Update to 2.0.0 tree from current Fremantle build
[opencv] / 3rdparty / flann / algorithms / autotuned_index.h
diff --git a/3rdparty/flann/algorithms/autotuned_index.h b/3rdparty/flann/algorithms/autotuned_index.h
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+/***********************************************************************
+ * Software License Agreement (BSD License)
+ *
+ * Copyright 2008-2009  Marius Muja (mariusm@cs.ubc.ca). All rights reserved.
+ * Copyright 2008-2009  David G. Lowe (lowe@cs.ubc.ca). All rights reserved.
+ *
+ * THE BSD LICENSE
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ *    notice, this list of conditions and the following disclaimer.
+ * 2. Redistributions in binary form must reproduce the above copyright
+ *    notice, this list of conditions and the following disclaimer in the
+ *    documentation and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
+ * IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
+ * OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
+ * IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT,
+ * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
+ * NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
+ * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
+ * THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
+ * THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+ *************************************************************************/
+
+#ifndef AUTOTUNEDINDEX_H_
+#define AUTOTUNEDINDEX_H_
+
+#include "constants.h"
+#include "nn_index.h"
+#include "ground_truth.h"
+#include "index_testing.h"
+
+namespace flann
+{
+
+class AutotunedIndex : public NNIndex
+{
+       NNIndex* bestIndex;
+       IndexParams* bestParams;
+       SearchParams bestSearchParams;
+
+    Matrix<float>* sampledDataset;
+    Matrix<float>* testDataset;
+    Matrix<int>* gt_matches;
+
+    float speedup;
+
+       /**
+        * The dataset used by this index
+        */
+    const Matrix<float> dataset;
+
+    /**
+     * Index parameters
+     */
+    const AutotunedIndexParams& params;
+
+    /**
+    * Number of features in the dataset.
+    */
+    int size_;
+
+    /**
+    * Length of each feature.
+    */
+    int veclen_;
+
+
+public:
+
+    AutotunedIndex(const Matrix<float>& inputData, const AutotunedIndexParams& params_ = AutotunedIndexParams() ) :
+       dataset(inputData), params(params_)
+       {
+        size_ = dataset.rows;
+        veclen_ = dataset.cols;
+
+        bestIndex = NULL;
+
+       }
+
+    virtual ~AutotunedIndex()
+    {
+       delete bestIndex;
+       delete bestParams;
+    };
+
+       /**
+               Method responsible with building the index.
+       */
+       virtual void buildIndex()
+       {
+               bestParams = estimateBuildParams();
+               bestIndex = bestParams->createIndex(dataset);
+               bestIndex->buildIndex();
+               speedup = estimateSearchParams(bestSearchParams);
+       }
+
+    /**
+        Saves the index to a stream
+    */
+    virtual void saveIndex(FILE* stream)
+    {
+       bestIndex->saveIndex(stream);
+    }
+
+    /**
+        Loads the index from a stream
+    */
+    virtual void loadIndex(FILE* stream)
+    {
+       bestIndex->loadIndex(stream);
+    }
+
+       /**
+               Method that searches for nearest-neighbors
+       */
+       virtual void findNeighbors(ResultSet& result, const float* vec, const SearchParams& /*searchParams*/)
+       {
+               bestIndex->findNeighbors(result, vec, bestSearchParams);
+       }
+
+       /**
+               Number of features in this index.
+       */
+       virtual int size() const
+       {
+               return bestIndex->size();
+       }
+
+       /**
+               The length of each vector in this index.
+       */
+       virtual int veclen() const
+       {
+               return bestIndex->veclen();
+       }
+
+       /**
+        The amount of memory (in bytes) this index uses.
+       */
+       virtual int usedMemory() const
+       {
+               return bestIndex->usedMemory();
+       }
+
+    /**
+    * Algorithm name
+    */
+    virtual flann_algorithm_t getType() const
+    {
+       return bestIndex->getType();
+    }
+
+    /**
+      Estimates the search parameters required in order to get a certain precision.
+      If testset is not given it uses cross-validation.
+    */
+//    virtual Params estimateSearchParams(float precision, Dataset<float>* testset = NULL)
+//    {
+//        Params params;
+//
+//        return params;
+//    }
+private:
+
+    struct CostData {
+        float searchTimeCost;
+        float buildTimeCost;
+        float timeCost;
+        float memoryCost;
+        float totalCost;
+    };
+
+    typedef pair<CostData, KDTreeIndexParams> KDTreeCostData;
+    typedef pair<CostData, KMeansIndexParams> KMeansCostData;
+
+
+    void evaluate_kmeans(CostData& cost, const KMeansIndexParams& kmeans_params)
+    {
+        StartStopTimer t;
+        int checks;
+        const int nn = 1;
+
+        logger.info("KMeansTree using params: max_iterations=%d, branching=%d\n", kmeans_params.iterations, kmeans_params.branching);
+        KMeansIndex kmeans(*sampledDataset, kmeans_params);
+        // measure index build time
+        t.start();
+        kmeans.buildIndex();
+        t.stop();
+        float buildTime = (float)t.value;
+
+        // measure search time
+        float searchTime = test_index_precision(kmeans, *sampledDataset, *testDataset, *gt_matches, params.target_precision, checks, nn);;
+
+        float datasetMemory = (float)(sampledDataset->rows*sampledDataset->cols*sizeof(float));
+        cost.memoryCost = (kmeans.usedMemory()+datasetMemory)/datasetMemory;
+        cost.searchTimeCost = searchTime;
+        cost.buildTimeCost = buildTime;
+        cost.timeCost = (buildTime*params.build_weight+searchTime);
+        logger.info("KMeansTree buildTime=%g, searchTime=%g, timeCost=%g, buildTimeFactor=%g\n",buildTime, searchTime, cost.timeCost, params.build_weight);
+    }
+
+
+     void evaluate_kdtree(CostData& cost, const KDTreeIndexParams& kdtree_params)
+    {
+        StartStopTimer t;
+        int checks;
+        const int nn = 1;
+
+        logger.info("KDTree using params: trees=%d\n",kdtree_params.trees);
+        KDTreeIndex kdtree(*sampledDataset, kdtree_params);
+
+        t.start();
+        kdtree.buildIndex();
+        t.stop();
+        float buildTime = (float)t.value;
+
+        //measure search time
+        float searchTime = test_index_precision(kdtree, *sampledDataset, *testDataset, *gt_matches, params.target_precision, checks, nn);
+
+        float datasetMemory = (float)(sampledDataset->rows*sampledDataset->cols*sizeof(float));
+        cost.memoryCost = (kdtree.usedMemory()+datasetMemory)/datasetMemory;
+        cost.searchTimeCost = searchTime;
+        cost.buildTimeCost = buildTime;
+        cost.timeCost = (buildTime*params.build_weight+searchTime);
+        logger.info("KDTree buildTime=%g, searchTime=%g, timeCost=%g\n",buildTime, searchTime, cost.timeCost);
+    }
+
+
+//    struct KMeansSimpleDownhillFunctor {
+//
+//        Autotune& autotuner;
+//        KMeansSimpleDownhillFunctor(Autotune& autotuner_) : autotuner(autotuner_) {};
+//
+//        float operator()(int* params) {
+//
+//            float maxFloat = numeric_limits<float>::max();
+//
+//            if (params[0]<2) return maxFloat;
+//            if (params[1]<0) return maxFloat;
+//
+//            CostData c;
+//            c.params["algorithm"] = KMEANS;
+//            c.params["centers-init"] = CENTERS_RANDOM;
+//            c.params["branching"] = params[0];
+//            c.params["max-iterations"] = params[1];
+//
+//            autotuner.evaluate_kmeans(c);
+//
+//            return c.timeCost;
+//
+//        }
+//    };
+//
+//    struct KDTreeSimpleDownhillFunctor {
+//
+//        Autotune& autotuner;
+//        KDTreeSimpleDownhillFunctor(Autotune& autotuner_) : autotuner(autotuner_) {};
+//
+//        float operator()(int* params) {
+//            float maxFloat = numeric_limits<float>::max();
+//
+//            if (params[0]<1) return maxFloat;
+//
+//            CostData c;
+//            c.params["algorithm"] = KDTREE;
+//            c.params["trees"] = params[0];
+//
+//            autotuner.evaluate_kdtree(c);
+//
+//            return c.timeCost;
+//
+//        }
+//    };
+
+
+
+    KMeansCostData optimizeKMeans()
+    {
+        logger.info("KMEANS, Step 1: Exploring parameter space\n");
+
+        // explore kmeans parameters space using combinations of the parameters below
+        int maxIterations[] = { 1, 5, 10, 15 };
+        int branchingFactors[] = { 16, 32, 64, 128, 256 };
+
+        int kmeansParamSpaceSize = ARRAY_LEN(maxIterations)*ARRAY_LEN(branchingFactors);
+
+        vector<KMeansCostData> kmeansCosts(kmeansParamSpaceSize);
+
+//        CostData* kmeansCosts = new CostData[kmeansParamSpaceSize];
+
+        // evaluate kmeans for all parameter combinations
+        int cnt = 0;
+        for (size_t i=0; i<ARRAY_LEN(maxIterations); ++i) {
+            for (size_t j=0; j<ARRAY_LEN(branchingFactors); ++j) {
+
+               kmeansCosts[cnt].second.centers_init = CENTERS_RANDOM;
+               kmeansCosts[cnt].second.branching = branchingFactors[j];
+               kmeansCosts[cnt].second.iterations = maxIterations[j];
+
+                evaluate_kmeans(kmeansCosts[cnt].first, kmeansCosts[cnt].second);
+
+                int k = cnt;
+                // order by time cost
+                while (k>0 && kmeansCosts[k].first.timeCost < kmeansCosts[k-1].first.timeCost) {
+                    swap(kmeansCosts[k],kmeansCosts[k-1]);
+                    --k;
+                }
+                ++cnt;
+            }
+        }
+
+//         logger.info("KMEANS, Step 2: simplex-downhill optimization\n");
+//
+//         const int n = 2;
+//         // choose initial simplex points as the best parameters so far
+//         int kmeansNMPoints[n*(n+1)];
+//         float kmeansVals[n+1];
+//         for (int i=0;i<n+1;++i) {
+//             kmeansNMPoints[i*n] = (int)kmeansCosts[i].params["branching"];
+//             kmeansNMPoints[i*n+1] = (int)kmeansCosts[i].params["max-iterations"];
+//             kmeansVals[i] = kmeansCosts[i].timeCost;
+//         }
+//         KMeansSimpleDownhillFunctor kmeans_cost_func(*this);
+//         // run optimization
+//         optimizeSimplexDownhill(kmeansNMPoints,n,kmeans_cost_func,kmeansVals);
+//         // store results
+//         for (int i=0;i<n+1;++i) {
+//             kmeansCosts[i].params["branching"] = kmeansNMPoints[i*2];
+//             kmeansCosts[i].params["max-iterations"] = kmeansNMPoints[i*2+1];
+//             kmeansCosts[i].timeCost = kmeansVals[i];
+//         }
+
+        float optTimeCost = kmeansCosts[0].first.timeCost;
+        // recompute total costs factoring in the memory costs
+        for (int i=0;i<kmeansParamSpaceSize;++i) {
+            kmeansCosts[i].first.totalCost = (kmeansCosts[i].first.timeCost/optTimeCost + params.memory_weight * kmeansCosts[i].first.memoryCost);
+
+            int k = i;
+            while (k>0 && kmeansCosts[k].first.totalCost < kmeansCosts[k-1].first.totalCost) {
+                swap(kmeansCosts[k],kmeansCosts[k-1]);
+                k--;
+            }
+        }
+        // display the costs obtained
+        for (int i=0;i<kmeansParamSpaceSize;++i) {
+            logger.info("KMeans, branching=%d, iterations=%d, time_cost=%g[%g] (build=%g, search=%g), memory_cost=%g, cost=%g\n",
+                kmeansCosts[i].second.branching, kmeansCosts[i].second.iterations,
+            kmeansCosts[i].first.timeCost,kmeansCosts[i].first.timeCost/optTimeCost,
+            kmeansCosts[i].first.buildTimeCost, kmeansCosts[i].first.searchTimeCost,
+            kmeansCosts[i].first.memoryCost,kmeansCosts[i].first.totalCost);
+        }
+
+        return kmeansCosts[0];
+    }
+
+
+    KDTreeCostData optimizeKDTree()
+    {
+
+        logger.info("KD-TREE, Step 1: Exploring parameter space\n");
+
+        // explore kd-tree parameters space using the parameters below
+        int testTrees[] = { 1, 4, 8, 16, 32 };
+
+        size_t kdtreeParamSpaceSize = ARRAY_LEN(testTrees);
+        vector<KDTreeCostData> kdtreeCosts(kdtreeParamSpaceSize);
+
+        // evaluate kdtree for all parameter combinations
+        int cnt = 0;
+        for (size_t i=0; i<ARRAY_LEN(testTrees); ++i) {
+               kdtreeCosts[cnt].second.trees = testTrees[i];
+
+            evaluate_kdtree(kdtreeCosts[cnt].first, kdtreeCosts[cnt].second);
+
+            int k = cnt;
+            // order by time cost
+            while (k>0 && kdtreeCosts[k].first.timeCost < kdtreeCosts[k-1].first.timeCost) {
+                swap(kdtreeCosts[k],kdtreeCosts[k-1]);
+                --k;
+            }
+            ++cnt;
+        }
+
+//         logger.info("KD-TREE, Step 2: simplex-downhill optimization\n");
+//
+//         const int n = 1;
+//         // choose initial simplex points as the best parameters so far
+//         int kdtreeNMPoints[n*(n+1)];
+//         float kdtreeVals[n+1];
+//         for (int i=0;i<n+1;++i) {
+//             kdtreeNMPoints[i] = (int)kdtreeCosts[i].params["trees"];
+//             kdtreeVals[i] = kdtreeCosts[i].timeCost;
+//         }
+//         KDTreeSimpleDownhillFunctor kdtree_cost_func(*this);
+//         // run optimization
+//         optimizeSimplexDownhill(kdtreeNMPoints,n,kdtree_cost_func,kdtreeVals);
+//         // store results
+//         for (int i=0;i<n+1;++i) {
+//             kdtreeCosts[i].params["trees"] = kdtreeNMPoints[i];
+//             kdtreeCosts[i].timeCost = kdtreeVals[i];
+//         }
+
+        float optTimeCost = kdtreeCosts[0].first.timeCost;
+        // recompute costs for kd-tree factoring in memory cost
+        for (size_t i=0;i<kdtreeParamSpaceSize;++i) {
+            kdtreeCosts[i].first.totalCost = (kdtreeCosts[i].first.timeCost/optTimeCost + params.memory_weight * kdtreeCosts[i].first.memoryCost);
+
+            int k = i;
+            while (k>0 && kdtreeCosts[k].first.totalCost < kdtreeCosts[k-1].first.totalCost) {
+                swap(kdtreeCosts[k],kdtreeCosts[k-1]);
+                k--;
+            }
+        }
+        // display costs obtained
+        for (size_t i=0;i<kdtreeParamSpaceSize;++i) {
+            logger.info("kd-tree, trees=%d, time_cost=%g[%g] (build=%g, search=%g), memory_cost=%g, cost=%g\n",
+            kdtreeCosts[i].second.trees,kdtreeCosts[i].first.timeCost,kdtreeCosts[i].first.timeCost/optTimeCost,
+            kdtreeCosts[i].first.buildTimeCost, kdtreeCosts[i].first.searchTimeCost,
+            kdtreeCosts[i].first.memoryCost,kdtreeCosts[i].first.totalCost);
+        }
+
+        return kdtreeCosts[0];
+    }
+
+    /**
+        Chooses the best nearest-neighbor algorithm and estimates the optimal
+        parameters to use when building the index (for a given precision).
+        Returns a dictionary with the optimal parameters.
+    */
+    IndexParams* estimateBuildParams()
+    {
+        int sampleSize = int(params.sample_fraction*dataset.rows);
+        int testSampleSize = min(sampleSize/10, 1000);
+
+        logger.info("Entering autotuning, dataset size: %d, sampleSize: %d, testSampleSize: %d\n",dataset.rows, sampleSize, testSampleSize);
+
+        // For a very small dataset, it makes no sense to build any fancy index, just
+        // use linear search
+        if (testSampleSize<10) {
+            logger.info("Choosing linear, dataset too small\n");
+            return new LinearIndexParams();
+        }
+
+        // We use a fraction of the original dataset to speedup the autotune algorithm
+        sampledDataset = dataset.sample(sampleSize);
+        // We use a cross-validation approach, first we sample a testset from the dataset
+        testDataset = sampledDataset->sample(testSampleSize,true);
+
+        // We compute the ground truth using linear search
+        logger.info("Computing ground truth... \n");
+        gt_matches = new Matrix<int>(testDataset->rows, 1);
+        StartStopTimer t;
+        t.start();
+        compute_ground_truth(*sampledDataset, *testDataset, *gt_matches, 0);
+        t.stop();
+        float bestCost = (float)t.value;
+        IndexParams* bestParams = new LinearIndexParams();
+
+        // Start parameter autotune process
+        logger.info("Autotuning parameters...\n");
+
+
+        KMeansCostData kmeansCost = optimizeKMeans();
+
+        if (kmeansCost.first.totalCost<bestCost) {
+            bestParams = new KMeansIndexParams(kmeansCost.second);
+            bestCost = kmeansCost.first.totalCost;
+        }
+
+        KDTreeCostData kdtreeCost = optimizeKDTree();
+
+        if (kdtreeCost.first.totalCost<bestCost) {
+            bestParams = new KDTreeIndexParams(kdtreeCost.second);
+            bestCost = kdtreeCost.first.totalCost;
+        }
+
+        // free the memory used by the datasets we sampled
+        delete sampledDataset;
+        delete testDataset;
+        delete gt_matches;
+
+        return bestParams;
+    }
+
+
+
+    /**
+        Estimates the search time parameters needed to get the desired precision.
+        Precondition: the index is built
+        Postcondition: the searchParams will have the optimum params set, also the speedup obtained over linear search.
+    */
+    float estimateSearchParams(SearchParams& searchParams)
+    {
+        const int nn = 1;
+        const long SAMPLE_COUNT = 1000;
+
+        assert(bestIndex!=NULL);   // must have a valid index
+
+        float speedup = 0;
+
+        int samples = min(dataset.rows/10, SAMPLE_COUNT);
+        if (samples>0) {
+            Matrix<float>* testDataset = dataset.sample(samples);
+
+            logger.info("Computing ground truth\n");
+
+            // we need to compute the ground truth first
+            Matrix<int> gt_matches(testDataset->rows,1);
+            StartStopTimer t;
+            t.start();
+            compute_ground_truth(dataset, *testDataset, gt_matches,1);
+            t.stop();
+            float linear = (float)t.value;
+
+            int checks;
+            logger.info("Estimating number of checks\n");
+
+            float searchTime;
+            float cb_index;
+            if (bestIndex->getType() == KMEANS) {
+
+                logger.info("KMeans algorithm, estimating cluster border factor\n");
+                KMeansIndex* kmeans = (KMeansIndex*)bestIndex;
+                float bestSearchTime = -1;
+                float best_cb_index = -1;
+                int best_checks = -1;
+                for (cb_index = 0;cb_index<1.1f; cb_index+=0.2f) {
+                    kmeans->set_cb_index(cb_index);
+                    searchTime = test_index_precision(*kmeans, dataset, *testDataset, gt_matches, params.target_precision, checks, nn, 1);
+                    if (searchTime<bestSearchTime || bestSearchTime == -1) {
+                        bestSearchTime = searchTime;
+                        best_cb_index = cb_index;
+                        best_checks = checks;
+                    }
+                }
+                searchTime = bestSearchTime;
+                cb_index = best_cb_index;
+                checks = best_checks;
+
+                kmeans->set_cb_index(best_cb_index);
+                logger.info("Optimum cb_index: %g\n",cb_index);
+                ((KMeansIndexParams*)bestParams)->cb_index = cb_index;
+            }
+            else {
+                searchTime = test_index_precision(*bestIndex, dataset, *testDataset, gt_matches, params.target_precision, checks, nn, 1);
+            }
+
+            logger.info("Required number of checks: %d \n",checks);;
+            searchParams.checks = checks;
+            delete testDataset;
+
+            speedup = linear/searchTime;
+        }
+
+        return speedup;
+    }
+
+
+
+};
+
+}
+
+#endif /* AUTOTUNEDINDEX_H_ */