DotFeatures.cpp

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2009 Soeren Sonnenburg
 * Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#include <shogun/features/DotFeatures.h>
#include <shogun/io/SGIO.h>
#include <shogun/lib/Signal.h>
#include <shogun/lib/Time.h>
#include <shogun/mathematics/Math.h>
#include <shogun/base/Parallel.h>
#include <shogun/base/Parameter.h>

#ifdef HAVE_PTHREAD
#include <pthread.h>
#endif

using namespace shogun;

#ifndef DOXYGEN_SHOULD_SKIP_THIS
struct DF_THREAD_PARAM
{
    CDotFeatures* df;
    int32_t* sub_index;
    float64_t* output;
    int32_t start;
    int32_t stop;
    float64_t* alphas;
    float64_t* vec;
    int32_t dim;
    float64_t bias;
    bool progress;
};
#endif // DOXYGEN_SHOULD_SKIP_THIS


CDotFeatures::CDotFeatures(int32_t size)
    :CFeatures(size), combined_weight(1.0)
{
    init();
}


CDotFeatures::CDotFeatures(const CDotFeatures & orig)
    :CFeatures(orig), combined_weight(orig.combined_weight)
{
    init();
}


CDotFeatures::CDotFeatures(CFile* loader)
    :CFeatures(loader)
{
    init();
}

float64_t CDotFeatures::dense_dot_sgvec(int32_t vec_idx1, SGVector<float64_t> vec2)
{
    return dense_dot(vec_idx1, vec2.vector, vec2.vlen);
}

void CDotFeatures::dense_dot_range(float64_t* output, int32_t start, int32_t stop, float64_t* alphas, float64_t* vec, int32_t dim, float64_t b)
{
    ASSERT(output);
    // write access is internally between output[start..stop] so the following
    // line is necessary to write to output[0...(stop-start-1)]
    output-=start;
    ASSERT(start>=0);
    ASSERT(start<stop);
    ASSERT(stop<=get_num_vectors());

    int32_t num_vectors=stop-start;
    ASSERT(num_vectors>0);

    int32_t num_threads=parallel->get_num_threads();
    ASSERT(num_threads>0);

    CSignal::clear_cancel();

#ifdef HAVE_PTHREAD
    if (num_threads < 2)
    {
#endif
        DF_THREAD_PARAM params;
        params.df=this;
        params.sub_index=NULL;
        params.output=output;
        params.start=start;
        params.stop=stop;
        params.alphas=alphas;
        params.vec=vec;
        params.dim=dim;
        params.bias=b;
        params.progress=false; //true;
        dense_dot_range_helper((void*) &params);
#ifdef HAVE_PTHREAD
    }
    else
    {
        pthread_t* threads = SG_MALLOC(pthread_t, num_threads-1);
        DF_THREAD_PARAM* params = SG_MALLOC(DF_THREAD_PARAM, num_threads);
        int32_t step= num_vectors/num_threads;

        int32_t t;

        for (t=0; t<num_threads-1; t++)
        {
            params[t].df = this;
            params[t].sub_index=NULL;
            params[t].output = output;
            params[t].start = start+t*step;
            params[t].stop = start+(t+1)*step;
            params[t].alphas=alphas;
            params[t].vec=vec;
            params[t].dim=dim;
            params[t].bias=b;
            params[t].progress = false;
            pthread_create(&threads[t], NULL,
                    CDotFeatures::dense_dot_range_helper, (void*)&params[t]);
        }

        params[t].df = this;
        params[t].output = output;
        params[t].sub_index=NULL;
        params[t].start = start+t*step;
        params[t].stop = stop;
        params[t].alphas=alphas;
        params[t].vec=vec;
        params[t].dim=dim;
        params[t].bias=b;
        params[t].progress = false; //true;
        dense_dot_range_helper((void*) &params[t]);

        for (t=0; t<num_threads-1; t++)
            pthread_join(threads[t], NULL);

        SG_FREE(params);
        SG_FREE(threads);
    }
#endif

#ifndef WIN32
        if ( CSignal::cancel_computations() )
            SG_INFO( "prematurely stopped.           \n");
#endif
}

void CDotFeatures::dense_dot_range_subset(int32_t* sub_index, int32_t num, float64_t* output, float64_t* alphas, float64_t* vec, int32_t dim, float64_t b)
{
    ASSERT(sub_index);
    ASSERT(output);

    int32_t num_threads=parallel->get_num_threads();
    ASSERT(num_threads>0);

    CSignal::clear_cancel();

#ifdef HAVE_PTHREAD
    if (num_threads < 2)
    {
#endif
        DF_THREAD_PARAM params;
        params.df=this;
        params.sub_index=sub_index;
        params.output=output;
        params.start=0;
        params.stop=num;
        params.alphas=alphas;
        params.vec=vec;
        params.dim=dim;
        params.bias=b;
        params.progress=false; //true;
        dense_dot_range_helper((void*) &params);
#ifdef HAVE_PTHREAD
    }
    else
    {
        pthread_t* threads = SG_MALLOC(pthread_t, num_threads-1);
        DF_THREAD_PARAM* params = SG_MALLOC(DF_THREAD_PARAM, num_threads);
        int32_t step= num/num_threads;

        int32_t t;

        for (t=0; t<num_threads-1; t++)
        {
            params[t].df = this;
            params[t].sub_index=sub_index;
            params[t].output = output;
            params[t].start = t*step;
            params[t].stop = (t+1)*step;
            params[t].alphas=alphas;
            params[t].vec=vec;
            params[t].dim=dim;
            params[t].bias=b;
            params[t].progress = false;
            pthread_create(&threads[t], NULL,
                    CDotFeatures::dense_dot_range_helper, (void*)&params[t]);
        }

        params[t].df = this;
        params[t].sub_index=sub_index;
        params[t].output = output;
        params[t].start = t*step;
        params[t].stop = num;
        params[t].alphas=alphas;
        params[t].vec=vec;
        params[t].dim=dim;
        params[t].bias=b;
        params[t].progress = false; //true;
        dense_dot_range_helper((void*) &params[t]);

        for (t=0; t<num_threads-1; t++)
            pthread_join(threads[t], NULL);

        SG_FREE(params);
        SG_FREE(threads);
    }
#endif

#ifndef WIN32
        if ( CSignal::cancel_computations() )
            SG_INFO( "prematurely stopped.           \n");
#endif
}

void* CDotFeatures::dense_dot_range_helper(void* p)
{
    DF_THREAD_PARAM* par=(DF_THREAD_PARAM*) p;
    CDotFeatures* df=par->df;
    int32_t* sub_index=par->sub_index;
    float64_t* output=par->output;
    int32_t start=par->start;
    int32_t stop=par->stop;
    float64_t* alphas=par->alphas;
    float64_t* vec=par->vec;
    int32_t dim=par->dim;
    float64_t bias=par->bias;
    bool progress=par->progress;

    if (sub_index)
    {
#ifdef WIN32
        for (int32_t i=start; i<stop i++)
#else
        for (int32_t i=start; i<stop &&
                !CSignal::cancel_computations(); i++)
#endif
        {
            if (alphas)
                output[i]=alphas[sub_index[i]]*df->dense_dot(sub_index[i], vec, dim)+bias;
            else
                output[i]=df->dense_dot(sub_index[i], vec, dim)+bias;
            if (progress)
                df->display_progress(start, stop, i);
        }

    }
    else
    {
#ifdef WIN32
        for (int32_t i=start; i<stop i++)
#else
        for (int32_t i=start; i<stop &&
                !CSignal::cancel_computations(); i++)
#endif
        {
            if (alphas)
                output[i]=alphas[i]*df->dense_dot(i, vec, dim)+bias;
            else
                output[i]=df->dense_dot(i, vec, dim)+bias;
            if (progress)
                df->display_progress(start, stop, i);
        }
    }

    return NULL;
}

SGMatrix<float64_t> CDotFeatures::get_computed_dot_feature_matrix()
{

    int64_t offs=0;
    int32_t num=get_num_vectors();
    int32_t dim=get_dim_feature_space();
    ASSERT(num>0);
    ASSERT(dim>0);

    SGMatrix<float64_t> m(dim, num);
    m.zero();

    for (int32_t i=0; i<num; i++)
    {
        add_to_dense_vec(1.0, i, &(m.matrix[offs]), dim);
        offs+=dim;
    }

    return m;
}

SGVector<float64_t> CDotFeatures::get_computed_dot_feature_vector(int32_t num)
{

    int32_t dim=get_dim_feature_space();
    ASSERT(num>=0 && num<=get_num_vectors());
    ASSERT(dim>0);

    SGVector<float64_t> v(dim);
    v.zero();
    add_to_dense_vec(1.0, num, v.vector, dim);
    return v;
}

void CDotFeatures::benchmark_add_to_dense_vector(int32_t repeats)
{
    int32_t num=get_num_vectors();
    int32_t d=get_dim_feature_space();
    float64_t* w= SG_MALLOC(float64_t, d);
    SGVector<float64_t>::fill_vector(w, d, 0.0);

    CTime t;
    float64_t start_cpu=t.get_runtime();
    float64_t start_wall=t.get_curtime();
    for (int32_t r=0; r<repeats; r++)
    {
        for (int32_t i=0; i<num; i++)
            add_to_dense_vec(1.172343*(r+1), i, w, d);
    }

    SG_PRINT("Time to process %d x num=%d add_to_dense_vector ops: cputime %fs walltime %fs\n",
            repeats, num, (t.get_runtime()-start_cpu)/repeats,
            (t.get_curtime()-start_wall)/repeats);

    SG_FREE(w);
}

void CDotFeatures::benchmark_dense_dot_range(int32_t repeats)
{
    int32_t num=get_num_vectors();
    int32_t d=get_dim_feature_space();
    float64_t* w= SG_MALLOC(float64_t, d);
    float64_t* out= SG_MALLOC(float64_t, num);
    float64_t* alphas= SG_MALLOC(float64_t, num);
    SGVector<float64_t>::range_fill_vector(w, d, 17.0);
    SGVector<float64_t>::range_fill_vector(alphas, num, 1.2345);
    //SGVector<float64_t>::fill_vector(w, d, 17.0);
    //SGVector<float64_t>::fill_vector(alphas, num, 1.2345);

    CTime t;
    float64_t start_cpu=t.get_runtime();
    float64_t start_wall=t.get_curtime();

    for (int32_t r=0; r<repeats; r++)
            dense_dot_range(out, 0, num, alphas, w, d, 23);

#ifdef DEBUG_DOTFEATURES
    CMath::display_vector(out, 40, "dense_dot_range");
    float64_t* out2= SG_MALLOC(float64_t, num);

    for (int32_t r=0; r<repeats; r++)
    {
        CMath::fill_vector(out2, num, 0.0);
        for (int32_t i=0; i<num; i++)
            out2[i]+=dense_dot(i, w, d)*alphas[i]+23;
    }
    CMath::display_vector(out2, 40, "dense_dot");
    for (int32_t i=0; i<num; i++)
        out2[i]-=out[i];
    CMath::display_vector(out2, 40, "diff");
#endif
    SG_PRINT("Time to process %d x num=%d dense_dot_range ops: cputime %fs walltime %fs\n",
            repeats, num, (t.get_runtime()-start_cpu)/repeats,
            (t.get_curtime()-start_wall)/repeats);

    SG_FREE(alphas);
    SG_FREE(out);
    SG_FREE(w);
}

SGVector<float64_t> CDotFeatures::get_mean()
{
    int32_t num=get_num_vectors();
    int32_t dim=get_dim_feature_space();
    ASSERT(num>0);
    ASSERT(dim>0);

    SGVector<float64_t> mean(dim);
    memset(mean.vector, 0, sizeof(float64_t)*dim);

    for (int i = 0; i < num; i++)
        add_to_dense_vec(1, i, mean.vector, dim);
    for (int j = 0; j < dim; j++)
        mean.vector[j] /= num;

    return mean;
}

SGVector<float64_t> CDotFeatures::get_mean(CDotFeatures* lhs, CDotFeatures* rhs)
{
    ASSERT(lhs && rhs);
    ASSERT(lhs->get_dim_feature_space() == rhs->get_dim_feature_space());

    int32_t num_lhs=lhs->get_num_vectors();
    int32_t num_rhs=rhs->get_num_vectors();
    int32_t dim=lhs->get_dim_feature_space();
    ASSERT(num_lhs>0);
    ASSERT(num_rhs>0);
    ASSERT(dim>0);

    SGVector<float64_t> mean(dim);
    memset(mean.vector, 0, sizeof(float64_t)*dim);

    for (int i = 0; i < num_lhs; i++)
        lhs->add_to_dense_vec(1, i, mean.vector, dim);
    for (int i = 0; i < num_rhs; i++)
        rhs->add_to_dense_vec(1, i, mean.vector, dim);
    for (int j = 0; j < dim; j++)
        mean.vector[j] /= (num_lhs+num_rhs);

    return mean;
}

SGMatrix<float64_t> CDotFeatures::get_cov()
{
    int32_t num=get_num_vectors();
    int32_t dim=get_dim_feature_space();
    ASSERT(num>0);
    ASSERT(dim>0);

    SGMatrix<float64_t> cov(dim, dim);

    memset(cov.matrix, 0, sizeof(float64_t)*dim*dim);

    SGVector<float64_t> mean = get_mean();

    for (int i = 0; i < num; i++)
    {
        SGVector<float64_t> v = get_computed_dot_feature_vector(i);
        SGVector<float64_t>::add(v.vector, 1, v.vector, -1, mean.vector, v.vlen);
        for (int m = 0; m < v.vlen; m++)
        {
            for (int n = 0; n <= m ; n++)
            {
                (cov.matrix)[m*v.vlen+n] += v.vector[m]*v.vector[n];
            }
        }
    }
    for (int m = 0; m < dim; m++)
    {
        for (int n = 0; n <= m ; n++)
        {
            (cov.matrix)[m*dim+n] /= num;
        }
    }
    for (int m = 0; m < dim-1; m++)
    {
        for (int n = m+1; n < dim; n++)
        {
            (cov.matrix)[m*dim+n] = (cov.matrix)[n*dim+m];
        }
    }
    return cov;
}

SGMatrix<float64_t> CDotFeatures::compute_cov(CDotFeatures* lhs, CDotFeatures* rhs)
{
    CDotFeatures* feats[2];
    feats[0]=lhs;
    feats[1]=rhs;

    int32_t nums[2], dims[2], num=0;

    for (int i = 0; i < 2; i++)
    {
        nums[i]=feats[i]->get_num_vectors();
        dims[i]=feats[i]->get_dim_feature_space();
        ASSERT(nums[i]>0);
        ASSERT(dims[i]>0);
        num += nums[i];
    }

    ASSERT(dims[0]==dims[1]);
    int32_t dim = dims[0];

    SGMatrix<float64_t> cov(dim, dim);

    memset(cov.matrix, 0, sizeof(float64_t)*dim*dim);

    SGVector<float64_t>  mean=get_mean(lhs,rhs);

    for (int i = 0; i < 2; i++)
    {
        for (int j = 0; j < nums[i]; j++)
        {
            SGVector<float64_t> v = feats[i]->get_computed_dot_feature_vector(j);
            SGVector<float64_t>::add(v.vector, 1, v.vector, -1, mean.vector, v.vlen);
            for (int m = 0; m < v.vlen; m++)
            {
                for (int n = 0; n <= m; n++)
                {
                    (cov.matrix)[m*v.vlen+n] += v.vector[m]*v.vector[n];
                }
            }
        }
    }
    for (int m = 0; m < dim; m++)
    {
        for (int n = 0; n <= m; n++)
        {
            (cov.matrix)[m*dim+n] /= num;
        }
    }
    for (int m = 0; m < dim-1; m++)
    {
        for (int n = m+1; n < dim; n++)
        {
            (cov.matrix[m*dim+n]) = (cov.matrix)[n*dim+m];
        }
    }

    return cov;
}

void CDotFeatures::display_progress(int32_t start, int32_t stop, int32_t v)
{
    int32_t num_vectors=stop-start;
    int32_t i=v-start;

    if ( (i% (num_vectors/100+1))== 0)
        SG_PROGRESS(v, 0.0, num_vectors-1);
}

void CDotFeatures::init()
{
    set_property(FP_DOT);
    m_parameters->add(&combined_weight, "combined_weight",
                      "Feature weighting in combined dot features.");
}