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# Copyright (c) Facebook, Inc. and its affiliates. | |
# | |
# This source code is licensed under the MIT license found in the | |
# LICENSE file in the root directory of this source tree. | |
import numpy as np | |
import unittest | |
import time | |
import faiss | |
from multiprocessing.pool import ThreadPool | |
############################################################### | |
# Simple functions to evaluate knn results | |
def knn_intersection_measure(I1, I2): | |
""" computes the intersection measure of two result tables | |
""" | |
nq, rank = I1.shape | |
assert I2.shape == (nq, rank) | |
ninter = sum( | |
np.intersect1d(I1[i], I2[i]).size | |
for i in range(nq) | |
) | |
return ninter / I1.size | |
############################################################### | |
# Range search results can be compared with Precision-Recall | |
def filter_range_results(lims, D, I, thresh): | |
""" select a set of results """ | |
nq = lims.size - 1 | |
mask = D < thresh | |
new_lims = np.zeros_like(lims) | |
for i in range(nq): | |
new_lims[i + 1] = new_lims[i] + mask[lims[i] : lims[i + 1]].sum() | |
return new_lims, D[mask], I[mask] | |
def range_PR(lims_ref, Iref, lims_new, Inew, mode="overall"): | |
"""compute the precision and recall of range search results. The | |
function does not take the distances into account. """ | |
def ref_result_for(i): | |
return Iref[lims_ref[i]:lims_ref[i + 1]] | |
def new_result_for(i): | |
return Inew[lims_new[i]:lims_new[i + 1]] | |
nq = lims_ref.size - 1 | |
assert lims_new.size - 1 == nq | |
ninter = np.zeros(nq, dtype="int64") | |
def compute_PR_for(q): | |
# ground truth results for this query | |
gt_ids = ref_result_for(q) | |
# results for this query | |
new_ids = new_result_for(q) | |
# there are no set functions in numpy so let's do this | |
inter = np.intersect1d(gt_ids, new_ids) | |
ninter[q] = len(inter) | |
# run in a thread pool, which helps in spite of the GIL | |
pool = ThreadPool(20) | |
pool.map(compute_PR_for, range(nq)) | |
return counts_to_PR( | |
lims_ref[1:] - lims_ref[:-1], | |
lims_new[1:] - lims_new[:-1], | |
ninter, | |
mode=mode | |
) | |
def counts_to_PR(ngt, nres, ninter, mode="overall"): | |
""" computes a precision-recall for a ser of queries. | |
ngt = nb of GT results per query | |
nres = nb of found results per query | |
ninter = nb of correct results per query (smaller than nres of course) | |
""" | |
if mode == "overall": | |
ngt, nres, ninter = ngt.sum(), nres.sum(), ninter.sum() | |
if nres > 0: | |
precision = ninter / nres | |
else: | |
precision = 1.0 | |
if ngt > 0: | |
recall = ninter / ngt | |
elif nres == 0: | |
recall = 1.0 | |
else: | |
recall = 0.0 | |
return precision, recall | |
elif mode == "average": | |
# average precision and recall over queries | |
mask = ngt == 0 | |
ngt[mask] = 1 | |
recalls = ninter / ngt | |
recalls[mask] = (nres[mask] == 0).astype(float) | |
# avoid division by 0 | |
mask = nres == 0 | |
assert np.all(ninter[mask] == 0) | |
ninter[mask] = 1 | |
nres[mask] = 1 | |
precisions = ninter / nres | |
return precisions.mean(), recalls.mean() | |
else: | |
raise AssertionError() | |
def sort_range_res_2(lims, D, I): | |
""" sort 2 arrays using the first as key """ | |
I2 = np.empty_like(I) | |
D2 = np.empty_like(D) | |
nq = len(lims) - 1 | |
for i in range(nq): | |
l0, l1 = lims[i], lims[i + 1] | |
ii = I[l0:l1] | |
di = D[l0:l1] | |
o = di.argsort() | |
I2[l0:l1] = ii[o] | |
D2[l0:l1] = di[o] | |
return I2, D2 | |
def sort_range_res_1(lims, I): | |
I2 = np.empty_like(I) | |
nq = len(lims) - 1 | |
for i in range(nq): | |
l0, l1 = lims[i], lims[i + 1] | |
I2[l0:l1] = I[l0:l1] | |
I2[l0:l1].sort() | |
return I2 | |
def range_PR_multiple_thresholds( | |
lims_ref, Iref, | |
lims_new, Dnew, Inew, | |
thresholds, | |
mode="overall", do_sort="ref,new" | |
): | |
""" compute precision-recall values for range search results | |
for several thresholds on the "new" results. | |
This is to plot PR curves | |
""" | |
# ref should be sorted by ids | |
if "ref" in do_sort: | |
Iref = sort_range_res_1(lims_ref, Iref) | |
# new should be sorted by distances | |
if "new" in do_sort: | |
Inew, Dnew = sort_range_res_2(lims_new, Dnew, Inew) | |
def ref_result_for(i): | |
return Iref[lims_ref[i]:lims_ref[i + 1]] | |
def new_result_for(i): | |
l0, l1 = lims_new[i], lims_new[i + 1] | |
return Inew[l0:l1], Dnew[l0:l1] | |
nq = lims_ref.size - 1 | |
assert lims_new.size - 1 == nq | |
nt = len(thresholds) | |
counts = np.zeros((nq, nt, 3), dtype="int64") | |
def compute_PR_for(q): | |
gt_ids = ref_result_for(q) | |
res_ids, res_dis = new_result_for(q) | |
counts[q, :, 0] = len(gt_ids) | |
if res_dis.size == 0: | |
# the rest remains at 0 | |
return | |
# which offsets we are interested in | |
nres= np.searchsorted(res_dis, thresholds) | |
counts[q, :, 1] = nres | |
if gt_ids.size == 0: | |
return | |
# find number of TPs at each stage in the result list | |
ii = np.searchsorted(gt_ids, res_ids) | |
ii[ii == len(gt_ids)] = -1 | |
n_ok = np.cumsum(gt_ids[ii] == res_ids) | |
# focus on threshold points | |
n_ok = np.hstack(([0], n_ok)) | |
counts[q, :, 2] = n_ok[nres] | |
pool = ThreadPool(20) | |
pool.map(compute_PR_for, range(nq)) | |
# print(counts.transpose(2, 1, 0)) | |
precisions = np.zeros(nt) | |
recalls = np.zeros(nt) | |
for t in range(nt): | |
p, r = counts_to_PR( | |
counts[:, t, 0], counts[:, t, 1], counts[:, t, 2], | |
mode=mode | |
) | |
precisions[t] = p | |
recalls[t] = r | |
return precisions, recalls | |
############################################################### | |
# Functions that compare search results with a reference result. | |
# They are intended for use in tests | |
def _cluster_tables_with_tolerance(tab1, tab2, thr): | |
""" for two tables, cluster them by merging values closer than thr. | |
Returns the cluster ids for each table element """ | |
tab = np.hstack([tab1, tab2]) | |
tab.sort() | |
n = len(tab) | |
diffs = np.ones(n) | |
diffs[1:] = tab[1:] - tab[:-1] | |
unique_vals = tab[diffs > thr] | |
idx1 = np.searchsorted(unique_vals, tab1, side='right') - 1 | |
idx2 = np.searchsorted(unique_vals, tab2, side='right') - 1 | |
return idx1, idx2 | |
def check_ref_knn_with_draws(Dref, Iref, Dnew, Inew, rtol=1e-5): | |
""" test that knn search results are identical, with possible ties. | |
Raise if not. """ | |
np.testing.assert_allclose(Dref, Dnew, rtol=rtol) | |
# here we have to be careful because of draws | |
testcase = unittest.TestCase() # because it makes nice error messages | |
for i in range(len(Iref)): | |
if np.all(Iref[i] == Inew[i]): # easy case | |
continue | |
# otherwise collect elements per distance | |
r = rtol * Dref[i].max() | |
DrefC, DnewC = _cluster_tables_with_tolerance(Dref[i], Dnew[i], r) | |
for dis in np.unique(DrefC): | |
if dis == DrefC[-1]: | |
continue | |
mask = DrefC == dis | |
testcase.assertEqual(set(Iref[i, mask]), set(Inew[i, mask])) | |
def check_ref_range_results(Lref, Dref, Iref, | |
Lnew, Dnew, Inew): | |
""" compare range search results wrt. a reference result, | |
throw if it fails """ | |
np.testing.assert_array_equal(Lref, Lnew) | |
nq = len(Lref) - 1 | |
for i in range(nq): | |
l0, l1 = Lref[i], Lref[i + 1] | |
Ii_ref = Iref[l0:l1] | |
Ii_new = Inew[l0:l1] | |
Di_ref = Dref[l0:l1] | |
Di_new = Dnew[l0:l1] | |
if np.all(Ii_ref == Ii_new): # easy | |
pass | |
else: | |
def sort_by_ids(I, D): | |
o = I.argsort() | |
return I[o], D[o] | |
# sort both | |
(Ii_ref, Di_ref) = sort_by_ids(Ii_ref, Di_ref) | |
(Ii_new, Di_new) = sort_by_ids(Ii_new, Di_new) | |
np.testing.assert_array_equal(Ii_ref, Ii_new) | |
np.testing.assert_array_almost_equal(Di_ref, Di_new, decimal=5) | |
############################################################### | |
# OperatingPoints functions | |
# this is the Python version of the AutoTune object in C++ | |
class OperatingPoints: | |
""" | |
Manages a set of search parameters with associated performance and time. | |
Keeps the Pareto optimal points. | |
""" | |
def __init__(self): | |
# list of (key, perf, t) | |
self.operating_points = [ | |
# (self.do_nothing_key(), 0.0, 0.0) | |
] | |
self.suboptimal_points = [] | |
def compare_keys(self, k1, k2): | |
""" return -1 if k1 > k2, 1 if k2 > k1, 0 otherwise """ | |
raise NotImplemented | |
def do_nothing_key(self): | |
""" parameters to say we do noting, takes 0 time and has 0 performance""" | |
raise NotImplemented | |
def is_pareto_optimal(self, perf_new, t_new): | |
for _, perf, t in self.operating_points: | |
if perf >= perf_new and t <= t_new: | |
return False | |
return True | |
def predict_bounds(self, key): | |
""" predicts the bound on time and performance """ | |
min_time = 0.0 | |
max_perf = 1.0 | |
for key2, perf, t in self.operating_points + self.suboptimal_points: | |
cmp = self.compare_keys(key, key2) | |
if cmp > 0: # key2 > key | |
if t > min_time: | |
min_time = t | |
if cmp < 0: # key2 < key | |
if perf < max_perf: | |
max_perf = perf | |
return max_perf, min_time | |
def should_run_experiment(self, key): | |
(max_perf, min_time) = self.predict_bounds(key) | |
return self.is_pareto_optimal(max_perf, min_time) | |
def add_operating_point(self, key, perf, t): | |
if self.is_pareto_optimal(perf, t): | |
i = 0 | |
# maybe it shadows some other operating point completely? | |
while i < len(self.operating_points): | |
op_Ls, perf2, t2 = self.operating_points[i] | |
if perf >= perf2 and t < t2: | |
self.suboptimal_points.append( | |
self.operating_points.pop(i)) | |
else: | |
i += 1 | |
self.operating_points.append((key, perf, t)) | |
return True | |
else: | |
self.suboptimal_points.append((key, perf, t)) | |
return False | |
class OperatingPointsWithRanges(OperatingPoints): | |
""" | |
Set of parameters that are each picked from a discrete range of values. | |
An increase of each parameter is assumed to make the operation slower | |
and more accurate. | |
A key = int array of indices in the ordered set of parameters. | |
""" | |
def __init__(self): | |
OperatingPoints.__init__(self) | |
# list of (name, values) | |
self.ranges = [] | |
def add_range(self, name, values): | |
self.ranges.append((name, values)) | |
def compare_keys(self, k1, k2): | |
if np.all(k1 >= k2): | |
return 1 | |
if np.all(k2 >= k1): | |
return -1 | |
return 0 | |
def do_nothing_key(self): | |
return np.zeros(len(self.ranges), dtype=int) | |
def num_experiments(self): | |
return int(np.prod([len(values) for name, values in self.ranges])) | |
def sample_experiments(self, n_autotune, rs=np.random): | |
""" sample a set of experiments of max size n_autotune | |
(run all experiments in random order if n_autotune is 0) | |
""" | |
assert n_autotune == 0 or n_autotune >= 2 | |
totex = self.num_experiments() | |
rs = np.random.RandomState(123) | |
if n_autotune == 0 or totex < n_autotune: | |
experiments = rs.permutation(totex - 2) | |
else: | |
experiments = rs.choice( | |
totex - 2, size=n_autotune - 2, replace=False) | |
experiments = [0, totex - 1] + [int(cno) + 1 for cno in experiments] | |
return experiments | |
def cno_to_key(self, cno): | |
"""Convert a sequential experiment number to a key""" | |
k = np.zeros(len(self.ranges), dtype=int) | |
for i, (name, values) in enumerate(self.ranges): | |
k[i] = cno % len(values) | |
cno //= len(values) | |
assert cno == 0 | |
return k | |
def get_parameters(self, k): | |
"""Convert a key to a dictionary with parameter values""" | |
return { | |
name: values[k[i]] | |
for i, (name, values) in enumerate(self.ranges) | |
} | |
def restrict_range(self, name, max_val): | |
""" remove too large values from a range""" | |
for name2, values in self.ranges: | |
if name == name2: | |
val2 = [v for v in values if v < max_val] | |
values[:] = val2 | |
return | |
raise RuntimeError(f"parameter {name} not found") | |
############################################################### | |
# Timer object | |
class TimerIter: | |
def __init__(self, timer): | |
self.ts = [] | |
self.runs = timer.runs | |
self.timer = timer | |
if timer.nt >= 0: | |
faiss.omp_set_num_threads(timer.nt) | |
def __next__(self): | |
timer = self.timer | |
self.runs -= 1 | |
self.ts.append(time.time()) | |
total_time = self.ts[-1] - self.ts[0] if len(self.ts) >= 2 else 0 | |
if self.runs == -1 or total_time > timer.max_secs: | |
if timer.nt >= 0: | |
faiss.omp_set_num_threads(timer.remember_nt) | |
ts = np.array(self.ts) | |
times = ts[1:] - ts[:-1] | |
if len(times) == timer.runs: | |
timer.times = times[timer.warmup :] | |
else: | |
# if timeout, we use all the runs | |
timer.times = times[:] | |
raise StopIteration | |
class RepeatTimer: | |
""" | |
This is yet another timer object. It is adapted to Faiss by | |
taking a number of openmp threads to set on input. It should be called | |
in an explicit loop as: | |
timer = RepeatTimer(warmup=1, nt=1, runs=6) | |
for _ in timer: | |
# perform operation | |
print(f"time={timer.get_ms():.1f} ± {timer.get_ms_std():.1f} ms") | |
the same timer can be re-used. In that case it is reset each time it | |
enters a loop. It focuses on ms-scale times because for second scale | |
it's usually less relevant to repeat the operation. | |
""" | |
def __init__(self, warmup=0, nt=-1, runs=1, max_secs=np.inf): | |
assert warmup < runs | |
self.warmup = warmup | |
self.nt = nt | |
self.runs = runs | |
self.max_secs = max_secs | |
self.remember_nt = faiss.omp_get_max_threads() | |
def __iter__(self): | |
return TimerIter(self) | |
def ms(self): | |
return np.mean(self.times) * 1000 | |
def ms_std(self): | |
return np.std(self.times) * 1000 if len(self.times) > 1 else 0.0 | |
def nruns(self): | |
""" effective number of runs (may be lower than runs - warmup due to timeout)""" | |
return len(self.times) | |