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| template <typename TypeDataSource>
void DetermineDiscreteAndContinuousOrdinalVariableDistributions(TypeDataSource& dataSource)
{
size_t memconsumption(GetMemoryConsumptionBinning());
// go through all continuous variables
size_t indexEnd(0);
while (indexEnd < universeDescription.GetDataDescription().GetCollectionContinuousOrdinal().size())
{
ComputeAndShowMemoryInUse();
typedef std::vector<DataDescription::TypeCollectionDescriptionContinuousOrdinalVariable::key_type> TypeCollectionVariablesToTreat;
// QuantileComputationHelper class to encapsulate some variables and functionality for intelligent quantile computation
// bpsm: encapulation of auxilary variables into structure.
// some of them are free'd here, others aren't.
class QuantileComputationHelper
{
public:
QuantileComputationHelper(size_t numberOfRequiredMemorySlots, const TypeCollectionVariablesToTreat& collectionDescriptionContinuousOrdinalVariable)
: quantileMem((float**)malloc(collectionDescriptionContinuousOrdinalVariable.size() * sizeof(float*)))
, indexQuantile((int*)malloc(collectionDescriptionContinuousOrdinalVariable.size() * sizeof(int)))
{
float* tmpq((float*)malloc(numberOfRequiredMemorySlots * sizeof(float)));
if ((tmpq==NULL) || (quantileMem==NULL) || (indexQuantile==NULL))
{
std::cout << "out of memory: cannot compute quantiles." << std::endl;
exit(Application::EXIT_ERROR_GENERAL);
}
memset(tmpq, 0, numberOfRequiredMemorySlots * sizeof(float));
memset(indexQuantile, 0, collectionDescriptionContinuousOrdinalVariable.size() * sizeof(int));
int i(0);
for (TypeCollectionVariablesToTreat::const_iterator it = collectionDescriptionContinuousOrdinalVariable.begin(); it != collectionDescriptionContinuousOrdinalVariable.end(); ++it)
{
quantileMem[i] = tmpq + 1;
tmpq += (*it)->nNonNullInR + 2; // bpsm: +2 for sentinels of intelligent quantiles algorithm
indexQuantile[i] = 0;
++i;
}
}
~QuantileComputationHelper()
{
free(quantileMem[0]-1);
free(quantileMem);
free(indexQuantile);
}
void SetValue(float value, size_t variable)
{
quantileMem[variable][indexQuantile[variable]] = value;
++(indexQuantile[variable]);
}
void FinalizeSetValue()
{
free(indexQuantile);
indexQuantile = NULL;
}
float* GetQuantilesMemorySlot(size_t variable)
{
return quantileMem[variable];
}
private:
float** quantileMem;
int* indexQuantile;
};
size_t indexBegin(indexEnd);
// Check memory consumption to define how many of the next variables we can read in simultaneously
size_t neededSlots(0);
while
(
(indexEnd < universeDescription.GetDataDescription().GetCollectionContinuousOrdinal().size())
&& (neededSlots < memconsumption)
)
{
DataDescription::TypeCollectionDescriptionContinuousOrdinalVariable::const_iterator it(universeDescription.GetDataDescription().GetCollectionContinuousOrdinal().begin());
std::advance(it, indexEnd);
neededSlots += (*it)->nNonNullInR + 2; // bpsm: +2 for sentinels of intelligent quantiles algorithm
++indexEnd;
}
// collect the variables that need to be treated this time around
TypeCollectionVariablesToTreat variablesToTreat;
for (size_t i = indexBegin; i < indexEnd; ++i)
{
DataDescription::TypeCollectionDescriptionContinuousOrdinalVariable::const_iterator it(universeDescription.GetDataDescription().GetCollectionContinuousOrdinal().begin());
std::advance(it, i);
variablesToTreat.push_back(*it);
}
QuantileComputationHelper quantileComputationHelper(neededSlots, variablesToTreat);
// Go through the data source to load values for quantile computation
dataSource.Restart();
while (dataSource.GetNext())
{
for (size_t i = 0; i < variablesToTreat.size(); ++i)
{
bool isEmpty(false);
double dv = Utility::TextParsing::ReadDoubleFromString(dataSource.GetValue(variablesToTreat[i]->lineIndex), &isEmpty);
// detection of unknown values:
if (isEmpty || variablesToTreat[i]->isEmptyValue(dv))
continue;
quantileComputationHelper.SetValue(float(dv), i);
}
}
quantileComputationHelper.FinalizeSetValue();
std::cout << std::endl;
// Parellel processing: sorting and quantile computation
{
std::cout << " Sorting and optimal cut computation..." << std::endl;
fflush(0);
float progress(0);
#ifdef _DEBUG
// bpsm: in debug there's a complaint of the compiler:
// error C3052: '__LINE__Var' : variable doesn't appear in a data-sharing clause under a default(none) clause
#pragma omp parallel for shared(variablesToTreat, progress, indexBegin, indexEnd, quantileComputationHelper, std::cout)
#else
// Fred: removed default(none)
#pragma omp parallel for shared(variablesToTreat, progress, indexBegin, indexEnd, quantileComputationHelper, std::cout)
#endif
for (int currentVariable = 0; currentVariable < static_cast<int>(variablesToTreat.size()); ++currentVariable)
{
progress = std::max(progress, ((float)((currentVariable+indexBegin+1)*100.0))/static_cast<int>(universeDescription.GetDataDescription().GetCollectionContinuousOrdinal().size()));
printf(" %6.2f %%\r", progress);
fflush(0);
#ifdef _DEBUG
if (currentVariable == static_cast<int>(indexBegin))
{
std::cout << "number of threads used for quantile computation: " << omp_get_num_threads() << std::endl;
}
#endif
float* pQuantilesMemorySlot(quantileComputationHelper.GetQuantilesMemorySlot(currentVariable));
int len = variablesToTreat[currentVariable]->nNonNullInR;
std::sort(pQuantilesMemorySlot, pQuantilesMemorySlot + len);
float s=0;
for (int j=0; j<len; ++j)
s += pQuantilesMemorySlot[j];
variablesToTreat[currentVariable]->mean = s/((double)len);
//variablesToTreat[currentVariable]->stdDev = VariableDistribution::stdDeviation(variablesToTreat[currentVariable]->mean, len, pQuantilesMemorySlot);
variablesToTreat[currentVariable]->stdDev = Utility::Math::stdDeviation(variablesToTreat[currentVariable]->mean, len, pQuantilesMemorySlot);
variablesToTreat[currentVariable]->median = pQuantilesMemorySlot[len/2];
int k = variablesToTreat[currentVariable]->nDiffVal = variablesToTreat[currentVariable]->countModalities(0, len, pQuantilesMemorySlot);
if (k < variablesToTreat[currentVariable]->nMaxQuantile)
{
// not enough different modalities: fall back to nominal with order case
// must compute 'name' (=val) of each modality
variablesToTreat[currentVariable]->nModality = k+1; // +1 because of missing
variablesToTreat[currentVariable]->nQuantile = k;
variablesToTreat[currentVariable]->jumpsv = NULL;
variablesToTreat[currentVariable]->sizeOfMemoryReferredToByPointers = k*sizeof(double)+k*sizeof(float)+(k+1)*sizeof(int);
double* tmpq2 = (double*)malloc(k*sizeof(double)+k*sizeof(float)+(k+1)*sizeof(int));
variablesToTreat[currentVariable]->qv = tmpq2;
float* tmpq3 = (float*)(tmpq2+k);
variablesToTreat[currentVariable]->qp = tmpq3;
int* nOcc = (int*)(variablesToTreat[currentVariable]->qp+k); // +1 because of missing
variablesToTreat[currentVariable]->nOcc=nOcc;
*nOcc = universeDescription.GetNumberOfLines()-len; // empty/missing
double dvold = (*pQuantilesMemorySlot) - (float)1e30;
for (int j=0; j<len; ++j)
{
double dvnew = (double)*(pQuantilesMemorySlot++);
if (dvnew == dvold)
++(*nOcc);
else
{
*(tmpq2++) = dvnew;
dvold = dvnew;
++nOcc;
*nOcc = 1;
*(tmpq3++) = ((float)(j+1))/len;
}
}
universeDescription.SetNumberOfModalitiesMaximal(std::max(universeDescription.GetNumberOfModalitiesMaximal(), variablesToTreat[currentVariable]->nModality));
}
else
{
int nQuantMod = variablesToTreat[currentVariable]->nModMax;
variablesToTreat[currentVariable]->qv = (double*)malloc((2*UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES+3*nQuantMod)*sizeof(double)+(nQuantMod+1)*sizeof(int)); // +1 because of missing
variablesToTreat[currentVariable]->modv = variablesToTreat[currentVariable]->qv + UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES;
variablesToTreat[currentVariable]->modv2 = variablesToTreat[currentVariable]->modv + nQuantMod;//NQUANTILESMOD;
variablesToTreat[currentVariable]->qp = (float*)(variablesToTreat[currentVariable]->modv2 + nQuantMod);
variablesToTreat[currentVariable]->modp = variablesToTreat[currentVariable]->qp + UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES;//NQUANTILESMOD;
variablesToTreat[currentVariable]->nOcc = (int*)(variablesToTreat[currentVariable]->modp + nQuantMod);//NQUANTILESMOD);
variablesToTreat[currentVariable]->jumpsv = NULL;
variablesToTreat[currentVariable]->nOcc[0] = universeDescription.GetNumberOfLines()-len; // empty/missing
variablesToTreat[currentVariable]->sizeOfMemoryReferredToByPointers = (2*UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES+3*nQuantMod)*sizeof(double)+(nQuantMod+1)*sizeof(int);
size_t tSize(std::max((int)(2*nQuantMod*sizeof(double)), (int)(2*(std::max(UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES,nQuantMod)+1)*sizeof(int))));
int* t = (int*)malloc(tSize);
memset(t, 0, tSize);
if (!t)
{
std::cout << "unable to allocate memory to store quantiles." << std::endl;
exit(Application::EXIT_ERROR_GENERAL);
}
_CrtCheckMemory();
int nCutForcedSz = 0;
cutForced* c = cutArray(UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES, &nCutForcedSz, pQuantilesMemorySlot, len, variablesToTreat[currentVariable]->specCut);
_CrtCheckMemory();
k = getCutIdx(c, nCutForcedSz, len, t, UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES, pQuantilesMemorySlot, -1) + 1; // +1 bcs nQuantiles=nCuts+1
_CrtCheckMemory();
assert(k <= UniverseDescriptionInfo::MAXIMALNUMBEROFQUANTILES);
//QuantileGraph::Plot(variablesToTreat[currentVariable]->name, pQuantilesMemorySlot, len, t, k-1, c, -1);
free(c);
variablesToTreat[currentVariable]->nQuantile=k;
for (int j=0; j<k; ++j)
{
variablesToTreat[currentVariable]->qv[j] = pQuantilesMemorySlot[t[j]];
variablesToTreat[currentVariable]->qp[j] = ((float)t[j]) / len;
}
variablesToTreat[currentVariable]->qv[k-1] += (float)1e-10; // to prevent rounding errors
int minBinSz;
if (variablesToTreat[currentVariable]->minModSz < 1)
minBinSz = (int)(universeDescription.GetNumberOfLines() * variablesToTreat[currentVariable]->minModSz);
else
minBinSz = (int)variablesToTreat[currentVariable]->minModSz;
minBinSz = std::max(10,minBinSz);
c = cutArray(nQuantMod ,&nCutForcedSz, pQuantilesMemorySlot, len, variablesToTreat[currentVariable]->specCut, minBinSz);
_CrtCheckMemory();
k = getJumpVal(c, nCutForcedSz, len, (float*)t, nQuantMod, pQuantilesMemorySlot, -1) + 1;
_CrtCheckMemory();
variablesToTreat[currentVariable]->nJumps = k;
if (k>1)
{
((float*)t)[k-1] += (float)1e-10; // to prevent rounding errors
variablesToTreat[currentVariable]->jumpsv = (double*)malloc(k*sizeof(double));
variablesToTreat[currentVariable]->sizeOfMemoryReferredToByPointers = k*sizeof(double);
for (int j=0; j<k; ++j)
variablesToTreat[currentVariable]->jumpsv[j] = (double)((float*)t)[j];
}
k = getCutIdx(c, nCutForcedSz, len, t, nQuantMod, pQuantilesMemorySlot, -1) + 1; // +1 bcs nQuantiles=nCuts+1
_CrtCheckMemory();
if (variablesToTreat[currentVariable]->aGraph)
QuantileGraph::Plot(variablesToTreat[currentVariable]->name, pQuantilesMemorySlot, len, t, k-1, c, -1, minBinSz);
free(c);
_CrtCheckMemory();
variablesToTreat[currentVariable]->nModality = k+1; // +1 because of missing
universeDescription.SetNumberOfModalitiesMaximal(std::max(universeDescription.GetNumberOfModalitiesMaximal(), variablesToTreat[currentVariable]->nModality));
for (int j=0; j<k; ++j)
{
variablesToTreat[currentVariable]->modv[j] = (double)pQuantilesMemorySlot[t[j]];
variablesToTreat[currentVariable]->modp[j] = ((float)t[j]) / len;
variablesToTreat[currentVariable]->modv2[j] = (double)pQuantilesMemorySlot[t[j]+1];
}
variablesToTreat[currentVariable]->modv[k-1] += (double)1e-10; // to prevent rounding errors
variablesToTreat[currentVariable]->modv2[k-1] += (double)1e-10; // to prevent rounding errors
variablesToTreat[currentVariable]->nOcc[1] = t[0]+1;
for (int j=1; j<k; ++j)
{
variablesToTreat[currentVariable]->nOcc[j+1] = t[j] - t[j-1];
}
free(t);
_CrtCheckMemory();
}
}
std::cout << std::endl;
}
}
// Separate discretized continuous variables from other numerical variables
universeDescription.GetDataDescription().SplitContinuousAndDiscretizedVariables();
} |
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