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/data/users/matthijs/github_faiss/faiss/VectorTransform.h
1 /**
2  * Copyright (c) 2015-present, Facebook, Inc.
3  * All rights reserved.
4  *
5  * This source code is licensed under the CC-by-NC license found in the
6  * LICENSE file in the root directory of this source tree.
7  */
8 
9 // Copyright 2004-present Facebook. All Rights Reserved.
10 // -*- c++ -*-
11 
12 #ifndef FAISS_VECTOR_TRANSFORM_H
13 #define FAISS_VECTOR_TRANSFORM_H
14 
15 /** Defines a few objects that apply transformations to a set of
16  * vectors Often these are pre-processing steps.
17  */
18 
19 #include <vector>
20 
21 #include "Index.h"
22 
23 
24 namespace faiss {
25 
26 
27 /** Any transformation applied on a set of vectors */
29 
30  typedef Index::idx_t idx_t;
31 
32  int d_in; ///! input dimension
33  int d_out; ///! output dimension
34 
35  explicit VectorTransform (int d_in = 0, int d_out = 0):
36  d_in(d_in), d_out(d_out), is_trained(true)
37  {}
38 
39 
40  /// set if the LinearTransform does not require training, or if
41  /// training is done already
42  bool is_trained;
43 
44 
45  /** Perform training on a representative set of vectors. Does
46  * nothing by default.
47  *
48  * @param n nb of training vectors
49  * @param x training vecors, size n * d
50  */
51  virtual void train (idx_t n, const float *x);
52 
53  /** apply the random roation, return new allocated matrix
54  * @param x size n * d_in
55  * @return size n * d_out
56  */
57  float *apply (idx_t n, const float * x) const;
58 
59  /// same as apply, but result is pre-allocated
60  virtual void apply_noalloc (idx_t n, const float * x,
61  float *xt) const = 0;
62 
63  /// reverse transformation. May not be implemented or may return
64  /// approximate result
65  virtual void reverse_transform (idx_t n, const float * xt,
66  float *x) const;
67 
68  virtual ~VectorTransform () {}
69 
70 };
71 
72 
73 
74 /** Generic linear transformation, with bias term applied on output
75  * y = A * x + b
76  */
78 
79 
80  bool have_bias; ///! whether to use the bias term
81 
82  /// Transformation matrix, size d_out * d_in
83  std::vector<float> A;
84 
85  /// bias vector, size d_out
86  std::vector<float> b;
87 
88 
89  /// both d_in > d_out and d_out < d_in are supported
90  explicit LinearTransform (int d_in = 0, int d_out = 0,
91  bool have_bias = false);
92 
93  /// same as apply, but result is pre-allocated
94  void apply_noalloc(idx_t n, const float* x, float* xt) const override;
95 
96  /// compute x = A^T * (x - b)
97  /// is reverse transform if A has orthonormal lines
98  void transform_transpose (idx_t n, const float * y,
99  float *x) const;
100 
101  bool verbose;
102 
103  ~LinearTransform() override {}
104 };
105 
106 
107 
108 /// Randomly rotate a set of vectors
110 
111  /// both d_in > d_out and d_out < d_in are supported
112  RandomRotationMatrix (int d_in, int d_out):
113  LinearTransform(d_in, d_out, false) {}
114 
115  /// must be called before the transform is used
116  void init(int seed);
117 
118  void reverse_transform(idx_t n, const float* xt, float* x) const override;
119 
121 };
122 
123 
124 /** Applies a principal component analysis on a set of vectors,
125  * with optionally whitening and random rotation. */
127 
128  /** after transformation the components are multiplied by
129  * eigenvalues^eigen_power
130  *
131  * =0: no whitening
132  * =-2: full whitening
133  */
134  float eigen_power;
135 
136  /// random rotation after PCA
138 
139  /// ratio between # training vectors and dimension
141 
142  /// try to distribute output eigenvectors in this many bins
144 
145  /// Mean, size d_in
146  std::vector<float> mean;
147 
148  /// eigenvalues of covariance matrix (= squared singular values)
149  std::vector<float> eigenvalues;
150 
151  /// PCA matrix, size d_in * d_in
152  std::vector<float> PCAMat;
153 
154  // the final matrix is computed after random rotation and/or whitening
155  explicit PCAMatrix (int d_in = 0, int d_out = 0,
156  float eigen_power = 0, bool random_rotation = false);
157 
158  /// train on n vectors. If n < d_in then the eigenvector matrix
159  /// will be completed with 0s
160  void train(Index::idx_t n, const float* x) override;
161 
162  void reverse_transform(idx_t n, const float* xt, float* x) const override;
163 
164  /// copy pre-trained PCA matrix
165  void copy_from (const PCAMatrix & other);
166 
167  /// called after mean, PCAMat and eigenvalues are computed
168  void prepare_Ab();
169 
170 };
171 
172 
173 
174 /** Applies a rotation to align the dimensions with a PQ to minimize
175  * the reconstruction error. Can be used before an IndexPQ or an
176  * IndexIVFPQ. The method is the non-parametric version described in:
177  *
178  * "Optimized Product Quantization for Approximate Nearest Neighbor Search"
179  * Tiezheng Ge, Kaiming He, Qifa Ke, Jian Sun, CVPR'13
180  *
181  */
183 
184  int M; ///< nb of subquantizers
185  int niter; ///< Number of outer training iterations
186  int niter_pq; ///< Number of training iterations for the PQ
187  int niter_pq_0; ///< same, for the first outer iteration
188 
189  /// if there are too many training points, resample
191  bool verbose;
192 
193  /// if d2 != -1, output vectors of this dimension
194  explicit OPQMatrix (int d = 0, int M = 1, int d2 = -1);
195 
196  void train(Index::idx_t n, const float* x) override;
197 
198  void reverse_transform(idx_t n, const float* xt, float* x) const override;
199 };
200 
201 
202 /** remap dimensions for intput vectors, possibly inserting 0s
203  * strictly speaking this is also a linear transform but we don't want
204  * to compute it with matrix multiplies */
206 
207 
208  /// map from output dimension to input, size d_out
209  /// -1 -> set output to 0
210  std::vector<int> map;
211 
212  RemapDimensionsTransform (int d_in, int d_out, const int *map);
213 
214  /// remap input to output, skipping or inserting dimensions as needed
215  /// if uniform: distribute dimensions uniformly
216  /// otherwise just take the d_out first ones.
217  RemapDimensionsTransform (int d_in, int d_out, bool uniform = true);
218 
219  void apply_noalloc(idx_t n, const float* x, float* xt) const override;
220 
221  /// reverse transform correct only when the mapping is a permuation
222  void reverse_transform(idx_t n, const float* xt, float* x) const override;
223 
225 };
226 
227 
228 /** Index that applies a LinearTransform transform on vectors before
229  * handing them over to a sub-index */
231 
232  std::vector<VectorTransform *> chain; ///! chain of tranforms
233  Index * index; ///! the sub-index
234 
235  bool own_fields; ///! whether pointers are deleted in destructor
236 
237  explicit IndexPreTransform (Index *index);
238 
240 
241  /// ltrans is the last transform before the index
243 
244  void prepend_transform (VectorTransform * ltrans);
245 
246  void train(idx_t n, const float* x) override;
247 
248  void add(idx_t n, const float* x) override;
249 
250  void add_with_ids(idx_t n, const float* x, const long* xids) override;
251 
252  void reset() override;
253 
254  /** removes IDs from the index. Not supported by all indexes.
255  */
256  long remove_ids(const IDSelector& sel) override;
257 
258  void search(
259  idx_t n,
260  const float* x,
261  idx_t k,
262  float* distances,
263  idx_t* labels) const override;
264 
265  void reconstruct_n (idx_t i0, idx_t ni, float *recons)
266  const override;
267 
268  /// apply the transforms in the chain. The returned float * may be
269  /// equal to x, otherwise it should be deallocated.
270  const float * apply_chain (idx_t n, const float *x) const;
271 
272  ~IndexPreTransform() override;
273 };
274 
275 
276 
277 } // namespace faiss
278 
279 
280 
281 #endif
void transform_transpose(idx_t n, const float *y, float *x) const
Index * index
! chain of tranforms
Randomly rotate a set of vectors.
int niter
Number of outer training iterations.
RandomRotationMatrix(int d_in, int d_out)
both d_in &gt; d_out and d_out &lt; d_in are supported
void init(int seed)
must be called before the transform is used
void reset() override
removes all elements from the database.
int niter_pq
Number of training iterations for the PQ.
std::vector< float > A
! whether to use the bias term
LinearTransform(int d_in=0, int d_out=0, bool have_bias=false)
both d_in &gt; d_out and d_out &lt; d_in are supported
VectorTransform(int d_in=0, int d_out=0)
! output dimension
void train(Index::idx_t n, const float *x) override
std::vector< float > mean
Mean, size d_in.
const float * apply_chain(idx_t n, const float *x) const
std::vector< float > PCAMat
PCA matrix, size d_in * d_in.
void train(idx_t n, const float *x) override
std::vector< float > b
bias vector, size d_out
void train(Index::idx_t n, const float *x) override
int balanced_bins
try to distribute output eigenvectors in this many bins
long idx_t
all indices are this type
Definition: Index.h:62
void reconstruct_n(idx_t i0, idx_t ni, float *recons) const override
bool own_fields
! the sub-index
int niter_pq_0
same, for the first outer iteration
void reverse_transform(idx_t n, const float *xt, float *x) const override
virtual void train(idx_t n, const float *x)
void reverse_transform(idx_t n, const float *xt, float *x) const override
virtual void reverse_transform(idx_t n, const float *xt, float *x) const
void reverse_transform(idx_t n, const float *xt, float *x) const override
reverse transform correct only when the mapping is a permuation
void reverse_transform(idx_t n, const float *xt, float *x) const override
size_t max_train_points
if there are too many training points, resample
void copy_from(const PCAMatrix &other)
copy pre-trained PCA matrix
int d_out
! input dimension
OPQMatrix(int d=0, int M=1, int d2=-1)
if d2 != -1, output vectors of this dimension
void prepare_Ab()
called after mean, PCAMat and eigenvalues are computed
void add(idx_t n, const float *x) override
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated
std::vector< float > eigenvalues
eigenvalues of covariance matrix (= squared singular values)
void search(idx_t n, const float *x, idx_t k, float *distances, idx_t *labels) const override
void add_with_ids(idx_t n, const float *x, const long *xids) override
bool random_rotation
random rotation after PCA
size_t max_points_per_d
ratio between # training vectors and dimension
float * apply(idx_t n, const float *x) const
long remove_ids(const IDSelector &sel) override
virtual void apply_noalloc(idx_t n, const float *x, float *xt) const =0
same as apply, but result is pre-allocated
int M
nb of subquantizers
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated