void em_train(float *input_data, float *component_memberships, float *loglikelihoods,int num_components, int num_dimensions,int num_events,int min_iters,int max_iters, char* cvtype, float *ret_likelihood, float **ret_mean, float **ret_covars) {
float* N = (float*)malloc(sizeof(float) * num_components); // expected # of pixels in component: [M]
float* pi = (float*)malloc(sizeof(float) * num_components); // probability of component in GMM: [M]
float* CP = (float*)malloc(sizeof(float) * num_components); //cluster probability [M]
float* constant = (float*)malloc(sizeof(float) * num_components); // Normalizing constant [M]
float* avgvar = (float*)malloc(sizeof(float) * num_components); // average variance [M]
float* means = (float*)malloc(sizeof(float) * num_components * num_dimensions); // Spectral mean for the component: [M*D]
float* R = (float*)malloc(sizeof(float) * num_components * num_dimensions * num_dimensions); // Covariance matrix: [M*D*D]
float* Rinv = (float*)malloc(sizeof(float) * num_components * num_dimensions * num_dimensions); //
float* data_by_dimension;
components_t components;
components.N = N;
components.pi = pi;
components.CP = CP;
components.constant = constant;
components.avgvar = avgvar;
components.means = means;
components.R = R;
components.Rinv = Rinv;
data_by_dimension = (float*)malloc(sizeof(float) * num_events * num_dimensions);
for(int e = 0; e < num_events; e++) {
for(int d = 0; d < num_dimensions; d++) {
data_by_dimension[d * num_events + e] = input_data[e * num_dimensions + d];
}
}
seed_components(input_data,&components,num_dimensions,num_components,num_events);
// Computes the R matrix inverses, and the gaussian constant
constants (&components,num_components,num_dimensions);
// Compute average variance based on the data
compute_average_variance(input_data,&components,num_dimensions,num_components,num_events);
// Calculate an epsilon value
//int ndata_points = num_events*num_dimensions;
float epsilon = (1 + num_dimensions + 0.5 * (num_dimensions + 1) * num_dimensions) *log((float)num_events * num_dimensions) * 0.0001;
printf ("%f\n",epsilon);
int iters;
float likelihood = -100000;
float old_likelihood = likelihood * 10;
float change = epsilon*2;
iters = 0;
// This is the iterative loop for the EM algorithm.
// It re-estimates parameters, re-computes constants, and then regroups the events
// These steps keep repeating until the change in likelihood is less than some epsilon
// while(iters < min_iters || (fabs(change) > epsilon && iters < max_iters)) {
while(iters < min_iters || (iters < max_iters && change > epsilon)) {
//printf("loop");
//printf("%d\n",iters);
//printf("Training iteration: %u\n", iters);
old_likelihood = likelihood;
estep1(data_by_dimension,&components, component_memberships,num_dimensions,num_components,num_events,loglikelihoods,cvtype);
//printf("estep1\n");
estep2(data_by_dimension,&components,component_memberships,num_dimensions,num_components,num_events, &likelihood);
//printf("estep2\n");
//printf("Likelihood: %g\n", likelihood);
// This kernel computes a new N, pi isn't updated until compute_constants though
mstep_n(data_by_dimension,&components,component_memberships,num_dimensions,num_components,num_events);
//printf("mstep_n\n");
mstep_mean(data_by_dimension,&components,component_memberships, num_dimensions, num_components,num_events);
//printf("mstep_mean\n");
mstep_covar(data_by_dimension,&components,component_memberships,num_dimensions,num_components,num_events,cvtype);
//printf("mstep_covar\n");
// Inverts the R matrices, computes the constant, normalizes cluster probabilities
constants(&components,num_components,num_dimensions);
//printf("constants");
change = likelihood - old_likelihood;
//printf("%f\n",change);
iters++;
}
//printf("%f\n", likelihood);
estep1(data_by_dimension,&components,component_memberships,num_dimensions,num_components,num_events,loglikelihoods,cvtype);
estep2(data_by_dimension,&components,component_memberships,num_dimensions,num_components,num_events,&likelihood);
*ret_likelihood = likelihood;
*ret_mean = components.means;
*ret_covars = components.R;
}
////////////////////////////////////////////////////////////////////////////////
// Program main
////////////////////////////////////////////////////////////////////////////////
int
main( int argc, char** argv) {
int num_clusters;
// For profiling
clock_t seed_start, seed_end, seed_total = 0;
clock_t regroup_start, regroup_end, regroup_total = 0;
int regroup_iterations = 0;
clock_t params_start, params_end, params_total = 0;
int params_iterations = 0;
clock_t constants_start, constants_end, constants_total = 0;
int constants_iterations = 0;
clock_t total_timer = clock();
double total_time = 0;
clock_t io_timer;
double io_time = 0;
clock_t cpu_timer;
double cpu_time = 0;
io_timer = clock();
// Validate the command-line arguments, parse # of clusters, etc
if(validateArguments(argc,argv,&num_clusters)) {
return 1; //Bard args
}
int num_dimensions;
int num_events;
// Read FCS data
PRINT("Parsing input file...");
// This stores the data in a 1-D array with consecutive values being the dimensions from a single event
// (num_events by num_dimensions matrix)
float* fcs_data_by_event = readData(argv[2],&num_dimensions,&num_events);
if(!fcs_data_by_event) {
printf("Error parsing input file. This could be due to an empty file ");
printf("or an inconsistent number of dimensions. Aborting.\n");
return 1;
}
// Transpose the event data (allows coalesced access pattern in E-step kernel)
// This has consecutive values being from the same dimension of the data
// (num_dimensions by num_events matrix)
float* fcs_data_by_dimension = (float*) malloc(sizeof(float)*num_events*num_dimensions);
for(int e=0; e<num_events; e++) {
for(int d=0; d<num_dimensions; d++) {
fcs_data_by_dimension[d*num_events+e] = fcs_data_by_event[e*num_dimensions+d];
}
}
io_time += (double)(clock() - io_timer);
PRINT("Number of events: %d\n",num_events);
PRINT("Number of dimensions: %d\n",num_dimensions);
PRINT("Number of target clusters: %d\n\n",num_clusters);
cpu_timer = clock();
// Setup the cluster data structures on host
clusters_t clusters;
clusters.N = (float*) malloc(sizeof(float)*num_clusters);
clusters.pi = (float*) malloc(sizeof(float)*num_clusters);
clusters.constant = (float*) malloc(sizeof(float)*num_clusters);
clusters.avgvar = (float*) malloc(sizeof(float)*num_clusters);
clusters.means = (float*) malloc(sizeof(float)*num_dimensions*num_clusters);
clusters.R = (float*) malloc(sizeof(float)*num_dimensions*num_dimensions*num_clusters);
clusters.Rinv = (float*) malloc(sizeof(float)*num_dimensions*num_dimensions*num_clusters);
clusters.memberships = (float*) malloc(sizeof(float)*num_events*num_clusters);
if(!clusters.means || !clusters.R || !clusters.Rinv || !clusters.memberships) {
printf("ERROR: Could not allocate memory for clusters.\n");
return 1;
}
DEBUG("Finished allocating memory on host for clusters.\n");
float rissanen;
//////////////// Initialization done, starting kernels ////////////////
DEBUG("Invoking seed_clusters kernel.\n");
fflush(stdout);
// seed_clusters sets initial pi values,
// finds the means / covariances and copies it to all the clusters
// TODO: Does it make any sense to use multiple blocks for this?
seed_start = clock();
seed_clusters(fcs_data_by_event, &clusters, num_dimensions, num_clusters, num_events);
DEBUG("Invoking constants kernel.\n");
// Computes the R matrix inverses, and the gaussian constant
//constants_kernel<<<num_clusters, num_threads>>>(d_clusters,num_clusters,num_dimensions);
constants(&clusters,num_clusters,num_dimensions);
constants_iterations++;
seed_end = clock();
seed_total = seed_end - seed_start;
// Calculate an epsilon value
//int ndata_points = num_events*num_dimensions;
float epsilon = (1+num_dimensions+0.5*(num_dimensions+1)*num_dimensions)*log((float)num_events*num_dimensions)*0.01;
float likelihood, old_likelihood;
int iters;
epsilon = 1e-6;
PRINT("Gaussian.cu: epsilon = %f\n",epsilon);
/*************** EM ALGORITHM *****************************/
// do initial regrouping
// Regrouping means calculate a cluster membership probability
// for each event and each cluster. Each event is independent,
// so the events are distributed to different blocks
// (and hence different multiprocessors)
DEBUG("Invoking regroup (E-step) kernel with %d blocks.\n",NUM_BLOCKS);
regroup_start = clock();
estep1(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events,&likelihood);
estep2(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events,&likelihood);
//estep2b(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events,&likelihood);
regroup_end = clock();
regroup_total += regroup_end - regroup_start;
regroup_iterations++;
DEBUG("Regroup Kernel Iteration Time: %f\n\n",((double)(regroup_end-regroup_start))/CLOCKS_PER_SEC);
DEBUG("Likelihood: %e\n",likelihood);
float change = epsilon*2;
PRINT("Performing EM algorithm on %d clusters.\n",num_clusters);
iters = 0;
// This is the iterative loop for the EM algorithm.
// It re-estimates parameters, re-computes constants, and then regroups the events
// These steps keep repeating until the change in likelihood is less than some epsilon
while(iters < MIN_ITERS || (fabs(change) > epsilon && iters < MAX_ITERS)) {
old_likelihood = likelihood;
DEBUG("Invoking reestimate_parameters (M-step) kernel.\n");
params_start = clock();
// This kernel computes a new N, pi isn't updated until compute_constants though
mstep_n(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events);
mstep_mean(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events);
mstep_covar(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events);
params_end = clock();
params_total += params_end - params_start;
params_iterations++;
DEBUG("Model M-Step Iteration Time: %f\n\n",((double)(params_end-params_start))/CLOCKS_PER_SEC);
//return 0; // RETURN FOR FASTER PROFILING
DEBUG("Invoking constants kernel.\n");
// Inverts the R matrices, computes the constant, normalizes cluster probabilities
constants_start = clock();
constants(&clusters,num_clusters,num_dimensions);
constants_end = clock();
constants_total += constants_end - constants_start;
constants_iterations++;
DEBUG("Constants Kernel Iteration Time: %f\n\n",((double)(constants_end-constants_start))/CLOCKS_PER_SEC);
DEBUG("Invoking regroup (E-step) kernel with %d blocks.\n",NUM_BLOCKS);
regroup_start = clock();
// Compute new cluster membership probabilities for all the events
estep1(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events,&likelihood);
estep2(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events,&likelihood);
//estep2b(fcs_data_by_dimension,&clusters,num_dimensions,num_clusters,num_events,&likelihood);
regroup_end = clock();
regroup_total += regroup_end - regroup_start;
regroup_iterations++;
DEBUG("E-step Iteration Time: %f\n\n",((double)(regroup_end-regroup_start))/CLOCKS_PER_SEC);
change = likelihood - old_likelihood;
DEBUG("likelihood = %f\n",likelihood);
DEBUG("Change in likelihood: %f\n",change);
iters++;
}
// Calculate Rissanen Score
rissanen = -likelihood + 0.5*(num_clusters*(1+num_dimensions+0.5*(num_dimensions+1)*num_dimensions)-1)*logf((float)num_events*num_dimensions);
PRINT("\nFinal rissanen Score was: %f, with %d clusters.\n",rissanen,num_clusters);
char* result_suffix = ".results";
char* summary_suffix = ".summary";
int filenamesize1 = strlen(argv[3]) + strlen(result_suffix) + 1;
int filenamesize2 = strlen(argv[3]) + strlen(summary_suffix) + 1;
char* result_filename = (char*) malloc(filenamesize1);
char* summary_filename = (char*) malloc(filenamesize2);
strcpy(result_filename,argv[3]);
strcpy(summary_filename,argv[3]);
strcat(result_filename,result_suffix);
strcat(summary_filename,summary_suffix);
PRINT("Summary filename: %s\n",summary_filename);
PRINT("Results filename: %s\n",result_filename);
cpu_time += (double)(clock() - cpu_timer);
io_timer = clock();
// Open up the output file for cluster summary
FILE* outf = fopen(summary_filename,"w");
if(!outf) {
printf("ERROR: Unable to open file '%s' for writing.\n",argv[3]);
}
// Print the clusters with the lowest rissanen score to the console and output file
for(int c=0; c<num_clusters; c++) {
//if(saved_clusters.N[c] == 0.0) {
// continue;
//}
if(ENABLE_PRINT) {
// Output the final cluster stats to the console
PRINT("Cluster #%d\n",c);
printCluster(clusters,c,num_dimensions);
PRINT("\n\n");
}
if(ENABLE_OUTPUT) {
// Output the final cluster stats to the output file
fprintf(outf,"Cluster #%d\n",c);
writeCluster(outf,clusters,c,num_dimensions);
fprintf(outf,"\n\n");
}
}
// Print profiling information
printf("Program Component\tTotal\tIters\tTime Per Iteration\n");
printf(" Seed Kernel:\t%7.4f\t%d\t%7.4f\n",seed_total/(double)CLOCKS_PER_SEC,1, (double) seed_total / (double) CLOCKS_PER_SEC);
printf(" E-step Kernel:\t%7.4f\t%d\t%7.4f\n",regroup_total/(double)CLOCKS_PER_SEC,regroup_iterations, (double) regroup_total / (double) CLOCKS_PER_SEC / (double) regroup_iterations);
printf(" M-step Kernel:\t%7.4f\t%d\t%7.4f\n",params_total/(double)CLOCKS_PER_SEC,params_iterations, (double) params_total / (double) CLOCKS_PER_SEC / (double) params_iterations);
printf(" Constants Kernel:\t%7.4f\t%d\t%7.4f\n",constants_total/(double)CLOCKS_PER_SEC,constants_iterations, (double) constants_total / (double) CLOCKS_PER_SEC / (double) constants_iterations);
// Write profiling info to summary file
fprintf(outf,"Program Component\tTotal\tIters\tTime Per Iteration\n");
fprintf(outf," Seed Kernel:\t%7.4f\t%d\t%7.4f\n",seed_total/(double)CLOCKS_PER_SEC,1, (double) seed_total / (double) CLOCKS_PER_SEC);
fprintf(outf," E-step Kernel:\t%7.4f\t%d\t%7.4f\n",regroup_total/(double)CLOCKS_PER_SEC,regroup_iterations, (double) regroup_total / (double) CLOCKS_PER_SEC / (double) regroup_iterations);
fprintf(outf," M-step Kernel:\t%7.4f\t%d\t%7.4f\n",params_total/(double)CLOCKS_PER_SEC,params_iterations, (double) params_total / (double) CLOCKS_PER_SEC / (double) params_iterations);
fprintf(outf," Constants Kernel:\t%7.4f\t%d\t%7.4f\n",constants_total/(double)CLOCKS_PER_SEC,constants_iterations, (double) constants_total / (double) CLOCKS_PER_SEC / (double) constants_iterations);
fclose(outf);
// Open another output file for the event level clustering results
FILE* fresults = fopen(result_filename,"w");
if(ENABLE_OUTPUT) {
for(int i=0; i<num_events; i++) {
for(int d=0; d<num_dimensions-1; d++) {
fprintf(fresults,"%f,",fcs_data_by_event[i*num_dimensions+d]);
}
fprintf(fresults,"%f",fcs_data_by_event[i*num_dimensions+num_dimensions-1]);
fprintf(fresults,"\t");
for(int c=0; c<num_clusters-1; c++) {
fprintf(fresults,"%f,",clusters.memberships[c*num_events+i]);
}
fprintf(fresults,"%f",clusters.memberships[(num_clusters-1)*num_events+i]);
fprintf(fresults,"\n");
}
}
fclose(fresults);
io_time += (double)(clock() - io_timer);
printf("\n");
printf( "I/O time: %f (ms)\n", 1000.0*io_time/CLOCKS_PER_SEC);
printf( "CPU processing time: %f (ms)\n", 1000.0*cpu_time/CLOCKS_PER_SEC);
total_time += (double)(clock() - total_timer);
printf( "Total time: %f (ms)\n", 1000.0*total_time/CLOCKS_PER_SEC);
// cleanup host memory
free(fcs_data_by_event);
free(fcs_data_by_dimension);
free(clusters.N);
free(clusters.pi);
free(clusters.constant);
free(clusters.avgvar);
free(clusters.means);
free(clusters.R);
free(clusters.Rinv);
free(clusters.memberships);
return 0;
}