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/*
* Copyright (c) Meta Platforms, Inc. and affiliates.
*
* This source code is licensed under the MIT license found in the
* LICENSE file in the root directory of this source tree.
*/
// -*- c++ -*-
#ifndef FAISS_VECTOR_TRANSFORM_H
#define FAISS_VECTOR_TRANSFORM_H
/** Defines a few objects that apply transformations to a set of
* vectors Often these are pre-processing steps.
*/
#include <stdint.h>
#include <vector>
#include <faiss/Index.h>
namespace faiss {
/** Any transformation applied on a set of vectors */
struct VectorTransform {
int d_in; ///! input dimension
int d_out; ///! output dimension
explicit VectorTransform(int d_in = 0, int d_out = 0)
: d_in(d_in), d_out(d_out), is_trained(true) {}
/// set if the VectorTransform does not require training, or if
/// training is done already
bool is_trained;
/** Perform training on a representative set of vectors. Does
* nothing by default.
*
* @param n nb of training vectors
* @param x training vectors, size n * d
*/
virtual void train(idx_t n, const float* x);
/** apply the transformation and return the result in an allocated pointer
* @param n number of vectors to transform
* @param x input vectors, size n * d_in
* @return output vectors, size n * d_out
*/
float* apply(idx_t n, const float* x) const;
/** apply the transformation and return the result in a provided matrix
* @param n number of vectors to transform
* @param x input vectors, size n * d_in
* @param xt output vectors, size n * d_out
*/
virtual void apply_noalloc(idx_t n, const float* x, float* xt) const = 0;
/// reverse transformation. May not be implemented or may return
/// approximate result
virtual void reverse_transform(idx_t n, const float* xt, float* x) const;
// check that the two transforms are identical (to merge indexes)
virtual void check_identical(const VectorTransform& other) const = 0;
virtual ~VectorTransform() {}
};
/** Generic linear transformation, with bias term applied on output
* y = A * x + b
*/
struct LinearTransform : VectorTransform {
bool have_bias; ///! whether to use the bias term
/// check if matrix A is orthonormal (enables reverse_transform)
bool is_orthonormal;
/// Transformation matrix, size d_out * d_in
std::vector<float> A;
/// bias vector, size d_out
std::vector<float> b;
/// both d_in > d_out and d_out < d_in are supported
explicit LinearTransform(
int d_in = 0,
int d_out = 0,
bool have_bias = false);
/// same as apply, but result is pre-allocated
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
/// compute x = A^T * (x - b)
/// is reverse transform if A has orthonormal lines
void transform_transpose(idx_t n, const float* y, float* x) const;
/// works only if is_orthonormal
void reverse_transform(idx_t n, const float* xt, float* x) const override;
/// compute A^T * A to set the is_orthonormal flag
void set_is_orthonormal();
bool verbose;
void print_if_verbose(
const char* name,
const std::vector<double>& mat,
int n,
int d) const;
void check_identical(const VectorTransform& other) const override;
~LinearTransform() override {}
};
/// Randomly rotate a set of vectors
struct RandomRotationMatrix : LinearTransform {
/// both d_in > d_out and d_out < d_in are supported
RandomRotationMatrix(int d_in, int d_out)
: LinearTransform(d_in, d_out, false) {}
/// must be called before the transform is used
void init(int seed);
// initializes with an arbitrary seed
void train(idx_t n, const float* x) override;
RandomRotationMatrix() {}
};
/** Applies a principal component analysis on a set of vectors,
* with optionally whitening and random rotation. */
struct PCAMatrix : LinearTransform {
/** after transformation the components are multiplied by
* eigenvalues^eigen_power
*
* =0: no whitening
* =-0.5: full whitening
*/
float eigen_power;
/// value added to eigenvalues to avoid division by 0 when whitening
float epsilon;
/// random rotation after PCA
bool random_rotation;
/// ratio between # training vectors and dimension
size_t max_points_per_d;
/// try to distribute output eigenvectors in this many bins
int balanced_bins;
/// Mean, size d_in
std::vector<float> mean;
/// eigenvalues of covariance matrix (= squared singular values)
std::vector<float> eigenvalues;
/// PCA matrix, size d_in * d_in
std::vector<float> PCAMat;
// the final matrix is computed after random rotation and/or whitening
explicit PCAMatrix(
int d_in = 0,
int d_out = 0,
float eigen_power = 0,
bool random_rotation = false);
/// train on n vectors. If n < d_in then the eigenvector matrix
/// will be completed with 0s
void train(idx_t n, const float* x) override;
/// copy pre-trained PCA matrix
void copy_from(const PCAMatrix& other);
/// called after mean, PCAMat and eigenvalues are computed
void prepare_Ab();
};
/** ITQ implementation from
*
* Iterative quantization: A procrustean approach to learning binary codes
* for large-scale image retrieval,
*
* Yunchao Gong, Svetlana Lazebnik, Albert Gordo, Florent Perronnin,
* PAMI'12.
*/
struct ITQMatrix : LinearTransform {
int max_iter;
int seed;
// force initialization of the rotation (for debugging)
std::vector<double> init_rotation;
explicit ITQMatrix(int d = 0);
void train(idx_t n, const float* x) override;
};
/** The full ITQ transform, including normalizations and PCA transformation
*/
struct ITQTransform : VectorTransform {
std::vector<float> mean;
bool do_pca;
ITQMatrix itq;
/// max training points per dimension
int max_train_per_dim;
// concatenation of PCA + ITQ transformation
LinearTransform pca_then_itq;
explicit ITQTransform(int d_in = 0, int d_out = 0, bool do_pca = false);
void train(idx_t n, const float* x) override;
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
void check_identical(const VectorTransform& other) const override;
};
struct ProductQuantizer;
/** Applies a rotation to align the dimensions with a PQ to minimize
* the reconstruction error. Can be used before an IndexPQ or an
* IndexIVFPQ. The method is the non-parametric version described in:
*
* "Optimized Product Quantization for Approximate Nearest Neighbor Search"
* Tiezheng Ge, Kaiming He, Qifa Ke, Jian Sun, CVPR'13
*
*/
struct OPQMatrix : LinearTransform {
int M; ///< nb of subquantizers
int niter = 50; ///< Number of outer training iterations
int niter_pq = 4; ///< Number of training iterations for the PQ
int niter_pq_0 = 40; ///< same, for the first outer iteration
/// if there are too many training points, resample
size_t max_train_points = 256 * 256;
bool verbose = false;
/// if non-NULL, use this product quantizer for training
/// should be constructed with (d_out, M, _)
ProductQuantizer* pq = nullptr;
/// if d2 != -1, output vectors of this dimension
explicit OPQMatrix(int d = 0, int M = 1, int d2 = -1);
void train(idx_t n, const float* x) override;
};
/** remap dimensions for input vectors, possibly inserting 0s
* strictly speaking this is also a linear transform but we don't want
* to compute it with matrix multiplies */
struct RemapDimensionsTransform : VectorTransform {
/// map from output dimension to input, size d_out
/// -1 -> set output to 0
std::vector<int> map;
RemapDimensionsTransform(int d_in, int d_out, const int* map);
/// remap input to output, skipping or inserting dimensions as needed
/// if uniform: distribute dimensions uniformly
/// otherwise just take the d_out first ones.
RemapDimensionsTransform(int d_in, int d_out, bool uniform = true);
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
/// reverse transform correct only when the mapping is a permutation
void reverse_transform(idx_t n, const float* xt, float* x) const override;
RemapDimensionsTransform() {}
void check_identical(const VectorTransform& other) const override;
};
/** per-vector normalization */
struct NormalizationTransform : VectorTransform {
float norm;
explicit NormalizationTransform(int d, float norm = 2.0);
NormalizationTransform();
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
/// Identity transform since norm is not revertible
void reverse_transform(idx_t n, const float* xt, float* x) const override;
void check_identical(const VectorTransform& other) const override;
};
/** Subtract the mean of each component from the vectors. */
struct CenteringTransform : VectorTransform {
/// Mean, size d_in = d_out
std::vector<float> mean;
explicit CenteringTransform(int d = 0);
/// train on n vectors.
void train(idx_t n, const float* x) override;
/// subtract the mean
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
/// add the mean
void reverse_transform(idx_t n, const float* xt, float* x) const override;
void check_identical(const VectorTransform& other) const override;
};
} // namespace faiss
#endif
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