Nothing
R/rnndescent.R
In rnndescent: Nearest Neighbor Descent Method for Approximate Nearest Neighbors
Defines functions
neighbor_overlapv
neighbor_overlap
merge_knn
reverse_knn_sp
nn_sparsity_sp
nn_sparsity
merge_graphs_sp
degree_prune
diversify
prepare_search_graph
graph_knn_query
random_knn_query
brute_force_knn_query
nnd_knn
random_knn
brute_force_knn
rnnd_knn
rnnd_query
rnnd_build
Documented in
brute_force_knn
brute_force_knn_query
graph_knn_query
merge_knn
neighbor_overlap
nnd_knn
prepare_search_graph
random_knn
random_knn_query
rnnd_build
rnnd_knn
rnnd_query
# API ---------------------------------------------------------------------
#' Build approximate nearest neighbors index and neighbor graph
#'
#' This function builds an approximate nearest neighbors graph with convenient
#' defaults, then prepares the index for querying new data, for later use with
#' [rnnd_query()]. For more control over the process, please see the other
#' functions in the package.
#'
#' The process of k-nearest neighbor graph construction using Random Projection
#' Forests (Dasgupta and Freund, 2008) for initialization and Nearest Neighbor
#' Descent (Dong and co-workers, 2011) for refinement. Index preparation, uses
#' the graph diversification method of Harwood and Drummond (2016).
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to build the index for. You can specify
#' a different number when running `rnnd_query`, but the index is calibrated
#' using this value so it's recommended to set `k` according to the likely
#' number of neighbors you will want to retrieve. Optional if `init` is
#' specified, in which case `k` can be inferred from the `init` data. If you
#' do both, then the specified version of `k` will take precedence.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param init Name of the initialization strategy or initial `data` neighbor
#' graph to optimize. One of:
#' - `"rand"` random initialization (the default).
#' - `"tree"` use the random projection tree method of Dasgupta and Freund
#' (2008).
#' - a pre-calculated neighbor graph. A list containing:
#' - `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' - `dist` (optional) an `n` by `k` matrix containing the nearest
#' neighbor distances. If the input distances are omitted, they will be
#' calculated for you.'
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#' @param n_trees The number of trees to use in the RP forest. A larger number
#' will give more accurate results at the cost of a longer computation time.
#' The default of `NULL` means that the number is chosen based on the number
#' of observations in `data`. Only used if `init = "tree"`.
#' @param leaf_size The maximum number of items that can appear in a leaf. This
#' value should be chosen to match the expected number of neighbors you will
#' want to retrieve when running queries (e.g. if you want find 50 nearest
#' neighbors set `leaf_size = 50`) and should not be set to a value smaller
#' than `10`. Only used if `init = "tree"`.
#' @param max_tree_depth The maximum depth of the tree to build (default = 200).
#' If the maximum tree depth is exceeded then the leaf size of a tree may
#' exceed `leaf_size` which can result in a large number of neighbor distances
#' being calculated. If `verbose = TRUE` a message will be logged to indicate
#' that the leaf size is large. However, increasing the `max_tree_depth` may
#' not help: it may be that there is something unusual about the distribution
#' of your data set under your chose `metric` that makes a tree-based
#' initialization inappropriate. Only used if `init = "tree"`.
#' @param margin A character string specifying the method used to assign points
#' to one side of the hyperplane or the other. Possible values are:
#' - `"explicit"` categorizes all distance metrics as either Euclidean or
#' Angular (Euclidean after normalization), explicitly calculates a hyperplane
#' and offset, and then calculates the margin based on the dot product with
#' the hyperplane.
#' - `"implicit"` calculates the distance from a point to each of the
#' points defining the normal vector. The margin is calculated by comparing the
#' two distances: the point is assigned to the side of the hyperplane that
#' the normal vector point with the closest distance belongs to.
#' - `"auto"` (the default) picks the margin method depending on whether a
#' binary-specific `metric` such as `"bhammming"` is chosen, in which case
#' `"implicit"` is used, and `"explicit"` otherwise: binary-specific metrics
#' involve storing the data in a way that isn't very efficient for the
#' `"explicit"` method and the binary-specific metric is usually a lot faster
#' than the generic equivalent such that the cost of two distance calculations
#' for the margin method is still faster.
#'
#' Only used if `init = "tree"`.
#' @param n_iters Number of iterations of nearest neighbor descent to carry out.
#' By default, this will be chosen based on the number of observations in
#' `data`.
#' @param max_candidates Maximum number of candidate neighbors to try for each
#' item in each iteration. Use relative to `k` to emulate the "rho"
#' sampling parameter in the nearest neighbor descent paper. By default, this
#' is set to `k` or `60`, whichever is smaller.
#' @param delta The minimum relative change in the neighbor graph allowed before
#' early stopping. Should be a value between 0 and 1. The smaller the value,
#' the smaller the amount of progress between iterations is allowed. Default
#' value of `0.001` means that at least 0.1% of the neighbor graph must
#' be updated at each iteration.
#' @param low_memory If `TRUE`, use a lower memory, but more
#' computationally expensive approach to index construction. If set to
#' `FALSE`, you should see a noticeable speed improvement, especially when
#' using a smaller number of threads, so this is worth trying if you have the
#' memory to spare.
#' @param weight_by_degree If `TRUE`, then candidates for the local join are
#' weighted according to their in-degree, so that if there are more than
#' `max_candidates` in a candidate list, candidates with a smaller degree are
#' favored for retention. This prevents items with large numbers of edges
#' crowding out other items and for high-dimensional data is likely to provide
#' a small improvement in accuracy. Because this incurs a small extra cost of
#' counting the degree of each node, and because it tends to delay early
#' convergence, by default this is `FALSE`.
#' @param n_search_trees, the number of trees to keep in the search forest as
#' part of index preparation. The default is `1`.
#' @param diversify_prob the degree of diversification of the search graph
#' by removing unnecessary edges through occlusion pruning. This should take a
#' value between `0` (no diversification) and `1` (remove as many edges as
#' possible) and is treated as the probability of a neighbor being removed if
#' it is found to be an "occlusion". If item `p` and `q`, two members of the
#' neighbor list of item `i`, are closer to each other than they are to `i`,
#' then the nearer neighbor `p` is said to "occlude" `q`. It is likely that
#' `q` will be in the neighbor list of `p` so there is no need to retain it in
#' the neighbor list of `i`. You may also set this to `NULL` to skip any
#' occlusion pruning. Note that occlusion pruning is carried out twice, once
#' to the forward neighbors, and once to the reverse neighbors.
#' @param pruning_degree_multiplier How strongly to truncate the final neighbor
#' list for each item. The neighbor list of each item will be truncated to
#' retain only the closest `d` neighbors, where
#' `d = k * pruning_degree_multiplier`, and `k` is the
#' original number of neighbors per item in `graph`. Roughly, values
#' larger than `1` will keep all the nearest neighbors of an item, plus
#' the given fraction of reverse neighbors (if they exist). For example,
#' setting this to `1.5` will keep all the forward neighbors and then
#' half as many of the reverse neighbors, although exactly which neighbors are
#' retained is also dependent on any occlusion pruning that occurs. Set this
#' to `NULL` to skip this step.
#' @param prune_reverse If `TRUE`, prune the reverse neighbors of each item
#' before the reverse graph diversification step using
#' `pruning_degree_multiplier`. Because the number of reverse neighbors can be
#' much larger than the number of forward neighbors, this can help to avoid
#' excessive computation during the diversification step, with little overall
#' effect on the final search graph. Default is `FALSE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param progress Determines the type of progress information logged during the
#' nearest neighbor descent stage when `verbose = TRUE`. Options are:
#' * `"bar"`: a simple text progress bar.
#' * `"dist"`: the sum of the distances in the approximate knn graph at the
#' end of each iteration.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor index, a list containing:
#' * `graph` the k-nearest neighbor graph, a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' * Other list items are intended only for internal use by other functions
#' such as [rnnd_query()].
#' @seealso [rnnd_query()]
#' @examples
#' iris_even <- iris[seq_len(nrow(iris)) %% 2 == 0, ]
#' iris_odd <- iris[seq_len(nrow(iris)) %% 2 == 1, ]
#'
#' # Find 4 (approximate) nearest neighbors using Euclidean distance
#' iris_even_index <- rnnd_build(iris_even, k = 4)
#' iris_odd_nbrs <- rnnd_query(index = iris_even_index, query = iris_odd, k = 4)
#'
#' @references
#' Dasgupta, S., & Freund, Y. (2008, May).
#' Random projection trees and low dimensional manifolds.
#' In *Proceedings of the fortieth annual ACM symposium on Theory of computing*
#' (pp. 537-546).
#' \doi{10.1145/1374376.1374452}.
#'
#' Dong, W., Moses, C., & Li, K. (2011, March).
#' Efficient k-nearest neighbor graph construction for generic similarity measures.
#' In *Proceedings of the 20th international conference on World Wide Web*
#' (pp. 577-586).
#' ACM.
#' \doi{10.1145/1963405.1963487}.
#'
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#' @export
rnnd_build <- function(data,
k = 30,
metric = "euclidean",
use_alt_metric = TRUE,
init = "tree",
n_trees = NULL,
leaf_size = NULL,
max_tree_depth = 200,
margin = "auto",
n_iters = NULL,
delta = 0.001,
max_candidates = NULL,
low_memory = TRUE,
weight_by_degree = FALSE,
n_search_trees = 1,
pruning_degree_multiplier = 1.5,
diversify_prob = 1.0,
prune_reverse = FALSE,
n_threads = 0,
verbose = FALSE,
progress = "bar",
obs = "R") {
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
index <- nnd_knn(
data,
k = k,
metric = metric,
use_alt_metric = use_alt_metric,
init = init,
init_args = list(
n_trees = n_trees,
leaf_size = leaf_size,
max_tree_depth = max_tree_depth,
margin = margin
),
ret_forest = TRUE,
n_iters = n_iters,
delta = delta,
max_candidates = max_candidates,
low_memory = low_memory,
weight_by_degree = weight_by_degree,
n_threads = n_threads,
verbose = verbose,
progress = progress,
obs = "C"
)
index <- list(
graph = list(idx = index$idx, dist = index$dist),
forest = index$forest
)
index$prep <- list(
pruning_degree_multiplier = pruning_degree_multiplier,
diversify_prob = diversify_prob,
n_search_trees = n_search_trees,
prune_reverse = prune_reverse,
is_prepared = FALSE
)
index$data <- data
index$original_metric <- metric
index$use_alt_metric <- use_alt_metric
if (!is.null(index$forest)) {
index$search_forest <-
rpf_filter(
nn = index$graph,
forest = index$forest,
n_trees = index$prep$n_search_trees,
n_threads = n_threads,
verbose = verbose
)
}
search_graph <- prepare_search_graph(
data = index$data,
graph = index$graph,
metric = index$original_metric,
use_alt_metric = index$use_alt_metric,
diversify_prob = index$prep$diversify_prob,
pruning_degree_multiplier = index$prep$pruning_degree_multiplier,
prune_reverse = index$prep$prune_reverse,
n_threads = n_threads,
verbose = verbose,
obs = "C"
)
index$prep$is_prepared <- TRUE
index$search_graph <- search_graph
# RP Forests can be large so after preparation we delete this
index$forest <- NULL
index
}
#' Query an index for approximate nearest neighbors
#'
#' Takes a nearest neighbor index produced by [rnnd_build()] and uses it to
#' find the nearest neighbors of a query set of observations, using a
#' back-tracking search with the search size determined by the method of
#' Iwasaki and Miyazaki (2018). For further control over the search effort, the
#' total number of distance calculations can also be bounded, similar to the
#' method of Harwood and Drummond (2016).
#'
#' @param index A nearest neighbor index produced by [rnnd_build()].
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' Sparse and non-sparse data cannot be mixed, so if the data used to build
#' index was sparse, the `query` data must also be sparse. and vice versa.
#' @param k Number of nearest neighbors to return.
#' @param epsilon Controls trade-off between accuracy and search cost, as
#' described by Iwasaki and Miyazaki (2018). Setting `epsilon` to a positive
#' value specifies a distance tolerance on whether to explore the neighbors of
#' candidate points. The larger the value, the more neighbors will be
#' searched. A value of 0.1 allows query-candidate distances to be 10% larger
#' than the current most-distant neighbor of the query point, 0.2 means 20%,
#' and so on. Suggested values are between 0-0.5, although this value is
#' highly dependent on the distribution of distances in the dataset (higher
#' dimensional data should choose a smaller cutoff). Too large a value of
#' `epsilon` will result in the query search approaching brute force
#' comparison. Use this parameter in conjunction with `max_search_fraction` to
#' prevent excessive run time. Default is 0.1. If you set `verbose = TRUE`,
#' statistics of the number of distance calculations will be logged which can
#' help you tune `epsilon`.
#' @param max_search_fraction Maximum fraction of the reference data to search.
#' This is a value between 0 (search none of the reference data) and 1 (search
#' all of the data if necessary). This works in conjunction with `epsilon` and
#' will terminate the search early if the specified fraction of the reference
#' data has been searched. Default is 1.
#' @param n_threads Number of threads to use.
#' @param init An optional matrix of `k` initial nearest neighbors for each
#' query point.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor index, a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @seealso [rnnd_query()]
#' @examples
#' iris_even <- iris[seq_len(nrow(iris)) %% 2 == 0, ]
#' iris_odd <- iris[seq_len(nrow(iris)) %% 2 == 1, ]
#'
#' iris_even_index <- rnnd_build(iris_even, k = 4)
#' iris_odd_nbrs <- rnnd_query(index = iris_even_index, query = iris_odd, k = 4)
#'
#' @references
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#'
#' Iwasaki, M., & Miyazaki, D. (2018).
#' Optimization of indexing based on k-nearest neighbor graph for proximity search in high-dimensional data.
#' *arXiv preprint* *arXiv:1810.07355*.
#' <https://arxiv.org/abs/1810.07355>
#' @export
rnnd_query <-
function(index,
query,
k = 30,
epsilon = 0.1,
max_search_fraction = 1,
init = NULL,
n_threads = 0,
verbose = FALSE,
obs = "R") {
if (is.null(init) && !is.null(index$search_forest)) {
init <- index$search_forest
}
query <- x2m(query)
if (obs == "R") {
query <- Matrix::t(query)
}
res <- graph_knn_query(
query = query,
reference = index$data,
reference_graph = index$search_graph,
k = k,
metric = index$original_metric,
init = init,
epsilon = epsilon,
max_search_fraction = max_search_fraction,
use_alt_metric = index$use_alt_metric,
n_threads = n_threads,
verbose = verbose,
obs = "C"
)
res
}
#' Find approximate nearest neighbors
#'
#' This function builds an approximate nearest neighbors graph of the provided
#' data using convenient defaults. It does not return an index for later
#' querying, to speed the graph construction and reduce the size and complexity
#' of the return value.
#'
#' The process of k-nearest neighbor graph construction using Random Projection
#' Forests (Dasgupta and Freund, 2008) for initialization and Nearest Neighbor
#' Descent (Dong and co-workers, 2011) for refinement. If you are sure you will
#' not want to query new data then compared to [rnnd_build()] this function has
#' the advantage of not storing the index, which can be very large.
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to return. Optional if `init` is
#' specified.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param init Name of the initialization strategy or initial `data` neighbor
#' graph to optimize. One of:
#' - `"rand"` random initialization (the default).
#' - `"tree"` use the random projection tree method of Dasgupta and Freund
#' (2008).
#' - a pre-calculated neighbor graph. A list containing:
#' - `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' - `dist` (optional) an `n` by `k` matrix containing the nearest
#' neighbor distances. If the input distances are omitted, they will be
#' calculated for you.'
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#' @param n_trees The number of trees to use in the RP forest. A larger number
#' will give more accurate results at the cost of a longer computation time.
#' The default of `NULL` means that the number is chosen based on the number
#' of observations in `data`. Only used if `init = "tree"`.
#' @param leaf_size The maximum number of items that can appear in a leaf. This
#' value should be chosen to match the expected number of neighbors you will
#' want to retrieve when running queries (e.g. if you want find 50 nearest
#' neighbors set `leaf_size = 50`) and should not be set to a value smaller
#' than `10`. Only used if `init = "tree"`.
#' @param max_tree_depth The maximum depth of the tree to build (default = 200).
#' If the maximum tree depth is exceeded then the leaf size of a tree may
#' exceed `leaf_size` which can result in a large number of neighbor distances
#' being calculated. If `verbose = TRUE` a message will be logged to indicate
#' that the leaf size is large. However, increasing the `max_tree_depth` may
#' not help: it may be that there is something unusual about the distribution
#' of your data set under your chose `metric` that makes a tree-based
#' initialization inappropriate. Only used if `init = "tree"`.
#' @param margin A character string specifying the method used to assign points
#' to one side of the hyperplane or the other. Possible values are:
#' - `"explicit"` categorizes all distance metrics as either Euclidean or
#' Angular (Euclidean after normalization), explicitly calculates a hyperplane
#' and offset, and then calculates the margin based on the dot product with
#' the hyperplane.
#' - `"implicit"` calculates the distance from a point to each of the
#' points defining the normal vector. The margin is calculated by comparing the
#' two distances: the point is assigned to the side of the hyperplane that
#' the normal vector point with the closest distance belongs to.
#' - `"auto"` (the default) picks the margin method depending on whether a
#' binary-specific `metric` such as `"bhammming"` is chosen, in which case
#' `"implicit"` is used, and `"explicit"` otherwise: binary-specific metrics
#' involve storing the data in a way that isn't very efficient for the
#' `"explicit"` method and the binary-specific metric is usually a lot faster
#' than the generic equivalent such that the cost of two distance calculations
#' for the margin method is still faster.
#'
#' Only used if `init = "tree"`.
#' @param n_iters Number of iterations of nearest neighbor descent to carry out.
#' By default, this will be chosen based on the number of observations in
#' `data`.
#' @param max_candidates Maximum number of candidate neighbors to try for each
#' item in each iteration. Use relative to `k` to emulate the "rho"
#' sampling parameter in the nearest neighbor descent paper. By default, this
#' is set to `k` or `60`, whichever is smaller.
#' @param delta The minimum relative change in the neighbor graph allowed before
#' early stopping. Should be a value between 0 and 1. The smaller the value,
#' the smaller the amount of progress between iterations is allowed. Default
#' value of `0.001` means that at least 0.1% of the neighbor graph must
#' be updated at each iteration.
#' @param low_memory If `TRUE`, use a lower memory, but more
#' computationally expensive approach to index construction. If set to
#' `FALSE`, you should see a noticeable speed improvement, especially when
#' using a smaller number of threads, so this is worth trying if you have the
#' memory to spare.
#' @param weight_by_degree If `TRUE`, then candidates for the local join are
#' weighted according to their in-degree, so that if there are more than
#' `max_candidates` in a candidate list, candidates with a smaller degree are
#' favored for retention. This prevents items with large numbers of edges
#' crowding out other items and for high-dimensional data is likely to provide
#' a small improvement in accuracy. Because this incurs a small extra cost of
#' counting the degree of each node, and because it tends to delay early
#' convergence, by default this is `FALSE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param progress Determines the type of progress information logged during the
#' nearest neighbor descent stage when `verbose = TRUE`. Options are:
#' * `"bar"`: a simple text progress bar.
#' * `"dist"`: the sum of the distances in the approximate knn graph at the
#' end of each iteration.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor index, a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @seealso [rnnd_build()], [rnnd_query()]
#' @examples
#'
#' # Find 4 (approximate) nearest neighbors using Euclidean distance
#' iris_knn <- rnnd_knn(iris, k = 4)
#'
#' @references
#' Dasgupta, S., & Freund, Y. (2008, May).
#' Random projection trees and low dimensional manifolds.
#' In *Proceedings of the fortieth annual ACM symposium on Theory of computing*
#' (pp. 537-546).
#' \doi{10.1145/1374376.1374452}.
#'
#' Dong, W., Moses, C., & Li, K. (2011, March).
#' Efficient k-nearest neighbor graph construction for generic similarity measures.
#' In *Proceedings of the 20th international conference on World Wide Web*
#' (pp. 577-586).
#' ACM.
#' \doi{10.1145/1963405.1963487}.
#'
#' @export
rnnd_knn <- function(data,
k = 30,
metric = "euclidean",
use_alt_metric = TRUE,
init = "tree",
n_trees = NULL,
leaf_size = NULL,
max_tree_depth = 200,
margin = "auto",
n_iters = NULL,
delta = 0.001,
max_candidates = NULL,
weight_by_degree = FALSE,
low_memory = TRUE,
n_threads = 0,
verbose = FALSE,
progress = "bar",
obs = "R") {
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
nnd_knn(
data,
k = k,
metric = metric,
use_alt_metric = use_alt_metric,
init = init,
init_args = list(
n_trees = n_trees,
leaf_size = leaf_size,
max_tree_depth = max_tree_depth,
margin = margin
),
ret_forest = FALSE,
n_iters = n_iters,
delta = delta,
max_candidates = max_candidates,
low_memory = low_memory,
weight_by_degree = weight_by_degree,
n_threads = n_threads,
verbose = verbose,
progress = progress,
obs = "C"
)
}
# kNN Construction --------------------------------------------------------
#' Find exact nearest neighbors by brute force
#'
#' Returns the exact nearest neighbors of a dataset. A brute force search is
#' carried out: all possible pairs of points are compared, and the nearest
#' neighbors are returned.
#'
#' This method is accurate but scales poorly with dataset size, so use with
#' caution with larger datasets. Having the exact neighbors as a ground truth to
#' compare with approximate results is useful for benchmarking and determining
#' parameter settings of the approximate methods.
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @examples
#' # Find the 4 nearest neighbors using Euclidean distance
#' # If you pass a data frame, non-numeric columns are removed
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "euclidean")
#'
#' # Manhattan (l1) distance
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "manhattan")
#'
#' # Multi-threading: you can choose the number of threads to use: in real
#' # usage, you will want to set n_threads to at least 2
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "manhattan", n_threads = 1)
#'
#' # Use verbose flag to see information about progress
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "euclidean", verbose = TRUE)
#' @export
brute_force_knn <- function(data,
k,
metric = "euclidean",
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
n_obs <- switch(obs,
R = nrow,
C = ncol,
stop("Unknown obs type")
)
data <- x2m(data)
check_k(k, n_obs(data))
actual_metric <- get_actual_metric(use_alt_metric, metric, data, verbose)
tsmessage(
thread_msg(
"Calculating brute force k-nearest neighbors with k = ",
k,
n_threads = n_threads
)
)
if (obs == "R") {
data <- Matrix::t(data)
}
if (is_sparse(data)) {
res <-
rnn_sparse_brute_force(
ind = data@i,
ptr = data@p,
data = data@x,
ndim = nrow(data),
nnbrs = k,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else if (is.logical(data)) {
res <-
rnn_logical_brute_force(data,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else {
res <-
rnn_brute_force(data,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
}
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(data))
}
tsmessage("Finished")
res
}
#' Find nearest neighbors by random selection
#'
#' Create a neighbor graph by randomly selecting neighbors. This is not a useful
#' nearest neighbor method on its own, but can be used with other methods which
#' require initialization, such as [nnd_knn()].
#'
#' @param data Matrix of `n` items to generate random neighbors for, with
#' observations in the rows and features in the columns. Optionally, input can
#' be passed with observations in the columns, by setting `obs = "C"`, which
#' should be more efficient. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format. Dataframes will be converted to `numerical` matrix
#' format internally, so if your data columns are `logical` and intended to be
#' used with the specialized binary `metric`s, you should convert it to a
#' logical matrix first (otherwise you will get the slower dense numerical
#' version).
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param order_by_distance If `TRUE` (the default), then results for each
#' item are returned by increasing distance. If you don't need the results
#' sorted, e.g. you are going to pass the results as initialization to another
#' routine like [nnd_knn()], set this to `FALSE` to save a small amount of
#' computational time.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return a random neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @examples
#' # Find 4 random neighbors and calculate their Euclidean distance
#' # If you pass a data frame, non-numeric columns are removed
#' iris_nn <- random_knn(iris, k = 4, metric = "euclidean")
#'
#' # Manhattan (l1) distance
#' iris_nn <- random_knn(iris, k = 4, metric = "manhattan")
#'
#' # Multi-threading: you can choose the number of threads to use: in real
#' # usage, you will want to set n_threads to at least 2
#' iris_nn <- random_knn(iris, k = 4, metric = "manhattan", n_threads = 1)
#'
#' # Use verbose flag to see information about progress
#' iris_nn <- random_knn(iris, k = 4, metric = "euclidean", verbose = TRUE)
#'
#' # These results can be improved by nearest neighbors descent. You don't need
#' # to specify k here because this is worked out from the initial input
#' iris_nn <- nnd_knn(iris, init = iris_nn, metric = "euclidean", verbose = TRUE)
#' @export
random_knn <-
function(data,
k,
metric = "euclidean",
use_alt_metric = TRUE,
order_by_distance = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
n_obs <- switch(obs,
R = nrow,
C = ncol,
stop("Unknown obs type")
)
data <- x2m(data)
check_k(k, n_obs(data))
actual_metric <- get_actual_metric(use_alt_metric, metric, data, verbose)
if (obs == "R") {
data <- Matrix::t(data)
}
res <- random_knn_impl(
reference = data,
k = k,
actual_metric = actual_metric,
order_by_distance = order_by_distance,
n_threads = n_threads,
verbose = verbose
)
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(data))
}
tsmessage("Finished")
res
}
#' Find nearest neighbors using nearest neighbor descent
#'
#' Uses the Nearest Neighbor Descent method due to Dong and co-workers (2011)
#' to optimize an approximate nearest neighbor graph.
#'
#' If no initial graph is provided, a random graph is generated, or you may also
#' specify the use of a graph generated from a forest of random projection
#' trees, using the method of Dasgupta and Freund (2008).
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to return. Optional if `init` is
#' specified.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param init Name of the initialization strategy or initial `data` neighbor
#' graph to optimize. One of:
#' - `"rand"` random initialization (the default).
#' - `"tree"` use the random projection tree method of Dasgupta and Freund
#' (2008).
#' - a pre-calculated neighbor graph. A list containing:
#' - `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' - `dist` (optional) an `n` by `k` matrix containing the nearest
#' neighbor distances. If the input distances are omitted, they will be
#' calculated for you.'
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#' @param init_args a list containing arguments to pass to the random partition
#' forest initialization. See [rpf_knn()] for possible arguments. To avoid
#' inconsistences with the tree calculation and subsequent nearest neighbor
#' descent optimization, if you attempt to provide a `metric` or
#' `use_alt_metric` option in this list it will be ignored.
#' @param n_iters Number of iterations of nearest neighbor descent to carry out.
#' By default, this will be chosen based on the number of observations in
#' `data`.
#' @param max_candidates Maximum number of candidate neighbors to try for each
#' item in each iteration. Use relative to `k` to emulate the "rho"
#' sampling parameter in the nearest neighbor descent paper. By default, this
#' is set to `k` or `60`, whichever is smaller.
#' @param delta The minimum relative change in the neighbor graph allowed before
#' early stopping. Should be a value between 0 and 1. The smaller the value,
#' the smaller the amount of progress between iterations is allowed. Default
#' value of `0.001` means that at least 0.1% of the neighbor graph must
#' be updated at each iteration.
#' @param low_memory If `TRUE`, use a lower memory, but more
#' computationally expensive approach to index construction. If set to
#' `FALSE`, you should see a noticeable speed improvement, especially
#' when using a smaller number of threads, so this is worth trying if you have
#' the memory to spare.
#' @param weight_by_degree If `TRUE`, then candidates for the local join are
#' weighted according to their in-degree, so that if there are more than
#' `max_candidates` in a candidate list, candidates with a smaller degree are
#' favored for retention. This prevents items with large numbers of edges
#' crowding out other items and for high-dimensional data is likely to provide
#' a small improvement in accuracy. Because this incurs a small extra cost of
#' counting the degree of each node, and because it tends to delay early
#' convergence, by default this is `FALSE`.
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param ret_forest If `TRUE` and `init = "tree"` then the RP forest used to
#' initialize the nearest neighbors will be returned with the nearest neighbor
#' data. See the `Value` section for details. The returned forest can be used
#' as part of initializing the search for new data: see [rpf_knn_query()] and
#' [rpf_filter()] for more details.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param progress Determines the type of progress information logged if
#' `verbose = TRUE`. Options are:
#' * `"bar"`: a simple text progress bar.
#' * `"dist"`: the sum of the distances in the approximate knn graph at the
#' end of each iteration.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' * `forest` (if `init = "tree"` and `ret_forest = TRUE` only): the RP forest
#' used to initialize the neighbor data.
#' @examples
#' # Find 4 (approximate) nearest neighbors using Euclidean distance
#' # If you pass a data frame, non-numeric columns are removed
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean")
#'
#' # Manhattan (l1) distance
#' iris_nn <- nnd_knn(iris, k = 4, metric = "manhattan")
#'
#' # Multi-threading: you can choose the number of threads to use: in real
#' # usage, you will want to set n_threads to at least 2
#' iris_nn <- nnd_knn(iris, k = 4, metric = "manhattan", n_threads = 1)
#'
#' # Use verbose flag to see information about progress
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", verbose = TRUE)
#'
#' # Nearest neighbor descent uses random initialization, but you can pass any
#' # approximation using the init argument (as long as the metrics used to
#' # calculate the initialization are compatible with the metric options used
#' # by nnd_knn).
#' iris_nn <- random_knn(iris, k = 4, metric = "euclidean")
#' iris_nn <- nnd_knn(iris, init = iris_nn, metric = "euclidean", verbose = TRUE)
#'
#' # Number of iterations controls how much optimization is attempted. A smaller
#' # value will run faster but give poorer results
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", n_iters = 2)
#'
#' # You can also control the amount of work done within an iteration by
#' # setting max_candidates
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", max_candidates = 50)
#'
#' # Optimization may also stop early if not much progress is being made. This
#' # convergence criterion can be controlled via delta. A larger value will
#' # stop progress earlier. The verbose flag will provide some information if
#' # convergence is occurring before all iterations are carried out.
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", n_iters = 5, delta = 0.5)
#'
#' # To ensure that descent only stops if no improvements are made, set delta = 0
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", n_iters = 5, delta = 0)
#'
#' # A faster version of the algorithm is available that avoids repeated
#' # distance calculations at the cost of using more RAM. Set low_memory to
#' # FALSE to try it.
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", low_memory = FALSE)
#'
#' # Using init = "tree" is usually more efficient than random initialization.
#' # arguments to the tree initialization method can be passed via the init_args
#' # list
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, init = "tree", init_args = list(n_trees = 5))
#' @references
#' Dasgupta, S., & Freund, Y. (2008, May).
#' Random projection trees and low dimensional manifolds.
#' In *Proceedings of the fortieth annual ACM symposium on Theory of computing*
#' (pp. 537-546).
#' \doi{10.1145/1374376.1374452}.
#'
#' Dong, W., Moses, C., & Li, K. (2011, March).
#' Efficient k-nearest neighbor graph construction for generic similarity measures.
#' In *Proceedings of the 20th international conference on World Wide Web*
#' (pp. 577-586).
#' ACM.
#' \doi{10.1145/1963405.1963487}.
#' @export
nnd_knn <- function(data,
k = NULL,
metric = "euclidean",
init = "rand",
init_args = NULL,
n_iters = NULL,
max_candidates = NULL,
delta = 0.001,
low_memory = TRUE,
weight_by_degree = FALSE,
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
progress = "bar",
obs = "R",
ret_forest = FALSE) {
stopifnot(tolower(progress) %in% c("bar", "dist"))
obs <- match.arg(toupper(obs), c("C", "R"))
actual_metric <-
get_actual_metric(use_alt_metric, metric, data, verbose)
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
# data must be column-oriented at this point
if (is.character(init)) {
if (is.null(k)) {
stop("Must provide k")
}
check_k(k, ncol(data))
init <- match.arg(tolower(init), c("rand", "tree"))
# if the use provided tree init args that could clash with nnd args
# ignore them
if (init == "tree" && is.list(init_args)) {
if ("use_alt_metric" %in% init_args) {
init_args$use_alt_metric <- use_alt_metric
}
if ("metric" %in% init_args) {
init_args$metric <- metric
}
}
tsmessage("Initializing neighbors using '", init, "' method")
init <- switch(init,
"rand" = random_knn_impl(
reference = data,
k = k,
actual_metric = actual_metric,
order_by_distance = FALSE,
n_threads = n_threads,
verbose = verbose
),
"tree" = do.call(rpf_knn_impl, lmerge(
# defaults we have no reason to change should match rpf_knn or rpf_build
list(
data,
k = k,
metric = metric,
use_alt_metric = use_alt_metric,
actual_metric = actual_metric,
n_trees = NULL,
leaf_size = NULL,
max_tree_depth = 200,
include_self = FALSE, # this is changed from default on purpose
ret_forest = ret_forest,
margin = "auto",
unzero = FALSE,
n_threads = n_threads,
verbose = verbose
),
init_args
)),
stop("Unknown initialization option '", init, "'")
)
# FIXME: can we just turn off unzero in tree and random return?
init$idx <- init$idx + 1
if (any(init$idx == 0)) {
tsmessage(
"Warning: initialization failed to find ",
k,
" neighbors for all points"
)
}
} else {
tsmessage("Initializing from user-supplied graph")
# user-supplied input may need to be transformed to the actual metric
if (use_alt_metric &&
!is.null(init) && is.list(init) && !is.null(init$dist)) {
tsmessage(
"Applying metric correction to initial distances from '",
metric, "' to '", actual_metric, "'"
)
init$dist <-
apply_alt_metric_uncorrection(metric, init$dist, is_sparse(data))
}
if (is.null(k)) {
k <- ncol(init$idx)
}
}
forest <- NULL
if (ret_forest && is.list(init) && !is.null(init$forest)) {
forest <- init$forest
init$forest <- NULL
}
init <-
prepare_init_graph(
init,
k,
data = data,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
if (is.null(max_candidates)) {
max_candidates <- min(k, 60)
}
if (is.null(n_iters)) {
n_iters <- max(5, round(log2(ncol(data))))
}
tsmessage(
thread_msg(
"Running nearest neighbor descent for ",
n_iters,
" iterations",
n_threads = n_threads
)
)
nnd_args <- list(
nn_idx = init$idx,
nn_dist = init$dist,
metric = actual_metric,
n_iters = n_iters,
max_candidates = max_candidates,
delta = delta,
low_memory = low_memory,
weight_by_degree = weight_by_degree,
n_threads = n_threads,
verbose = verbose,
progress_type = progress
)
if (is_sparse(data)) {
nnd_fun <- rnn_sparse_descent
nnd_args$data <- data@x
nnd_args$ind <- data@i
nnd_args$ptr <- data@p
nnd_args$ndim <- nrow(data)
} else if (is.logical(data)) {
nnd_fun <- rnn_logical_descent
nnd_args$data <- data
} else {
nnd_fun <- rnn_descent
nnd_args$data <- data
}
res <- do.call(nnd_fun, nnd_args)
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(data))
}
if (any(res$idx == 0)) {
tsmessage(
"Warning: NN Descent failed to find ",
k,
" neighbors for all points"
)
}
tsmessage("Finished")
if (!is.null(forest)) {
res$forest <- forest
}
res
}
# kNN Queries -------------------------------------------------------------
#' Query exact nearest neighbors by brute force
#'
#' Returns the exact nearest neighbors of query data to the reference data. A
#' brute force search is carried out: all possible pairs of reference and query
#' points are compared, and the nearest neighbors are returned.
#'
#' This is accurate but scales poorly with dataset size, so use with caution
#' with larger datasets. Having the exact neighbors as a ground truth to compare
#' with approximate results is useful for benchmarking and determining
#' parameter settings of the approximate methods.
#'
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `reference` data must be passed in the same orientation as
#' `query`. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param reference Matrix of `m` reference items, with observations in the rows
#' and features in the columns. The nearest neighbors to the queries are
#' calculated from this data. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `query` data must be passed in the same format and
#' orientation as `reference`. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format.
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `query` and `reference`
#' orientation stores each observation as a column (the orientation must be
#' consistent). The default `"R"` means that observations are stored in each
#' row. Storing the data by row is usually more convenient, but internally
#' your data will be converted to column storage. Passing it already
#' column-oriented will save some memory and (a small amount of) CPU usage.
#' @return the nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices in
#' `reference`.
#' * `dist` an n by k matrix containing the nearest neighbor distances to the
#' items in `reference`.
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # For each item in iris_query find the 4 nearest neighbors in iris_ref
#' # If you pass a data frame, non-numeric columns are removed
#' # set verbose = TRUE to get details on the progress being made
#' iris_query_nn <- brute_force_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "euclidean", verbose = TRUE
#' )
#'
#' # Manhattan (l1) distance
#' iris_query_nn <- brute_force_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "manhattan"
#' )
#' @export
brute_force_knn_query <- function(query,
reference,
k,
metric = "euclidean",
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
actual_metric <- get_actual_metric(use_alt_metric, metric, reference, verbose)
check_sparse(reference, query)
reference <- x2m(reference)
query <- x2m(query)
if (obs == "R") {
reference <- Matrix::t(reference)
query <- Matrix::t(query)
}
check_k(k, ncol(reference))
tsmessage(
thread_msg(
"Calculating brute force k-nearest neighbors from reference with k = ",
k,
n_threads = n_threads
)
)
if (is_sparse(reference)) {
res <- rnn_sparse_brute_force_query(
ref_ind = reference@i,
ref_ptr = reference@p,
ref_data = reference@x,
query_ind = query@i,
query_ptr = query@p,
query_data = query@x,
ndim = nrow(query),
nnbrs = k,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else if (is.logical(reference)) {
res <- rnn_logical_brute_force_query(reference,
query,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else {
res <- rnn_brute_force_query(reference,
query,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
}
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(reference))
}
tsmessage("Finished")
res
}
#' Query nearest neighbors by random selection
#'
#' Run queries against reference data to return randomly selected neighbors.
#' This is not a useful query method on its own, but can be used with other
#' methods which require initialization.
#'
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `reference` data must be passed in the same orientation as
#' `query`. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param reference Matrix of `m` reference items, with observations in the rows
#' and features in the columns. The nearest neighbors to the queries are
#' randomly selected from this data. Optionally, the data may be passed with
#' the observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. The `query` data must be passed in the same orientation
#' and format as `reference`. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format.
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param order_by_distance If `TRUE` (the default), then results for each
#' item are returned by increasing distance. If you don't need the results
#' sorted, e.g. you are going to pass the results as initialization to another
#' routine like [graph_knn_query()], set this to `FALSE` to save a
#' small amount of computational time.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `query` and `reference`
#' orientation stores each observation as a column (the orientation must be
#' consistent). The default `"R"` means that observations are stored in each
#' row. Storing the data by row is usually more convenient, but internally
#' your data will be converted to column storage. Passing it already
#' column-oriented will save some memory and (a small amount of) CPU usage.
#' @return an approximate nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # For each item in iris_query find 4 random neighbors in iris_ref
#' # If you pass a data frame, non-numeric columns are removed
#' # set verbose = TRUE to get details on the progress being made
#' iris_query_random_nbrs <- random_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "euclidean", verbose = TRUE
#' )
#'
#' # Manhattan (l1) distance
#' iris_query_random_nbrs <- random_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "manhattan"
#' )
#' @export
random_knn_query <-
function(query,
reference,
k,
metric = "euclidean",
use_alt_metric = TRUE,
order_by_distance = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
n_obs <- switch(obs,
R = nrow,
C = ncol,
stop("Unknown obs type")
)
check_sparse(reference, query)
reference <- x2m(reference)
query <- x2m(query)
check_k(k, n_obs(reference))
actual_metric <-
get_actual_metric(use_alt_metric, metric, reference, verbose)
if (obs == "R") {
reference <- Matrix::t(reference)
query <- Matrix::t(query)
}
res <- random_knn_impl(
reference = reference,
query = query,
k = k,
actual_metric = actual_metric,
order_by_distance = order_by_distance,
n_threads = n_threads,
verbose = verbose
)
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(reference))
}
tsmessage("Finished")
res
}
#' Query a search graph for nearest neighbors
#'
#' Run queries against a search graph, to return nearest neighbors taken from
#' the reference data used to build that graph.
#'
#' A greedy beam search is used to query the graph, combining two search pruning
#' strategies. The first, due to Iwasaki and Miyazaki (2018), only considers
#' new candidates within a relative distance of the current furthest neighbor
#' in the query's graph. The second, due to Harwood and Drummond (2016), puts a
#' limit on the absolute number of distance calculations to carry out. See the
#' `epsilon` and `max_search_fraction` parameters respectively.
#'
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `reference` data must be passed in the same orientation as
#' `query`. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param reference Matrix of `m` reference items, with observations in the rows
#' and features in the columns. The nearest neighbors to the queries are
#' calculated from this data. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `query` data must be passed in the same format and
#' orientation as `reference`. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format.
#' @param reference_graph Search graph of the `reference` data. A neighbor
#' graph, such as that output from [nnd_knn()] can be used, but
#' preferably a suitably prepared sparse search graph should be used, such as
#' that output by [prepare_search_graph()].
#' @param k Number of nearest neighbors to return. Optional if `init` is
#' specified.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably the
#' only reason to set this to `FALSE` is if you suspect that some sort of
#' numeric issue is occurring with your data in the alternative code path. If
#' a search forest is used for initialization via the `init` parameter, then
#' the metric is fetched from there and this setting is ignored.
#' @param init Initial `query` neighbor graph to optimize. If not provided, `k`
#' random neighbors are created. If provided, the input format must be one of:
#' 1. A list containing:
#'
#' * `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' * `dist` (optional) an `n` by `k` matrix containing the nearest neighbor
#' distances.
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#'
#' If the input distances are omitted, they will be calculated for you.
#' 1. A random projection forest, such as that returned from [rpf_build()] or
#' [rpf_knn()] with `ret_forest = TRUE`.
#' @param epsilon Controls trade-off between accuracy and search cost, as
#' described by Iwasaki and Miyazaki (2018), by specifying a distance
#' tolerance on whether to explore the neighbors of candidate points. The
#' larger the value, the more neighbors will be searched. A value of 0.1
#' allows query-candidate distances to be 10% larger than the current
#' most-distant neighbor of the query point, 0.2 means 20%, and so on.
#' Suggested values are between 0-0.5, although this value is highly dependent
#' on the distribution of distances in the dataset (higher dimensional data
#' should choose a smaller cutoff). Too large a value of `epsilon` will result
#' in the query search approaching brute force comparison. Use this parameter
#' in conjunction with `max_search_fraction` and [prepare_search_graph()] to
#' prevent excessive run time. Default is 0.1. If you set `verbose = TRUE`,
#' statistics of the number of distance calculations will be logged which
#' can help you tune `epsilon`.
#' @param max_search_fraction Maximum fraction of the reference data to search.
#' This is a value between 0 (search none of the reference data) and 1 (search
#' all of the data if necessary). This works in conjunction with `epsilon` and
#' will terminate the search early if the specified fraction of the reference
#' data has been searched. Default is 1.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `query` and `reference`
#' orientation stores each observation as a column (the orientation must be
#' consistent). The default `"R"` means that observations are stored in each
#' row. Storing the data by row is usually more convenient, but internally
#' your data will be converted to column storage. Passing it already
#' column-oriented will save some memory and (a small amount of) CPU usage.
#' @return the approximate nearest neighbor graph as a list containing:
#' * `idx` a `n` by `k` matrix containing the nearest neighbor indices
#' specifying the row of the neighbor in `reference`.
#' * `dist` a `n` by `k` matrix containing the nearest neighbor distances.
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # First, find the approximate 4-nearest neighbor graph for the references:
#' iris_ref_graph <- nnd_knn(iris_ref, k = 4)
#'
#' # For each item in iris_query find the 4 nearest neighbors in iris_ref.
#' # You need to pass both the reference data and the reference graph.
#' # If you pass a data frame, non-numeric columns are removed.
#' # set verbose = TRUE to get details on the progress being made
#' iris_query_nn <- graph_knn_query(iris_query, iris_ref, iris_ref_graph,
#' k = 4, metric = "euclidean", verbose = TRUE
#' )
#'
#' # A more complete example, converting the initial knn into a search graph
#' # and using a filtered random projection forest to initialize the search
#' # create initial knn and forest
#' iris_ref_graph <- nnd_knn(iris_ref, k = 4, init = "tree", ret_forest = TRUE)
#' # keep the best tree in the forest
#' forest <- rpf_filter(iris_ref_graph, n_trees = 1)
#' # expand the knn into a search graph
#' iris_ref_search_graph <- prepare_search_graph(iris_ref, iris_ref_graph)
#' # run the query with the improved graph and initialization
#' iris_query_nn <- graph_knn_query(iris_query, iris_ref, iris_ref_search_graph,
#' init = forest, k = 4
#' )
#'
#' @references
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#'
#' Iwasaki, M., & Miyazaki, D. (2018).
#' Optimization of indexing based on k-nearest neighbor graph for proximity
#' search in high-dimensional data.
#' *arXiv preprint arXiv:1810.07355*.
#' @export
graph_knn_query <- function(query,
reference,
reference_graph,
k = NULL,
metric = "euclidean",
init = NULL,
epsilon = 0.1,
max_search_fraction = 1.0,
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
check_sparse(reference, query)
reference <- x2m(reference)
query <- x2m(query)
if (obs == "R") {
reference <- Matrix::t(reference)
query <- Matrix::t(query)
}
if (is.list(init) && is_rpforest(init)) {
tsmessage("Reading metric data from forest")
actual_metric <- init$actual_metric
metric <- init$original_metric
use_alt_metric <- init$use_alt_metric
if (use_alt_metric && metric != actual_metric) {
tsmessage("Using alt metric '", actual_metric, "' for '", metric, "'")
} else {
tsmessage("Using metric '", metric, "'")
}
} else {
actual_metric <-
get_actual_metric(use_alt_metric, metric, reference, verbose)
}
# reference and query must be column-oriented at this point
if (is.null(init)) {
if (is.null(k)) {
if (is.list(reference_graph)) {
k <- get_reference_graph_k(reference_graph)
tsmessage("Using k = ", k, " from graph")
} else {
stop("Must provide k")
}
}
check_k(k, ncol(reference))
tsmessage("Initializing from random neighbors")
init <- random_knn_impl(
query = query,
reference = reference,
k = k,
actual_metric = actual_metric,
order_by_distance = FALSE,
n_threads = n_threads,
verbose = verbose
)
# FIXME: can we just do the unzeroing inside the init?
init$idx <- init$idx + 1
} else if (is.list(init) && is_rpforest(init)) {
init <- rpf_knn_query(
query = query,
reference = reference,
forest = init,
k = k,
cache = TRUE,
n_threads = n_threads,
verbose = verbose,
obs = "C"
)
if (use_alt_metric) {
init$dist <-
apply_alt_metric_uncorrection(metric, init$dist, is_sparse(reference))
}
} else if ((is.list(init) && !is.null(init$idx)) || is.matrix(init)) {
tsmessage("Initializing from user-supplied graph")
if (is.matrix(init)) {
init <- list(idx = init)
}
# user-supplied distances may need to be transformed to the actual metric
if (use_alt_metric && !is.null(init$dist)) {
init$dist <-
apply_alt_metric_uncorrection(metric, init$dist, is_sparse(reference))
}
if (is.null(k)) {
k <- ncol(init$idx)
tsmessage("Using k = ", k, " from initial graph")
}
} else {
stop("Unsupported type of 'init'")
}
init <-
prepare_init_graph(
nn = init,
k = k,
query = query,
data = reference,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
if (is.list(reference_graph) && any(reference_graph$idx == 0)) {
tsmessage("Warning: reference knn graph contains missing data")
}
stopifnot(
!is.null(query),
(
methods::is(query, "matrix") ||
methods::is(query, "sparseMatrix")
)
)
stopifnot(
!is.null(init$idx),
methods::is(init$idx, "matrix"),
ncol(init$idx) == k,
nrow(init$idx) == ncol(query)
)
stopifnot(
!is.null(init$dist),
methods::is(init$dist, "matrix"),
ncol(init$dist) == k,
nrow(init$dist) == ncol(query)
)
if (is.list(reference_graph)) {
reference_dist <- reference_graph$dist
reference_idx <- reference_graph$idx
stopifnot(!is.null(reference), (
methods::is(reference, "matrix") ||
methods::is(reference, "sparseMatrix")
))
stopifnot(
!is.null(reference_idx),
methods::is(reference_idx, "matrix"),
nrow(reference_idx) == ncol(reference)
)
stopifnot(
!is.null(reference_dist),
methods::is(reference_dist, "matrix"),
nrow(reference_dist) == ncol(reference)
)
reference_graph_list <- graph_to_list(reference_graph)
} else {
stopifnot(methods::is(reference_graph, "sparseMatrix"))
reference_graph_list <- tcsparse_to_list(reference_graph)
}
tsmessage(
thread_msg(
"Searching nearest neighbor graph with epsilon = ",
epsilon,
" and max_search_fraction = ",
max_search_fraction,
n_threads = n_threads
)
)
args <- list(
reference_graph_list = reference_graph_list,
nn_idx = init$idx,
nn_dist = init$dist,
metric = actual_metric,
epsilon = epsilon,
max_search_fraction = max_search_fraction,
n_threads = n_threads,
verbose = verbose
)
if (is_sparse(reference)) {
res <- do.call(
rnn_sparse_query,
c(
list(
ref_ind = reference@i,
ref_ptr = reference@p,
ref_data = reference@x,
query_ind = query@i,
query_ptr = query@p,
query_data = query@x,
ndim = nrow(reference)
),
args
)
)
} else if (is.logical(reference)) {
res <- do.call(
rnn_logical_query,
c(
list(reference = reference, query = query),
args
)
)
} else {
res <- do.call(
rnn_query,
c(
list(reference = reference, query = query),
args
)
)
}
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(reference))
}
tsmessage("Finished")
res
}
# Search Graph Preparation ------------------------------------------------
#' Convert a nearest neighbor graph into a search graph
#'
#' Create a graph using existing nearest neighbor data to balance search
#' speed and accuracy using the occlusion pruning and truncation strategies
#' of Harwood and Drummond (2016). The resulting search graph should be more
#' efficient for querying new data than the original nearest neighbor graph.
#'
#' An approximate nearest neighbor graph is not very useful for querying via
#' [graph_knn_query()], especially if the query data is initialized randomly:
#' some items in the data set may not be in the nearest neighbor list of any
#' other item and can therefore never be returned as a neighbor, no matter how
#' close they are to the query. Even those which do appear in at least one
#' neighbor list may not be reachable by expanding an arbitrary starting list if
#' the neighbor graph contains disconnected components.
#'
#' Converting the directed graph represented by the neighbor graph to an
#' undirected graph by adding an edge from item `j` to `i` if
#' an edge exists from `i` to `j` (i.e. creating the mutual neighbor
#' graph) solves the problems above, but can result in inefficient searches.
#' Although the out-degree of each item is restricted to the number of neighbors
#' the in-degree has no such restrictions: a given item could be very "popular"
#' and in a large number of neighbors lists. Therefore mutualizing the neighbor
#' graph can result in some items with a large number of neighbors to search.
#' These usually have very similar neighborhoods so there is nothing to be
#' gained from searching all of them.
#'
#' To balance accuracy and search time, the following procedure is carried out:
#'
#' 1. The graph is "diversified" by occlusion pruning.
#' 1. The reverse graph is formed by reversing the direction of all edges in
#' the pruned graph.
#' 1. The reverse graph is diversified by occlusion pruning.
#' 1. The pruned forward and pruned reverse graph are merged.
#' 1. The outdegree of each node in the merged graph is truncated.
#' 1. The truncated merged graph is returned as the prepared search graph.
#'
#' Explicit zero distances in the `graph` will be converted to a small positive
#' number to avoid being dropped in the sparse representation. The one exception
#' is the "self" distance, i.e. any edge in the `graph` which links a node to
#' itself (the diagonal of the sparse distance matrix). These trivial edges
#' aren't useful for search purposes and are always dropped.
#'
#' @param data Matrix of `n` items, with observations in the rows and features
#' in the columns. Optionally, input can be passed with observations in the
#' columns, by setting `obs = "C"`, which should be more efficient. Possible
#' formats are [base::data.frame()], [base::matrix()] or
#' [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix` format.
#' Dataframes will be converted to `numerical` matrix format internally, so if
#' your data columns are `logical` and intended to be used with the
#' specialized binary `metric`s, you should convert it to a logical matrix
#' first (otherwise you will get the slower dense numerical version).
#' @param graph neighbor graph for `data`, a list containing:
#' * `idx` an `n` by `k` matrix containing the nearest neighbor indices of
#' the data in `data`.
#' * `dist` an `n` by `k` matrix containing the nearest neighbor distances.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param diversify_prob the degree of diversification of the search graph
#' by removing unnecessary edges through occlusion pruning. This should take a
#' value between `0` (no diversification) and `1` (remove as many edges as
#' possible) and is treated as the probability of a neighbor being removed if
#' it is found to be an "occlusion". If item `p` and `q`, two members of the
#' neighbor list of item `i`, are closer to each other than they are to `i`,
#' then the nearer neighbor `p` is said to "occlude" `q`. It is likely that
#' `q` will be in the neighbor list of `p` so there is no need to retain it in
#' the neighbor list of `i`. You may also set this to `NULL` to skip any
#' occlusion pruning. Note that occlusion pruning is carried out twice, once
#' to the forward neighbors, and once to the reverse neighbors. Reducing this
#' value will result in a more dense graph. This is similar to increasing the
#' "alpha" parameter used by in the DiskAnn pruning method of Subramanya and
#' co-workers (2014).
#' @param pruning_degree_multiplier How strongly to truncate the final neighbor
#' list for each item. The neighbor list of each item will be truncated to
#' retain only the closest `d` neighbors, where
#' `d = k * pruning_degree_multiplier`, and `k` is the
#' original number of neighbors per item in `graph`. Roughly, values
#' larger than `1` will keep all the nearest neighbors of an item, plus
#' the given fraction of reverse neighbors (if they exist). For example,
#' setting this to `1.5` will keep all the forward neighbors and then
#' half as many of the reverse neighbors, although exactly which neighbors are
#' retained is also dependent on any occlusion pruning that occurs. Set this
#' to `NULL` to skip this step.
#' @param prune_reverse If `TRUE`, prune the reverse neighbors of each item
#' before the reverse graph diversification step using
#' `pruning_degree_multiplier`. Because the number of reverse neighbors can be
#' much larger than the number of forward neighbors, this can help to avoid
#' excessive computation during the diversification step, with little overall
#' effect on the final search graph. Default is `FALSE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return a search graph for `data` based on `graph`, represented as a sparse
#' matrix, suitable for use with [graph_knn_query()].
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # First, find the approximate 4-nearest neighbor graph for the references:
#' ref_ann_graph <- nnd_knn(iris_ref, k = 4)
#'
#' # Create a graph for querying with
#' ref_search_graph <- prepare_search_graph(iris_ref, ref_ann_graph)
#'
#' # Using the search graph rather than the ref_ann_graph directly may give
#' # more accurate or faster results
#' iris_query_nn <- graph_knn_query(
#' query = iris_query, reference = iris_ref,
#' reference_graph = ref_search_graph, k = 4, metric = "euclidean",
#' verbose = TRUE
#' )
#' @references
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#'
#' Jayaram Subramanya, S., Devvrit, F., Simhadri, H. V., Krishnawamy, R., & Kadekodi, R. (2019).
#' Diskann: Fast accurate billion-point nearest neighbor search on a single node.
#' *Advances in Neural Information Processing Systems*, *32*.
#' @seealso [graph_knn_query()]
#' @export
prepare_search_graph <- function(data,
graph,
metric = "euclidean",
use_alt_metric = TRUE,
diversify_prob = 1.0,
pruning_degree_multiplier = 1.5,
prune_reverse = FALSE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
if (!is.null(pruning_degree_multiplier)) {
stopifnot(pruning_degree_multiplier > 0)
}
if (!is.null(diversify_prob)) {
stopifnot(
diversify_prob <= 1,
diversify_prob >= 0
)
}
actual_metric <-
get_actual_metric(use_alt_metric, metric, data, verbose)
if (is_sparse(graph)) {
sp <- Matrix::t(graph)
n_nbrs <- mean(diff(sp@p))
} else {
n_nbrs <- check_graph(graph)$k
tsmessage("Converting graph to sparse format")
sp <- graph_to_csparse(graph)
}
if (use_alt_metric) {
sp@x <-
apply_alt_metric_uncorrection(metric, sp@x, is_sparse(data))
}
sp <- preserve_zeros(sp)
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
if (!is.null(diversify_prob) && diversify_prob > 0) {
tsmessage("Diversifying forward graph")
fdiv <- diversify(
data,
sp,
metric = actual_metric,
prune_probability = diversify_prob,
verbose = verbose,
n_threads = n_threads
)
} else {
fdiv <- sp
tsmessage(
"Forward graph has # edges = ",
Matrix::nnzero(fdiv),
" (",
formatC(100 * nn_sparsity_sp(fdiv)),
"% sparse)"
)
}
rsp <- reverse_knn_sp(fdiv)
if (!is.null(diversify_prob) && diversify_prob > 0) {
if (prune_reverse && !is.null(pruning_degree_multiplier) &&
!is.infinite(pruning_degree_multiplier)) {
max_degree <- max(round(n_nbrs * pruning_degree_multiplier), 1)
tsmessage("Degree pruning reverse graph to max degree: ", max_degree)
rsp <-
degree_prune(
rsp,
max_degree = max_degree,
verbose = verbose,
n_threads = n_threads
)
}
tsmessage("Diversifying reverse graph")
rdiv <- diversify(
data,
rsp,
metric = actual_metric,
prune_probability = diversify_prob,
verbose = verbose,
n_threads = n_threads
)
} else {
rdiv <- rsp
tsmessage(
"Reverse graph has # edges = ",
Matrix::nnzero(rdiv),
" (",
formatC(100 * nn_sparsity_sp(rdiv)),
"% sparse)"
)
}
tsmessage("Merging diversified forward and reverse graph")
merged <- merge_graphs_sp(fdiv, rdiv)
if (!is.null(pruning_degree_multiplier) &&
!is.infinite(pruning_degree_multiplier)) {
max_degree <- max(round(n_nbrs * pruning_degree_multiplier), 1)
tsmessage("Degree pruning merged graph to max degree: ", max_degree)
res <-
degree_prune(
merged,
max_degree = max_degree,
verbose = verbose,
n_threads = n_threads
)
} else {
res <- merged
tsmessage(
"Merged graph has # edges = ",
Matrix::nnzero(res),
" (",
formatC(100 * nn_sparsity_sp(res)),
"% sparse)"
)
}
if (use_alt_metric) {
res@x <-
apply_alt_metric_correction(metric, res@x, is_sparse(data))
}
tsmessage("Finished preparing search graph")
# return this pre-transposed so we don't have to do it in graph_knn_query
Matrix::t(res)
}
# Harwood, B., & Drummond, T. (2016).
# Fanng: Fast approximate nearest neighbour graphs.
# In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
# (pp. 5713-5722).
# "Occlusion pruning"
#
# prune_probability behaves a bit like (but in the opposite direction of) alpha
# Jayaram Subramanya, S., Devvrit, F., Simhadri, H. V., Krishnawamy, R., & Kadekodi, R. (2019).
# Diskann: Fast accurate billion-point nearest neighbor search on a single node.
# Advances in Neural Information Processing Systems, 32.
# the pynndescent implementation at cmuparlay/pbbsbench uses alpha instead of
# a prune_probability (see also https://arxiv.org/abs/2305.04359)
diversify <- function(data,
graph,
metric = "euclidean",
prune_probability = 1.0,
n_threads = 0,
verbose = FALSE) {
nnz_before <- Matrix::nnzero(graph)
sp_before <- nn_sparsity_sp(graph)
stopifnot(methods::is(graph, "sparseMatrix"))
gl <- csparse_to_list(graph)
tsmessage("Occlusion pruning with probability: ", prune_probability)
args <- list(
graph_list = gl,
metric = metric,
prune_probability = prune_probability,
n_threads = n_threads,
verbose = verbose
)
if (is_sparse(data)) {
gl_div <- do.call(rnn_sparse_diversify, c(args, list(
ind = data@i,
ptr = data@p,
data = data@x,
ndim = nrow(data)
)))
} else if (is.logical(data)) {
gl_div <- do.call(rnn_logical_diversify, c(args, list(
data = data
)))
} else {
gl_div <- do.call(rnn_diversify, c(args, list(
data = data
)))
}
res <- list_to_sparse(gl_div)
nnz_after <- Matrix::nnzero(res)
tsmessage(
"Diversifying reduced # edges from ",
nnz_before,
" to ",
nnz_after,
" (",
formatC(100 * sp_before),
"% to ",
formatC(100 * nn_sparsity_sp(res)),
"% sparse)"
)
res
}
# FANNG: Fast Approximate Nearest Neighbour Graphs
# "truncating"
# Harwood, B., & Drummond, T. (2016).
# Fanng: Fast approximate nearest neighbour graphs.
# In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
# (pp. 5713-5722).
degree_prune <-
function(graph,
max_degree = 20,
n_threads = 0,
verbose = FALSE) {
stopifnot(methods::is(graph, "sparseMatrix"))
nnz_before <- Matrix::nnzero(graph)
sp_before <- nn_sparsity_sp(graph)
gl <- csparse_to_list(graph)
gl_div <-
rnn_degree_prune(gl, max_degree, n_threads = n_threads)
res <- list_to_sparse(gl_div)
nnz_after <- Matrix::nnzero(res)
tsmessage(
"Degree pruning to max ",
max_degree,
" reduced # edges from ",
nnz_before,
" to ",
nnz_after,
" (",
formatC(100 * sp_before),
"% to ",
formatC(100 * nn_sparsity_sp(res)),
"% sparse)"
)
res
}
merge_graphs_sp <- function(g1, g2) {
gl1 <- csparse_to_list(g1)
gl2 <- csparse_to_list(g2)
gl_merge <- rnn_merge_graph_lists(gl1, gl2)
list_to_sparse(gl_merge)
}
nn_sparsity <- function(graph) {
sum(graph$idx == 0) / prod(dim(graph$idx))
}
nn_sparsity_sp <- function(graph) {
Matrix::nnzero(graph) / prod(graph@Dim)
}
reverse_knn_sp <- function(graph) {
stopifnot(methods::is(graph, "sparseMatrix"))
Matrix::t(Matrix::drop0(graph))
}
# Merge -------------------------------------------------------------------
#' Merge multiple approximate nearest neighbors graphs
#'
#' `merge_knn` takes a list of nearest neighbor graphs and merges them into a
#' single graph, with the same number of neighbors as the first graph. This is
#' useful to combine the results of multiple different nearest neighbor
#' searches: the output will be at least as accurate as the most accurate of the
#' two input graphs, and ideally will be more accurate than either.
#'
#' @param graphs A list of nearest neighbor graphs to merge. Each item in the
#' list should consist of a sub-list containing:
#' * `idx` an n by k matrix containing the k nearest neighbor indices.
#' * `dist` an n by k matrix containing k nearest neighbor distances.
#' The number of neighbors can differ between graphs, but the merged result
#' will have the same number of neighbors as the first graph in the list.
#' @param is_query If `TRUE` then the graphs are treated as the result of a knn
#' query, not a knn building process. Or: is the graph bipartite? This should
#' be set to `TRUE` if `nn_graphs` are the results of using e.g.
#' [graph_knn_query()] or [random_knn_query()], and set to `FALSE` if these
#' are the results of [nnd_knn()] or [random_knn()]. The difference is that if
#' `is_query = FALSE`, if an index `p` is found in `nn_graph1[i, ]`, i.e. `p`
#' is a neighbor of `i` with distance `d`, then it is assumed that `i` is a
#' neighbor of `p` with the same distance. If `is_query = TRUE`, then `i` and
#' `p` are indexes into two different datasets and the symmetry does not hold.
#' If you aren't sure what case applies to you, it's safe (but potentially
#' inefficient) to set `is_query = TRUE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @return a list containing:
#' * `idx` an n by k matrix containing the merged nearest neighbor indices.
#' * `dist` an n by k matrix containing the merged nearest neighbor distances.
#'
#' The size of `k` in the output graph is the same as that of the first
#' item in `nn_graphs`.
#' @examples
#' set.seed(1337)
#' # Nearest neighbor descent with 15 neighbors for iris three times,
#' # starting from a different random initialization each time
#' iris_rnn1 <- nnd_knn(iris, k = 15, n_iters = 1)
#' iris_rnn2 <- nnd_knn(iris, k = 15, n_iters = 1)
#' iris_rnn3 <- nnd_knn(iris, k = 15, n_iters = 1)
#'
#' # Merged results should be an improvement over individual results
#' iris_mnn <- merge_knn(list(iris_rnn1, iris_rnn2, iris_rnn3))
#' sum(iris_mnn$dist) < sum(iris_rnn1$dist)
#' sum(iris_mnn$dist) < sum(iris_rnn2$dist)
#' sum(iris_mnn$dist) < sum(iris_rnn3$dist)
#' @export
merge_knn <- function(graphs,
is_query = FALSE,
n_threads = 0,
verbose = FALSE) {
if (length(graphs) == 0) {
return(list())
}
validate_are_mergeablel(graphs)
rnn_merge_nn_all(graphs,
is_query,
n_threads = n_threads,
verbose = verbose
)
}
# Overlap -----------------------------------------------------------------
#' Overlap between the indices of two nearest neighbor graphs
#'
#' Calculates the mean average number of neighbors in common between the two
#' graphs. The per-item overlap can also be returned. This function can be
#' useful as a measure of accuracy of approximation algorithms, if the
#' exact nearest neighbors are known, or as a measure of diversity of two
#' different approximate graphs.
#'
#' The graph format is the same as that returned by e.g. [nnd_knn()] and should
#' be of dimensions n by k, where n is the number of points and k is the number
#' of neighbors. If you pass a neighbor graph directly, the index matrix will be
#' extracted if present. If the two graphs have different numbers of neighbors,
#' then the smaller number of neighbors is used.
#'
#' @param idx1 Indices of a nearest neighbor graph, i.e. a matrix of nearest
#' neighbor indices. Can also be a list containing an `idx` element.
#' @param idx2 Indices of a nearest neighbor graph, i.e. a matrix of nearest
#' neighbor indices. Can also be a list containing an `idx` element. This is
#' considered to be the ground truth.
#' @param k Number of neighbors to consider. If `NULL`, then the minimum of the
#' number of neighbors in `idx1` and `idx2` is used.
#' @param ret_vec If `TRUE`, also return a vector containing the per-item overlap.
#' @return The mean overlap between `idx1` and `idx2`. If `ret_vec = TRUE`,
#' then a list containing the mean overlap and the overlap of each item in
#' is returned with names `mean` and `overlaps`, respectively.
#' @examples
#' set.seed(1337)
#' # Generate two random neighbor graphs for iris
#' iris_rnn1 <- random_knn(iris, k = 15)
#' iris_rnn2 <- random_knn(iris, k = 15)
#'
#' # Overlap between the two graphs
#' mean_overlap <- neighbor_overlap(iris_rnn1, iris_rnn2)
#'
#' # Also get a vector of per-item overlap
#' overlap_res <- neighbor_overlap(iris_rnn1, iris_rnn2, ret_vec = TRUE)
#' summary(overlap_res$overlaps)
#' @export
neighbor_overlap <-
function(idx1,
idx2,
k = NULL,
ret_vec = FALSE) {
vec <- neighbor_overlapv(idx1, idx2, k)
mean_overlap <- mean(vec)
if (ret_vec) {
res <- list(
mean = mean_overlap,
overlaps = vec
)
} else {
res <- mean_overlap
}
res
}
neighbor_overlapv <-
function(idx,
ref_idx,
k = NULL) {
if (is.list(idx)) {
idx <- idx$idx
}
if (is.list(ref_idx)) {
ref_idx <- ref_idx$idx
}
if (is.null(k)) {
k <- min(ncol(idx), ncol(ref_idx))
}
if (ncol(ref_idx) < k) {
stop("Not enough columns in ref_idx for k = ", k)
}
n <- nrow(idx)
if (nrow(ref_idx) != n) {
stop("Not enough rows in ref_idx")
}
nbr_start <- 1
nbr_end <- k
ref_start <- nbr_start
ref_end <- nbr_end
nbr_range <- nbr_start:nbr_end
ref_range <- ref_start:ref_end
total_intersect <- rep(0, times = n)
for (i in 1:n) {
total_intersect[i] <-
length(intersect(idx[i, nbr_range], ref_idx[i, ref_range]))
}
total_intersect / k
}
Try the rnndescent package in your browser
Any scripts or data that you put into this service are public.
rnndescent documentation built on May 29, 2024, 8:38 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Defines functions neighbor_overlapv neighbor_overlap merge_knn reverse_knn_sp nn_sparsity_sp nn_sparsity merge_graphs_sp degree_prune diversify prepare_search_graph graph_knn_query random_knn_query brute_force_knn_query nnd_knn random_knn brute_force_knn rnnd_knn rnnd_query rnnd_build
Documented in brute_force_knn brute_force_knn_query graph_knn_query merge_knn neighbor_overlap nnd_knn prepare_search_graph random_knn random_knn_query rnnd_build rnnd_knn rnnd_query
# API ---------------------------------------------------------------------
#' Build approximate nearest neighbors index and neighbor graph
#'
#' This function builds an approximate nearest neighbors graph with convenient
#' defaults, then prepares the index for querying new data, for later use with
#' [rnnd_query()]. For more control over the process, please see the other
#' functions in the package.
#'
#' The process of k-nearest neighbor graph construction using Random Projection
#' Forests (Dasgupta and Freund, 2008) for initialization and Nearest Neighbor
#' Descent (Dong and co-workers, 2011) for refinement. Index preparation, uses
#' the graph diversification method of Harwood and Drummond (2016).
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to build the index for. You can specify
#' a different number when running `rnnd_query`, but the index is calibrated
#' using this value so it's recommended to set `k` according to the likely
#' number of neighbors you will want to retrieve. Optional if `init` is
#' specified, in which case `k` can be inferred from the `init` data. If you
#' do both, then the specified version of `k` will take precedence.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param init Name of the initialization strategy or initial `data` neighbor
#' graph to optimize. One of:
#' - `"rand"` random initialization (the default).
#' - `"tree"` use the random projection tree method of Dasgupta and Freund
#' (2008).
#' - a pre-calculated neighbor graph. A list containing:
#' - `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' - `dist` (optional) an `n` by `k` matrix containing the nearest
#' neighbor distances. If the input distances are omitted, they will be
#' calculated for you.'
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#' @param n_trees The number of trees to use in the RP forest. A larger number
#' will give more accurate results at the cost of a longer computation time.
#' The default of `NULL` means that the number is chosen based on the number
#' of observations in `data`. Only used if `init = "tree"`.
#' @param leaf_size The maximum number of items that can appear in a leaf. This
#' value should be chosen to match the expected number of neighbors you will
#' want to retrieve when running queries (e.g. if you want find 50 nearest
#' neighbors set `leaf_size = 50`) and should not be set to a value smaller
#' than `10`. Only used if `init = "tree"`.
#' @param max_tree_depth The maximum depth of the tree to build (default = 200).
#' If the maximum tree depth is exceeded then the leaf size of a tree may
#' exceed `leaf_size` which can result in a large number of neighbor distances
#' being calculated. If `verbose = TRUE` a message will be logged to indicate
#' that the leaf size is large. However, increasing the `max_tree_depth` may
#' not help: it may be that there is something unusual about the distribution
#' of your data set under your chose `metric` that makes a tree-based
#' initialization inappropriate. Only used if `init = "tree"`.
#' @param margin A character string specifying the method used to assign points
#' to one side of the hyperplane or the other. Possible values are:
#' - `"explicit"` categorizes all distance metrics as either Euclidean or
#' Angular (Euclidean after normalization), explicitly calculates a hyperplane
#' and offset, and then calculates the margin based on the dot product with
#' the hyperplane.
#' - `"implicit"` calculates the distance from a point to each of the
#' points defining the normal vector. The margin is calculated by comparing the
#' two distances: the point is assigned to the side of the hyperplane that
#' the normal vector point with the closest distance belongs to.
#' - `"auto"` (the default) picks the margin method depending on whether a
#' binary-specific `metric` such as `"bhammming"` is chosen, in which case
#' `"implicit"` is used, and `"explicit"` otherwise: binary-specific metrics
#' involve storing the data in a way that isn't very efficient for the
#' `"explicit"` method and the binary-specific metric is usually a lot faster
#' than the generic equivalent such that the cost of two distance calculations
#' for the margin method is still faster.
#'
#' Only used if `init = "tree"`.
#' @param n_iters Number of iterations of nearest neighbor descent to carry out.
#' By default, this will be chosen based on the number of observations in
#' `data`.
#' @param max_candidates Maximum number of candidate neighbors to try for each
#' item in each iteration. Use relative to `k` to emulate the "rho"
#' sampling parameter in the nearest neighbor descent paper. By default, this
#' is set to `k` or `60`, whichever is smaller.
#' @param delta The minimum relative change in the neighbor graph allowed before
#' early stopping. Should be a value between 0 and 1. The smaller the value,
#' the smaller the amount of progress between iterations is allowed. Default
#' value of `0.001` means that at least 0.1% of the neighbor graph must
#' be updated at each iteration.
#' @param low_memory If `TRUE`, use a lower memory, but more
#' computationally expensive approach to index construction. If set to
#' `FALSE`, you should see a noticeable speed improvement, especially when
#' using a smaller number of threads, so this is worth trying if you have the
#' memory to spare.
#' @param weight_by_degree If `TRUE`, then candidates for the local join are
#' weighted according to their in-degree, so that if there are more than
#' `max_candidates` in a candidate list, candidates with a smaller degree are
#' favored for retention. This prevents items with large numbers of edges
#' crowding out other items and for high-dimensional data is likely to provide
#' a small improvement in accuracy. Because this incurs a small extra cost of
#' counting the degree of each node, and because it tends to delay early
#' convergence, by default this is `FALSE`.
#' @param n_search_trees, the number of trees to keep in the search forest as
#' part of index preparation. The default is `1`.
#' @param diversify_prob the degree of diversification of the search graph
#' by removing unnecessary edges through occlusion pruning. This should take a
#' value between `0` (no diversification) and `1` (remove as many edges as
#' possible) and is treated as the probability of a neighbor being removed if
#' it is found to be an "occlusion". If item `p` and `q`, two members of the
#' neighbor list of item `i`, are closer to each other than they are to `i`,
#' then the nearer neighbor `p` is said to "occlude" `q`. It is likely that
#' `q` will be in the neighbor list of `p` so there is no need to retain it in
#' the neighbor list of `i`. You may also set this to `NULL` to skip any
#' occlusion pruning. Note that occlusion pruning is carried out twice, once
#' to the forward neighbors, and once to the reverse neighbors.
#' @param pruning_degree_multiplier How strongly to truncate the final neighbor
#' list for each item. The neighbor list of each item will be truncated to
#' retain only the closest `d` neighbors, where
#' `d = k * pruning_degree_multiplier`, and `k` is the
#' original number of neighbors per item in `graph`. Roughly, values
#' larger than `1` will keep all the nearest neighbors of an item, plus
#' the given fraction of reverse neighbors (if they exist). For example,
#' setting this to `1.5` will keep all the forward neighbors and then
#' half as many of the reverse neighbors, although exactly which neighbors are
#' retained is also dependent on any occlusion pruning that occurs. Set this
#' to `NULL` to skip this step.
#' @param prune_reverse If `TRUE`, prune the reverse neighbors of each item
#' before the reverse graph diversification step using
#' `pruning_degree_multiplier`. Because the number of reverse neighbors can be
#' much larger than the number of forward neighbors, this can help to avoid
#' excessive computation during the diversification step, with little overall
#' effect on the final search graph. Default is `FALSE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param progress Determines the type of progress information logged during the
#' nearest neighbor descent stage when `verbose = TRUE`. Options are:
#' * `"bar"`: a simple text progress bar.
#' * `"dist"`: the sum of the distances in the approximate knn graph at the
#' end of each iteration.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor index, a list containing:
#' * `graph` the k-nearest neighbor graph, a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' * Other list items are intended only for internal use by other functions
#' such as [rnnd_query()].
#' @seealso [rnnd_query()]
#' @examples
#' iris_even <- iris[seq_len(nrow(iris)) %% 2 == 0, ]
#' iris_odd <- iris[seq_len(nrow(iris)) %% 2 == 1, ]
#'
#' # Find 4 (approximate) nearest neighbors using Euclidean distance
#' iris_even_index <- rnnd_build(iris_even, k = 4)
#' iris_odd_nbrs <- rnnd_query(index = iris_even_index, query = iris_odd, k = 4)
#'
#' @references
#' Dasgupta, S., & Freund, Y. (2008, May).
#' Random projection trees and low dimensional manifolds.
#' In *Proceedings of the fortieth annual ACM symposium on Theory of computing*
#' (pp. 537-546).
#' \doi{10.1145/1374376.1374452}.
#'
#' Dong, W., Moses, C., & Li, K. (2011, March).
#' Efficient k-nearest neighbor graph construction for generic similarity measures.
#' In *Proceedings of the 20th international conference on World Wide Web*
#' (pp. 577-586).
#' ACM.
#' \doi{10.1145/1963405.1963487}.
#'
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#' @export
rnnd_build <- function(data,
k = 30,
metric = "euclidean",
use_alt_metric = TRUE,
init = "tree",
n_trees = NULL,
leaf_size = NULL,
max_tree_depth = 200,
margin = "auto",
n_iters = NULL,
delta = 0.001,
max_candidates = NULL,
low_memory = TRUE,
weight_by_degree = FALSE,
n_search_trees = 1,
pruning_degree_multiplier = 1.5,
diversify_prob = 1.0,
prune_reverse = FALSE,
n_threads = 0,
verbose = FALSE,
progress = "bar",
obs = "R") {
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
index <- nnd_knn(
data,
k = k,
metric = metric,
use_alt_metric = use_alt_metric,
init = init,
init_args = list(
n_trees = n_trees,
leaf_size = leaf_size,
max_tree_depth = max_tree_depth,
margin = margin
),
ret_forest = TRUE,
n_iters = n_iters,
delta = delta,
max_candidates = max_candidates,
low_memory = low_memory,
weight_by_degree = weight_by_degree,
n_threads = n_threads,
verbose = verbose,
progress = progress,
obs = "C"
)
index <- list(
graph = list(idx = index$idx, dist = index$dist),
forest = index$forest
)
index$prep <- list(
pruning_degree_multiplier = pruning_degree_multiplier,
diversify_prob = diversify_prob,
n_search_trees = n_search_trees,
prune_reverse = prune_reverse,
is_prepared = FALSE
)
index$data <- data
index$original_metric <- metric
index$use_alt_metric <- use_alt_metric
if (!is.null(index$forest)) {
index$search_forest <-
rpf_filter(
nn = index$graph,
forest = index$forest,
n_trees = index$prep$n_search_trees,
n_threads = n_threads,
verbose = verbose
)
}
search_graph <- prepare_search_graph(
data = index$data,
graph = index$graph,
metric = index$original_metric,
use_alt_metric = index$use_alt_metric,
diversify_prob = index$prep$diversify_prob,
pruning_degree_multiplier = index$prep$pruning_degree_multiplier,
prune_reverse = index$prep$prune_reverse,
n_threads = n_threads,
verbose = verbose,
obs = "C"
)
index$prep$is_prepared <- TRUE
index$search_graph <- search_graph
# RP Forests can be large so after preparation we delete this
index$forest <- NULL
index
}
#' Query an index for approximate nearest neighbors
#'
#' Takes a nearest neighbor index produced by [rnnd_build()] and uses it to
#' find the nearest neighbors of a query set of observations, using a
#' back-tracking search with the search size determined by the method of
#' Iwasaki and Miyazaki (2018). For further control over the search effort, the
#' total number of distance calculations can also be bounded, similar to the
#' method of Harwood and Drummond (2016).
#'
#' @param index A nearest neighbor index produced by [rnnd_build()].
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' Sparse and non-sparse data cannot be mixed, so if the data used to build
#' index was sparse, the `query` data must also be sparse. and vice versa.
#' @param k Number of nearest neighbors to return.
#' @param epsilon Controls trade-off between accuracy and search cost, as
#' described by Iwasaki and Miyazaki (2018). Setting `epsilon` to a positive
#' value specifies a distance tolerance on whether to explore the neighbors of
#' candidate points. The larger the value, the more neighbors will be
#' searched. A value of 0.1 allows query-candidate distances to be 10% larger
#' than the current most-distant neighbor of the query point, 0.2 means 20%,
#' and so on. Suggested values are between 0-0.5, although this value is
#' highly dependent on the distribution of distances in the dataset (higher
#' dimensional data should choose a smaller cutoff). Too large a value of
#' `epsilon` will result in the query search approaching brute force
#' comparison. Use this parameter in conjunction with `max_search_fraction` to
#' prevent excessive run time. Default is 0.1. If you set `verbose = TRUE`,
#' statistics of the number of distance calculations will be logged which can
#' help you tune `epsilon`.
#' @param max_search_fraction Maximum fraction of the reference data to search.
#' This is a value between 0 (search none of the reference data) and 1 (search
#' all of the data if necessary). This works in conjunction with `epsilon` and
#' will terminate the search early if the specified fraction of the reference
#' data has been searched. Default is 1.
#' @param n_threads Number of threads to use.
#' @param init An optional matrix of `k` initial nearest neighbors for each
#' query point.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor index, a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @seealso [rnnd_query()]
#' @examples
#' iris_even <- iris[seq_len(nrow(iris)) %% 2 == 0, ]
#' iris_odd <- iris[seq_len(nrow(iris)) %% 2 == 1, ]
#'
#' iris_even_index <- rnnd_build(iris_even, k = 4)
#' iris_odd_nbrs <- rnnd_query(index = iris_even_index, query = iris_odd, k = 4)
#'
#' @references
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#'
#' Iwasaki, M., & Miyazaki, D. (2018).
#' Optimization of indexing based on k-nearest neighbor graph for proximity search in high-dimensional data.
#' *arXiv preprint* *arXiv:1810.07355*.
#' <https://arxiv.org/abs/1810.07355>
#' @export
rnnd_query <-
function(index,
query,
k = 30,
epsilon = 0.1,
max_search_fraction = 1,
init = NULL,
n_threads = 0,
verbose = FALSE,
obs = "R") {
if (is.null(init) && !is.null(index$search_forest)) {
init <- index$search_forest
}
query <- x2m(query)
if (obs == "R") {
query <- Matrix::t(query)
}
res <- graph_knn_query(
query = query,
reference = index$data,
reference_graph = index$search_graph,
k = k,
metric = index$original_metric,
init = init,
epsilon = epsilon,
max_search_fraction = max_search_fraction,
use_alt_metric = index$use_alt_metric,
n_threads = n_threads,
verbose = verbose,
obs = "C"
)
res
}
#' Find approximate nearest neighbors
#'
#' This function builds an approximate nearest neighbors graph of the provided
#' data using convenient defaults. It does not return an index for later
#' querying, to speed the graph construction and reduce the size and complexity
#' of the return value.
#'
#' The process of k-nearest neighbor graph construction using Random Projection
#' Forests (Dasgupta and Freund, 2008) for initialization and Nearest Neighbor
#' Descent (Dong and co-workers, 2011) for refinement. If you are sure you will
#' not want to query new data then compared to [rnnd_build()] this function has
#' the advantage of not storing the index, which can be very large.
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to return. Optional if `init` is
#' specified.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param init Name of the initialization strategy or initial `data` neighbor
#' graph to optimize. One of:
#' - `"rand"` random initialization (the default).
#' - `"tree"` use the random projection tree method of Dasgupta and Freund
#' (2008).
#' - a pre-calculated neighbor graph. A list containing:
#' - `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' - `dist` (optional) an `n` by `k` matrix containing the nearest
#' neighbor distances. If the input distances are omitted, they will be
#' calculated for you.'
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#' @param n_trees The number of trees to use in the RP forest. A larger number
#' will give more accurate results at the cost of a longer computation time.
#' The default of `NULL` means that the number is chosen based on the number
#' of observations in `data`. Only used if `init = "tree"`.
#' @param leaf_size The maximum number of items that can appear in a leaf. This
#' value should be chosen to match the expected number of neighbors you will
#' want to retrieve when running queries (e.g. if you want find 50 nearest
#' neighbors set `leaf_size = 50`) and should not be set to a value smaller
#' than `10`. Only used if `init = "tree"`.
#' @param max_tree_depth The maximum depth of the tree to build (default = 200).
#' If the maximum tree depth is exceeded then the leaf size of a tree may
#' exceed `leaf_size` which can result in a large number of neighbor distances
#' being calculated. If `verbose = TRUE` a message will be logged to indicate
#' that the leaf size is large. However, increasing the `max_tree_depth` may
#' not help: it may be that there is something unusual about the distribution
#' of your data set under your chose `metric` that makes a tree-based
#' initialization inappropriate. Only used if `init = "tree"`.
#' @param margin A character string specifying the method used to assign points
#' to one side of the hyperplane or the other. Possible values are:
#' - `"explicit"` categorizes all distance metrics as either Euclidean or
#' Angular (Euclidean after normalization), explicitly calculates a hyperplane
#' and offset, and then calculates the margin based on the dot product with
#' the hyperplane.
#' - `"implicit"` calculates the distance from a point to each of the
#' points defining the normal vector. The margin is calculated by comparing the
#' two distances: the point is assigned to the side of the hyperplane that
#' the normal vector point with the closest distance belongs to.
#' - `"auto"` (the default) picks the margin method depending on whether a
#' binary-specific `metric` such as `"bhammming"` is chosen, in which case
#' `"implicit"` is used, and `"explicit"` otherwise: binary-specific metrics
#' involve storing the data in a way that isn't very efficient for the
#' `"explicit"` method and the binary-specific metric is usually a lot faster
#' than the generic equivalent such that the cost of two distance calculations
#' for the margin method is still faster.
#'
#' Only used if `init = "tree"`.
#' @param n_iters Number of iterations of nearest neighbor descent to carry out.
#' By default, this will be chosen based on the number of observations in
#' `data`.
#' @param max_candidates Maximum number of candidate neighbors to try for each
#' item in each iteration. Use relative to `k` to emulate the "rho"
#' sampling parameter in the nearest neighbor descent paper. By default, this
#' is set to `k` or `60`, whichever is smaller.
#' @param delta The minimum relative change in the neighbor graph allowed before
#' early stopping. Should be a value between 0 and 1. The smaller the value,
#' the smaller the amount of progress between iterations is allowed. Default
#' value of `0.001` means that at least 0.1% of the neighbor graph must
#' be updated at each iteration.
#' @param low_memory If `TRUE`, use a lower memory, but more
#' computationally expensive approach to index construction. If set to
#' `FALSE`, you should see a noticeable speed improvement, especially when
#' using a smaller number of threads, so this is worth trying if you have the
#' memory to spare.
#' @param weight_by_degree If `TRUE`, then candidates for the local join are
#' weighted according to their in-degree, so that if there are more than
#' `max_candidates` in a candidate list, candidates with a smaller degree are
#' favored for retention. This prevents items with large numbers of edges
#' crowding out other items and for high-dimensional data is likely to provide
#' a small improvement in accuracy. Because this incurs a small extra cost of
#' counting the degree of each node, and because it tends to delay early
#' convergence, by default this is `FALSE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param progress Determines the type of progress information logged during the
#' nearest neighbor descent stage when `verbose = TRUE`. Options are:
#' * `"bar"`: a simple text progress bar.
#' * `"dist"`: the sum of the distances in the approximate knn graph at the
#' end of each iteration.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor index, a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @seealso [rnnd_build()], [rnnd_query()]
#' @examples
#'
#' # Find 4 (approximate) nearest neighbors using Euclidean distance
#' iris_knn <- rnnd_knn(iris, k = 4)
#'
#' @references
#' Dasgupta, S., & Freund, Y. (2008, May).
#' Random projection trees and low dimensional manifolds.
#' In *Proceedings of the fortieth annual ACM symposium on Theory of computing*
#' (pp. 537-546).
#' \doi{10.1145/1374376.1374452}.
#'
#' Dong, W., Moses, C., & Li, K. (2011, March).
#' Efficient k-nearest neighbor graph construction for generic similarity measures.
#' In *Proceedings of the 20th international conference on World Wide Web*
#' (pp. 577-586).
#' ACM.
#' \doi{10.1145/1963405.1963487}.
#'
#' @export
rnnd_knn <- function(data,
k = 30,
metric = "euclidean",
use_alt_metric = TRUE,
init = "tree",
n_trees = NULL,
leaf_size = NULL,
max_tree_depth = 200,
margin = "auto",
n_iters = NULL,
delta = 0.001,
max_candidates = NULL,
weight_by_degree = FALSE,
low_memory = TRUE,
n_threads = 0,
verbose = FALSE,
progress = "bar",
obs = "R") {
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
nnd_knn(
data,
k = k,
metric = metric,
use_alt_metric = use_alt_metric,
init = init,
init_args = list(
n_trees = n_trees,
leaf_size = leaf_size,
max_tree_depth = max_tree_depth,
margin = margin
),
ret_forest = FALSE,
n_iters = n_iters,
delta = delta,
max_candidates = max_candidates,
low_memory = low_memory,
weight_by_degree = weight_by_degree,
n_threads = n_threads,
verbose = verbose,
progress = progress,
obs = "C"
)
}
# kNN Construction --------------------------------------------------------
#' Find exact nearest neighbors by brute force
#'
#' Returns the exact nearest neighbors of a dataset. A brute force search is
#' carried out: all possible pairs of points are compared, and the nearest
#' neighbors are returned.
#'
#' This method is accurate but scales poorly with dataset size, so use with
#' caution with larger datasets. Having the exact neighbors as a ground truth to
#' compare with approximate results is useful for benchmarking and determining
#' parameter settings of the approximate methods.
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @examples
#' # Find the 4 nearest neighbors using Euclidean distance
#' # If you pass a data frame, non-numeric columns are removed
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "euclidean")
#'
#' # Manhattan (l1) distance
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "manhattan")
#'
#' # Multi-threading: you can choose the number of threads to use: in real
#' # usage, you will want to set n_threads to at least 2
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "manhattan", n_threads = 1)
#'
#' # Use verbose flag to see information about progress
#' iris_nn <- brute_force_knn(iris, k = 4, metric = "euclidean", verbose = TRUE)
#' @export
brute_force_knn <- function(data,
k,
metric = "euclidean",
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
n_obs <- switch(obs,
R = nrow,
C = ncol,
stop("Unknown obs type")
)
data <- x2m(data)
check_k(k, n_obs(data))
actual_metric <- get_actual_metric(use_alt_metric, metric, data, verbose)
tsmessage(
thread_msg(
"Calculating brute force k-nearest neighbors with k = ",
k,
n_threads = n_threads
)
)
if (obs == "R") {
data <- Matrix::t(data)
}
if (is_sparse(data)) {
res <-
rnn_sparse_brute_force(
ind = data@i,
ptr = data@p,
data = data@x,
ndim = nrow(data),
nnbrs = k,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else if (is.logical(data)) {
res <-
rnn_logical_brute_force(data,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else {
res <-
rnn_brute_force(data,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
}
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(data))
}
tsmessage("Finished")
res
}
#' Find nearest neighbors by random selection
#'
#' Create a neighbor graph by randomly selecting neighbors. This is not a useful
#' nearest neighbor method on its own, but can be used with other methods which
#' require initialization, such as [nnd_knn()].
#'
#' @param data Matrix of `n` items to generate random neighbors for, with
#' observations in the rows and features in the columns. Optionally, input can
#' be passed with observations in the columns, by setting `obs = "C"`, which
#' should be more efficient. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format. Dataframes will be converted to `numerical` matrix
#' format internally, so if your data columns are `logical` and intended to be
#' used with the specialized binary `metric`s, you should convert it to a
#' logical matrix first (otherwise you will get the slower dense numerical
#' version).
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param order_by_distance If `TRUE` (the default), then results for each
#' item are returned by increasing distance. If you don't need the results
#' sorted, e.g. you are going to pass the results as initialization to another
#' routine like [nnd_knn()], set this to `FALSE` to save a small amount of
#' computational time.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return a random neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @examples
#' # Find 4 random neighbors and calculate their Euclidean distance
#' # If you pass a data frame, non-numeric columns are removed
#' iris_nn <- random_knn(iris, k = 4, metric = "euclidean")
#'
#' # Manhattan (l1) distance
#' iris_nn <- random_knn(iris, k = 4, metric = "manhattan")
#'
#' # Multi-threading: you can choose the number of threads to use: in real
#' # usage, you will want to set n_threads to at least 2
#' iris_nn <- random_knn(iris, k = 4, metric = "manhattan", n_threads = 1)
#'
#' # Use verbose flag to see information about progress
#' iris_nn <- random_knn(iris, k = 4, metric = "euclidean", verbose = TRUE)
#'
#' # These results can be improved by nearest neighbors descent. You don't need
#' # to specify k here because this is worked out from the initial input
#' iris_nn <- nnd_knn(iris, init = iris_nn, metric = "euclidean", verbose = TRUE)
#' @export
random_knn <-
function(data,
k,
metric = "euclidean",
use_alt_metric = TRUE,
order_by_distance = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
n_obs <- switch(obs,
R = nrow,
C = ncol,
stop("Unknown obs type")
)
data <- x2m(data)
check_k(k, n_obs(data))
actual_metric <- get_actual_metric(use_alt_metric, metric, data, verbose)
if (obs == "R") {
data <- Matrix::t(data)
}
res <- random_knn_impl(
reference = data,
k = k,
actual_metric = actual_metric,
order_by_distance = order_by_distance,
n_threads = n_threads,
verbose = verbose
)
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(data))
}
tsmessage("Finished")
res
}
#' Find nearest neighbors using nearest neighbor descent
#'
#' Uses the Nearest Neighbor Descent method due to Dong and co-workers (2011)
#' to optimize an approximate nearest neighbor graph.
#'
#' If no initial graph is provided, a random graph is generated, or you may also
#' specify the use of a graph generated from a forest of random projection
#' trees, using the method of Dasgupta and Freund (2008).
#'
#' @param data Matrix of `n` items to generate neighbors for, with observations
#' in the rows and features in the columns. Optionally, input can be passed
#' with observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param k Number of nearest neighbors to return. Optional if `init` is
#' specified.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param init Name of the initialization strategy or initial `data` neighbor
#' graph to optimize. One of:
#' - `"rand"` random initialization (the default).
#' - `"tree"` use the random projection tree method of Dasgupta and Freund
#' (2008).
#' - a pre-calculated neighbor graph. A list containing:
#' - `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' - `dist` (optional) an `n` by `k` matrix containing the nearest
#' neighbor distances. If the input distances are omitted, they will be
#' calculated for you.'
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#' @param init_args a list containing arguments to pass to the random partition
#' forest initialization. See [rpf_knn()] for possible arguments. To avoid
#' inconsistences with the tree calculation and subsequent nearest neighbor
#' descent optimization, if you attempt to provide a `metric` or
#' `use_alt_metric` option in this list it will be ignored.
#' @param n_iters Number of iterations of nearest neighbor descent to carry out.
#' By default, this will be chosen based on the number of observations in
#' `data`.
#' @param max_candidates Maximum number of candidate neighbors to try for each
#' item in each iteration. Use relative to `k` to emulate the "rho"
#' sampling parameter in the nearest neighbor descent paper. By default, this
#' is set to `k` or `60`, whichever is smaller.
#' @param delta The minimum relative change in the neighbor graph allowed before
#' early stopping. Should be a value between 0 and 1. The smaller the value,
#' the smaller the amount of progress between iterations is allowed. Default
#' value of `0.001` means that at least 0.1% of the neighbor graph must
#' be updated at each iteration.
#' @param low_memory If `TRUE`, use a lower memory, but more
#' computationally expensive approach to index construction. If set to
#' `FALSE`, you should see a noticeable speed improvement, especially
#' when using a smaller number of threads, so this is worth trying if you have
#' the memory to spare.
#' @param weight_by_degree If `TRUE`, then candidates for the local join are
#' weighted according to their in-degree, so that if there are more than
#' `max_candidates` in a candidate list, candidates with a smaller degree are
#' favored for retention. This prevents items with large numbers of edges
#' crowding out other items and for high-dimensional data is likely to provide
#' a small improvement in accuracy. Because this incurs a small extra cost of
#' counting the degree of each node, and because it tends to delay early
#' convergence, by default this is `FALSE`.
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param ret_forest If `TRUE` and `init = "tree"` then the RP forest used to
#' initialize the nearest neighbors will be returned with the nearest neighbor
#' data. See the `Value` section for details. The returned forest can be used
#' as part of initializing the search for new data: see [rpf_knn_query()] and
#' [rpf_filter()] for more details.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param progress Determines the type of progress information logged if
#' `verbose = TRUE`. Options are:
#' * `"bar"`: a simple text progress bar.
#' * `"dist"`: the sum of the distances in the approximate knn graph at the
#' end of each iteration.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return the approximate nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' * `forest` (if `init = "tree"` and `ret_forest = TRUE` only): the RP forest
#' used to initialize the neighbor data.
#' @examples
#' # Find 4 (approximate) nearest neighbors using Euclidean distance
#' # If you pass a data frame, non-numeric columns are removed
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean")
#'
#' # Manhattan (l1) distance
#' iris_nn <- nnd_knn(iris, k = 4, metric = "manhattan")
#'
#' # Multi-threading: you can choose the number of threads to use: in real
#' # usage, you will want to set n_threads to at least 2
#' iris_nn <- nnd_knn(iris, k = 4, metric = "manhattan", n_threads = 1)
#'
#' # Use verbose flag to see information about progress
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", verbose = TRUE)
#'
#' # Nearest neighbor descent uses random initialization, but you can pass any
#' # approximation using the init argument (as long as the metrics used to
#' # calculate the initialization are compatible with the metric options used
#' # by nnd_knn).
#' iris_nn <- random_knn(iris, k = 4, metric = "euclidean")
#' iris_nn <- nnd_knn(iris, init = iris_nn, metric = "euclidean", verbose = TRUE)
#'
#' # Number of iterations controls how much optimization is attempted. A smaller
#' # value will run faster but give poorer results
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", n_iters = 2)
#'
#' # You can also control the amount of work done within an iteration by
#' # setting max_candidates
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", max_candidates = 50)
#'
#' # Optimization may also stop early if not much progress is being made. This
#' # convergence criterion can be controlled via delta. A larger value will
#' # stop progress earlier. The verbose flag will provide some information if
#' # convergence is occurring before all iterations are carried out.
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", n_iters = 5, delta = 0.5)
#'
#' # To ensure that descent only stops if no improvements are made, set delta = 0
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", n_iters = 5, delta = 0)
#'
#' # A faster version of the algorithm is available that avoids repeated
#' # distance calculations at the cost of using more RAM. Set low_memory to
#' # FALSE to try it.
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, metric = "euclidean", low_memory = FALSE)
#'
#' # Using init = "tree" is usually more efficient than random initialization.
#' # arguments to the tree initialization method can be passed via the init_args
#' # list
#' set.seed(1337)
#' iris_nn <- nnd_knn(iris, k = 4, init = "tree", init_args = list(n_trees = 5))
#' @references
#' Dasgupta, S., & Freund, Y. (2008, May).
#' Random projection trees and low dimensional manifolds.
#' In *Proceedings of the fortieth annual ACM symposium on Theory of computing*
#' (pp. 537-546).
#' \doi{10.1145/1374376.1374452}.
#'
#' Dong, W., Moses, C., & Li, K. (2011, March).
#' Efficient k-nearest neighbor graph construction for generic similarity measures.
#' In *Proceedings of the 20th international conference on World Wide Web*
#' (pp. 577-586).
#' ACM.
#' \doi{10.1145/1963405.1963487}.
#' @export
nnd_knn <- function(data,
k = NULL,
metric = "euclidean",
init = "rand",
init_args = NULL,
n_iters = NULL,
max_candidates = NULL,
delta = 0.001,
low_memory = TRUE,
weight_by_degree = FALSE,
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
progress = "bar",
obs = "R",
ret_forest = FALSE) {
stopifnot(tolower(progress) %in% c("bar", "dist"))
obs <- match.arg(toupper(obs), c("C", "R"))
actual_metric <-
get_actual_metric(use_alt_metric, metric, data, verbose)
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
# data must be column-oriented at this point
if (is.character(init)) {
if (is.null(k)) {
stop("Must provide k")
}
check_k(k, ncol(data))
init <- match.arg(tolower(init), c("rand", "tree"))
# if the use provided tree init args that could clash with nnd args
# ignore them
if (init == "tree" && is.list(init_args)) {
if ("use_alt_metric" %in% init_args) {
init_args$use_alt_metric <- use_alt_metric
}
if ("metric" %in% init_args) {
init_args$metric <- metric
}
}
tsmessage("Initializing neighbors using '", init, "' method")
init <- switch(init,
"rand" = random_knn_impl(
reference = data,
k = k,
actual_metric = actual_metric,
order_by_distance = FALSE,
n_threads = n_threads,
verbose = verbose
),
"tree" = do.call(rpf_knn_impl, lmerge(
# defaults we have no reason to change should match rpf_knn or rpf_build
list(
data,
k = k,
metric = metric,
use_alt_metric = use_alt_metric,
actual_metric = actual_metric,
n_trees = NULL,
leaf_size = NULL,
max_tree_depth = 200,
include_self = FALSE, # this is changed from default on purpose
ret_forest = ret_forest,
margin = "auto",
unzero = FALSE,
n_threads = n_threads,
verbose = verbose
),
init_args
)),
stop("Unknown initialization option '", init, "'")
)
# FIXME: can we just turn off unzero in tree and random return?
init$idx <- init$idx + 1
if (any(init$idx == 0)) {
tsmessage(
"Warning: initialization failed to find ",
k,
" neighbors for all points"
)
}
} else {
tsmessage("Initializing from user-supplied graph")
# user-supplied input may need to be transformed to the actual metric
if (use_alt_metric &&
!is.null(init) && is.list(init) && !is.null(init$dist)) {
tsmessage(
"Applying metric correction to initial distances from '",
metric, "' to '", actual_metric, "'"
)
init$dist <-
apply_alt_metric_uncorrection(metric, init$dist, is_sparse(data))
}
if (is.null(k)) {
k <- ncol(init$idx)
}
}
forest <- NULL
if (ret_forest && is.list(init) && !is.null(init$forest)) {
forest <- init$forest
init$forest <- NULL
}
init <-
prepare_init_graph(
init,
k,
data = data,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
if (is.null(max_candidates)) {
max_candidates <- min(k, 60)
}
if (is.null(n_iters)) {
n_iters <- max(5, round(log2(ncol(data))))
}
tsmessage(
thread_msg(
"Running nearest neighbor descent for ",
n_iters,
" iterations",
n_threads = n_threads
)
)
nnd_args <- list(
nn_idx = init$idx,
nn_dist = init$dist,
metric = actual_metric,
n_iters = n_iters,
max_candidates = max_candidates,
delta = delta,
low_memory = low_memory,
weight_by_degree = weight_by_degree,
n_threads = n_threads,
verbose = verbose,
progress_type = progress
)
if (is_sparse(data)) {
nnd_fun <- rnn_sparse_descent
nnd_args$data <- data@x
nnd_args$ind <- data@i
nnd_args$ptr <- data@p
nnd_args$ndim <- nrow(data)
} else if (is.logical(data)) {
nnd_fun <- rnn_logical_descent
nnd_args$data <- data
} else {
nnd_fun <- rnn_descent
nnd_args$data <- data
}
res <- do.call(nnd_fun, nnd_args)
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(data))
}
if (any(res$idx == 0)) {
tsmessage(
"Warning: NN Descent failed to find ",
k,
" neighbors for all points"
)
}
tsmessage("Finished")
if (!is.null(forest)) {
res$forest <- forest
}
res
}
# kNN Queries -------------------------------------------------------------
#' Query exact nearest neighbors by brute force
#'
#' Returns the exact nearest neighbors of query data to the reference data. A
#' brute force search is carried out: all possible pairs of reference and query
#' points are compared, and the nearest neighbors are returned.
#'
#' This is accurate but scales poorly with dataset size, so use with caution
#' with larger datasets. Having the exact neighbors as a ground truth to compare
#' with approximate results is useful for benchmarking and determining
#' parameter settings of the approximate methods.
#'
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `reference` data must be passed in the same orientation as
#' `query`. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param reference Matrix of `m` reference items, with observations in the rows
#' and features in the columns. The nearest neighbors to the queries are
#' calculated from this data. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `query` data must be passed in the same format and
#' orientation as `reference`. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format.
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `query` and `reference`
#' orientation stores each observation as a column (the orientation must be
#' consistent). The default `"R"` means that observations are stored in each
#' row. Storing the data by row is usually more convenient, but internally
#' your data will be converted to column storage. Passing it already
#' column-oriented will save some memory and (a small amount of) CPU usage.
#' @return the nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices in
#' `reference`.
#' * `dist` an n by k matrix containing the nearest neighbor distances to the
#' items in `reference`.
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # For each item in iris_query find the 4 nearest neighbors in iris_ref
#' # If you pass a data frame, non-numeric columns are removed
#' # set verbose = TRUE to get details on the progress being made
#' iris_query_nn <- brute_force_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "euclidean", verbose = TRUE
#' )
#'
#' # Manhattan (l1) distance
#' iris_query_nn <- brute_force_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "manhattan"
#' )
#' @export
brute_force_knn_query <- function(query,
reference,
k,
metric = "euclidean",
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
actual_metric <- get_actual_metric(use_alt_metric, metric, reference, verbose)
check_sparse(reference, query)
reference <- x2m(reference)
query <- x2m(query)
if (obs == "R") {
reference <- Matrix::t(reference)
query <- Matrix::t(query)
}
check_k(k, ncol(reference))
tsmessage(
thread_msg(
"Calculating brute force k-nearest neighbors from reference with k = ",
k,
n_threads = n_threads
)
)
if (is_sparse(reference)) {
res <- rnn_sparse_brute_force_query(
ref_ind = reference@i,
ref_ptr = reference@p,
ref_data = reference@x,
query_ind = query@i,
query_ptr = query@p,
query_data = query@x,
ndim = nrow(query),
nnbrs = k,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else if (is.logical(reference)) {
res <- rnn_logical_brute_force_query(reference,
query,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
} else {
res <- rnn_brute_force_query(reference,
query,
k,
actual_metric,
n_threads = n_threads,
verbose = verbose
)
}
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(reference))
}
tsmessage("Finished")
res
}
#' Query nearest neighbors by random selection
#'
#' Run queries against reference data to return randomly selected neighbors.
#' This is not a useful query method on its own, but can be used with other
#' methods which require initialization.
#'
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `reference` data must be passed in the same orientation as
#' `query`. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param reference Matrix of `m` reference items, with observations in the rows
#' and features in the columns. The nearest neighbors to the queries are
#' randomly selected from this data. Optionally, the data may be passed with
#' the observations in the columns, by setting `obs = "C"`, which should be
#' more efficient. The `query` data must be passed in the same orientation
#' and format as `reference`. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format.
#' @param k Number of nearest neighbors to return.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param order_by_distance If `TRUE` (the default), then results for each
#' item are returned by increasing distance. If you don't need the results
#' sorted, e.g. you are going to pass the results as initialization to another
#' routine like [graph_knn_query()], set this to `FALSE` to save a
#' small amount of computational time.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `query` and `reference`
#' orientation stores each observation as a column (the orientation must be
#' consistent). The default `"R"` means that observations are stored in each
#' row. Storing the data by row is usually more convenient, but internally
#' your data will be converted to column storage. Passing it already
#' column-oriented will save some memory and (a small amount of) CPU usage.
#' @return an approximate nearest neighbor graph as a list containing:
#' * `idx` an n by k matrix containing the nearest neighbor indices.
#' * `dist` an n by k matrix containing the nearest neighbor distances.
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # For each item in iris_query find 4 random neighbors in iris_ref
#' # If you pass a data frame, non-numeric columns are removed
#' # set verbose = TRUE to get details on the progress being made
#' iris_query_random_nbrs <- random_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "euclidean", verbose = TRUE
#' )
#'
#' # Manhattan (l1) distance
#' iris_query_random_nbrs <- random_knn_query(iris_query,
#' reference = iris_ref,
#' k = 4, metric = "manhattan"
#' )
#' @export
random_knn_query <-
function(query,
reference,
k,
metric = "euclidean",
use_alt_metric = TRUE,
order_by_distance = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
n_obs <- switch(obs,
R = nrow,
C = ncol,
stop("Unknown obs type")
)
check_sparse(reference, query)
reference <- x2m(reference)
query <- x2m(query)
check_k(k, n_obs(reference))
actual_metric <-
get_actual_metric(use_alt_metric, metric, reference, verbose)
if (obs == "R") {
reference <- Matrix::t(reference)
query <- Matrix::t(query)
}
res <- random_knn_impl(
reference = reference,
query = query,
k = k,
actual_metric = actual_metric,
order_by_distance = order_by_distance,
n_threads = n_threads,
verbose = verbose
)
res$idx <- res$idx + 1
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(reference))
}
tsmessage("Finished")
res
}
#' Query a search graph for nearest neighbors
#'
#' Run queries against a search graph, to return nearest neighbors taken from
#' the reference data used to build that graph.
#'
#' A greedy beam search is used to query the graph, combining two search pruning
#' strategies. The first, due to Iwasaki and Miyazaki (2018), only considers
#' new candidates within a relative distance of the current furthest neighbor
#' in the query's graph. The second, due to Harwood and Drummond (2016), puts a
#' limit on the absolute number of distance calculations to carry out. See the
#' `epsilon` and `max_search_fraction` parameters respectively.
#'
#' @param query Matrix of `n` query items, with observations in the rows and
#' features in the columns. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `reference` data must be passed in the same orientation as
#' `query`. Possible formats are [base::data.frame()], [base::matrix()]
#' or [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix`
#' format. Dataframes will be converted to `numerical` matrix format
#' internally, so if your data columns are `logical` and intended to be used
#' with the specialized binary `metric`s, you should convert it to a logical
#' matrix first (otherwise you will get the slower dense numerical version).
#' @param reference Matrix of `m` reference items, with observations in the rows
#' and features in the columns. The nearest neighbors to the queries are
#' calculated from this data. Optionally, the data may be passed with the
#' observations in the columns, by setting `obs = "C"`, which should be more
#' efficient. The `query` data must be passed in the same format and
#' orientation as `reference`. Possible formats are [base::data.frame()],
#' [base::matrix()] or [Matrix::sparseMatrix()]. Sparse matrices should be in
#' `dgCMatrix` format.
#' @param reference_graph Search graph of the `reference` data. A neighbor
#' graph, such as that output from [nnd_knn()] can be used, but
#' preferably a suitably prepared sparse search graph should be used, such as
#' that output by [prepare_search_graph()].
#' @param k Number of nearest neighbors to return. Optional if `init` is
#' specified.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably the
#' only reason to set this to `FALSE` is if you suspect that some sort of
#' numeric issue is occurring with your data in the alternative code path. If
#' a search forest is used for initialization via the `init` parameter, then
#' the metric is fetched from there and this setting is ignored.
#' @param init Initial `query` neighbor graph to optimize. If not provided, `k`
#' random neighbors are created. If provided, the input format must be one of:
#' 1. A list containing:
#'
#' * `idx` an `n` by `k` matrix containing the nearest neighbor indices.
#' * `dist` (optional) an `n` by `k` matrix containing the nearest neighbor
#' distances.
#'
#' If `k` and `init` are specified as arguments to this function, and the
#' number of neighbors provided in `init` is not equal to `k` then:
#'
#' * if `k` is smaller, only the `k` closest values in `init` are retained.
#' * if `k` is larger, then random neighbors will be chosen to fill `init` to
#' the size of `k`. Note that there is no checking if any of the random
#' neighbors are duplicates of what is already in `init` so effectively fewer
#' than `k` neighbors may be chosen for some observations under these
#' circumstances.
#'
#' If the input distances are omitted, they will be calculated for you.
#' 1. A random projection forest, such as that returned from [rpf_build()] or
#' [rpf_knn()] with `ret_forest = TRUE`.
#' @param epsilon Controls trade-off between accuracy and search cost, as
#' described by Iwasaki and Miyazaki (2018), by specifying a distance
#' tolerance on whether to explore the neighbors of candidate points. The
#' larger the value, the more neighbors will be searched. A value of 0.1
#' allows query-candidate distances to be 10% larger than the current
#' most-distant neighbor of the query point, 0.2 means 20%, and so on.
#' Suggested values are between 0-0.5, although this value is highly dependent
#' on the distribution of distances in the dataset (higher dimensional data
#' should choose a smaller cutoff). Too large a value of `epsilon` will result
#' in the query search approaching brute force comparison. Use this parameter
#' in conjunction with `max_search_fraction` and [prepare_search_graph()] to
#' prevent excessive run time. Default is 0.1. If you set `verbose = TRUE`,
#' statistics of the number of distance calculations will be logged which
#' can help you tune `epsilon`.
#' @param max_search_fraction Maximum fraction of the reference data to search.
#' This is a value between 0 (search none of the reference data) and 1 (search
#' all of the data if necessary). This works in conjunction with `epsilon` and
#' will terminate the search early if the specified fraction of the reference
#' data has been searched. Default is 1.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `query` and `reference`
#' orientation stores each observation as a column (the orientation must be
#' consistent). The default `"R"` means that observations are stored in each
#' row. Storing the data by row is usually more convenient, but internally
#' your data will be converted to column storage. Passing it already
#' column-oriented will save some memory and (a small amount of) CPU usage.
#' @return the approximate nearest neighbor graph as a list containing:
#' * `idx` a `n` by `k` matrix containing the nearest neighbor indices
#' specifying the row of the neighbor in `reference`.
#' * `dist` a `n` by `k` matrix containing the nearest neighbor distances.
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # First, find the approximate 4-nearest neighbor graph for the references:
#' iris_ref_graph <- nnd_knn(iris_ref, k = 4)
#'
#' # For each item in iris_query find the 4 nearest neighbors in iris_ref.
#' # You need to pass both the reference data and the reference graph.
#' # If you pass a data frame, non-numeric columns are removed.
#' # set verbose = TRUE to get details on the progress being made
#' iris_query_nn <- graph_knn_query(iris_query, iris_ref, iris_ref_graph,
#' k = 4, metric = "euclidean", verbose = TRUE
#' )
#'
#' # A more complete example, converting the initial knn into a search graph
#' # and using a filtered random projection forest to initialize the search
#' # create initial knn and forest
#' iris_ref_graph <- nnd_knn(iris_ref, k = 4, init = "tree", ret_forest = TRUE)
#' # keep the best tree in the forest
#' forest <- rpf_filter(iris_ref_graph, n_trees = 1)
#' # expand the knn into a search graph
#' iris_ref_search_graph <- prepare_search_graph(iris_ref, iris_ref_graph)
#' # run the query with the improved graph and initialization
#' iris_query_nn <- graph_knn_query(iris_query, iris_ref, iris_ref_search_graph,
#' init = forest, k = 4
#' )
#'
#' @references
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#'
#' Iwasaki, M., & Miyazaki, D. (2018).
#' Optimization of indexing based on k-nearest neighbor graph for proximity
#' search in high-dimensional data.
#' *arXiv preprint arXiv:1810.07355*.
#' @export
graph_knn_query <- function(query,
reference,
reference_graph,
k = NULL,
metric = "euclidean",
init = NULL,
epsilon = 0.1,
max_search_fraction = 1.0,
use_alt_metric = TRUE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
check_sparse(reference, query)
reference <- x2m(reference)
query <- x2m(query)
if (obs == "R") {
reference <- Matrix::t(reference)
query <- Matrix::t(query)
}
if (is.list(init) && is_rpforest(init)) {
tsmessage("Reading metric data from forest")
actual_metric <- init$actual_metric
metric <- init$original_metric
use_alt_metric <- init$use_alt_metric
if (use_alt_metric && metric != actual_metric) {
tsmessage("Using alt metric '", actual_metric, "' for '", metric, "'")
} else {
tsmessage("Using metric '", metric, "'")
}
} else {
actual_metric <-
get_actual_metric(use_alt_metric, metric, reference, verbose)
}
# reference and query must be column-oriented at this point
if (is.null(init)) {
if (is.null(k)) {
if (is.list(reference_graph)) {
k <- get_reference_graph_k(reference_graph)
tsmessage("Using k = ", k, " from graph")
} else {
stop("Must provide k")
}
}
check_k(k, ncol(reference))
tsmessage("Initializing from random neighbors")
init <- random_knn_impl(
query = query,
reference = reference,
k = k,
actual_metric = actual_metric,
order_by_distance = FALSE,
n_threads = n_threads,
verbose = verbose
)
# FIXME: can we just do the unzeroing inside the init?
init$idx <- init$idx + 1
} else if (is.list(init) && is_rpforest(init)) {
init <- rpf_knn_query(
query = query,
reference = reference,
forest = init,
k = k,
cache = TRUE,
n_threads = n_threads,
verbose = verbose,
obs = "C"
)
if (use_alt_metric) {
init$dist <-
apply_alt_metric_uncorrection(metric, init$dist, is_sparse(reference))
}
} else if ((is.list(init) && !is.null(init$idx)) || is.matrix(init)) {
tsmessage("Initializing from user-supplied graph")
if (is.matrix(init)) {
init <- list(idx = init)
}
# user-supplied distances may need to be transformed to the actual metric
if (use_alt_metric && !is.null(init$dist)) {
init$dist <-
apply_alt_metric_uncorrection(metric, init$dist, is_sparse(reference))
}
if (is.null(k)) {
k <- ncol(init$idx)
tsmessage("Using k = ", k, " from initial graph")
}
} else {
stop("Unsupported type of 'init'")
}
init <-
prepare_init_graph(
nn = init,
k = k,
query = query,
data = reference,
metric = actual_metric,
n_threads = n_threads,
verbose = verbose
)
if (is.list(reference_graph) && any(reference_graph$idx == 0)) {
tsmessage("Warning: reference knn graph contains missing data")
}
stopifnot(
!is.null(query),
(
methods::is(query, "matrix") ||
methods::is(query, "sparseMatrix")
)
)
stopifnot(
!is.null(init$idx),
methods::is(init$idx, "matrix"),
ncol(init$idx) == k,
nrow(init$idx) == ncol(query)
)
stopifnot(
!is.null(init$dist),
methods::is(init$dist, "matrix"),
ncol(init$dist) == k,
nrow(init$dist) == ncol(query)
)
if (is.list(reference_graph)) {
reference_dist <- reference_graph$dist
reference_idx <- reference_graph$idx
stopifnot(!is.null(reference), (
methods::is(reference, "matrix") ||
methods::is(reference, "sparseMatrix")
))
stopifnot(
!is.null(reference_idx),
methods::is(reference_idx, "matrix"),
nrow(reference_idx) == ncol(reference)
)
stopifnot(
!is.null(reference_dist),
methods::is(reference_dist, "matrix"),
nrow(reference_dist) == ncol(reference)
)
reference_graph_list <- graph_to_list(reference_graph)
} else {
stopifnot(methods::is(reference_graph, "sparseMatrix"))
reference_graph_list <- tcsparse_to_list(reference_graph)
}
tsmessage(
thread_msg(
"Searching nearest neighbor graph with epsilon = ",
epsilon,
" and max_search_fraction = ",
max_search_fraction,
n_threads = n_threads
)
)
args <- list(
reference_graph_list = reference_graph_list,
nn_idx = init$idx,
nn_dist = init$dist,
metric = actual_metric,
epsilon = epsilon,
max_search_fraction = max_search_fraction,
n_threads = n_threads,
verbose = verbose
)
if (is_sparse(reference)) {
res <- do.call(
rnn_sparse_query,
c(
list(
ref_ind = reference@i,
ref_ptr = reference@p,
ref_data = reference@x,
query_ind = query@i,
query_ptr = query@p,
query_data = query@x,
ndim = nrow(reference)
),
args
)
)
} else if (is.logical(reference)) {
res <- do.call(
rnn_logical_query,
c(
list(reference = reference, query = query),
args
)
)
} else {
res <- do.call(
rnn_query,
c(
list(reference = reference, query = query),
args
)
)
}
if (use_alt_metric) {
res$dist <-
apply_alt_metric_correction(metric, res$dist, is_sparse(reference))
}
tsmessage("Finished")
res
}
# Search Graph Preparation ------------------------------------------------
#' Convert a nearest neighbor graph into a search graph
#'
#' Create a graph using existing nearest neighbor data to balance search
#' speed and accuracy using the occlusion pruning and truncation strategies
#' of Harwood and Drummond (2016). The resulting search graph should be more
#' efficient for querying new data than the original nearest neighbor graph.
#'
#' An approximate nearest neighbor graph is not very useful for querying via
#' [graph_knn_query()], especially if the query data is initialized randomly:
#' some items in the data set may not be in the nearest neighbor list of any
#' other item and can therefore never be returned as a neighbor, no matter how
#' close they are to the query. Even those which do appear in at least one
#' neighbor list may not be reachable by expanding an arbitrary starting list if
#' the neighbor graph contains disconnected components.
#'
#' Converting the directed graph represented by the neighbor graph to an
#' undirected graph by adding an edge from item `j` to `i` if
#' an edge exists from `i` to `j` (i.e. creating the mutual neighbor
#' graph) solves the problems above, but can result in inefficient searches.
#' Although the out-degree of each item is restricted to the number of neighbors
#' the in-degree has no such restrictions: a given item could be very "popular"
#' and in a large number of neighbors lists. Therefore mutualizing the neighbor
#' graph can result in some items with a large number of neighbors to search.
#' These usually have very similar neighborhoods so there is nothing to be
#' gained from searching all of them.
#'
#' To balance accuracy and search time, the following procedure is carried out:
#'
#' 1. The graph is "diversified" by occlusion pruning.
#' 1. The reverse graph is formed by reversing the direction of all edges in
#' the pruned graph.
#' 1. The reverse graph is diversified by occlusion pruning.
#' 1. The pruned forward and pruned reverse graph are merged.
#' 1. The outdegree of each node in the merged graph is truncated.
#' 1. The truncated merged graph is returned as the prepared search graph.
#'
#' Explicit zero distances in the `graph` will be converted to a small positive
#' number to avoid being dropped in the sparse representation. The one exception
#' is the "self" distance, i.e. any edge in the `graph` which links a node to
#' itself (the diagonal of the sparse distance matrix). These trivial edges
#' aren't useful for search purposes and are always dropped.
#'
#' @param data Matrix of `n` items, with observations in the rows and features
#' in the columns. Optionally, input can be passed with observations in the
#' columns, by setting `obs = "C"`, which should be more efficient. Possible
#' formats are [base::data.frame()], [base::matrix()] or
#' [Matrix::sparseMatrix()]. Sparse matrices should be in `dgCMatrix` format.
#' Dataframes will be converted to `numerical` matrix format internally, so if
#' your data columns are `logical` and intended to be used with the
#' specialized binary `metric`s, you should convert it to a logical matrix
#' first (otherwise you will get the slower dense numerical version).
#' @param graph neighbor graph for `data`, a list containing:
#' * `idx` an `n` by `k` matrix containing the nearest neighbor indices of
#' the data in `data`.
#' * `dist` an `n` by `k` matrix containing the nearest neighbor distances.
#' @param metric Type of distance calculation to use. One of:
#' - `"braycurtis"`
#' - `"canberra"`
#' - `"chebyshev"`
#' - `"correlation"` (1 minus the Pearson correlation)
#' - `"cosine"`
#' - `"dice"`
#' - `"euclidean"`
#' - `"hamming"`
#' - `"hellinger"`
#' - `"jaccard"`
#' - `"jensenshannon"`
#' - `"kulsinski"`
#' - `"sqeuclidean"` (squared Euclidean)
#' - `"manhattan"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"spearmanr"` (1 minus the Spearman rank correlation)
#' - `"symmetrickl"` (symmetric Kullback-Leibler divergence)
#' - `"tsss"` (Triangle Area Similarity-Sector Area Similarity or TS-SS
#' metric)
#' - `"yule"`
#'
#' For non-sparse data, the following variants are available with
#' preprocessing: this trades memory for a potential speed up during the
#' distance calculation. Some minor numerical differences should be expected
#' compared to the non-preprocessed versions:
#' - `"cosine-preprocess"`: `cosine` with preprocessing.
#' - `"correlation-preprocess"`: `correlation` with preprocessing.
#'
#' For non-sparse binary data passed as a `logical` matrix, the following
#' metrics have specialized variants which should be substantially faster than
#' the non-binary variants (in other cases the logical data will be treated as
#' a dense numeric vector of 0s and 1s):
#' - `"dice"`
#' - `"hamming"`
#' - `"jaccard"`
#' - `"kulsinski"`
#' - `"matching"`
#' - `"rogerstanimoto"`
#' - `"russellrao"`
#' - `"sokalmichener"`
#' - `"sokalsneath"`
#' - `"yule"`
#' @param use_alt_metric If `TRUE`, use faster metrics that maintain the
#' ordering of distances internally (e.g. squared Euclidean distances if using
#' `metric = "euclidean"`), then apply a correction at the end. Probably
#' the only reason to set this to `FALSE` is if you suspect that some
#' sort of numeric issue is occurring with your data in the alternative code
#' path.
#' @param diversify_prob the degree of diversification of the search graph
#' by removing unnecessary edges through occlusion pruning. This should take a
#' value between `0` (no diversification) and `1` (remove as many edges as
#' possible) and is treated as the probability of a neighbor being removed if
#' it is found to be an "occlusion". If item `p` and `q`, two members of the
#' neighbor list of item `i`, are closer to each other than they are to `i`,
#' then the nearer neighbor `p` is said to "occlude" `q`. It is likely that
#' `q` will be in the neighbor list of `p` so there is no need to retain it in
#' the neighbor list of `i`. You may also set this to `NULL` to skip any
#' occlusion pruning. Note that occlusion pruning is carried out twice, once
#' to the forward neighbors, and once to the reverse neighbors. Reducing this
#' value will result in a more dense graph. This is similar to increasing the
#' "alpha" parameter used by in the DiskAnn pruning method of Subramanya and
#' co-workers (2014).
#' @param pruning_degree_multiplier How strongly to truncate the final neighbor
#' list for each item. The neighbor list of each item will be truncated to
#' retain only the closest `d` neighbors, where
#' `d = k * pruning_degree_multiplier`, and `k` is the
#' original number of neighbors per item in `graph`. Roughly, values
#' larger than `1` will keep all the nearest neighbors of an item, plus
#' the given fraction of reverse neighbors (if they exist). For example,
#' setting this to `1.5` will keep all the forward neighbors and then
#' half as many of the reverse neighbors, although exactly which neighbors are
#' retained is also dependent on any occlusion pruning that occurs. Set this
#' to `NULL` to skip this step.
#' @param prune_reverse If `TRUE`, prune the reverse neighbors of each item
#' before the reverse graph diversification step using
#' `pruning_degree_multiplier`. Because the number of reverse neighbors can be
#' much larger than the number of forward neighbors, this can help to avoid
#' excessive computation during the diversification step, with little overall
#' effect on the final search graph. Default is `FALSE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @param obs set to `"C"` to indicate that the input `data` orientation stores
#' each observation as a column. The default `"R"` means that observations are
#' stored in each row. Storing the data by row is usually more convenient, but
#' internally your data will be converted to column storage. Passing it
#' already column-oriented will save some memory and (a small amount of) CPU
#' usage.
#' @return a search graph for `data` based on `graph`, represented as a sparse
#' matrix, suitable for use with [graph_knn_query()].
#' @examples
#' # 100 reference iris items
#' iris_ref <- iris[iris$Species %in% c("setosa", "versicolor"), ]
#'
#' # 50 query items
#' iris_query <- iris[iris$Species == "versicolor", ]
#'
#' # First, find the approximate 4-nearest neighbor graph for the references:
#' ref_ann_graph <- nnd_knn(iris_ref, k = 4)
#'
#' # Create a graph for querying with
#' ref_search_graph <- prepare_search_graph(iris_ref, ref_ann_graph)
#'
#' # Using the search graph rather than the ref_ann_graph directly may give
#' # more accurate or faster results
#' iris_query_nn <- graph_knn_query(
#' query = iris_query, reference = iris_ref,
#' reference_graph = ref_search_graph, k = 4, metric = "euclidean",
#' verbose = TRUE
#' )
#' @references
#' Harwood, B., & Drummond, T. (2016).
#' Fanng: Fast approximate nearest neighbour graphs.
#' In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
#' (pp. 5713-5722).
#'
#' Jayaram Subramanya, S., Devvrit, F., Simhadri, H. V., Krishnawamy, R., & Kadekodi, R. (2019).
#' Diskann: Fast accurate billion-point nearest neighbor search on a single node.
#' *Advances in Neural Information Processing Systems*, *32*.
#' @seealso [graph_knn_query()]
#' @export
prepare_search_graph <- function(data,
graph,
metric = "euclidean",
use_alt_metric = TRUE,
diversify_prob = 1.0,
pruning_degree_multiplier = 1.5,
prune_reverse = FALSE,
n_threads = 0,
verbose = FALSE,
obs = "R") {
obs <- match.arg(toupper(obs), c("C", "R"))
if (!is.null(pruning_degree_multiplier)) {
stopifnot(pruning_degree_multiplier > 0)
}
if (!is.null(diversify_prob)) {
stopifnot(
diversify_prob <= 1,
diversify_prob >= 0
)
}
actual_metric <-
get_actual_metric(use_alt_metric, metric, data, verbose)
if (is_sparse(graph)) {
sp <- Matrix::t(graph)
n_nbrs <- mean(diff(sp@p))
} else {
n_nbrs <- check_graph(graph)$k
tsmessage("Converting graph to sparse format")
sp <- graph_to_csparse(graph)
}
if (use_alt_metric) {
sp@x <-
apply_alt_metric_uncorrection(metric, sp@x, is_sparse(data))
}
sp <- preserve_zeros(sp)
data <- x2m(data)
if (obs == "R") {
data <- Matrix::t(data)
}
if (!is.null(diversify_prob) && diversify_prob > 0) {
tsmessage("Diversifying forward graph")
fdiv <- diversify(
data,
sp,
metric = actual_metric,
prune_probability = diversify_prob,
verbose = verbose,
n_threads = n_threads
)
} else {
fdiv <- sp
tsmessage(
"Forward graph has # edges = ",
Matrix::nnzero(fdiv),
" (",
formatC(100 * nn_sparsity_sp(fdiv)),
"% sparse)"
)
}
rsp <- reverse_knn_sp(fdiv)
if (!is.null(diversify_prob) && diversify_prob > 0) {
if (prune_reverse && !is.null(pruning_degree_multiplier) &&
!is.infinite(pruning_degree_multiplier)) {
max_degree <- max(round(n_nbrs * pruning_degree_multiplier), 1)
tsmessage("Degree pruning reverse graph to max degree: ", max_degree)
rsp <-
degree_prune(
rsp,
max_degree = max_degree,
verbose = verbose,
n_threads = n_threads
)
}
tsmessage("Diversifying reverse graph")
rdiv <- diversify(
data,
rsp,
metric = actual_metric,
prune_probability = diversify_prob,
verbose = verbose,
n_threads = n_threads
)
} else {
rdiv <- rsp
tsmessage(
"Reverse graph has # edges = ",
Matrix::nnzero(rdiv),
" (",
formatC(100 * nn_sparsity_sp(rdiv)),
"% sparse)"
)
}
tsmessage("Merging diversified forward and reverse graph")
merged <- merge_graphs_sp(fdiv, rdiv)
if (!is.null(pruning_degree_multiplier) &&
!is.infinite(pruning_degree_multiplier)) {
max_degree <- max(round(n_nbrs * pruning_degree_multiplier), 1)
tsmessage("Degree pruning merged graph to max degree: ", max_degree)
res <-
degree_prune(
merged,
max_degree = max_degree,
verbose = verbose,
n_threads = n_threads
)
} else {
res <- merged
tsmessage(
"Merged graph has # edges = ",
Matrix::nnzero(res),
" (",
formatC(100 * nn_sparsity_sp(res)),
"% sparse)"
)
}
if (use_alt_metric) {
res@x <-
apply_alt_metric_correction(metric, res@x, is_sparse(data))
}
tsmessage("Finished preparing search graph")
# return this pre-transposed so we don't have to do it in graph_knn_query
Matrix::t(res)
}
# Harwood, B., & Drummond, T. (2016).
# Fanng: Fast approximate nearest neighbour graphs.
# In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
# (pp. 5713-5722).
# "Occlusion pruning"
#
# prune_probability behaves a bit like (but in the opposite direction of) alpha
# Jayaram Subramanya, S., Devvrit, F., Simhadri, H. V., Krishnawamy, R., & Kadekodi, R. (2019).
# Diskann: Fast accurate billion-point nearest neighbor search on a single node.
# Advances in Neural Information Processing Systems, 32.
# the pynndescent implementation at cmuparlay/pbbsbench uses alpha instead of
# a prune_probability (see also https://arxiv.org/abs/2305.04359)
diversify <- function(data,
graph,
metric = "euclidean",
prune_probability = 1.0,
n_threads = 0,
verbose = FALSE) {
nnz_before <- Matrix::nnzero(graph)
sp_before <- nn_sparsity_sp(graph)
stopifnot(methods::is(graph, "sparseMatrix"))
gl <- csparse_to_list(graph)
tsmessage("Occlusion pruning with probability: ", prune_probability)
args <- list(
graph_list = gl,
metric = metric,
prune_probability = prune_probability,
n_threads = n_threads,
verbose = verbose
)
if (is_sparse(data)) {
gl_div <- do.call(rnn_sparse_diversify, c(args, list(
ind = data@i,
ptr = data@p,
data = data@x,
ndim = nrow(data)
)))
} else if (is.logical(data)) {
gl_div <- do.call(rnn_logical_diversify, c(args, list(
data = data
)))
} else {
gl_div <- do.call(rnn_diversify, c(args, list(
data = data
)))
}
res <- list_to_sparse(gl_div)
nnz_after <- Matrix::nnzero(res)
tsmessage(
"Diversifying reduced # edges from ",
nnz_before,
" to ",
nnz_after,
" (",
formatC(100 * sp_before),
"% to ",
formatC(100 * nn_sparsity_sp(res)),
"% sparse)"
)
res
}
# FANNG: Fast Approximate Nearest Neighbour Graphs
# "truncating"
# Harwood, B., & Drummond, T. (2016).
# Fanng: Fast approximate nearest neighbour graphs.
# In *Proceedings of the IEEE Conference on Computer Vision and Pattern Recognition*
# (pp. 5713-5722).
degree_prune <-
function(graph,
max_degree = 20,
n_threads = 0,
verbose = FALSE) {
stopifnot(methods::is(graph, "sparseMatrix"))
nnz_before <- Matrix::nnzero(graph)
sp_before <- nn_sparsity_sp(graph)
gl <- csparse_to_list(graph)
gl_div <-
rnn_degree_prune(gl, max_degree, n_threads = n_threads)
res <- list_to_sparse(gl_div)
nnz_after <- Matrix::nnzero(res)
tsmessage(
"Degree pruning to max ",
max_degree,
" reduced # edges from ",
nnz_before,
" to ",
nnz_after,
" (",
formatC(100 * sp_before),
"% to ",
formatC(100 * nn_sparsity_sp(res)),
"% sparse)"
)
res
}
merge_graphs_sp <- function(g1, g2) {
gl1 <- csparse_to_list(g1)
gl2 <- csparse_to_list(g2)
gl_merge <- rnn_merge_graph_lists(gl1, gl2)
list_to_sparse(gl_merge)
}
nn_sparsity <- function(graph) {
sum(graph$idx == 0) / prod(dim(graph$idx))
}
nn_sparsity_sp <- function(graph) {
Matrix::nnzero(graph) / prod(graph@Dim)
}
reverse_knn_sp <- function(graph) {
stopifnot(methods::is(graph, "sparseMatrix"))
Matrix::t(Matrix::drop0(graph))
}
# Merge -------------------------------------------------------------------
#' Merge multiple approximate nearest neighbors graphs
#'
#' `merge_knn` takes a list of nearest neighbor graphs and merges them into a
#' single graph, with the same number of neighbors as the first graph. This is
#' useful to combine the results of multiple different nearest neighbor
#' searches: the output will be at least as accurate as the most accurate of the
#' two input graphs, and ideally will be more accurate than either.
#'
#' @param graphs A list of nearest neighbor graphs to merge. Each item in the
#' list should consist of a sub-list containing:
#' * `idx` an n by k matrix containing the k nearest neighbor indices.
#' * `dist` an n by k matrix containing k nearest neighbor distances.
#' The number of neighbors can differ between graphs, but the merged result
#' will have the same number of neighbors as the first graph in the list.
#' @param is_query If `TRUE` then the graphs are treated as the result of a knn
#' query, not a knn building process. Or: is the graph bipartite? This should
#' be set to `TRUE` if `nn_graphs` are the results of using e.g.
#' [graph_knn_query()] or [random_knn_query()], and set to `FALSE` if these
#' are the results of [nnd_knn()] or [random_knn()]. The difference is that if
#' `is_query = FALSE`, if an index `p` is found in `nn_graph1[i, ]`, i.e. `p`
#' is a neighbor of `i` with distance `d`, then it is assumed that `i` is a
#' neighbor of `p` with the same distance. If `is_query = TRUE`, then `i` and
#' `p` are indexes into two different datasets and the symmetry does not hold.
#' If you aren't sure what case applies to you, it's safe (but potentially
#' inefficient) to set `is_query = TRUE`.
#' @param n_threads Number of threads to use.
#' @param verbose If `TRUE`, log information to the console.
#' @return a list containing:
#' * `idx` an n by k matrix containing the merged nearest neighbor indices.
#' * `dist` an n by k matrix containing the merged nearest neighbor distances.
#'
#' The size of `k` in the output graph is the same as that of the first
#' item in `nn_graphs`.
#' @examples
#' set.seed(1337)
#' # Nearest neighbor descent with 15 neighbors for iris three times,
#' # starting from a different random initialization each time
#' iris_rnn1 <- nnd_knn(iris, k = 15, n_iters = 1)
#' iris_rnn2 <- nnd_knn(iris, k = 15, n_iters = 1)
#' iris_rnn3 <- nnd_knn(iris, k = 15, n_iters = 1)
#'
#' # Merged results should be an improvement over individual results
#' iris_mnn <- merge_knn(list(iris_rnn1, iris_rnn2, iris_rnn3))
#' sum(iris_mnn$dist) < sum(iris_rnn1$dist)
#' sum(iris_mnn$dist) < sum(iris_rnn2$dist)
#' sum(iris_mnn$dist) < sum(iris_rnn3$dist)
#' @export
merge_knn <- function(graphs,
is_query = FALSE,
n_threads = 0,
verbose = FALSE) {
if (length(graphs) == 0) {
return(list())
}
validate_are_mergeablel(graphs)
rnn_merge_nn_all(graphs,
is_query,
n_threads = n_threads,
verbose = verbose
)
}
# Overlap -----------------------------------------------------------------
#' Overlap between the indices of two nearest neighbor graphs
#'
#' Calculates the mean average number of neighbors in common between the two
#' graphs. The per-item overlap can also be returned. This function can be
#' useful as a measure of accuracy of approximation algorithms, if the
#' exact nearest neighbors are known, or as a measure of diversity of two
#' different approximate graphs.
#'
#' The graph format is the same as that returned by e.g. [nnd_knn()] and should
#' be of dimensions n by k, where n is the number of points and k is the number
#' of neighbors. If you pass a neighbor graph directly, the index matrix will be
#' extracted if present. If the two graphs have different numbers of neighbors,
#' then the smaller number of neighbors is used.
#'
#' @param idx1 Indices of a nearest neighbor graph, i.e. a matrix of nearest
#' neighbor indices. Can also be a list containing an `idx` element.
#' @param idx2 Indices of a nearest neighbor graph, i.e. a matrix of nearest
#' neighbor indices. Can also be a list containing an `idx` element. This is
#' considered to be the ground truth.
#' @param k Number of neighbors to consider. If `NULL`, then the minimum of the
#' number of neighbors in `idx1` and `idx2` is used.
#' @param ret_vec If `TRUE`, also return a vector containing the per-item overlap.
#' @return The mean overlap between `idx1` and `idx2`. If `ret_vec = TRUE`,
#' then a list containing the mean overlap and the overlap of each item in
#' is returned with names `mean` and `overlaps`, respectively.
#' @examples
#' set.seed(1337)
#' # Generate two random neighbor graphs for iris
#' iris_rnn1 <- random_knn(iris, k = 15)
#' iris_rnn2 <- random_knn(iris, k = 15)
#'
#' # Overlap between the two graphs
#' mean_overlap <- neighbor_overlap(iris_rnn1, iris_rnn2)
#'
#' # Also get a vector of per-item overlap
#' overlap_res <- neighbor_overlap(iris_rnn1, iris_rnn2, ret_vec = TRUE)
#' summary(overlap_res$overlaps)
#' @export
neighbor_overlap <-
function(idx1,
idx2,
k = NULL,
ret_vec = FALSE) {
vec <- neighbor_overlapv(idx1, idx2, k)
mean_overlap <- mean(vec)
if (ret_vec) {
res <- list(
mean = mean_overlap,
overlaps = vec
)
} else {
res <- mean_overlap
}
res
}
neighbor_overlapv <-
function(idx,
ref_idx,
k = NULL) {
if (is.list(idx)) {
idx <- idx$idx
}
if (is.list(ref_idx)) {
ref_idx <- ref_idx$idx
}
if (is.null(k)) {
k <- min(ncol(idx), ncol(ref_idx))
}
if (ncol(ref_idx) < k) {
stop("Not enough columns in ref_idx for k = ", k)
}
n <- nrow(idx)
if (nrow(ref_idx) != n) {
stop("Not enough rows in ref_idx")
}
nbr_start <- 1
nbr_end <- k
ref_start <- nbr_start
ref_end <- nbr_end
nbr_range <- nbr_start:nbr_end
ref_range <- ref_start:ref_end
total_intersect <- rep(0, times = n)
for (i in 1:n) {
total_intersect[i] <-
length(intersect(idx[i, nbr_range], ref_idx[i, ref_range]))
}
total_intersect / k
}
Try the rnndescent package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.