#include "pch.h" #include "tSneAlgo.h" #include #include #include #include #include #include //This product includes software developed by the Delft University of Technology. #include "src/t_sne/tsne.h" #include "src/t_sne/vptree.h" #include "src/t_sne/sptree.h" #pragma warning(disable:4996) static double sign(double inputArrayX) { return (inputArrayX == .0 ? .0 : (inputArrayX < .0 ? -1.0 : 1.0)); } static void zeroMean(double* inputArrayX, int N, int D); static void computeGaussianPerplexity(double* inputArrayX, int N, int D, double* P, double perplexity); static void computeGaussianPerplexity(double* inputArrayX, int N, int D, unsigned int** _row_P, unsigned int** _col_P, double** _val_P, double perplexity, int K); static double randn(); static void computeExactGradient(double* P, double* Y, int N, int D, double* dC); static void computeGradient(unsigned int* inp_row_P, unsigned int* inp_col_P, double* inp_val_P, double* Y, int N, int D, double* dC, double theta); static double evaluateError(double* P, double* Y, int N, int D); static double evaluateError(unsigned int* row_P, unsigned int* col_P, double* val_P, double* Y, int N, int D, double theta); static void computeSquaredEuclideanDistance(double* inputArrayX, int N, int D, double* DD); static void symmetrizeMatrix(unsigned int** row_P, unsigned int** col_P, double** val_P, int N); tSneAlgo::tSneAlgo(std::vector::iterator begin, std::vector::iterator end, double** YnotInitialized, double perplexity, double learningRate, int maxIter) :perplexity(perplexity), learningRate(learningRate), N(std::distance(begin, end)), D(begin->bitVec.size()), maxIter(maxIter) { //N -> amount of dataPoints //D -> Dimension of DataPoints qDebug() << "N:" << N << " D:" << D; //Create Input Matrix inputArrayX = new double[N * D]; for (int n = 0; n < N; n++) { const SolutionPointData& sol = *std::next(begin, n); for (int d = 0; d < D; d++) { inputArrayX[n * D + d] = sol.bitVec[d] ? 1.0 : 0.0; } } //Create Output Matrix *YnotInitialized = outputArrayY = (double*)calloc(N * outputDimesion, sizeof(double)); } tSneAlgo::~tSneAlgo() { reset(); delete inputArrayX; delete outputArrayY; } void tSneAlgo::run() { //TSNE::run //Init // Set random seed if (useRandomSeed != true) { if (randomSeet >= 0) { printf("Using random seed: %d\n", randomSeet); srand((unsigned int)randomSeet); } else { printf("Using current time as random seed...\n"); srand(time(NULL)); } } // Determine whether we are using an exact algorithm if (N - 1 < 3 * perplexity) { printf("Perplexity too large for the number of data points!\n"); exit(1); } printf("Using no_dims = %d, perplexity = %f, and theta = %f\n", outputDimesion, perplexity, theta); bool exact = (theta == .0) ? true : false; // Set learning parameters float total_time = .0; clock_t start, end; double momentum = .5, final_momentum = .8; // Allocate some memory double* dY = (double*)malloc(N * outputDimesion * sizeof(double)); double* uY = (double*)malloc(N * outputDimesion * sizeof(double)); double* gains = (double*)malloc(N * outputDimesion * sizeof(double)); if (dY == NULL || uY == NULL || gains == NULL) { printf("Memory allocation failed!\n"); exit(1); } for (int i = 0; i < N * outputDimesion; i++) uY[i] = .0; for (int i = 0; i < N * outputDimesion; i++) gains[i] = 1.0; // Normalize input data (to prevent numerical problems) printf("Computing input similarities...\n"); start = clock(); zeroMean(inputArrayX, N, D); double max_X = 0.0; for (int i = 0; i < N * D; i++) { if (fabs(inputArrayX[i]) > max_X) max_X = fabs(inputArrayX[i]); } for (int i = 0; i < N * D; i++) inputArrayX[i] /= max_X; // Compute input similarities for exact t-SNE double* P = nullptr; unsigned int* row_P = nullptr; unsigned int* col_P = nullptr; double* val_P = nullptr; if (exact) { // Compute similarities printf("Exact?"); P = (double*)malloc(N * N * sizeof(double)); if (P == NULL) { printf("Memory allocation failed!\n"); exit(1); } computeGaussianPerplexity(inputArrayX, N, D, P, perplexity); // Symmetrize input similarities printf("Symmetrizing...\n"); int nN = 0; for (int n = 0; n < N; n++) { int mN = (n + 1) * N; for (int m = n + 1; m < N; m++) { P[nN + m] += P[mN + n]; P[mN + n] = P[nN + m]; mN += N; } nN += N; } double sum_P = .0; for (int i = 0; i < N * N; i++) sum_P += P[i]; for (int i = 0; i < N * N; i++) P[i] /= sum_P; } // Compute input similarities for approximate t-SNE else { // Compute asymmetric pairwise input similarities computeGaussianPerplexity(inputArrayX, N, D, &row_P, &col_P, &val_P, perplexity, (int)(3 * perplexity)); // Symmetrize input similarities symmetrizeMatrix(&row_P, &col_P, &val_P, N); double sum_P = .0; for (int i = 0; i < row_P[N]; i++) sum_P += val_P[i]; for (int i = 0; i < row_P[N]; i++) val_P[i] /= sum_P; } end = clock(); // Lie about the P-values if (exact) { for (int i = 0; i < N * N; i++) P[i] *= 12.0; } else { for (int i = 0; i < row_P[N]; i++) val_P[i] *= 12.0; } // Initialize solution (randomly) if (skipRandomInit != true) { for (int i = 0; i < N * outputDimesion; i++) outputArrayY[i] = randn() * .0001; } // Perform main training loop if (exact) printf("Input similarities computed in %4.2f seconds!\nLearning embedding...\n", (float)(end - start) / CLOCKS_PER_SEC); else printf("Input similarities computed in %4.2f seconds (sparsity = %f)!\nLearning embedding...\n", (float)(end - start) / CLOCKS_PER_SEC, (double)row_P[N] / ((double)N * (double)N)); start = clock(); double last_C = -1; for (actualIteration = 0; actualIteration < maxIter; actualIteration++) { checkPaused(); if (checkCancel()) break; emit changedIter(actualIteration); // Compute (approximate) gradient if (exact) computeExactGradient(P, outputArrayY, N, outputDimesion, dY); else computeGradient(row_P, col_P, val_P, outputArrayY, N, outputDimesion, dY, theta); // Update gains for (int i = 0; i < N * outputDimesion; i++) gains[i] = (sign(dY[i]) != sign(uY[i])) ? (gains[i] + .2) : (gains[i] * .8); for (int i = 0; i < N * outputDimesion; i++) if (gains[i] < .01) gains[i] = .01; // Perform gradient update (with momentum and gains) for (int i = 0; i < N * outputDimesion; i++) uY[i] = momentum * uY[i] - learningRate * gains[i] * dY[i]; for (int i = 0; i < N * outputDimesion; i++) outputArrayY[i] += uY[i]; // Make solution zero-mean zeroMean(outputArrayY, N, outputDimesion); // Stop lying about the P-values after a while, and switch momentum if (actualIteration == stopLyingIter) { if (exact) { for (int i = 0; i < N * N; i++) P[i] /= 12.0; } else { for (int i = 0; i < row_P[N]; i++) val_P[i] /= 12.0; } } if (actualIteration == momentumSwitchIter) momentum = final_momentum; // Print out progress if (actualIteration > 0 && (actualIteration % 50 == 0 || actualIteration == maxIter - 1)) { end = clock(); double C = .0; if (exact) C = evaluateError(P, outputArrayY, N, outputDimesion); else C = evaluateError(row_P, col_P, val_P, outputArrayY, N, outputDimesion, theta); // doing approximate computation here! if (actualIteration == 0) printf("Iteration %d: error is %f\n", actualIteration + 1, C); else { total_time += (float)(end - start) / CLOCKS_PER_SEC; printf("Iteration %d: error is %f (50 iterations in %4.2f seconds)\n", actualIteration, C, (float)(end - start) / CLOCKS_PER_SEC); } start = clock(); last_C = C; } } end = clock(); total_time += (float)(end - start) / CLOCKS_PER_SEC; // Clean up memory free(dY); free(uY); free(gains); if (exact) free(P); else { free(row_P); row_P = NULL; free(col_P); col_P = NULL; free(val_P); val_P = NULL; } printf("Fitting performed in %4.2f seconds.\n", total_time); emit algoDone(); } void tSneAlgo::setLearningRate(double epsillon) { learningRate = epsillon; } void tSneAlgo::setPerplexity(double perplexity) { this->perplexity = perplexity; } // Compute gradient of the t-SNE cost function (using Barnes-Hut algorithm) static void computeGradient(unsigned int* inp_row_P, unsigned int* inp_col_P, double* inp_val_P, double* Y, int N, int D, double* dC, double theta) { // Construct space-partitioning tree on current map SPTree* tree = new SPTree(D, Y, N); // Compute all terms required for t-SNE gradient double sum_Q = .0; double* pos_f = (double*)calloc(N * D, sizeof(double)); double* neg_f = (double*)calloc(N * D, sizeof(double)); if (pos_f == NULL || neg_f == NULL) { printf("Memory allocation failed!\n"); exit(1); } tree->computeEdgeForces(inp_row_P, inp_col_P, inp_val_P, N, pos_f); for (int n = 0; n < N; n++) tree->computeNonEdgeForces(n, theta, neg_f + n * D, &sum_Q); // Compute final t-SNE gradient for (int i = 0; i < N * D; i++) { dC[i] = pos_f[i] - (neg_f[i] / sum_Q); } free(pos_f); free(neg_f); delete tree; } // Compute gradient of the t-SNE cost function (exact) static void computeExactGradient(double* P, double* Y, int N, int D, double* dC) { // Make sure the current gradient contains zeros for (int i = 0; i < N * D; i++) dC[i] = 0.0; // Compute the squared Euclidean distance matrix double* DD = (double*)malloc(N * N * sizeof(double)); if (DD == NULL) { printf("Memory allocation failed!\n"); exit(1); } computeSquaredEuclideanDistance(Y, N, D, DD); // Compute Q-matrix and normalization sum double* Q = (double*)malloc(N * N * sizeof(double)); if (Q == NULL) { printf("Memory allocation failed!\n"); exit(1); } double sum_Q = .0; int nN = 0; for (int n = 0; n < N; n++) { for (int m = 0; m < N; m++) { if (n != m) { Q[nN + m] = 1 / (1 + DD[nN + m]); sum_Q += Q[nN + m]; } } nN += N; } // Perform the computation of the gradient nN = 0; int nD = 0; for (int n = 0; n < N; n++) { int mD = 0; for (int m = 0; m < N; m++) { if (n != m) { double mult = (P[nN + m] - (Q[nN + m] / sum_Q)) * Q[nN + m]; for (int d = 0; d < D; d++) { dC[nD + d] += (Y[nD + d] - Y[mD + d]) * mult; } } mD += D; } nN += N; nD += D; } // Free memory free(DD); DD = NULL; free(Q); Q = NULL; } // Evaluate t-SNE cost function (exactly) static double evaluateError(double* P, double* Y, int N, int D) { // Compute the squared Euclidean distance matrix double* DD = (double*)malloc(N * N * sizeof(double)); double* Q = (double*)malloc(N * N * sizeof(double)); if (DD == NULL || Q == NULL) { printf("Memory allocation failed!\n"); exit(1); } computeSquaredEuclideanDistance(Y, N, D, DD); // Compute Q-matrix and normalization sum int nN = 0; double sum_Q = DBL_MIN; for (int n = 0; n < N; n++) { for (int m = 0; m < N; m++) { if (n != m) { Q[nN + m] = 1 / (1 + DD[nN + m]); sum_Q += Q[nN + m]; } else Q[nN + m] = DBL_MIN; } nN += N; } for (int i = 0; i < N * N; i++) Q[i] /= sum_Q; // Sum t-SNE error double C = .0; for (int n = 0; n < N * N; n++) { C += P[n] * log((P[n] + FLT_MIN) / (Q[n] + FLT_MIN)); } // Clean up memory free(DD); free(Q); return C; } // Evaluate t-SNE cost function (approximately) static double evaluateError(unsigned int* row_P, unsigned int* col_P, double* val_P, double* Y, int N, int D, double theta) { // Get estimate of normalization term SPTree* tree = new SPTree(D, Y, N); double* buff = (double*)calloc(D, sizeof(double)); double sum_Q = .0; for (int n = 0; n < N; n++) tree->computeNonEdgeForces(n, theta, buff, &sum_Q); // Loop over all edges to compute t-SNE error int ind1, ind2; double C = .0, Q; for (int n = 0; n < N; n++) { ind1 = n * D; for (int i = row_P[n]; i < row_P[n + 1]; i++) { Q = .0; ind2 = col_P[i] * D; for (int d = 0; d < D; d++) buff[d] = Y[ind1 + d]; for (int d = 0; d < D; d++) buff[d] -= Y[ind2 + d]; for (int d = 0; d < D; d++) Q += buff[d] * buff[d]; Q = (1.0 / (1.0 + Q)) / sum_Q; C += val_P[i] * log((val_P[i] + FLT_MIN) / (Q + FLT_MIN)); } } // Clean up memory free(buff); delete tree; return C; } // Compute input similarities with a fixed perplexity static void computeGaussianPerplexity(double* inputArrayX, int N, int D, double* P, double perplexity) { // Compute the squared Euclidean distance matrix double* DD = (double*)malloc(N * N * sizeof(double)); if (DD == NULL) { printf("Memory allocation failed!\n"); exit(1); } computeSquaredEuclideanDistance(inputArrayX, N, D, DD); // Compute the Gaussian kernel row by row int nN = 0; for (int n = 0; n < N; n++) { // Initialize some variables bool found = false; double beta = 1.0; double min_beta = -DBL_MAX; double max_beta = DBL_MAX; double tol = 1e-5; double sum_P; // Iterate until we found a good perplexity int iter = 0; while (!found && iter < 200) { // Compute Gaussian kernel row for (int m = 0; m < N; m++) P[nN + m] = exp(-beta * DD[nN + m]); P[nN + n] = DBL_MIN; // Compute entropy of current row sum_P = DBL_MIN; for (int m = 0; m < N; m++) sum_P += P[nN + m]; double H = 0.0; for (int m = 0; m < N; m++) H += beta * (DD[nN + m] * P[nN + m]); H = (H / sum_P) + log(sum_P); // Evaluate whether the entropy is within the tolerance level double Hdiff = H - log(perplexity); if (Hdiff < tol && -Hdiff < tol) { found = true; } else { if (Hdiff > 0) { min_beta = beta; if (max_beta == DBL_MAX || max_beta == -DBL_MAX) beta *= 2.0; else beta = (beta + max_beta) / 2.0; } else { max_beta = beta; if (min_beta == -DBL_MAX || min_beta == DBL_MAX) beta /= 2.0; else beta = (beta + min_beta) / 2.0; } } // Update iteration counter iter++; } // Row normalize P for (int m = 0; m < N; m++) P[nN + m] /= sum_P; nN += N; } // Clean up memory free(DD); DD = NULL; } // Compute input similarities with a fixed perplexity using ball trees (this function allocates memory another function should free) static void computeGaussianPerplexity(double* inputArrayX, int N, int D, unsigned int** _row_P, unsigned int** _col_P, double** _val_P, double perplexity, int K) { if (perplexity > K) printf("Perplexity should be lower than K!\n"); // Allocate the memory we need *_row_P = (unsigned int*)malloc((N + 1) * sizeof(unsigned int)); *_col_P = (unsigned int*)calloc(N * K, sizeof(unsigned int)); *_val_P = (double*)calloc(N * K, sizeof(double)); if (*_row_P == NULL || *_col_P == NULL || *_val_P == NULL) { printf("Memory allocation failed!\n"); exit(1); } unsigned int* row_P = *_row_P; unsigned int* col_P = *_col_P; double* val_P = *_val_P; double* cur_P = (double*)malloc((N - 1) * sizeof(double)); if (cur_P == NULL) { printf("Memory allocation failed!\n"); exit(1); } row_P[0] = 0; for (int n = 0; n < N; n++) row_P[n + 1] = row_P[n] + (unsigned int)K; // Build ball tree on data set VpTree* tree = new VpTree(); vector obj_X(N, DataPoint(D, -1, inputArrayX)); for (int n = 0; n < N; n++) obj_X[n] = DataPoint(D, n, inputArrayX + n * D); tree->create(obj_X); // Loop over all points to find nearest neighbors printf("Building tree...\n"); vector indices; vector distances; for (int n = 0; n < N; n++) { if (n % 10000 == 0) printf(" - point %d of %d\n", n, N); // Find nearest neighbors indices.clear(); distances.clear(); tree->search(obj_X[n], K + 1, &indices, &distances); // Initialize some variables for binary search bool found = false; double beta = 1.0; double min_beta = -DBL_MAX; double max_beta = DBL_MAX; double tol = 1e-5; // Iterate until we found a good perplexity int iter = 0; double sum_P; while (!found && iter < 200) { // Compute Gaussian kernel row for (int m = 0; m < K; m++) cur_P[m] = exp(-beta * distances[m + 1] * distances[m + 1]); // Compute entropy of current row sum_P = DBL_MIN; for (int m = 0; m < K; m++) sum_P += cur_P[m]; double H = .0; for (int m = 0; m < K; m++) H += beta * (distances[m + 1] * distances[m + 1] * cur_P[m]); H = (H / sum_P) + log(sum_P); // Evaluate whether the entropy is within the tolerance level double Hdiff = H - log(perplexity); if (Hdiff < tol && -Hdiff < tol) { found = true; } else { if (Hdiff > 0) { min_beta = beta; if (max_beta == DBL_MAX || max_beta == -DBL_MAX) beta *= 2.0; else beta = (beta + max_beta) / 2.0; } else { max_beta = beta; if (min_beta == -DBL_MAX || min_beta == DBL_MAX) beta /= 2.0; else beta = (beta + min_beta) / 2.0; } } // Update iteration counter iter++; } // Row-normalize current row of P and store in matrix for (unsigned int m = 0; m < K; m++) cur_P[m] /= sum_P; for (unsigned int m = 0; m < K; m++) { col_P[row_P[n] + m] = (unsigned int)indices[m + 1].index(); val_P[row_P[n] + m] = cur_P[m]; } } // Clean up memory obj_X.clear(); free(cur_P); delete tree; } // Symmetrizes a sparse matrix static void symmetrizeMatrix(unsigned int** _row_P, unsigned int** _col_P, double** _val_P, int N) { // Get sparse matrix unsigned int* row_P = *_row_P; unsigned int* col_P = *_col_P; double* val_P = *_val_P; // Count number of elements and row counts of symmetric matrix int* row_counts = (int*)calloc(N, sizeof(int)); if (row_counts == NULL) { printf("Memory allocation failed!\n"); exit(1); } for (int n = 0; n < N; n++) { for (int i = row_P[n]; i < row_P[n + 1]; i++) { // Check whether element (col_P[i], n) is present bool present = false; for (int m = row_P[col_P[i]]; m < row_P[col_P[i] + 1]; m++) { if (col_P[m] == n) present = true; } if (present) row_counts[n]++; else { row_counts[n]++; row_counts[col_P[i]]++; } } } int no_elem = 0; for (int n = 0; n < N; n++) no_elem += row_counts[n]; // Allocate memory for symmetrized matrix unsigned int* sym_row_P = (unsigned int*)malloc((N + 1) * sizeof(unsigned int)); unsigned int* sym_col_P = (unsigned int*)malloc(no_elem * sizeof(unsigned int)); double* sym_val_P = (double*)malloc(no_elem * sizeof(double)); if (sym_row_P == NULL || sym_col_P == NULL || sym_val_P == NULL) { printf("Memory allocation failed!\n"); exit(1); } // Construct new row indices for symmetric matrix sym_row_P[0] = 0; for (int n = 0; n < N; n++) sym_row_P[n + 1] = sym_row_P[n] + (unsigned int)row_counts[n]; // Fill the result matrix int* offset = (int*)calloc(N, sizeof(int)); if (offset == NULL) { printf("Memory allocation failed!\n"); exit(1); } for (int n = 0; n < N; n++) { for (unsigned int i = row_P[n]; i < row_P[n + 1]; i++) { // considering element(n, col_P[i]) // Check whether element (col_P[i], n) is present bool present = false; for (unsigned int m = row_P[col_P[i]]; m < row_P[col_P[i] + 1]; m++) { if (col_P[m] == n) { present = true; if (n <= col_P[i]) { // make sure we do not add elements twice sym_col_P[sym_row_P[n] + offset[n]] = col_P[i]; sym_col_P[sym_row_P[col_P[i]] + offset[col_P[i]]] = n; sym_val_P[sym_row_P[n] + offset[n]] = val_P[i] + val_P[m]; sym_val_P[sym_row_P[col_P[i]] + offset[col_P[i]]] = val_P[i] + val_P[m]; } } } // If (col_P[i], n) is not present, there is no addition involved if (!present) { sym_col_P[sym_row_P[n] + offset[n]] = col_P[i]; sym_col_P[sym_row_P[col_P[i]] + offset[col_P[i]]] = n; sym_val_P[sym_row_P[n] + offset[n]] = val_P[i]; sym_val_P[sym_row_P[col_P[i]] + offset[col_P[i]]] = val_P[i]; } // Update offsets if (!present || (present && n <= col_P[i])) { offset[n]++; if (col_P[i] != n) offset[col_P[i]]++; } } } // Divide the result by two for (int i = 0; i < no_elem; i++) sym_val_P[i] /= 2.0; // Return symmetrized matrices free(*_row_P); *_row_P = sym_row_P; free(*_col_P); *_col_P = sym_col_P; free(*_val_P); *_val_P = sym_val_P; // Free up some memery free(offset); offset = NULL; free(row_counts); row_counts = NULL; } // Compute squared Euclidean distance matrix static void computeSquaredEuclideanDistance(double* inputArrayX, int N, int D, double* DD) { const double* XnD = inputArrayX; for (int n = 0; n < N; ++n, XnD += D) { const double* XmD = XnD + D; double* curr_elem = &DD[n * N + n]; *curr_elem = 0.0; double* curr_elem_sym = curr_elem + N; for (int m = n + 1; m < N; ++m, XmD += D, curr_elem_sym += N) { *(++curr_elem) = 0.0; for (int d = 0; d < D; ++d) { *curr_elem += (XnD[d] - XmD[d]) * (XnD[d] - XmD[d]); } *curr_elem_sym = *curr_elem; } } } // Makes data zero-mean static void zeroMean(double* inputArrayX, int N, int D) { // Compute data mean double* mean = (double*)calloc(D, sizeof(double)); if (mean == NULL) { printf("Memory allocation failed!\n"); exit(1); } int nD = 0; for (int n = 0; n < N; n++) { for (int d = 0; d < D; d++) { mean[d] += inputArrayX[nD + d]; } nD += D; } for (int d = 0; d < D; d++) { mean[d] /= (double)N; } // Subtract data mean nD = 0; for (int n = 0; n < N; n++) { for (int d = 0; d < D; d++) { inputArrayX[nD + d] -= mean[d]; } nD += D; } free(mean); mean = NULL; } // Generates a Gaussian random number static double randn() { double inputArrayX, y, radius; do { inputArrayX = 2 * (rand() / ((double)RAND_MAX + 1)) - 1; y = 2 * (rand() / ((double)RAND_MAX + 1)) - 1; radius = (inputArrayX * inputArrayX) + (y * y); } while ((radius >= 1.0) || (radius == 0.0)); radius = sqrt(-2 * log(radius) / radius); inputArrayX *= radius; y *= radius; return inputArrayX; }