Faiss
 All Classes Namespaces Functions Variables Typedefs Enumerations Enumerator Friends
/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  idx_t * assign = new idx_t[nx];
108  float * dis = new float[nx];
109 
110  float best_err = 1e50;
111  double t_search_tot = 0;
112  if (verbose) {
113  printf(" Preprocessing in %.2f s\n",
114  (getmillisecs() - t0)/1000.);
115  }
116  t0 = getmillisecs();
117 
118  for (int redo = 0; redo < nredo; redo++) {
119 
120  std::vector<float> buf_centroids;
121 
122  std::vector<float> &cur_centroids =
123  nredo == 1 ? centroids : buf_centroids;
124 
125  if (verbose && nredo > 1) {
126  printf("Outer iteration %d / %d\n", redo, nredo);
127  }
128 
129  if (cur_centroids.size() == 0) {
130  // initialize centroids with random points from the dataset
131  cur_centroids.resize (d * k);
132  int *perm = new int[nx];
133  rand_perm (perm, nx, seed + 1 + redo * 15486557L);
134 #pragma omp parallel for
135  for (int i = 0; i < k ; i++)
136  memcpy (&cur_centroids[i * d], x + perm[i] * d,
137  d * sizeof (float));
138  delete [] perm;
139  } else { // assume user provides some meaningful initialization
140  FAISS_ASSERT (cur_centroids.size() == d * k);
141  FAISS_ASSERT (nredo == 1 ||
142  !"will redo with same initialization");
143  }
144 
145  if (spherical)
146  fvec_renorm_L2 (d, k, cur_centroids.data());
147 
148  if (!index.is_trained)
149  index.train (k, cur_centroids.data());
150 
151  FAISS_ASSERT (index.ntotal == 0);
152  index.add (k, cur_centroids.data());
153  float err = 0;
154  for (int i = 0; i < niter; i++) {
155  double t0s = getmillisecs();
156  index.search (nx, x, 1, dis, assign);
157  t_search_tot += getmillisecs() - t0s;
158 
159  err = 0;
160  for (int j = 0; j < nx; j++)
161  err += dis[j];
162  obj.push_back (err);
163 
164  int nsplit = km_update_centroids (x, cur_centroids.data(),
165  assign, d, k, nx);
166 
167  if (verbose) {
168  printf (" Iteration %d (%.2f s, search %.2f s): "
169  "objective=%g imbalance=%.3f nsplit=%d \r",
170  i, (getmillisecs() - t0) / 1000.0,
171  t_search_tot / 1000,
172  err, imbalance_factor (nx, k, assign),
173  nsplit);
174  fflush (stdout);
175  }
176 
177  if (spherical)
178  fvec_renorm_L2 (d, k, cur_centroids.data());
179 
180  index.reset ();
181  if (update_index)
182  index.train (k, cur_centroids.data());
183 
184  assert (index.ntotal == 0);
185  index.add (k, cur_centroids.data());
186  }
187  if (verbose) printf("\n");
188  if (nredo > 1) {
189  if (err < best_err) {
190  if (verbose)
191  printf ("Objective improved: keep new clusters\n");
192  centroids = buf_centroids;
193  best_err = err;
194  }
195  index.reset ();
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:1286
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:60
int seed
seed for the random number generator
Definition: Clustering.h:36
int min_points_per_centroid
otherwise you get a warning
Definition: Clustering.h:33
virtual void add(idx_t n, const float *x)=0
std::vector< float > obj
Definition: Clustering.h:67
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:71
std::vector< float > centroids
centroids (k * d)
Definition: Clustering.h:63
size_t d
dimension of the vectors
Definition: Clustering.h:59
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:31
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:30
int max_points_per_centroid
to limit size of dataset
Definition: Clustering.h:34