File: _barnes_hut_tsne.pyx

package info (click to toggle)
scikit-learn 1.4.2%2Bdfsg-8
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 25,036 kB
  • sloc: python: 201,105; cpp: 5,790; ansic: 854; makefile: 304; sh: 56; javascript: 20
file content (307 lines) | stat: -rw-r--r-- 11,610 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
# Author: Christopher Moody <chrisemoody@gmail.com>
# Author: Nick Travers <nickt@squareup.com>
# Implementation by Chris Moody & Nick Travers
# See http://homepage.tudelft.nl/19j49/t-SNE.html for reference
# implementations and papers describing the technique


import numpy as np
cimport numpy as cnp
from libc.stdio cimport printf
from libc.math cimport log
from libc.stdlib cimport malloc, free
from cython.parallel cimport prange, parallel

from ..neighbors._quad_tree cimport _QuadTree

cnp.import_array()


cdef char* EMPTY_STRING = ""

cdef extern from "math.h":
    float fabsf(float x) nogil

# Smallest strictly positive value that can be represented by floating
# point numbers for different precision levels. This is useful to avoid
# taking the log of zero when computing the KL divergence.
cdef float FLOAT32_TINY = np.finfo(np.float32).tiny

# Useful to void division by zero or divergence to +inf.
cdef float FLOAT64_EPS = np.finfo(np.float64).eps

# This is effectively an ifdef statement in Cython
# It allows us to write printf debugging lines
# and remove them at compile time
cdef enum:
    DEBUGFLAG = 0

cdef extern from "time.h":
    # Declare only what is necessary from `tm` structure.
    ctypedef long clock_t
    clock_t clock() nogil
    double CLOCKS_PER_SEC


cdef float compute_gradient(float[:] val_P,
                            float[:, :] pos_reference,
                            cnp.int64_t[:] neighbors,
                            cnp.int64_t[:] indptr,
                            float[:, :] tot_force,
                            _QuadTree qt,
                            float theta,
                            int dof,
                            long start,
                            long stop,
                            bint compute_error,
                            int num_threads) noexcept nogil:
    # Having created the tree, calculate the gradient
    # in two components, the positive and negative forces
    cdef:
        long i, coord
        int ax
        long n_samples = pos_reference.shape[0]
        int n_dimensions = qt.n_dimensions
        clock_t t1 = 0, t2 = 0
        double sQ
        float error
        int take_timing = 1 if qt.verbose > 15 else 0

    if qt.verbose > 11:
        printf("[t-SNE] Allocating %li elements in force arrays\n",
               n_samples * n_dimensions * 2)
    cdef float* neg_f = <float*> malloc(sizeof(float) * n_samples * n_dimensions)
    cdef float* pos_f = <float*> malloc(sizeof(float) * n_samples * n_dimensions)

    if take_timing:
        t1 = clock()
    sQ = compute_gradient_negative(pos_reference, neg_f, qt, dof, theta, start,
                                   stop, num_threads)
    if take_timing:
        t2 = clock()
        printf("[t-SNE] Computing negative gradient: %e ticks\n", ((float) (t2 - t1)))

    if take_timing:
        t1 = clock()
    error = compute_gradient_positive(val_P, pos_reference, neighbors, indptr,
                                      pos_f, n_dimensions, dof, sQ, start,
                                      qt.verbose, compute_error, num_threads)
    if take_timing:
        t2 = clock()
        printf("[t-SNE] Computing positive gradient: %e ticks\n",
               ((float) (t2 - t1)))
    for i in prange(start, n_samples, nogil=True, num_threads=num_threads,
                    schedule='static'):
        for ax in range(n_dimensions):
            coord = i * n_dimensions + ax
            tot_force[i, ax] = pos_f[coord] - (neg_f[coord] / sQ)

    free(neg_f)
    free(pos_f)
    return error


cdef float compute_gradient_positive(float[:] val_P,
                                     float[:, :] pos_reference,
                                     cnp.int64_t[:] neighbors,
                                     cnp.int64_t[:] indptr,
                                     float* pos_f,
                                     int n_dimensions,
                                     int dof,
                                     double sum_Q,
                                     cnp.int64_t start,
                                     int verbose,
                                     bint compute_error,
                                     int num_threads) noexcept nogil:
    # Sum over the following expression for i not equal to j
    # grad_i = p_ij (1 + ||y_i - y_j||^2)^-1 (y_i - y_j)
    # This is equivalent to compute_edge_forces in the authors' code
    # It just goes over the nearest neighbors instead of all the data points
    # (unlike the non-nearest neighbors version of `compute_gradient_positive')
    cdef:
        int ax
        long i, j, k
        long n_samples = indptr.shape[0] - 1
        float C = 0.0
        float dij, qij, pij
        float exponent = (dof + 1.0) / 2.0
        float float_dof = (float) (dof)
        float* buff
        clock_t t1 = 0, t2 = 0
        float dt

    if verbose > 10:
        t1 = clock()

    with nogil, parallel(num_threads=num_threads):
        # Define private buffer variables
        buff = <float *> malloc(sizeof(float) * n_dimensions)

        for i in prange(start, n_samples, schedule='static'):
            # Init the gradient vector
            for ax in range(n_dimensions):
                pos_f[i * n_dimensions + ax] = 0.0
            # Compute the positive interaction for the nearest neighbors
            for k in range(indptr[i], indptr[i+1]):
                j = neighbors[k]
                dij = 0.0
                pij = val_P[k]
                for ax in range(n_dimensions):
                    buff[ax] = pos_reference[i, ax] - pos_reference[j, ax]
                    dij += buff[ax] * buff[ax]
                qij = float_dof / (float_dof + dij)
                if dof != 1:  # i.e. exponent != 1
                    qij = qij ** exponent
                dij = pij * qij

                # only compute the error when needed
                if compute_error:
                    qij = qij / sum_Q
                    C += pij * log(max(pij, FLOAT32_TINY) / max(qij, FLOAT32_TINY))
                for ax in range(n_dimensions):
                    pos_f[i * n_dimensions + ax] += dij * buff[ax]

        free(buff)
    if verbose > 10:
        t2 = clock()
        dt = ((float) (t2 - t1))
        printf("[t-SNE] Computed error=%1.4f in %1.1e ticks\n", C, dt)
    return C


cdef double compute_gradient_negative(float[:, :] pos_reference,
                                      float* neg_f,
                                      _QuadTree qt,
                                      int dof,
                                      float theta,
                                      long start,
                                      long stop,
                                      int num_threads) noexcept nogil:
    if stop == -1:
        stop = pos_reference.shape[0]
    cdef:
        int ax
        int n_dimensions = qt.n_dimensions
        int offset = n_dimensions + 2
        long i, j, idx
        long n = stop - start
        long dta = 0
        long dtb = 0
        float size, dist2s, mult
        float exponent = (dof + 1.0) / 2.0
        float float_dof = (float) (dof)
        double qijZ, sum_Q = 0.0
        float* force
        float* neg_force
        float* pos
        clock_t t1 = 0, t2 = 0, t3 = 0
        int take_timing = 1 if qt.verbose > 20 else 0

    with nogil, parallel(num_threads=num_threads):
        # Define thread-local buffers
        summary = <float*> malloc(sizeof(float) * n * offset)
        pos = <float *> malloc(sizeof(float) * n_dimensions)
        force = <float *> malloc(sizeof(float) * n_dimensions)
        neg_force = <float *> malloc(sizeof(float) * n_dimensions)

        for i in prange(start, stop, schedule='static'):
            # Clear the arrays
            for ax in range(n_dimensions):
                force[ax] = 0.0
                neg_force[ax] = 0.0
                pos[ax] = pos_reference[i, ax]

            # Find which nodes are summarizing and collect their centers of mass
            # deltas, and sizes, into vectorized arrays
            if take_timing:
                t1 = clock()
            idx = qt.summarize(pos, summary, theta*theta)
            if take_timing:
                t2 = clock()
            # Compute the t-SNE negative force
            # for the digits dataset, walking the tree
            # is about 10-15x more expensive than the
            # following for loop
            for j in range(idx // offset):

                dist2s = summary[j * offset + n_dimensions]
                size = summary[j * offset + n_dimensions + 1]
                qijZ = float_dof / (float_dof + dist2s)  # 1/(1+dist)
                if dof != 1:  # i.e. exponent != 1
                    qijZ = qijZ ** exponent

                sum_Q += size * qijZ   # size of the node * q
                mult = size * qijZ * qijZ
                for ax in range(n_dimensions):
                    neg_force[ax] += mult * summary[j * offset + ax]
            if take_timing:
                t3 = clock()
            for ax in range(n_dimensions):
                neg_f[i * n_dimensions + ax] = neg_force[ax]
            if take_timing:
                dta += t2 - t1
                dtb += t3 - t2
        free(pos)
        free(force)
        free(neg_force)
        free(summary)
    if take_timing:
        printf("[t-SNE] Tree: %li clock ticks | ", dta)
        printf("Force computation: %li clock ticks\n", dtb)

    # Put sum_Q to machine EPSILON to avoid divisions by 0
    sum_Q = max(sum_Q, FLOAT64_EPS)
    return sum_Q


def gradient(float[:] val_P,
             float[:, :] pos_output,
             cnp.int64_t[:] neighbors,
             cnp.int64_t[:] indptr,
             float[:, :] forces,
             float theta,
             int n_dimensions,
             int verbose,
             int dof=1,
             long skip_num_points=0,
             bint compute_error=1,
             int num_threads=1):
    # This function is designed to be called from external Python
    # it passes the 'forces' array by reference and fills that's array
    # up in-place
    cdef float C
    cdef int n
    n = pos_output.shape[0]
    assert val_P.itemsize == 4
    assert pos_output.itemsize == 4
    assert forces.itemsize == 4
    m = "Forces array and pos_output shapes are incompatible"
    assert n == forces.shape[0], m
    m = "Pij and pos_output shapes are incompatible"
    assert n == indptr.shape[0] - 1, m
    if verbose > 10:
        printf("[t-SNE] Initializing tree of n_dimensions %i\n", n_dimensions)
    cdef _QuadTree qt = _QuadTree(pos_output.shape[1], verbose)
    if verbose > 10:
        printf("[t-SNE] Inserting %li points\n", pos_output.shape[0])
    qt.build_tree(pos_output)
    if verbose > 10:
        # XXX: format hack to workaround lack of `const char *` type
        # in the generated C code that triggers error with gcc 4.9
        # and -Werror=format-security
        printf("[t-SNE] Computing gradient\n%s", EMPTY_STRING)

    C = compute_gradient(val_P, pos_output, neighbors, indptr, forces,
                         qt, theta, dof, skip_num_points, -1, compute_error,
                         num_threads)

    if verbose > 10:
        # XXX: format hack to workaround lack of `const char *` type
        # in the generated C code
        # and -Werror=format-security
        printf("[t-SNE] Checking tree consistency\n%s", EMPTY_STRING)
    m = "Tree consistency failed: unexpected number of points on the tree"
    assert qt.cells[0].cumulative_size == qt.n_points, m
    if not compute_error:
        C = np.nan
    return C