Fix lsh-fast folder not working

Former-commit-id: 822a152f

lsh-fast @ 994e1549

-Subproject commit 994e1549030ad71d7164ed559b5cd1ab8733ec1a

lsh-fast/.idea/.gitignore

+# Default ignored files
+/shelf/
+/workspace.xml
+# Datasource local storage ignored files
+/dataSources/
+/dataSources.local.xml
+# Editor-based HTTP Client requests
+/httpRequests/

lsh-fast/.idea/lsh-fast.iml

+<?xml version="1.0" encoding="UTF-8"?>
+<module classpath="CMake" type="CPP_MODULE" version="4" />
\ No newline at end of file

lsh-fast/.idea/misc.xml

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="CMakeWorkspace" PROJECT_DIR="$PROJECT_DIR$" />
+</project>
\ No newline at end of file

lsh-fast/.idea/modules.xml

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="ProjectModuleManager">
+    <modules>
+      <module fileurl="file://$PROJECT_DIR$/.idea/lsh-fast.iml" filepath="$PROJECT_DIR$/.idea/lsh-fast.iml" />
+    </modules>
+  </component>
+</project>
\ No newline at end of file

lsh-fast/.idea/vcs.xml

+<?xml version="1.0" encoding="UTF-8"?>
+<project version="4">
+  <component name="VcsDirectoryMappings">
+    <mapping directory="$PROJECT_DIR$/.." vcs="Git" />
+    <mapping directory="$PROJECT_DIR$" vcs="Git" />
+  </component>
+</project>
\ No newline at end of file

lsh-fast/Makefile

+OBJ = clean lsh
+
+CC = g++
+
+all: clean matmult execute
+
+matmult:
+	$(CC) lsh.cpp -o lsh -O3
+
+clean:
+	/bin/rm -rf $(OBJ) core*
+
+veryclean: clean
+	/bin/rn -f *~
+
+execute:
+	./lsh
\ No newline at end of file

lsh-fast/_lsh.cpp

+#include <Python.h>
+#include <numpy/arrayobject.h>
+#include "lsh.h"
+#include <math.h>
+
+/* Docstrings */
+static char module_docstring[] = "This module implements fast nearest-neighbor retrieval using LSH.";
+static char lsh_docstring[] = "Calculate the closest neightbours with distances given a query window.";
+
+/* Available functions */
+static PyObject* lsh_lsh(PyObject *self, PyObject *args);
+
+/* Module specification */
+static PyMethodDef module_methods[] = { { "lsh", lsh_lsh, METH_VARARGS, lsh_docstring }, { NULL, NULL, 0, NULL } };
+
+/* Initialize the module */
+#if PY_MAJOR_VERSION >= 3
+#define MOD_ERROR_VAL NULL
+  #define MOD_SUCCESS_VAL(val) val
+  #define MOD_INIT(name) PyMODINIT_FUNC PyInit_##name(void)
+  #define MOD_DEF(ob, name, doc, methods) \
+          static struct PyModuleDef moduledef = { \
+            PyModuleDef_HEAD_INIT, name, doc, -1, methods, }; \
+          ob = PyModule_Create(&moduledef);
+#else
+#define MOD_ERROR_VAL
+#define MOD_SUCCESS_VAL(val)
+#define MOD_INIT(name) void init##name(void)
+#define MOD_DEF(ob, name, doc, methods) \
+          ob = Py_InitModule3(name, methods, doc);
+#endif
+
+MOD_INIT(_lsh)
+{
+    PyObject *m;
+
+    MOD_DEF(m, "_lsh", module_docstring,
+            module_methods)
+
+    if (m == NULL)
+        return MOD_ERROR_VAL;
+
+    import_array();
+
+    return MOD_SUCCESS_VAL(m);
+}
+
+static PyObject* lsh_lsh(PyObject* self, PyObject* args) {
+    PyObject* data_obj = NULL;
+    PyObject* query_obj = NULL;
+    PyObject* hash_obj = NULL;
+    double **** hashFunctions;
+    double ** weights = NULL;
+    double*** data;
+    double ** query;
+    int * candidates;
+    double * distances;
+    int nrOfCandidates;
+    double r;
+    double a;
+    double sd;
+    PyArray_Descr *descr;
+    descr = PyArray_DescrFromType(NPY_DOUBLE);
+    PyArray_Descr *descr_float;
+    descr_float = PyArray_DescrFromType(NPY_FLOAT64);
+
+    /// Parse the input tuple
+    if (!PyArg_ParseTuple(args, "OOddd|O", &data_obj, &query_obj, &r, &a, &sd, &hash_obj)) {
+        return NULL;
+    }
+
+    /// Get the dimensions of the data and query
+    int data_size = (long) PyArray_DIM(data_obj, 0);
+    int channel_size = (long) PyArray_DIM(data_obj, 2);
+    int query_size = (int) PyArray_DIM(query_obj, 0);
+
+    /// Convert data, query and weights to C array
+    npy_intp dims0[3];
+    if (PyArray_AsCArray(&query_obj, (void **)&query, dims0, 2, descr) < 0 || PyArray_AsCArray(&data_obj, (void ***)&data, dims0, 3, descr) < 0) {
+        PyErr_SetString(PyExc_TypeError, "error converting to c array");
+        return NULL;
+    }
+    if (hash_obj != NULL)
+    {
+        printf("Using weights");
+        if (PyArray_AsCArray(&hash_obj, (void **)&weights, dims0, 2, descr) < 0) {
+            PyErr_SetString(PyExc_TypeError, "error converting weights to c array");
+            return NULL;
+        }
+    }
+
+    int K = ceil(log((log(0.5))/log(1-exp(-2*(0.1)*(0.1)*query_size)))/log((1-exp(-2*(0.1)*(0.1)*query_size))/(0.5)));
+    int L = ceil(log(0.05)/(log(1-pow(1-exp(-2*(0.1)*(0.1)*query_size), K))));
+    printf("K: %d\n", K);
+    printf("L: %d\n", L);
+    printf("Dim: %d\n", channel_size);
+
+    /// Initialize output parameters
+    hashFunctions = (double ****)malloc(L*sizeof(double***));
+    for (int l=0;l<L;l++)
+    {
+        hashFunctions[l] = (double ***)malloc(K*sizeof(double**));
+        for (int k=0;k<K;k++)
+        {
+            hashFunctions[l][k] = (double **)malloc(query_size*sizeof(double*));
+            for (int t=0;t<query_size;t++)
+            {
+                hashFunctions[l][k][t] = (double *)malloc(channel_size*sizeof(double));
+            }
+        }
+    }
+
+    int status = lsh(data, data_size, query_size, channel_size, query, L, K, r, a, sd, candidates, distances, hashFunctions, weights, nrOfCandidates);
+    if (status) {
+        PyErr_SetString(PyExc_RuntimeError, "lsh could not allocate memory");
+        return NULL;
+    }
+
+    npy_intp dimscandidates[1] = {nrOfCandidates};
+    printf("Number of candidates: %d\n", nrOfCandidates);
+    npy_intp dims4[4] = {L, K, query_size, channel_size};
+
+//    PyArrayObject* numpy_candidates = (PyArrayObject*)PyArray_SimpleNewFromData(1, dimscandidates, NPY_INT, (void*)&candidates);
+//    PyArrayObject* numpy_distances = (PyArrayObject*)PyArray_SimpleNewFromData(1, dimsdistance, NPY_DOUBLE, (void*)&distances);
+    // https://github.com/suiyun0234/scipy-master/commit/da7dfc7aad8daa7a516e43f4c7001eea7c1a707e
+    // https://github.com/fjean/pymeanshift/commit/1ba90da647342184ea7df378d7f21eba257a51d9
+    PyArrayObject* numpy_candidates = (PyArrayObject*)PyArray_SimpleNew(1, dimscandidates, NPY_INT);
+    memcpy(PyArray_DATA(numpy_candidates), candidates, dimscandidates[0]*sizeof(int));
+    PyArrayObject* numpy_distances = (PyArrayObject*)PyArray_SimpleNew(1, dimscandidates, NPY_DOUBLE);
+    memcpy(PyArray_DATA(numpy_distances), distances, dimscandidates[0]*sizeof(double));
+    PyArrayObject* TEST = (PyArrayObject*)PyArray_SimpleNew(1, dimscandidates, NPY_DOUBLE);
+    memcpy(PyArray_DATA(TEST), distances, dimscandidates[0]*sizeof(double));
+//    PyArrayObject* numpy_hash_functions = (PyArrayObject*)PyArray_SimpleNew(4, dims4, NPY_DOUBLE);
+//    double* numpy_hash_functions_data = (double*)PyArray_DATA(numpy_hash_functions);
+//    for (int l=0;l<L;l++)
+//    {
+//        for (int k=0;k<K;k++)
+//        {
+//            for (int t=0;t<query_size;t++)
+//            {
+//                memcpy(numpy_hash_functions_data, hashFunctions[l][k][t], channel_size*sizeof(double));
+//                numpy_hash_functions_data += channel_size;
+//            }
+//        }
+//    }
+    PyObject* ret = Py_BuildValue("NNN", PyArray_Return(numpy_candidates), PyArray_Return(numpy_distances), PyArray_Return(TEST));// PyArray_Return(numpy_hash_functions));
+//    Py_XDECREF(data_obj);
+//    Py_XDECREF(query_obj);
+//    Py_XDECREF(hash_obj);
+//    Py_XDECREF(weights);
+//    Py_XDECREF(data);
+//    Py_XDECREF(query);
+//    Py_XDECREF(descr);
+//    Py_XDECREF(descr_float);
+//    Py_XDECREF(query);
+//    Py_XDECREF(numpy_candidates);
+//    Py_XDECREF(numpy_distances);
+//    Py_XDECREF(TEST);
+//    free(candidates);
+//    free(distances);
+//    for (int l=0;l<L;l++)
+//    {
+//        for (int k=0;k<K;k++)
+//        {
+//            for (int t=0;t<query_size;t++)
+//            {
+//                free(hashFunctions[l][k][t]);
+//            }
+//            free(hashFunctions[l][k]);
+//        }
+//        free(hashFunctions[l]);
+//    }
+//    free(hashFunctions);
+    return ret;
+}

lsh-fast/_ucrdtw.c

+#include <Python.h>
+#include <numpy/arrayobject.h>
+#include "ucrdtw.h"
+
+/* Docstrings */
+static char module_docstring[] = "This module implements fast nearest-neighbor retrieval under the dynamic time warping (DTW).";
+static char ucrdtw_docstring[] = "Calculate the nearest neighbor of a times series in a larger time series expressed as location and distance, "
+                                 "using the UCR suite optimizations.";
+
+/* Available functions */
+static PyObject* ucrdtw_ucrdtw(PyObject *self, PyObject *args);
+
+/* Module specification */
+static PyMethodDef module_methods[] = { { "ucrdtw", ucrdtw_ucrdtw, METH_VARARGS, ucrdtw_docstring }, { NULL, NULL, 0, NULL } };
+
+/* Initialize the module */
+#if PY_MAJOR_VERSION >= 3
+  #define MOD_ERROR_VAL NULL
+  #define MOD_SUCCESS_VAL(val) val
+  #define MOD_INIT(name) PyMODINIT_FUNC PyInit_##name(void)
+  #define MOD_DEF(ob, name, doc, methods) \
+          static struct PyModuleDef moduledef = { \
+            PyModuleDef_HEAD_INIT, name, doc, -1, methods, }; \
+          ob = PyModule_Create(&moduledef);
+#else
+  #define MOD_ERROR_VAL
+  #define MOD_SUCCESS_VAL(val)
+  #define MOD_INIT(name) void init##name(void)
+  #define MOD_DEF(ob, name, doc, methods) \
+          ob = Py_InitModule3(name, methods, doc);
+#endif
+
+MOD_INIT(_ucrdtw)
+{
+    PyObject *m;
+
+    MOD_DEF(m, "_ucrdtw", module_docstring,
+            module_methods)
+
+    if (m == NULL)
+        return MOD_ERROR_VAL;
+
+    import_array();
+
+    return MOD_SUCCESS_VAL(m);
+}
+/*
+Calculate the nearest neighbor of a times series in a larger time series expressed as location and distance,
+using the UCR suite optimizations.
+
+Arguments:
+data - a list of floats or an ndarray for the time series to process
+query - a list of floats or an ndarray for the time series to search for
+warp_width - Allowed warp width as a fraction of query size
+verbose - Optional boolean to print stats
+*/
+static PyObject* ucrdtw_ucrdtw(PyObject* self, PyObject* args) {
+    PyObject* data_obj = NULL;
+    PyObject* query_obj = NULL;
+    double warp_width = -1;
+    PyObject* verbose_obj = NULL;
+
+    /* Parse the input tuple */
+    if (!PyArg_ParseTuple(args, "OOd|O", &data_obj, &query_obj, &warp_width, &verbose_obj)) {
+        return NULL;
+    }
+
+    /* Interpret the input objects as numpy arrays. */
+    if (!PyList_Check(data_obj) && !PyArray_Check(data_obj)) {
+        PyErr_SetString(PyExc_TypeError, "Data argument must be a list or ndarray");
+        return NULL;
+    }
+//    PyObject* data_array = PyArray_FROM_OTF(data_obj, NPY_DOUBLE, NPY_ARRAY_IN_ARRAY);
+//    if (data_array == NULL) {
+//        Py_XDECREF(data_array);
+//        PyErr_SetString(PyExc_TypeError, "Data argument must be a list or ndarray");
+//        return NULL;
+//    }
+    double** data;
+    PyArray_Descr *descr;
+    descr = PyArray_DescrFromType(NPY_DOUBLE);
+    npy_intp dims0[3];
+    if (PyArray_AsCArray(&data_obj, (void **)&data, dims0, 2, descr) < 0) {
+        PyErr_SetString(PyExc_TypeError, "error converting to c array");
+        return NULL;
+    }
+
+    if (!PyList_Check(query_obj) && !PyArray_Check(query_obj)) {
+        Py_XDECREF(data);
+        PyErr_SetString(PyExc_TypeError, "Query argument must be a list or ndarray");
+        return NULL;
+    }
+    PyObject* query_array = PyArray_FROM_OTF(query_obj, NPY_DOUBLE, NPY_ARRAY_IN_ARRAY);
+    if (query_array == NULL) {
+        Py_XDECREF(data);
+        PyErr_SetString(PyExc_TypeError, "Query argument must be a list or ndarray");
+        return NULL;
+    }
+
+
+    /* Get pointers to the data as C-types. */
+    int data_size = (long) PyArray_DIM(data_obj, 0);
+
+    double* query = (double*) PyArray_DATA(query_array);
+    int query_size = (int) PyArray_DIM(query_array, 0);
+
+    int verbose = verbose_obj != NULL ? PyObject_IsTrue(verbose_obj) : 0;
+
+    /* Call the external C function to compute the best DTW location and distance. */
+    long long location = -1;
+    double distance = -1;
+    int status = 0;
+    for (int i=0; i<data_size; i++)
+    {
+        status = ucrdtw(data[i], query_size, query, query_size, warp_width, verbose, &location, &distance);
+    }
+
+    /* Clean up. */
+    Py_XDECREF(data);
+    Py_XDECREF(query_array);
+
+    if (status) {
+        PyErr_SetString(PyExc_RuntimeError, "ucrdtw could not allocate memory");
+        return NULL;
+    }
+
+    /* Build the output tuple */
+    PyObject* ret = Py_BuildValue("Ld", location, distance);
+    return ret;
+}

lsh-fast/cmake-build-debug/CMakeFiles/clion-log.txt

+CMakeLists.txt not found in /home/dev-laptop/Dylan/locality-sensitive-hashing-visual-analytics/lsh-fast Select CMakeLists.txt file...

lsh-fast/lsh.cpp

+#include <iostream>     // std::cout
+#include <algorithm>    // std::max
+#include <fstream>
+#include <string.h>
+#include <tuple>
+#include <stdlib.h>
+#include <vector>
+#include <math.h>
+#include <random>
+
+#define INF 1e20 // Pseudo-infinite number for this code
+#define dist(x,y) ((x-y)*(x-y))
+
+using namespace std;
+
+/// This function is from the UCRDTW code
+///
+/// Calculate Dynamic Time Wrapping distance
+/// A,B: data and query, respectively
+/// cb : cummulative bound used for early abandoning
+/// r  : size of Sakoe-Chiba warpping band
+double dtw(double* A, double* B, double *cb, int m, int r, double best_so_far) {
+    double *cost;
+    double *cost_prev;
+    double *cost_tmp;
+    int i, j, k;
+    double x, y, z, min_cost;
+
+    /// Instead of using matrix of size O(m^2) or O(mr), we will reuse two arrays of size O(r).
+    cost = (double*) calloc(2 * r + 1, sizeof(double));
+    cost_prev = (double*) calloc(2 * r + 1, sizeof(double));
+    for (k = 0; k < 2 * r + 1; k++) {
+        cost[k] = INF;
+        cost_prev[k] = INF;
+    }
+
+    for (i = 0; i < m; i++) {
+        k = max(0, r - i);
+        min_cost = INF;
+
+        for (j = max(0, i - r); j <= min(m - 1, i + r); j++, k++) {
+            /// Initialize all row and column
+            if ((i == 0) && (j == 0)) {
+                cost[k] = dist(A[0], B[0]);
+                min_cost = cost[k];
+                continue;
+            }
+
+            if ((j - 1 < 0) || (k - 1 < 0)) {
+                y = INF;
+            } else {
+                y = cost[k - 1];
+            }
+            if ((i - 1 < 0) || (k + 1 > 2 * r)) {
+                x = INF;
+            } else {
+                x = cost_prev[k + 1];
+            }
+            if ((i - 1 < 0) || (j - 1 < 0)) {
+                z = INF;
+            } else {
+                z = cost_prev[k];
+            }
+
+            /// Classic DTW calculation
+            cost[k] = min( min( x, y) , z) + dist(A[i], B[j]);
+
+            /// Find minimum cost in row for early abandoning (possibly to use column instead of row).
+            if (cost[k] < min_cost) {
+                min_cost = cost[k];
+            }
+        }
+
+        /// Move current array to previous array.
+        cost_tmp = cost;
+        cost = cost_prev;
+        cost_prev = cost_tmp;
+    }
+    k--;
+
+    /// the DTW distance is in the last cell in the matrix of size O(m^2) or at the middle of our array.
+    double final_dtw = cost_prev[k];
+    free(cost);
+    free(cost_prev);
+    return final_dtw;
+}
+
+/// Sorting function for the 2nd element of two vectors
+bool sortbysecasc(const pair<int,double> &a,
+                   const pair<int,double> &b)
+{
+    return a.second<b.second;
+}
+
+/// Sorting function for the 2nd element of two vectors
+bool sortbysecdesc(const pair<int,double> &a,
+                   const pair<int,double> &b)
+{
+    return a.second>b.second;
+}
+
+/// Get random value from uniform distribution
+double uniform(double a, double b)
+{
+    return (double) std::rand() / (RAND_MAX) * (b - a) + a;
+}
+
+/// Algorithm for calculating similarity of (multivariate) time series data
+int lsh(double *** D, int M, int T, int Dim, double ** Q, int L, int K, double r, double a, double sd, int * &candidates, double * &distances, double **** &hashFunctions, double ** weights, int &nrOfCandidates)
+{
+    clock_t begin_time = clock();
+    std::random_device rd{};
+    std::mt19937 gen{rd()};
+    std::normal_distribution<> distribution0{0,1};
+    srand(time(NULL));
+
+    int S = 2; //3
+    double delta = r * 0.75; //0.07 => 20.000
+    int threshold = T * 0.22; //0.8 => 18/67
+
+    /// Create hash functions
+    int value;
+    for (int l=0;l<L;l++)
+    {
+        for (int k=0;k<K;k++)
+        {
+            for (int d=0;d<Dim;d++)
+            {
+                value = distribution0(gen);
+                for (int t=0;t<T;t++)
+                    {
+                    if (weights == NULL)
+                    {
+                        hashFunctions[l][k][t][d] = value;
+                    } else {
+                        hashFunctions[l][k][t][d] = value;// * weights[t][d];
+                    }
+                }
+            }
+        }
+    }
+
+    /// Calculate ratios for DTW approximation
+    double ** ratios = (double **)malloc(L*sizeof(double*));
+    for (int l=0;l<L;l++)
+    {
+        ratios[l] = (double *)malloc(K*sizeof(double));
+        for (int k=0;k<K;k++)
+        {
+            ratios[l][k] = uniform(a-sd, a+sd);
+        }
+    }
+
+    /// Create hashSET
+    double temp0 = 0;
+    double **** hashSET = (double****)malloc(M*sizeof(double***)) ; // Initialize DataD
+    for (int m=0;m<M;m++)
+    {
+        hashSET[m] = (double***)malloc(L*sizeof(double**)) ; // Initialize Data
+        for (int l=0;l<L;l++)
+        {
+            hashSET[m][l] = (double**)malloc(K*sizeof(double*)) ; // Initialize Data
+            for (int k=0;k<K;k++)
+            {
+                hashSET[m][l][k] = (double*)malloc(T*sizeof(double)) ; // Initialize Data
+                for (int t=0;t<T;t++)
+                {
+                    temp0 = 0;
+                    for (int d=0;d<Dim;d++) {
+                        temp0 += hashFunctions[l][k][t][d] * D[m][t][d];
+                    }
+                    hashSET[m][l][k][t] = temp0;
+                }
+            }
+        }
+    }
+
+    /// Create upper and lower bound on query
+    double ** Q_U = (double**)malloc((T)*sizeof(double*));
+    double ** Q_L = (double**)malloc((T)*sizeof(double*));
+    for (int t=0;t<T;t++)
+    {
+        Q_U[t] = (double*)malloc((Dim)*sizeof(double));
+        Q_L[t] = (double*)malloc((Dim)*sizeof(double));
+    }
+    double currentMax = -10000;
+    double currentMin = 10000;
+    for (int t = 0; t < T; t++) {
+        for (int d = 0; d < Dim; d++) {
+            for (int s = -S; s <= S; s++) {
+                if (t + s < 0 || t + s > T - 1)
+                    continue;
+                currentMax = std::max(Q_U[t + s][d], currentMax);
+                currentMin = std::min(Q_L[t + s][d], currentMin);
+            }
+            Q_U[t][d] = currentMax;
+            Q_L[t][d] = currentMin;
+            currentMax = -10000;
+            currentMin = 10000;
+        }
+    }
+    double temp1 = 0;
+    double temp2 = 0;
+    double temp3 = 0;
+
+    /// Create query hashes
+    double *** hashQ = (double***)malloc(L*sizeof(double**)) ; // Initialize Data
+    double *** hashQ_U = (double***)malloc(L*sizeof(double**)) ; // Initialize Data
+    double *** hashQ_L = (double***)malloc(L*sizeof(double**)) ; // Initialize Data
+    for (int l=0;l<L;l++)
+    {
+        hashQ[l] = (double**)malloc(K*sizeof(double*)) ; // Initialize Data
+        hashQ_U[l] = (double**)malloc(K*sizeof(double*)) ; // Initialize Data
+        hashQ_L[l] = (double**)malloc(K*sizeof(double*)) ; // Initialize Data
+
+        for (int k=0;k<K;k++)
+        {
+            hashQ[l][k] = (double*)malloc(T*sizeof(double)) ; // Initialize Data
+            hashQ_U[l][k] = (double*)malloc(T*sizeof(double)) ; // Initialize Data
+            hashQ_L[l][k] = (double*)malloc(T*sizeof(double)) ; // Initialize Data
+            for (int t=0;t<T;t++)
+            {
+                temp1 = 0;
+                temp2 = 0;
+                temp3 = 0;
+                for (int d=0;d<Dim;d++)
+                {
+                    temp1 += hashFunctions[l][k][t][d] * Q[t][d];
+                    temp2 += hashFunctions[l][k][t][d] * Q_U[t][d];
+                    temp3 += hashFunctions[l][k][t][d] * Q_L[t][d];
+                }
+                hashQ[l][k][t] = temp1;
+                hashQ_U[l][k][t] = temp2;
+                hashQ_L[l][k][t] = temp3;
+            }
+        }
+    }
+