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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531
// Copyright 2023 Lance Developers.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
use std::cmp::min;
use std::collections::HashSet;
use std::sync::Arc;
use arrow_array::cast::AsArray;
use arrow_array::FixedSizeListArray;
use arrow_array::{
builder::Float32Builder, cast::as_primitive_array, new_empty_array, Array, Float32Array,
};
use arrow_schema::{ArrowError, DataType};
use arrow_select::concat::concat;
use futures::stream::{self, repeat_with, StreamExt, TryStreamExt};
use log::{info, warn};
use rand::prelude::*;
use rand::{distributions::WeightedIndex, Rng};
use crate::{
distance::{Cosine, Dot, MetricType, L2},
matrix::MatrixView,
};
use crate::{Error, Result};
/// KMean initialization method.
#[derive(Debug, PartialEq, Eq)]
pub enum KMeanInit {
Random,
KMeanPlusPlus,
}
/// KMean Training Parameters
#[derive(Debug)]
pub struct KMeansParams {
/// Max number of iterations.
pub max_iters: u32,
/// When the difference of mean distance to the centroids is less than this `tolerance`
/// threshold, stop the training.
pub tolerance: f32,
/// Run kmeans multiple times and pick the best (balanced) one.
pub redos: usize,
/// Init methods.
pub init: KMeanInit,
/// The metric to calculate distance.
pub metric_type: MetricType,
/// Centroids to continuous training. If present, it will continuously train
/// from the given centroids. If None, it will initialize centroids via init method.
pub centroids: Option<Arc<Float32Array>>,
}
impl Default for KMeansParams {
fn default() -> Self {
Self {
max_iters: 50,
tolerance: 1e-4,
redos: 1,
init: KMeanInit::Random,
metric_type: MetricType::L2,
centroids: None,
}
}
}
/// KMeans implementation for Apache Arrow Arrays.
#[derive(Debug, Clone)]
pub struct KMeans {
/// Centroids for each of the k clusters.
///
/// k * dimension.
pub centroids: Arc<Float32Array>,
/// Vector dimension.
pub dimension: usize,
/// The number of clusters
pub k: usize,
pub metric_type: MetricType,
}
/// Initialize using kmean++, and returns the centroids of k clusters.
async fn kmean_plusplus(
data: Arc<Float32Array>,
dimension: usize,
k: usize,
mut rng: impl Rng,
metric_type: MetricType,
) -> KMeans {
assert!(data.len() > k * dimension);
let mut kmeans = KMeans::empty(k, dimension, metric_type);
let first_idx = rng.gen_range(0..data.len() / dimension);
let first_vector: Float32Array = data.slice(first_idx * dimension, dimension);
kmeans.centroids = Arc::new(first_vector);
let mut seen = HashSet::new();
seen.insert(first_idx);
for _ in 1..k {
let membership = kmeans.compute_membership(data.clone()).await;
let weights = WeightedIndex::new(&membership.distances).unwrap();
let mut chosen;
loop {
chosen = weights.sample(&mut rng);
if !seen.contains(&chosen) {
seen.insert(chosen);
break;
}
}
let new_vector: Float32Array = data.slice(chosen * dimension, dimension);
let new_centroid_values = Float32Array::from_iter_values(
kmeans
.centroids
.as_ref()
.values()
.iter()
.copied()
.chain(new_vector.values().iter().copied()),
);
kmeans.centroids = Arc::new(new_centroid_values);
}
kmeans
}
/// Randomly initialize kmeans centroids.
///
///
async fn kmeans_random_init(
data: &Float32Array,
dimension: usize,
k: usize,
mut rng: impl Rng,
metric_type: MetricType,
) -> Result<KMeans> {
assert!(data.len() >= k * dimension);
let chosen = (0..data.len() / dimension)
.choose_multiple(&mut rng, k)
.to_vec();
let mut builder = Float32Builder::with_capacity(k * dimension);
for i in chosen {
builder.append_slice(&data.values()[i * dimension..(i + 1) * dimension]);
}
let mut kmeans = KMeans::empty(k, dimension, metric_type);
kmeans.centroids = Arc::new(builder.finish());
Ok(kmeans)
}
pub struct KMeanMembership {
/// Previous centroids.
///
/// `k * dimension` f32 matrix.
centroids: Arc<Float32Array>,
/// Reference to the input vectors, with dimension `dimension`.
data: Arc<Float32Array>,
dimension: usize,
/// Cluster Id for each vector.
pub cluster_ids: Vec<u32>,
/// Distance between each vector, to its corresponding centroids.
distances: Vec<f32>,
/// Number of centroids.
k: usize,
metric_type: MetricType,
}
impl KMeanMembership {
/// Reconstruct a KMeans model from the membership.
async fn to_kmeans(&self) -> Result<KMeans> {
let dimension = self.dimension;
let cluster_ids = Arc::new(self.cluster_ids.clone());
// New centroids for each cluster
let means = stream::iter(0..self.k)
.zip(repeat_with(|| {
(
self.data.clone(),
cluster_ids.clone(),
self.centroids.clone(),
)
}))
.map(
|(cluster, (data, cluster_ids, prev_centroids))| async move {
tokio::task::spawn_blocking(move || {
let mut sum = vec![0.0; dimension];
let data = data.values();
let mut total = 0.0;
// Eager group-by cluster id.
for i in 0..cluster_ids.len() {
if cluster_ids[i] as usize == cluster {
// TODO: use simd ADD
for j in 0..dimension {
sum[j] += data[i * dimension + j];
}
total += 1.0;
};
}
if total > 0.0 {
let s = Float32Array::from(
sum
);
s.unary_mut(|x| x / total).unwrap()
} else {
warn!("Warning: KMean: cluster {} has no value, does not change centroids.", cluster);
prev_centroids.slice(cluster * dimension, dimension)
}
})
.await
},
)
.buffered(num_cpus::get())
.try_collect::<Vec<_>>()
.await.map_err(|e| {
ArrowError::ComputeError(format!(
"KMeans: failed to compute new centroids: {}",
e
))
})?;
// TODO: concat requires `&[&dyn Array]`. Are there cheaper way to pass Vec<Float32Array> to `concat`?
let mut mean_refs: Vec<&dyn Array> = vec![];
for m in means.iter() {
mean_refs.push(m);
}
let centroids = concat(&mean_refs).unwrap();
Ok(KMeans {
centroids: Arc::new(as_primitive_array(centroids.as_ref()).clone()),
dimension,
k: self.k,
metric_type: self.metric_type,
})
}
fn distance_sum(&self) -> f32 {
self.distances.iter().sum()
}
/// Returns how many data points are here
fn len(&self) -> usize {
self.cluster_ids.len()
}
/// Histogram of the size of each cluster.
fn histogram(&self) -> Vec<usize> {
let mut hist: Vec<usize> = vec![0; self.k];
for cluster_id in self.cluster_ids.iter() {
hist[*cluster_id as usize] += 1;
}
hist
}
/// Std deviation of the histogram / cluster distribution.
fn hist_stddev(&self) -> f32 {
let mean: f32 = self.len() as f32 * 1.0 / self.k as f32;
(self
.histogram()
.iter()
.map(|c| (*c as f32 - mean).powi(2))
.sum::<f32>()
/ self.len() as f32)
.sqrt()
}
}
impl KMeans {
fn empty(k: usize, dimension: usize, metric_type: MetricType) -> Self {
let empty_array = new_empty_array(&DataType::Float32);
Self {
centroids: Arc::new(as_primitive_array(empty_array.as_ref()).clone()),
dimension,
k,
metric_type,
}
}
/// Create a [`KMeans`] with existing centroids.
/// It is useful for continuing training.
fn with_centroids(
centroids: Arc<Float32Array>,
k: usize,
dimension: usize,
metric_type: MetricType,
) -> Self {
Self {
centroids,
dimension,
k,
metric_type,
}
}
/// Initialize a [`KMeans`] with random centroids.
///
/// Parameters
/// - *data*: training data. provided to do samplings.
/// - *k*: the number of clusters.
/// - *metric_type*: the metric type to calculate distance.
/// - *rng*: random generator.
pub async fn init_random(
data: &MatrixView,
k: usize,
metric_type: MetricType,
rng: impl Rng,
) -> Result<Self> {
kmeans_random_init(&data.data(), data.num_columns(), k, rng, metric_type).await
}
/// Train a KMeans model on data with `k` clusters.
pub async fn new(data: &FixedSizeListArray, k: usize, max_iters: u32) -> Result<Self> {
let params = KMeansParams {
max_iters,
metric_type: MetricType::L2,
..Default::default()
};
Self::new_with_params(data, k, ¶ms).await
}
/// Train a [`KMeans`] model with full parameters.
pub async fn new_with_params(
data: &FixedSizeListArray,
k: usize,
params: &KMeansParams,
) -> Result<Self> {
let dimension = data.value_length() as usize;
let n = data.len();
if n < k {
return Err(ArrowError::InvalidArgumentError(
format!(
"KMeans: training does not have sufficient data points: n({}) is smaller than k({})",
n, k
)
));
}
if !matches!(data.value_type(), DataType::Float32) {
return Err(ArrowError::InvalidArgumentError(format!(
"KMeans: data must be Float32, got: {}",
data.value_type()
)));
}
let values: &Float32Array = data.values().as_primitive();
// TODO: refactor kmeans to work with reference instead of Arc?
let data = Arc::new(values.clone());
let mut best_kmeans = Self::empty(k, dimension, params.metric_type);
let mut best_stddev = f32::MAX;
let rng = rand::rngs::SmallRng::from_entropy();
let mat = MatrixView::new(data.clone(), dimension);
for redo in 1..=params.redos {
let mut kmeans = if let Some(centroids) = params.centroids.as_ref() {
// Use existing centroids.
Self::with_centroids(centroids.clone(), k, dimension, params.metric_type)
} else {
match params.init {
KMeanInit::Random => {
Self::init_random(&mat, k, params.metric_type, rng.clone()).await?
}
KMeanInit::KMeanPlusPlus => {
kmean_plusplus(data.clone(), dimension, k, rng.clone(), params.metric_type)
.await
}
}
};
let mut dist_sum: f32 = f32::MAX;
let mut stddev: f32 = f32::MAX;
for i in 1..=params.max_iters {
if i % 10 == 0 {
info!(
"KMeans training: iteration {} / {}, redo={}",
i, params.max_iters, redo
);
};
let last_membership = kmeans.train_once(&mat).await;
let last_dist_sum = last_membership.distance_sum();
stddev = last_membership.hist_stddev();
kmeans = last_membership.to_kmeans().await.unwrap();
if (dist_sum - last_dist_sum).abs() / last_dist_sum < params.tolerance {
info!(
"KMeans training: converged at iteration {} / {}, redo={}",
i, params.max_iters, redo
);
break;
}
dist_sum = last_dist_sum;
}
// Optimize for balanced clusters instead of minimal distance.
if stddev < best_stddev {
best_kmeans = kmeans;
best_stddev = stddev;
}
}
Ok(best_kmeans)
}
/// Train for one iteration.
///
/// Parameters
///
/// - *data*: training data / samples.
///
/// Returns a new KMeans
///
/// ```rust,ignore
/// for i in 0..max_iters {
/// let membership = kmeans.train_once(&mat).await;
/// let kmeans = membership.to_kmeans();
/// }
/// ```
pub async fn train_once(&self, data: &MatrixView) -> KMeanMembership {
self.compute_membership(data.data().clone()).await
}
/// Recompute the membership of each vector.
///
/// Parameters:
///
/// - *data*: a `N * dimension` float32 array.
/// - *dist_fn*: the function to compute distances.
pub async fn compute_membership(&self, data: Arc<Float32Array>) -> KMeanMembership {
let dimension = self.dimension;
let n = data.len() / self.dimension;
let metric_type = self.metric_type;
const CHUNK_SIZE: usize = 1024;
let cluster_with_distances = stream::iter((0..n).step_by(CHUNK_SIZE))
// make tiles of input data to split between threads.
.zip(repeat_with(|| (data.clone(), self.centroids.clone())))
.map(|(start_idx, (data, centroids))| async move {
let data = tokio::task::spawn_blocking(move || {
let array = data.values();
let centroids_array = centroids.values();
(start_idx..min(start_idx + CHUNK_SIZE, n))
.map(|idx| {
let vector = &array[idx * dimension..(idx + 1) * dimension];
let mut min = std::f32::MAX;
let mut min_idx = 0;
for (idx, other) in centroids_array.chunks_exact(dimension).enumerate()
{
// We've found about 40% performance improvement by using static dispatch instead
// of dynamic dispatch.
//
// NOTE: Please make sure run benchmark when changing the following code.
// `RUSTFLAGS="-C target-cpu=native" cargo bench --bench ivf_pq`
let dist = match metric_type {
MetricType::L2 => vector.l2(other),
MetricType::Cosine => vector.cosine(other),
MetricType::Dot => vector.dot(other),
};
if dist < min {
min = dist;
min_idx = idx;
}
}
(min_idx as u32, min)
})
.collect::<Vec<_>>()
})
.await
.map_err(|e| {
ArrowError::ComputeError(format!("KMeans: failed to compute membership: {}", e))
})?;
Ok::<Vec<_>, Error>(data)
})
.buffered(num_cpus::get())
.try_collect::<Vec<_>>()
.await
.unwrap();
KMeanMembership {
centroids: self.centroids.clone(),
data,
dimension,
cluster_ids: cluster_with_distances
.iter()
.flatten()
.map(|(c, _)| *c)
.collect(),
distances: cluster_with_distances
.iter()
.flatten()
.map(|(_, d)| *d)
.collect(),
k: self.k,
metric_type: self.metric_type,
}
}
}
#[cfg(test)]
mod tests {
use super::*;
use arrow_array::Float32Array;
use lance_arrow::*;
#[tokio::test]
async fn test_train_with_small_dataset() {
let data = Float32Array::from(vec![1.0, 2.0, 3.0, 4.0]);
let data = FixedSizeListArray::try_new_from_values(data, 2).unwrap();
match KMeans::new(&data, 128, 5).await {
Ok(_) => panic!("Should fail to train KMeans"),
Err(e) => {
assert!(e.to_string().contains("smaller than"));
}
}
}
}