_per_centroid
otherwise you get a warning
Definition: Clustering.h:34
virtual void add(idx_t n, const float *x)=0
std::vector< float > obj
Definition: Clustering.h:68
float kmeans_clustering(size_t d, size_t n, size_t k, const float *x, float *centroids)
Definition: Clustering.cpp:204
idx_t ntotal
total nb of indexed vectors
Definition: Index.h:67
double getmillisecs()
ms elapsed since some arbitrary epoch
Definition: utils.cpp:72
std::vector< float > centroids
centroids (k * d)
Definition: Clustering.h:64
size_t d
dimension of the vectors
Definition: Clustering.h:60
virtual void search(idx_t n, const float *x, idx_t k, float *distances, idx_t *labels) const =0
bool update_index
update index after each iteration?
Definition: Clustering.h:32
virtual void train(idx_t n, const float *x, faiss::Index &index)
Index is used during the assignment stage.
Definition: Clustering.cpp:67
bool is_trained
set if the Index does not require training, or if training is done already
Definition: Index.h:71
virtual void train(idx_t n, const float *x)
Definition: Index.h:92
bool spherical
do we want normalized centroids?
Definition: Clustering.h:31
int max_points_per_centroid
to limit size of dataset
Definition: Clustering.h:35