Source code for TELF.factorization.NMFk

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
© 2022. Triad National Security, LLC. All rights reserved.
This program was produced under U.S. Government contract 89233218CNA000001 for Los Alamos
National Laboratory (LANL), which is operated by Triad National Security, LLC for the U.S.
Department of Energy/National Nuclear Security Administration. All rights in the program are
reserved by Triad National Security, LLC, and the U.S. Department of Energy/National Nuclear
Security Administration. The Government is granted for itself and others acting on its behalf a
nonexclusive, paid-up, irrevocable worldwide license in this material to reproduce, prepare
derivative works, distribute copies to the public, perform publicly and display publicly, and to permit
others to do so.
"""
from .utilities.take_note import take_note, take_note_fmat, append_to_note
from .utilities.plot_NMFk import plot_NMFk, plot_consensus_mat, plot_cophenetic_coeff
from .utilities.pvalue_analysis import pvalue_analysis
from .utilities.organize_n_jobs import organize_n_jobs
from .decompositions.nmf_kl_mu import nmf as nmf_kl_mu
from .decompositions.nmf_fro_mu import nmf as nmf_fro_mu
from .decompositions.wnmf import nmf as wnmf
from .decompositions.nmf_recommender import nmf as nmf_recommender
from .decompositions.nmf_fro_mu import H_update
from .decompositions.utilities.nnsvd import nnsvd
from .decompositions.utilities.resample import poisson, uniform_product
from .decompositions.utilities.clustering import custom_k_means, silhouettes
from .decompositions.utilities.math_utils import prune, unprune, relative_error, get_pac
from .decompositions.utilities.concensus_matrix import compute_consensus_matrix, reorder_con_mat
from datetime import datetime, timedelta
from collections import defaultdict
import sys
import os
import scipy.sparse
from tqdm import tqdm
import numpy as np
import warnings
import time
import socket
from pathlib import Path
import concurrent.futures
from threading import Lock

try:
    import cupy as cp
    import cupyx.scipy.sparse
except Exception:
    cp = None
    cupyx = None

try:
    from mpi4py import MPI
except Exception:
    MPI = None


def __put_X_gpu(X, gpuid:int):
    with cp.cuda.Device(gpuid):
        if scipy.sparse.issparse(X):
            Y = cupyx.scipy.sparse.csr_matrix(
                (cp.array(X.data), cp.array(X.indices), cp.array(X.indptr)),
                shape=X.shape,
                dtype=X.dtype,
            )
        else:
            Y = cp.array(X)
    return Y

def __put_WH_gpu(W, H, gpuid:int):
    with cp.cuda.Device(gpuid):
        W = cp.array(W)
        H = cp.array(H)
        
    return W, H

def __put_WH_cpu(W, H):
    W = cp.asnumpy(W)
    H = cp.asnumpy(H)
    return W, H

def __put_other_results_cpu(other_results):
    other_results_cpu = {}
    for key, value in other_results.items():
        other_results_cpu[key] = cp.asnumpy(value)
    del other_results
    return other_results_cpu
    
def __run_nmf(Y, W, H, nmf, nmf_params, use_gpu:bool, gpuid:int):
    if use_gpu:
        with cp.cuda.Device(gpuid):
            W, H, other_results = nmf(X=Y, W=W, H=H, **nmf_params)
    else:
        W, H, other_results = nmf(X=Y, W=W, H=H, **nmf_params)

    return W, H, other_results

def __perturb_X(X, perturbation:int, epsilon:float, perturb_type:str):

    if perturb_type == "uniform":
        Y = uniform_product(X, epsilon, random_state=perturbation)
    elif perturb_type == "poisson":
        Y = poisson(X, random_state=perturbation)

    return Y

def __init_WH(Y, k, mask, init_type:str):

    if init_type == "nnsvd":
        if mask is not None:
            Y[mask] = 0
        W, H = nnsvd(Y, k, use_gpu=False)
            
    elif init_type == "random":
        W, H = np.random.rand(Y.shape[0], k), np.random.rand(k, Y.shape[1])
        
    return W, H

def __H_regression(X, W, mask, use_gpu:bool, gpuid:int):
    if use_gpu:
        Y = __put_X_gpu(X, gpuid)
        with cp.cuda.Device(gpuid):
            H_ = H_update(Y, cp.array(W), cp.random.rand(
                W.shape[1], Y.shape[1]), use_gpu=use_gpu, mask=mask)
            H = cp.asnumpy(H_)
            
        del Y, H_
        cp._default_memory_pool.free_all_blocks()
        
    else:
        H = H_update(X, W, np.random.rand(
            W.shape[1], X.shape[1]), use_gpu=use_gpu, mask=mask)
        
    return H

def _perturb_parallel_wrapper(
    perturbation,
    gpuid,
    epsilon,
    perturb_type,
    X,
    k,
    mask,
    use_gpu,
    init_type,
    nmf_params,
    nmf,
    calculate_error):

    # Prepare
    Y = __perturb_X(X, perturbation, epsilon, perturb_type)
    W_init, H_init = __init_WH(Y, k, mask=mask, init_type=init_type)

    # transfer to GPU
    if use_gpu:
        Y = __put_X_gpu(Y, gpuid)
        W_init, H_init = __put_WH_gpu(W_init, H_init, gpuid)

    W, H, other_results = __run_nmf(Y, W_init, H_init, nmf, nmf_params, use_gpu, gpuid)

    # transfer to CPU
    if use_gpu:
        W, H = __put_WH_cpu(W, H)
        other_results = __put_other_results_cpu(other_results)
        cp._default_memory_pool.free_all_blocks()

    # error calculation
    if calculate_error:
        error = relative_error(X, W, H)
    else:
        error = 0
        
    return W, H, error, other_results
        

def _nmf_parallel_wrapper(
        n_perturbs, 
        nmf, 
        nmf_params,
        init_type="nnsvd", 
        X=None, 
        k=None,
        epsilon=None, 
        gpuid=0, 
        use_gpu=True,
        perturb_type="uniform", 
        calculate_error=True, 
        mask=None, 
        consensus_mat=False,
        predict_k=False,
        predict_k_method="sill",
        pruned=True,
        perturb_rows=None,
        perturb_cols=None,
        save_output=True,
        save_path="",
        collect_output=False,
        logging_stats={},
        start_time=time.time(),
        n_jobs=1,
        perturb_multiprocessing=False,
        perturb_verbose=False,
        lock=None,
        note_name="experiment"):

    #
    # run for each perturbations
    #
    perturb_job_data = {
        "epsilon":epsilon,
        "perturb_type":perturb_type,
        "X":X,
        "use_gpu":use_gpu,
        "nmf_params":nmf_params,
        "nmf":nmf,
        "calculate_error":calculate_error,
        "k":k,
        "mask":mask,
        "init_type":init_type
    }
    
    # single job or parallel over Ks
    W_all, H_all, errors, other_results_all = [], [], [], []
    if n_jobs == 1 or not perturb_multiprocessing:
        for perturbation in tqdm(range(n_perturbs), disable=not perturb_verbose, total=n_perturbs):
            W, H, error, other_results_curr = _perturb_parallel_wrapper(perturbation=perturbation, gpuid=gpuid, **perturb_job_data)
            W_all.append(W)
            H_all.append(H)
            errors.append(error)
            other_results_all.append(other_results_curr)
            
    # multiple jobs over perturbations
    else:
        executor = concurrent.futures.ThreadPoolExecutor(max_workers=n_jobs)
        futures = [executor.submit(_perturb_parallel_wrapper, gpuid=pidx % n_jobs, perturbation=perturbation, **perturb_job_data) for pidx, perturbation in enumerate(range(n_perturbs))]
        all_perturbation_results = [future.result() for future in tqdm(concurrent.futures.as_completed(futures), disable=not perturb_verbose, total=n_perturbs)]

        for W, H, error, other_results_curr in all_perturbation_results:
            W_all.append(W)
            H_all.append(H)
            errors.append(error)
            other_results_all.append(other_results_curr)
    
    #
    # Organize other results
    #
    other_results = {}
    for other_results_curr in other_results_all:
        for key, value in other_results_curr.items():
            if key not in other_results:
                other_results[key] = value
            else:
                other_results[key] = (other_results[key] + value) / 2
    
    #
    # organize colutions from each perturbations
    #
    W_all = np.array(W_all).transpose((1, 2, 0))
    H_all = np.array(H_all).transpose((1, 2, 0))
    errors = np.array(errors)

    #
    # cluster the solutions
    #        
    W, W_clust = custom_k_means(W_all, use_gpu=False)
    sils_all = silhouettes(W_clust)

    #
    # concensus matrix
    #
    coeff_k = 0
    reordered_con_mat = None
    if consensus_mat:
        con_mat_k = compute_consensus_matrix(H_all)
        reordered_con_mat, coeff_k = reorder_con_mat(con_mat_k, k)

    #
    # Regress H
    #
    H = __H_regression(X, W, mask, use_gpu, gpuid)
    
    if use_gpu:
        cp._default_memory_pool.free_all_blocks()

    # 
    #  reconstruction error
    #
    if calculate_error:
        if mask is not None:
            Xhat = W@H
            X[mask] = Xhat[mask]
        error_reg = relative_error(X, W, H)
    else:
        error_reg = 0

    #
    # calculate columnwise error to predict k
    #
    curr_col_err =  list()
    if predict_k and predict_k_method == "pvalue":
        for q in range(0, X.shape[1]):
            curr_col_err.append(
                relative_error(X[:, q].reshape(-1, 1), W, H[:, q].reshape(-1, 1))
            )

    #
    # unprune
    #
    if pruned:
        W = unprune(W, perturb_rows, 0)
        H = unprune(H, perturb_cols, 1)

    #
    # save output factors and the plot
    #
    if save_output:
        if consensus_mat:
            con_fig_name = f'{save_path}/k_{k}_con_mat.png'
            plot_consensus_mat(reordered_con_mat, con_fig_name)
        
        save_data = {
            "W": W,
            "H": H,
            "sils_all": sils_all,
            "error_reg": error_reg,
            "errors": errors,
            "reordered_con_mat": reordered_con_mat,
            "H_all": H_all,
            "cophenetic_coeff": coeff_k,
            "other_results": other_results
        }
        np.savez_compressed(
            save_path
            + "/WH"
            + "_k="
            + str(k)
            + ".npz",
            **save_data
        )

        # if predict k is True, report "L statistics error"
        
        plot_data = dict()
        for key in logging_stats:
            if key == 'k':
                plot_data["k"] = k
            elif key ==  'sils_min':
                sils_min = np.min(np.mean(sils_all, 1))
                plot_data["sils_min"] = '{0:.3f}'.format(sils_min)
            elif key == 'sils_mean':
                sils_mean = np.mean(np.mean(sils_all, 1))
                plot_data["sils_mean"] = '{0:.3f}'.format(sils_mean)
            elif key == 'err_mean':
                err_mean = np.mean(errors)
                plot_data["err_mean"] = '{0:.3f}'.format(err_mean)
            elif key == 'err_std':
                err_std = np.std(errors)
                plot_data["err_std"] = '{0:.3f}'.format(err_std)
            ### Commenting out PAC calculation because it is invalid when calculated at a single iteration
            ### Need to add a solution for adding PAC calculation after experiment has concluded
            # elif key == 'pac': 
            #     consensus_tensor = np.array([reordered_con_mat])
            #     pac = get_pac(consensus_tensor, use_gpu=use_gpu)[0]
            #     plot_data["pac"] = '{0:.3f}'.format(pac)
            elif key == 'col_error':
                mean_col_err = np.mean(curr_col_err)
                plot_data["col_err"] = '{0:.3f}'.format(mean_col_err)
            elif key == 'time':
                elapsed_time = time.time() - start_time
                elapsed_time = timedelta(seconds=elapsed_time)
                plot_data["time"] = str(elapsed_time).split('.')[0]
            else:
                warnings.warn(f'[tELF]: Encountered unknown logging metric "{key}"', RuntimeWarning)
                plot_data[key] = 'N/A'
        take_note_fmat(save_path, name=note_name, lock=lock, **plot_data)

    #
    # collect results
    #
    results_k = {
        "Ks":k,
        "err_mean":np.mean(errors),
        "err_std":np.std(errors),
        "err_reg":error_reg,
        "sils_min":np.min(np.mean(sils_all, 1)),
        "sils_mean":np.mean(np.mean(sils_all, 1)),
        "sils_std":np.std(np.mean(sils_all, 1)),
        "sils_all":sils_all,
        "cophenetic_coeff":coeff_k,
        "reordered_con_mat":reordered_con_mat,
        "col_err":curr_col_err,
    }

    if collect_output:
        results_k["W"] = W
        results_k["H"] = H
        results_k["other_results"] = other_results

    return results_k


[docs] class NMFk: def __init__( self, n_perturbs=20, n_iters=100, epsilon=0.015, perturb_type="uniform", n_jobs=1, n_nodes=1, init="nnsvd", use_gpu=True, save_path="./", save_output=True, collect_output=False, predict_k=False, predict_k_method="pvalue", verbose=True, nmf_verbose=False, perturb_verbose=False, transpose=False, sill_thresh=0.8, nmf_func=None, nmf_method="nmf_fro_mu", nmf_obj_params={}, pruned=True, calculate_error=True, perturb_multiprocessing=False, consensus_mat=False, use_consensus_stopping=0, mask=None, calculate_pac=False, get_plot_data=False, simple_plot=True,): """ NMFk is a Non-negative Matrix Factorization module with the capability to do automatic model determination. Parameters ---------- n_perturbs : int, optional Number of bootstrap operations, or random matrices generated around the original matrix. The default is 20. n_iters : int, optional Number of NMF iterations. The default is 100. epsilon : float, optional Error amount for the random matrices generated around the original matrix. The default is 0.015.\n ``epsilon`` is used when ``perturb_type='uniform'``. perturb_type : str, optional Type of error sampling to perform for the bootstrap operation. The default is "uniform".\n * ``perturb_type='uniform'`` will use uniform distribution for sampling.\n * ``perturb_type='poisson'`` will use Poission distribution for sampling.\n n_jobs : int, optional Number of parallel jobs. Use -1 to use all available resources. The default is 1. n_nodes : int, optional Number of HPC nodes. The default is 1. init : str, optional Initilization of matrices for NMF procedure. The default is "nnsvd".\n * ``init='nnsvd'`` will use NNSVD for initilization.\n * ``init='random'`` will use random sampling for initilization.\n use_gpu : bool, optional If True, uses GPU for operations. The default is True. save_path : str, optional Location to save output. The default is "./". save_output : bool, optional If True, saves the resulting latent factors and plots. The default is True. collect_output : bool, optional If True, collectes the resulting latent factors to be returned from ``fit()`` operation. The default is False. predict_k : bool, optional If True, performs automatic prediction of the number of latent factors. The default is False. .. note:: Even when ``predict_k=False``, number of latent factors can be estimated using the figures saved in ``save_path``. predict_k_method : str, optional Method to use when performing automatic k prediction. Default is "pvalue".\n * ``predict_k_method='pvalue'`` will use L-Statistics with column-wise error for automatically estimating the number of latent factors.\n * ``predict_k_method='sill'`` will use Silhouette score for estimating the number of latent factors. .. warning:: ``predict_k_method='pvalue'`` prediction will result in significantly longer processing time! ``predict_k_method='sill'``, on the other hand, will be much faster. verbose : bool, optional If True, shows progress in each k. The default is True. nmf_verbose : bool, optional If True, shows progress in each NMF operation. The default is False. perturb_verbose : bool, optional If True, it shows progress in each perturbation. The default is False. transpose : bool, optional If True, transposes the input matrix before factorization. The default is False. sill_thresh : float, optional Threshold for the Silhouette score when performing automatic prediction of the number of latent factors. The default is 0.8. nmf_func : object, optional If not None, and if ``nmf_method=func``, used for passing NMF function. The default is None. nmf_method : str, optional What NMF to use. The default is "nmf_fro_mu".\n * ``nmf_method='nmf_fro_mu'`` will use NMF with Frobenious Norm.\n * ``nmf_method='nmf_kl_mu'`` will use NMF with Multiplicative Update rules with KL-Divergence.\n * ``nmf_method='func'`` will use the custom NMF function passed using the ``nmf_func`` parameter.\n * ``nmf_method='nmf_recommender'`` will use the Recommender NMF method for collaborative filtering.\n * ``nmf_method='wnmf'`` will use the Weighted NMF for missing value completion.\n .. note:: When using ``nmf_method='nmf_recommender'``, RNMFk prediction method can be done using ``from TELF.factorization import RNMFk_predict``.\n Here ``RNMFk_predict(W, H, global_mean, bu, bi, u, i)``, ``W`` and ``H`` are the latent factors, ``global_mean``, ``bu``, and ``bi`` are the biases returned from ``nmf_recommender`` method.\n Finally, ``u`` and ``i`` are the indices to perform prediction on. .. note:: When using ``nmf_method='wnmf'``, pass ``nmf_obj_params={"WEIGHTS":P}`` where ``P`` is a matrix of size ``X`` and carries the weights for each item in ``X``.\n For example, here ``P`` can be used as a mask where 1s in ``P`` are the known entries, and 0s are the missing values in ``X`` that we want to predict (i.e. a recommender system).\n Note that ``nmf_method='wnmf'`` does not support sparse matrices currently. nmf_obj_params : dict, optional Parameters used by NMF function. The default is {}. pruned : bool, optional When True, removes columns and rows from the input matrix that has only 0 values. The default is True. .. warning:: Pruning should not be used with ``nmf_method='nmf_recommender'``. calculate_error : bool, optional When True, calculates the relative reconstruction error. The default is True. .. warning:: If ``calculate_error=True``, it will result in longer processing time. perturb_multiprocessing : bool, optional If ``perturb_multiprocessing=True``, it will make parallel computation over each perturbation. Default is ``perturb_multiprocessing=False``.\n When ``perturb_multiprocessing=False``, which is default, parallelization is done over each K (rank). consensus_mat : bool, optional When True, computes the Consensus Matrices for each k. The default is False. use_consensus_stopping : str, optional When not 0, uses Consensus matrices criteria for early stopping of NMF factorization. The default is 0. mask : ``np.ndarray``, optional Numpy array that points out the locations in input matrix that should be masked during factorization. The default is None. calculate_pac : bool, optional When True, calculates the PAC score for H matrix stability. The default is False. get_plot_data : bool, optional When True, collectes the data used in plotting each intermidiate k factorization. The default is False. simple_plot : bool, optional When True, creates a simple plot for each intermidiate k factorization which hides the statistics such as average and maximum Silhouette scores. The default is True. Returns ------- None. """ init_options = ["nnsvd", "random"] if init not in init_options: raise Exception("Invalid init. Choose from:" + str(", ".join(init_options))) if n_nodes > 1 and MPI is None: sys.exit("Attempted to use n_nodes>1 but MPI is not available!") # # Object hyper-parameters # self.n_perturbs = n_perturbs self.perturb_type = perturb_type self.n_iters = n_iters self.epsilon = epsilon self.init = init self.save_path = save_path self.save_output = save_output self.use_gpu = use_gpu self.verbose = verbose self.nmf_verbose = nmf_verbose self.perturb_verbose = perturb_verbose self.transpose = transpose self.collect_output = collect_output self.sill_thresh = sill_thresh self.predict_k = predict_k self.predict_k_method = predict_k_method self.n_jobs = n_jobs self.n_nodes = n_nodes self.nmf = None self.nmf_method = nmf_method self.nmf_obj_params = nmf_obj_params self.pruned = pruned self.calculate_error = calculate_error self.consensus_mat = consensus_mat self.use_consensus_stopping = use_consensus_stopping self.mask = mask self.calculate_pac = calculate_pac self.simple_plot = simple_plot self.get_plot_data = get_plot_data self.perturb_multiprocessing = perturb_multiprocessing # warnings assert self.predict_k_method in ["pvalue", "sill"] if self.calculate_pac and not self.consensus_mat: self.consensus_mat = True warnings.warn("consensus_mat was False when calculate_pac was True! consensus_mat changed to True.") if self.calculate_error: warnings.warn( "calculate_error is True! Error calculation can make the runtime longer and take up more memory space!") if self.predict_k and self.predict_k_method == "pvalue": warnings.warn( "predict_k is True with pvalue method! Predicting k can make the runtime significantly longer. Consider using predict_k_method='sill'.") # Check the number of perturbations is correct if self.n_perturbs < 2: raise Exception("n_perturbs should be at least 2!") # check that the perturbation type is valid assert perturb_type in [ "uniform", "poisson"], "Invalid perturbation type. Choose from uniform, poisson" # organize n_jobs self.n_jobs, self.use_gpu = organize_n_jobs(use_gpu, n_jobs) # create a shared lock self.lock = Lock() # # Save information from the solution # self.total_exec_seconds = 0 self.experiment_name = "" # # Prepare NMF function # avail_nmf_methods = [ "nmf_fro_mu", "nmf_kl_mu", "nmf_recommender", "wnmf", "func" ] if self.nmf_method not in avail_nmf_methods: raise Exception("Invalid NMF method is selected. Choose from: " + ",".join(avail_nmf_methods)) if self.nmf_method == "nmf_fro_mu": self.nmf_params = { "niter": self.n_iters, "use_gpu": self.use_gpu, "nmf_verbose": self.nmf_verbose, "mask": self.mask, "use_consensus_stopping": self.use_consensus_stopping } self.nmf = nmf_fro_mu elif self.nmf_method == "nmf_kl_mu": self.nmf_params = { "niter": self.n_iters, "use_gpu": self.use_gpu, "nmf_verbose": self.nmf_verbose, "mask": self.mask, "use_consensus_stopping": self.use_consensus_stopping } self.nmf = nmf_kl_mu elif self.nmf_method == "wnmf": self.nmf_params = { "niter": self.n_iters, "use_gpu": self.use_gpu, "nmf_verbose": self.nmf_verbose, } if "WEIGHTS" not in self.nmf_obj_params: warnings.warn("When using wnmf, use nmf_obj_params={'WEIGHTS':P}, where P is the weights matrix. Otherwise P will have 1s where X>0.") self.nmf = wnmf elif self.nmf_method == "func" or nmf_func is not None: self.nmf_params = self.nmf_obj_params self.nmf = nmf_func elif self.nmf_method == "nmf_recommender": if self.pruned: warnings.warn( f'nmf_recommender method should not be used with pruning!') self.nmf_params = { "niter": self.n_iters, "use_gpu": self.use_gpu, "nmf_verbose": self.nmf_verbose, } self.nmf = nmf_recommender else: raise Exception("Unknown NMF method or nmf_func was not passed") # # Additional NMF settings # if len(self.nmf_obj_params) > 0: for key, value in self.nmf_obj_params.items(): if key not in self.nmf_params: self.nmf_params[key] = value if self.verbose: for key, value in vars(self).items(): print(f'{key}:', value)
[docs] def fit(self, X, Ks, name="NMFk", note=""): """ Factorize the input matrix ``X`` for the each given K value in ``Ks``. Parameters ---------- X : ``np.ndarray`` or ``scipy.sparse._csr.csr_matrix`` matrix Input matrix to be factorized. Ks : list List of K values to factorize the input matrix.\n **Example:** ``Ks=range(1, 10, 1)``. name : str, optional Name of the experiment. Default is "NMFk". note : str, optional Note for the experiment used in logs. Default is "". Returns ------- results : dict Resulting dict can include all the latent factors, plotting data, predicted latent factors, time took for factorization, and predicted k value depending on the settings specified.\n * If ``get_plot_data=True``, results will include field for ``plot_data``.\n * If ``predict_k=True``, results will include field for ``k_predict``. This is an intiger for the automatically estimated number of latent factors.\n * If ``predict_k=True`` and ``collect_output=True``, results will include fields for ``W`` and ``H`` which are the latent factors in type of ``np.ndarray``. * results will always include a field for ``time``, that gives the total compute time. """ # # check X format # assert scipy.sparse._csr.csr_matrix == type(X) or np.ndarray == type(X), "X sould be np.ndarray or scipy.sparse._csr.csr_matrix" if X.dtype != np.dtype(np.float32): warnings.warn( f'X is data type {X.dtype}. Whic is not float32. Higher precision will result in significantly longer runtime!') # # Error check # if len(Ks) == 0: raise Exception("Ks range is 0!") if max(Ks) >= min(X.shape): raise Exception("Maximum rank k to try in Ks should be k<min(X.shape)") # # MPI # if self.n_nodes > 1: comm = MPI.COMM_WORLD rank = comm.Get_rank() Ks = self.__chunk_Ks(Ks, n_chunks=self.n_nodes)[rank] note_name = f'{rank}_experiment' if self.verbose: print("Rank=", rank, "Host=", socket.gethostname(), "Ks=", Ks) else: note_name = f'experiment' comm = None rank = 0 # # Organize save path # self.experiment_name = ( str(name) + "_" + str(self.n_perturbs) + "perts_" + str(self.n_iters) + "iters_" + str(self.epsilon) + "eps_" + str(self.init) + "-init" ) self.save_path_full = os.path.join(self.save_path, self.experiment_name) # # Setup # if (self.n_jobs > len(Ks)) and not self.perturb_multiprocessing: self.n_jobs = len(Ks) elif (self.n_jobs > self.n_perturbs) and self.perturb_multiprocessing: self.n_jobs = self.n_perturbs if self.transpose: if isinstance(X, np.ndarray): X = X.T elif scipy.sparse.issparse(X): X = X.T.asformat("csr") else: raise Exception("I do not know how to transpose type " + str(type(X))) # init the stats header # this will setup the logging for all configurations of nmfk stats_header = {'k': 'k', 'sils_min': 'Min. Silhouette', 'sils_mean': 'Mean Silhouette'} if self.calculate_error: stats_header['err_mean'] = 'Mean Error' stats_header['err_std'] = 'STD Error' if self.predict_k: stats_header['col_error'] = 'Mean Col. Error' if self.calculate_pac: stats_header['pac'] = 'PAC' stats_header['time'] = 'Time Elapsed' # start the file logging (only root node needs to do this step) if self.save_output and ((self.n_nodes == 1) or (self.n_nodes > 1 and rank == 0)): try: if not Path(self.save_path_full).is_dir(): Path(self.save_path_full).mkdir(parents=True) except Exception as e: print(e) if self.n_nodes > 1: comm.Barrier() time.sleep(1) # logging if self.save_output: append_to_note(["#" * 100], self.save_path_full, name=note_name, lock=self.lock) append_to_note(["start_time= " + str(datetime.now()), "name=" + str(name), "note=" + str(note)], self.save_path_full, name=note_name, lock=self.lock) append_to_note(["#" * 100], self.save_path_full, name=note_name, lock=self.lock) object_notes = vars(self).copy() del object_notes["total_exec_seconds"] del object_notes["nmf"] take_note(object_notes, self.save_path_full, name=note_name, lock=self.lock) append_to_note(["#" * 100], self.save_path_full, name=note_name, lock=self.lock) notes = {} notes["Ks"] = Ks notes["data_type"] = type(X) notes["num_elements"] = np.prod(X.shape) notes["num_nnz"] = len(X.nonzero()[0]) notes["sparsity"] = len(X.nonzero()[0]) / np.prod(X.shape) notes["X_shape"] = X.shape take_note(notes, self.save_path_full, name=note_name, lock=self.lock) append_to_note(["#" * 100], self.save_path_full, name=note_name, lock=self.lock) take_note_fmat(self.save_path_full, name=note_name, lock=self.lock, **stats_header) if self.n_nodes > 1: comm.Barrier() # # Prune # if self.pruned: X, perturb_rows, perturb_cols = prune(X, use_gpu=self.use_gpu) else: perturb_rows, perturb_cols = None, None # # Begin NMFk # start_time = time.time() job_data = { "n_perturbs":self.n_perturbs, "nmf":self.nmf, "nmf_params":self.nmf_params, "init_type":self.init, "X":X, "epsilon":self.epsilon, "use_gpu":self.use_gpu, "perturb_type":self.perturb_type, "calculate_error":self.calculate_error, "mask":self.mask, "consensus_mat":self.consensus_mat, "predict_k":self.predict_k, "predict_k_method":self.predict_k_method, "pruned":self.pruned, "perturb_rows":perturb_rows, "perturb_cols":perturb_cols, "save_output":self.save_output, "save_path":self.save_path_full, "collect_output":self.collect_output, "logging_stats":stats_header, "start_time":start_time, "n_jobs":self.n_jobs, "perturb_multiprocessing":self.perturb_multiprocessing, "perturb_verbose":self.perturb_verbose, "lock":self.lock, "note_name":note_name } # Single job or parallel over perturbations if self.n_jobs == 1 or self.perturb_multiprocessing: all_k_results = [] for k in tqdm(Ks, total=len(Ks), disable=not self.verbose): k_result = _nmf_parallel_wrapper(gpuid=0, k=k, **job_data) all_k_results.append(k_result) # multiprocessing over each K else: executor = concurrent.futures.ThreadPoolExecutor(max_workers=self.n_jobs) futures = [executor.submit(_nmf_parallel_wrapper, gpuid=kidx % self.n_jobs, k=k, **job_data) for kidx, k in enumerate(Ks)] all_k_results = [future.result() for future in tqdm(concurrent.futures.as_completed(futures), total=len(Ks), disable=not self.verbose)] # # Collect results if multi-node # if self.n_nodes > 1: comm.Barrier() all_share_data = comm.gather(all_k_results, root=0) all_k_results = [] if rank == 0: for node_k_results in all_share_data: all_k_results.extend(node_k_results) else: sys.exit(0) # # Sort results # collected_Ks = [] for k_results in all_k_results: collected_Ks.append(k_results["Ks"]) all_k_results_tmp = [] Ks_sort_indices = np.argsort(np.array(collected_Ks)) for idx in Ks_sort_indices: all_k_results_tmp.append(all_k_results[idx]) all_k_results = all_k_results_tmp # # combine results # combined_result = defaultdict(list) for k_results in all_k_results: for key, value in k_results.items(): combined_result[key].append(value) # # revent to original Ks # if self.n_nodes > 1: Ks = np.array(collected_Ks)[Ks_sort_indices] # # Finalize # if self.n_nodes == 1 or (self.n_nodes > 1 and rank == 0): # holds the final results results = {} total_exec_seconds = time.time() - start_time results["time"] = total_exec_seconds # predict k for W if self.predict_k: if self.predict_k_method == "pvalue": k_predict = pvalue_analysis( combined_result["col_err"], Ks, combined_result["sils_min"], SILL_thr=self.sill_thresh )[0] elif self.predict_k_method == "sill": k_predict = Ks[np.max(np.argwhere( np.array(combined_result["sils_min"]) >= self.sill_thresh).flatten())] else: k_predict = 0 # * plot cophenetic coefficients combined_result["pac"] = [] if self.consensus_mat: # * save the plot if self.save_output: con_fig_name = f'{self.save_path_full}/k_{Ks[0]}_{Ks[-1]}_cophenetic_coeff.png' plot_cophenetic_coeff(Ks, combined_result["cophenetic_coeff"], con_fig_name) if self.calculate_pac: consensus_tensor = np.array(combined_result["reordered_con_mat"]) combined_result["pac"] = np.array(get_pac(consensus_tensor, use_gpu=self.use_gpu)) # save k prediction if self.predict_k: results["k_predict"] = k_predict if self.collect_output: results["W"] = combined_result["W"][combined_result["Ks"].index(k_predict)] results["H"] = combined_result["H"][combined_result["Ks"].index(k_predict)] if self.nmf_method == "nmf_recommender": results["other_results"] = combined_result["other_results"][combined_result["Ks"].index(k_predict)] # final plot if self.save_output: plot_NMFk( combined_result, k_predict, self.experiment_name, self.save_path_full, plot_predict=self.predict_k, plot_final=True, simple_plot=self.simple_plot ) append_to_note(["#" * 100], self.save_path_full, name=note_name, lock=self.lock) append_to_note(["end_time= "+str(datetime.now())], self.save_path_full, name=note_name, lock=self.lock) append_to_note( ["total_time= "+str(time.time() - start_time) + " (seconds)"], self.save_path_full, name=note_name, lock=self.lock) if self.get_plot_data: results["plot_data"] = combined_result return results
def __chunk_Ks(self, Ks: list, n_chunks=2) -> list: # correct n_chunks if needed if len(Ks) < n_chunks: n_chunks = len(Ks) chunks = list() for _ in range(n_chunks): chunks.append([]) for idx, ii in enumerate(Ks): chunk_idx = idx % n_chunks chunks[chunk_idx].append(ii) return chunks