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use crate::{AvgLLH, Error, Learning, Parametrizable};
use rayon::prelude::*;
use tracing::info;
/// The basis struct to use for models
#[derive(Debug)]
pub struct Model<T>
where
T: Parametrizable,
{
pub parametrizable: T,
pub n_components: usize,
pub max_iterations: usize,
pub n_init: usize,
pub incremental: bool,
pub incremental_weight: f64,
pub tol: f64,
// last_sufficient_statistics: Option<T::SufficientStatistics>,
// pub initialization: Option<T::Likelihood>,
pub info: ModelInfo,
}
#[derive(Debug)]
pub struct ModelInfo {
pub fitted: bool,
pub converged: bool,
pub n_iterations: usize,
pub likelihood: AvgLLH,
// pub initialized: bool,
}
impl<T> Model<T>
where
T: Parametrizable + Sync,
{
pub fn new(
parametrizable: T,
n_components: usize,
max_iterations: usize,
n_init: usize,
incremental: bool,
) -> Model<T> {
Model {
parametrizable,
n_components,
max_iterations,
n_init,
incremental,
incremental_weight: 0.8,
tol: 1e-6,
// last_sufficient_statistics: None,
// initialization: None,
info: ModelInfo {
fitted: false,
converged: false,
n_iterations: 0,
likelihood: AvgLLH(f64::NAN),
// initialized: false,
},
}
}
}
/// Intermediate result from a single EM training (better than just using tuples)
#[derive(Debug)]
struct Intermediate<T: Parametrizable> {
sufficient_statistics: T::SufficientStatistics,
converged: bool,
n_iterations: usize,
likelihood: AvgLLH,
}
impl<T: Parametrizable> Intermediate<T> {
fn new(
sufficient_statistics: T::SufficientStatistics,
converged: bool,
n_iterations: usize,
likelihood: AvgLLH,
) -> Self {
Intermediate {
sufficient_statistics,
converged,
n_iterations,
likelihood,
}
}
}
impl<T> Model<T>
where
T: Parametrizable + Sync,
{
/// Single EM iteration. Consumes a copy of a parametrizable
fn single_fit(
&self,
mut parametrizable: T,
data: &T::DataIn<'_>,
) -> Result<Intermediate<T>, Error> {
// If the model has not been fitted yet, do a random initialization
// use random sufficient statistics for variable initialization
let mut sufficient_statistics = self.parametrizable.compute(
&data,
¶metrizable.expect_rand(&data, self.n_components)?,
)?;
// .. and optional model initialization
if !self.info.fitted {
parametrizable.maximize(&sufficient_statistics)?;
}
let mut n_iterations = 0;
let mut converged = false;
let mut last_likelihood: AvgLLH = AvgLLH(f64::NEG_INFINITY);
for i in 0..self.max_iterations {
let (responsibilities, likelihood) = parametrizable.expect(&data)?;
sufficient_statistics = parametrizable.compute(&data, &responsibilities)?;
parametrizable.maximize(&sufficient_statistics)?;
let diff = f64::abs(likelihood.0 - last_likelihood.0);
last_likelihood = likelihood;
info!("{}: {}", i, diff);
if diff < self.tol {
converged = true;
n_iterations = i;
break;
}
}
Ok(Intermediate::new(
sufficient_statistics,
converged,
n_iterations,
last_likelihood,
))
}
}
impl<T> Learning for Model<T>
where
T: Parametrizable + Sync + Clone + Send,
{
type DataIn<'a> = T::DataIn<'a>;
type DataOut = T::DataOut;
fn fit(&mut self, data: &Self::DataIn<'_>) -> Result<(), Error> {
if !self.incremental {
if self.n_init > 0 && self.info.fitted {
return Err(Error::ParameterError {
n_init: self.n_init,
fitted: self.info.fitted,
});
}
// https://stackoverflow.com/a/36371890
let results: Result<Vec<_>, _> = (0..self.n_init)
.into_par_iter()
.map(|_| self.parametrizable.clone())
.map(|x| self.single_fit(x, &data))
.collect();
// results variable required to determine the lifetime of references returned by `max_by`
let results = results?;
info!(
"Likelihood of all runs {:?}",
results.iter().map(|i| i.likelihood.0).collect::<Vec<_>>()
);
let best = results
.iter()
.max_by(|a, b| a.likelihood.0.total_cmp(&b.likelihood.0))
.unwrap();
info!("Best {:?}", best.likelihood.0);
// restore winning model from the sufficient statistics
// Additional step, maybe a bit more expensive but elegant
self.parametrizable.maximize(&best.sufficient_statistics)?;
self.info.converged = best.converged;
self.info.n_iterations = best.n_iterations;
self.info.likelihood = best.likelihood.clone();
} else {
// incremental learning
return Err(Error::NotImplemented);
// Todo: only a draft yet
// if !self.info.fitted {
// let sufficient_statistics = self
// .mixable
// .compute(&data, &self.mixable.expect_rand(&data, self.n_components)?)?;
// self.mixable.maximize(&sufficient_statistics)?;
// self.info.fitted = true
// }
// panic!();
// // Guess I will have to read the paper
// let (responsibilities, _) = self.mixable.expect(&data)?;
// let mut sufficient_statistics = self.mixable.compute(&data, &responsibilities)?;
// sufficient_statistics = T::merge(
// &[
// &self
// .last_sufficient_statistics
// .as_ref()
// .expect("Model has not been trained before"),
// &sufficient_statistics,
// ],
// &[1.0 - self.incremental_weight, self.incremental_weight],
// )?;
// // self.batch()
}
Ok(())
}
fn predict(&self, _data: &Self::DataIn<'_>) -> Result<Self::DataOut, Error> {
// let (responsibilities, likelihood) = self.mixable.expect(&data)?;
// self.mixable.predict(&responsibilities, data)
todo!()
}
}
// TODO: Move to integration tests
#[cfg(all(test, feature = "ndarray"))]
mod tests {
use crate::backend::ndarray::gaussian::sort_parameters;
use crate::backend::ndarray::utils::generate_samples;
use crate::backend::ndarray::{finite::Finite, gaussian::Gaussian};
use crate::mixture::Mixture;
use crate::model::Model;
use crate::Learning;
use tracing::info;
use tracing_test::traced_test;
#[test]
#[traced_test]
fn single_gmm_em() {
let (data, _, _, _covariances) = generate_samples(&[15000, 10000, 50000], 2);
let gaussian = Gaussian::new();
let categorial = Finite::new(None);
let _mixture = Mixture {
mixables: gaussian,
latent: categorial,
};
// let density = Density::new(gaussian, categorial);
let gaussian = Gaussian::new();
let categorial = Finite::new(None);
let density = Mixture::new(gaussian, categorial);
let gmm = Model::new(density, 3, 200, 1, false);
let result = gmm
.single_fit(gmm.parametrizable.clone(), &data.view())
.unwrap();
info!(?result);
assert!(result.n_iterations < 35);
assert!(result.converged == true);
}
#[test]
#[traced_test]
fn test_multi_pass() {
// Samples must be sorted in decreasing order
let (data, _, means, _) = generate_samples(&[5000, 10000, 15000], 2);
let mut model = Model::new(
Mixture::new(Gaussian::new(), Finite::new(None)),
3,
50,
4,
false,
);
model.fit(&data.view()).unwrap();
info!(?model.info);
let (means_sorted, _) = sort_parameters(
&model.parametrizable.mixables,
&model.parametrizable.latent.pmf.view(),
);
println!("{}", model.parametrizable.mixables.means);
println!("{}", model.parametrizable.latent.pmf);
info!(%means);
// info!(?model.parametrizable.mixables.means),
info!(%means_sorted);
info!("{}", &means_sorted - &means);
assert!(means.abs_diff_eq(&means_sorted, 1e-2));
// time cargo test -F ndarray -p potpourri test_multi_pass --release
// 6,17s user 0,60s system 703% cpu 0,962 total
// cargo test -F ndarray -p potpourri test_multi_pass
// 270,15s user 0,57s system 804% cpu 33,635 total
}
}