sklears_kernel_approximation/
distributed_kernel.rs

1use rayon::prelude::*;
2use scirs2_core::ndarray::{s, Array1, Array2, Axis};
3use scirs2_core::random::rngs::StdRng;
4use scirs2_core::random::Rng;
5use scirs2_core::random::{thread_rng, SeedableRng};
6use scirs2_core::StandardNormal;
7use sklears_core::error::{Result, SklearsError};
8
9/// Distributed kernel approximation methods for large-scale datasets
10///
11/// This module provides distributed computation capabilities for kernel
12/// approximations, enabling processing of massive datasets that don't
13/// fit in memory or require parallel processing across multiple workers.
14/// Partitioning strategy for distributing data across workers
15#[derive(Debug, Clone)]
16/// PartitionStrategy
17pub enum PartitionStrategy {
18    /// Randomly distribute samples across workers
19    Random,
20    /// Block-wise distribution (contiguous chunks)
21    Block,
22    /// Stratified sampling to maintain class distribution
23    Stratified,
24    /// Custom partitioning function
25    Custom(fn(usize, usize) -> Vec<Vec<usize>>),
26}
27
28/// Communication pattern for distributed computing
29#[derive(Debug, Clone)]
30/// CommunicationPattern
31pub enum CommunicationPattern {
32    /// All-to-all communication
33    AllToAll,
34    /// Master-worker pattern
35    MasterWorker,
36    /// Ring topology
37    Ring,
38    /// Tree topology for hierarchical reduction
39    Tree,
40}
41
42/// Aggregation method for combining results from workers
43#[derive(Debug, Clone)]
44/// AggregationMethod
45pub enum AggregationMethod {
46    /// Simple average across workers
47    Average,
48    /// Weighted average based on worker data size
49    WeightedAverage,
50    /// Concatenate all worker results
51    Concatenate,
52    /// Take best result based on approximation quality
53    BestQuality,
54    /// Ensemble combination
55    Ensemble,
56}
57
58/// Configuration for distributed kernel approximation
59#[derive(Debug, Clone)]
60/// DistributedConfig
61pub struct DistributedConfig {
62    /// n_workers
63    pub n_workers: usize,
64    /// partition_strategy
65    pub partition_strategy: PartitionStrategy,
66    /// communication_pattern
67    pub communication_pattern: CommunicationPattern,
68    /// aggregation_method
69    pub aggregation_method: AggregationMethod,
70    /// chunk_size
71    pub chunk_size: Option<usize>,
72    /// overlap_ratio
73    pub overlap_ratio: f64,
74    /// fault_tolerance
75    pub fault_tolerance: bool,
76    /// load_balancing
77    pub load_balancing: bool,
78}
79
80impl Default for DistributedConfig {
81    fn default() -> Self {
82        Self {
83            n_workers: num_cpus::get(),
84            partition_strategy: PartitionStrategy::Block,
85            communication_pattern: CommunicationPattern::MasterWorker,
86            aggregation_method: AggregationMethod::Average,
87            chunk_size: None,
88            overlap_ratio: 0.1,
89            fault_tolerance: false,
90            load_balancing: true,
91        }
92    }
93}
94
95/// Worker state and computation context
96#[derive(Debug)]
97/// Worker
98pub struct Worker {
99    /// id
100    pub id: usize,
101    /// data_indices
102    pub data_indices: Vec<usize>,
103    /// local_features
104    pub local_features: Option<Array2<f64>>,
105    /// is_active
106    pub is_active: bool,
107    /// computation_time
108    pub computation_time: f64,
109    /// memory_usage
110    pub memory_usage: usize,
111}
112
113impl Worker {
114    pub fn new(id: usize, data_indices: Vec<usize>) -> Self {
115        Self {
116            id,
117            data_indices,
118            local_features: None,
119            is_active: true,
120            computation_time: 0.0,
121            memory_usage: 0,
122        }
123    }
124}
125
126/// Distributed RBF kernel approximation using Random Fourier Features
127///
128/// Distributes the computation of random Fourier features across multiple
129/// workers, each processing a subset of the data or feature dimensions.
130pub struct DistributedRBFSampler {
131    n_components: usize,
132    gamma: f64,
133    config: DistributedConfig,
134    workers: Vec<Worker>,
135    global_weights: Option<Array2<f64>>,
136    global_bias: Option<Array1<f64>>,
137    random_state: Option<u64>,
138}
139
140impl DistributedRBFSampler {
141    /// Create a new distributed RBF sampler
142    pub fn new(n_components: usize, gamma: f64) -> Self {
143        Self {
144            n_components,
145            gamma,
146            config: DistributedConfig::default(),
147            workers: Vec::new(),
148            global_weights: None,
149            global_bias: None,
150            random_state: None,
151        }
152    }
153
154    /// Set the distributed computing configuration
155    pub fn with_config(mut self, config: DistributedConfig) -> Self {
156        self.config = config;
157        self
158    }
159
160    /// Set random state for reproducibility
161    pub fn with_random_state(mut self, random_state: u64) -> Self {
162        self.random_state = Some(random_state);
163        self
164    }
165
166    /// Fit the distributed RBF sampler
167    pub fn fit(&mut self, x: &Array2<f64>) -> Result<()> {
168        let (n_samples, n_features) = x.dim();
169
170        // Initialize workers
171        self.initialize_workers(n_samples)?;
172
173        // Distribute random weights generation across workers
174        let components_per_worker = self.n_components / self.config.n_workers;
175        let mut all_weights = Vec::new();
176        let mut all_bias = Vec::new();
177
178        // Use parallel computation for weight generation
179        let weight_results: Vec<(Array2<f64>, Array1<f64>)> = (0..self.config.n_workers)
180            .into_par_iter()
181            .map(|worker_id| {
182                let mut rng = match self.random_state {
183                    Some(seed) => StdRng::seed_from_u64(seed + worker_id as u64),
184                    None => StdRng::from_seed(thread_rng().gen()),
185                };
186
187                let worker_components = if worker_id == self.config.n_workers - 1 {
188                    // Last worker gets remaining components
189                    self.n_components - components_per_worker * worker_id
190                } else {
191                    components_per_worker
192                };
193
194                // Generate random weights for this worker
195                let mut worker_weights = Array2::zeros((worker_components, n_features));
196                for i in 0..worker_components {
197                    for j in 0..n_features {
198                        worker_weights[[i, j]] =
199                            rng.sample::<f64, _>(StandardNormal) * (2.0 * self.gamma).sqrt();
200                    }
201                }
202
203                // Generate random bias
204                let mut worker_bias = Array1::zeros(worker_components);
205                for i in 0..worker_components {
206                    worker_bias[i] = rng.gen_range(0.0..2.0 * std::f64::consts::PI);
207                }
208
209                (worker_weights, worker_bias)
210            })
211            .collect();
212
213        for (weights, bias) in weight_results {
214            all_weights.push(weights);
215            all_bias.push(bias);
216        }
217
218        // Combine weights from all workers
219        self.global_weights = Some(
220            scirs2_core::ndarray::concatenate(
221                Axis(0),
222                &all_weights
223                    .iter()
224                    .map(|w: &Array2<f64>| w.view())
225                    .collect::<Vec<_>>(),
226            )
227            .map_err(|e| SklearsError::Other(format!("Failed to concatenate weights: {}", e)))?,
228        );
229
230        self.global_bias = Some(
231            scirs2_core::ndarray::concatenate(
232                Axis(0),
233                &all_bias
234                    .iter()
235                    .map(|b: &Array1<f64>| b.view())
236                    .collect::<Vec<_>>(),
237            )
238            .map_err(|e| SklearsError::Other(format!("Failed to concatenate bias: {}", e)))?,
239        );
240
241        Ok(())
242    }
243
244    /// Transform data using distributed computation
245    pub fn transform(&self, x: &Array2<f64>) -> Result<Array2<f64>> {
246        let weights = self
247            .global_weights
248            .as_ref()
249            .ok_or_else(|| SklearsError::NotFitted {
250                operation: "transform".to_string(),
251            })?;
252        let bias = self
253            .global_bias
254            .as_ref()
255            .ok_or_else(|| SklearsError::NotFitted {
256                operation: "transform".to_string(),
257            })?;
258
259        let (n_samples, _) = x.dim();
260
261        // Distribute computation across workers
262        let samples_per_worker = n_samples / self.config.n_workers;
263
264        let feature_results: Vec<Array2<f64>> = (0..self.config.n_workers)
265            .into_par_iter()
266            .map(|worker_id| {
267                let start_idx = worker_id * samples_per_worker;
268                let end_idx = if worker_id == self.config.n_workers - 1 {
269                    n_samples
270                } else {
271                    (worker_id + 1) * samples_per_worker
272                };
273
274                let worker_data = x.slice(s![start_idx..end_idx, ..]);
275                self.compute_features(&worker_data, weights, bias)
276            })
277            .collect();
278
279        // Combine results from all workers
280        let combined_features = scirs2_core::ndarray::concatenate(
281            Axis(0),
282            &feature_results.iter().map(|f| f.view()).collect::<Vec<_>>(),
283        )
284        .map_err(|e| SklearsError::Other(format!("Failed to concatenate features: {}", e)))?;
285
286        Ok(combined_features)
287    }
288
289    /// Compute RBF features for a data subset
290    fn compute_features(
291        &self,
292        x: &scirs2_core::ndarray::ArrayView2<f64>,
293        weights: &Array2<f64>,
294        bias: &Array1<f64>,
295    ) -> Array2<f64> {
296        let (n_samples, _) = x.dim();
297        let n_components = weights.nrows();
298
299        // Compute X @ W^T + b
300        let projection = x.dot(&weights.t()) + bias;
301
302        // Apply cosine transformation with normalization
303        let mut features = Array2::zeros((n_samples, n_components));
304        let norm_factor = (2.0 / n_components as f64).sqrt();
305
306        for i in 0..n_samples {
307            for j in 0..n_components {
308                features[[i, j]] = norm_factor * projection[[i, j]].cos();
309            }
310        }
311
312        features
313    }
314
315    /// Initialize workers based on the partition strategy
316    fn initialize_workers(&mut self, n_samples: usize) -> Result<()> {
317        self.workers.clear();
318
319        let partitions = match &self.config.partition_strategy {
320            PartitionStrategy::Block => self.create_block_partitions(n_samples),
321            PartitionStrategy::Random => self.create_random_partitions(n_samples),
322            PartitionStrategy::Stratified => {
323                // For now, use block partitioning as stratified requires labels
324                self.create_block_partitions(n_samples)
325            }
326            PartitionStrategy::Custom(partition_fn) => {
327                partition_fn(n_samples, self.config.n_workers)
328            }
329        };
330
331        for (worker_id, indices) in partitions.into_iter().enumerate() {
332            self.workers.push(Worker::new(worker_id, indices));
333        }
334
335        Ok(())
336    }
337
338    /// Create block-wise partitions
339    fn create_block_partitions(&self, n_samples: usize) -> Vec<Vec<usize>> {
340        let samples_per_worker = n_samples / self.config.n_workers;
341        let mut partitions = Vec::new();
342
343        for worker_id in 0..self.config.n_workers {
344            let start_idx = worker_id * samples_per_worker;
345            let end_idx = if worker_id == self.config.n_workers - 1 {
346                n_samples
347            } else {
348                (worker_id + 1) * samples_per_worker
349            };
350
351            partitions.push((start_idx..end_idx).collect());
352        }
353
354        partitions
355    }
356
357    /// Create random partitions
358    fn create_random_partitions(&self, n_samples: usize) -> Vec<Vec<usize>> {
359        let mut rng = match self.random_state {
360            Some(seed) => StdRng::seed_from_u64(seed),
361            None => StdRng::from_seed(thread_rng().gen()),
362        };
363
364        let mut indices: Vec<usize> = (0..n_samples).collect();
365
366        // Shuffle indices
367        for i in (1..indices.len()).rev() {
368            let j = rng.gen_range(0..i + 1);
369            indices.swap(i, j);
370        }
371
372        // Distribute shuffled indices across workers
373        let samples_per_worker = n_samples / self.config.n_workers;
374        let mut partitions = Vec::new();
375
376        for worker_id in 0..self.config.n_workers {
377            let start_idx = worker_id * samples_per_worker;
378            let end_idx = if worker_id == self.config.n_workers - 1 {
379                n_samples
380            } else {
381                (worker_id + 1) * samples_per_worker
382            };
383
384            partitions.push(indices[start_idx..end_idx].to_vec());
385        }
386
387        partitions
388    }
389
390    /// Get worker statistics
391    pub fn worker_stats(&self) -> Vec<(usize, usize, bool)> {
392        self.workers
393            .iter()
394            .map(|w| (w.id, w.data_indices.len(), w.is_active))
395            .collect()
396    }
397
398    /// Get total memory usage across all workers
399    pub fn total_memory_usage(&self) -> usize {
400        self.workers.iter().map(|w| w.memory_usage).sum()
401    }
402}
403
404/// Distributed Nyström method for kernel approximation
405///
406/// Implements a distributed version of the Nyström method where
407/// inducing points and eigendecomposition are computed in parallel.
408pub struct DistributedNystroem {
409    n_components: usize,
410    gamma: f64,
411    config: DistributedConfig,
412    workers: Vec<Worker>,
413    eigenvalues: Option<Array1<f64>>,
414    eigenvectors: Option<Array2<f64>>,
415    inducing_points: Option<Array2<f64>>,
416    random_state: Option<u64>,
417}
418
419impl DistributedNystroem {
420    /// Create a new distributed Nyström approximation
421    pub fn new(n_components: usize, gamma: f64) -> Self {
422        Self {
423            n_components,
424            gamma,
425            config: DistributedConfig::default(),
426            workers: Vec::new(),
427            eigenvalues: None,
428            eigenvectors: None,
429            inducing_points: None,
430            random_state: None,
431        }
432    }
433
434    /// Set the distributed computing configuration
435    pub fn with_config(mut self, config: DistributedConfig) -> Self {
436        self.config = config;
437        self
438    }
439
440    /// Set random state for reproducibility
441    pub fn with_random_state(mut self, random_state: u64) -> Self {
442        self.random_state = Some(random_state);
443        self
444    }
445
446    /// Fit the distributed Nyström method
447    pub fn fit(&mut self, x: &Array2<f64>) -> Result<()> {
448        let (_n_samples, _) = x.dim();
449
450        // Select inducing points
451        let inducing_indices = self.select_inducing_points(x)?;
452        let inducing_points = x.select(Axis(0), &inducing_indices);
453
454        // Compute kernel matrix for inducing points
455        let kernel_matrix = self.compute_kernel_matrix(&inducing_points)?;
456
457        // Eigendecomposition (simplified for now)
458        let (eigenvalues, eigenvectors) = self.eigendecomposition(&kernel_matrix)?;
459
460        // Store results
461        self.inducing_points = Some(inducing_points);
462        self.eigenvalues = Some(eigenvalues);
463        self.eigenvectors = Some(eigenvectors);
464
465        Ok(())
466    }
467
468    /// Transform data using the fitted Nyström approximation
469    pub fn transform(&self, x: &Array2<f64>) -> Result<Array2<f64>> {
470        let inducing_points =
471            self.inducing_points
472                .as_ref()
473                .ok_or_else(|| SklearsError::NotFitted {
474                    operation: "transform".to_string(),
475                })?;
476        let eigenvalues = self
477            .eigenvalues
478            .as_ref()
479            .ok_or_else(|| SklearsError::NotFitted {
480                operation: "transform".to_string(),
481            })?;
482        let eigenvectors = self
483            .eigenvectors
484            .as_ref()
485            .ok_or_else(|| SklearsError::NotFitted {
486                operation: "transform".to_string(),
487            })?;
488
489        // Compute kernel between x and inducing points
490        let kernel_x_inducing = self.compute_kernel(x, inducing_points)?;
491
492        // Apply Nyström transformation: K(X, Z) @ U @ Λ^(-1/2)
493        let mut features = kernel_x_inducing.dot(eigenvectors);
494
495        // Scale by eigenvalues
496        for i in 0..eigenvalues.len() {
497            if eigenvalues[i] > 1e-12 {
498                let scale = 1.0 / eigenvalues[i].sqrt();
499                for j in 0..features.nrows() {
500                    features[[j, i]] *= scale;
501                }
502            }
503        }
504
505        Ok(features)
506    }
507
508    /// Select inducing points
509    fn select_inducing_points(&self, x: &Array2<f64>) -> Result<Vec<usize>> {
510        let n_samples = x.nrows();
511        let mut rng = match self.random_state {
512            Some(seed) => StdRng::seed_from_u64(seed),
513            None => StdRng::from_seed(thread_rng().gen()),
514        };
515
516        // Simple random sampling for now
517        let mut indices = Vec::new();
518        for _ in 0..self.n_components {
519            indices.push(rng.gen_range(0..n_samples));
520        }
521
522        Ok(indices)
523    }
524
525    /// Compute kernel matrix
526    fn compute_kernel_matrix(&self, x: &Array2<f64>) -> Result<Array2<f64>> {
527        let n_samples = x.nrows();
528        let mut kernel_matrix = Array2::zeros((n_samples, n_samples));
529
530        for i in 0..n_samples {
531            for j in i..n_samples {
532                let diff = &x.row(i) - &x.row(j);
533                let squared_dist = diff.mapv(|x| x * x).sum();
534                let kernel_val = (-self.gamma * squared_dist).exp();
535                kernel_matrix[[i, j]] = kernel_val;
536                kernel_matrix[[j, i]] = kernel_val;
537            }
538        }
539
540        Ok(kernel_matrix)
541    }
542
543    /// Compute kernel between two matrices
544    fn compute_kernel(&self, x: &Array2<f64>, y: &Array2<f64>) -> Result<Array2<f64>> {
545        let (n_samples_x, _) = x.dim();
546        let (n_samples_y, _) = y.dim();
547        let mut kernel_matrix = Array2::zeros((n_samples_x, n_samples_y));
548
549        for i in 0..n_samples_x {
550            for j in 0..n_samples_y {
551                let diff = &x.row(i) - &y.row(j);
552                let squared_dist = diff.mapv(|x| x * x).sum();
553                let kernel_val = (-self.gamma * squared_dist).exp();
554                kernel_matrix[[i, j]] = kernel_val;
555            }
556        }
557
558        Ok(kernel_matrix)
559    }
560
561    /// Perform eigendecomposition
562    fn eigendecomposition(&self, matrix: &Array2<f64>) -> Result<(Array1<f64>, Array2<f64>)> {
563        // Simplified eigendecomposition (in practice, use LAPACK or similar)
564        // This is a placeholder for actual eigendecomposition
565        let n = matrix.nrows();
566        let eigenvalues = Array1::ones(self.n_components.min(n));
567        let eigenvectors = Array2::eye(n)
568            .slice(s![.., ..self.n_components.min(n)])
569            .to_owned();
570
571        Ok((eigenvalues, eigenvectors))
572    }
573}
574
575#[allow(non_snake_case)]
576#[cfg(test)]
577mod tests {
578    use super::*;
579    use scirs2_core::ndarray::array;
580
581    #[test]
582    fn test_distributed_rbf_sampler_basic() {
583        let x = array![[1.0, 2.0], [3.0, 4.0], [5.0, 6.0], [7.0, 8.0]];
584
585        let mut sampler = DistributedRBFSampler::new(100, 0.1).with_random_state(42);
586
587        sampler.fit(&x).unwrap();
588        let features = sampler.transform(&x).unwrap();
589
590        assert_eq!(features.nrows(), 4);
591        assert_eq!(features.ncols(), 100);
592    }
593
594    #[test]
595    fn test_distributed_config() {
596        let config = DistributedConfig {
597            n_workers: 4,
598            partition_strategy: PartitionStrategy::Random,
599            communication_pattern: CommunicationPattern::AllToAll,
600            aggregation_method: AggregationMethod::WeightedAverage,
601            ..Default::default()
602        };
603
604        assert_eq!(config.n_workers, 4);
605        assert!(matches!(
606            config.partition_strategy,
607            PartitionStrategy::Random
608        ));
609    }
610
611    #[test]
612    fn test_worker_initialization() {
613        let worker = Worker::new(0, vec![0, 1, 2, 3]);
614        assert_eq!(worker.id, 0);
615        assert_eq!(worker.data_indices.len(), 4);
616        assert!(worker.is_active);
617    }
618
619    #[test]
620    fn test_distributed_nystroem_basic() {
621        let x = array![[1.0, 2.0], [3.0, 4.0], [5.0, 6.0], [7.0, 8.0]];
622
623        let mut nystroem = DistributedNystroem::new(3, 0.1).with_random_state(42);
624
625        nystroem.fit(&x).unwrap();
626        let features = nystroem.transform(&x).unwrap();
627
628        assert_eq!(features.nrows(), 4);
629        assert_eq!(features.ncols(), 3);
630    }
631
632    #[test]
633    fn test_partition_strategies() {
634        let mut sampler = DistributedRBFSampler::new(50, 0.1);
635        sampler.config.n_workers = 2;
636
637        // Test block partitioning
638        sampler.config.partition_strategy = PartitionStrategy::Block;
639        sampler.initialize_workers(10).unwrap();
640        assert_eq!(sampler.workers.len(), 2);
641        assert_eq!(sampler.workers[0].data_indices.len(), 5);
642        assert_eq!(sampler.workers[1].data_indices.len(), 5);
643
644        // Test random partitioning
645        sampler.config.partition_strategy = PartitionStrategy::Random;
646        sampler.random_state = Some(42);
647        sampler.initialize_workers(10).unwrap();
648        assert_eq!(sampler.workers.len(), 2);
649    }
650
651    #[test]
652    fn test_worker_stats() {
653        let mut sampler = DistributedRBFSampler::new(50, 0.1);
654        sampler.config.n_workers = 3;
655        sampler.initialize_workers(12).unwrap();
656
657        let stats = sampler.worker_stats();
658        assert_eq!(stats.len(), 3);
659        assert_eq!(stats[0].1, 4); // First worker gets 4 samples
660        assert_eq!(stats[1].1, 4); // Second worker gets 4 samples
661        assert_eq!(stats[2].1, 4); // Third worker gets 4 samples
662    }
663
664    #[test]
665    fn test_reproducibility() {
666        let x = array![[1.0, 2.0], [3.0, 4.0], [5.0, 6.0], [7.0, 8.0]];
667
668        let mut sampler1 = DistributedRBFSampler::new(50, 0.1).with_random_state(42);
669        sampler1.fit(&x).unwrap();
670        let features1 = sampler1.transform(&x).unwrap();
671
672        let mut sampler2 = DistributedRBFSampler::new(50, 0.1).with_random_state(42);
673        sampler2.fit(&x).unwrap();
674        let features2 = sampler2.transform(&x).unwrap();
675
676        // Features should be identical with same random state
677        assert!((features1 - features2).mapv(f64::abs).sum() < 1e-10);
678    }
679
680    #[test]
681    fn test_different_worker_counts() {
682        let x = array![
683            [1.0, 2.0],
684            [3.0, 4.0],
685            [5.0, 6.0],
686            [7.0, 8.0],
687            [9.0, 10.0],
688            [11.0, 12.0]
689        ];
690
691        for n_workers in [1, 2, 3, 6] {
692            let config = DistributedConfig {
693                n_workers,
694                ..Default::default()
695            };
696
697            let mut sampler = DistributedRBFSampler::new(50, 0.1)
698                .with_config(config)
699                .with_random_state(42);
700
701            sampler.fit(&x).unwrap();
702            let features = sampler.transform(&x).unwrap();
703
704            assert_eq!(features.nrows(), 6);
705            assert_eq!(features.ncols(), 50);
706        }
707    }
708}