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IndexHNSW.cpp
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IndexHNSW.cpp
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/**
* Copyright (c) 2015-present, Facebook, Inc.
* All rights reserved.
*
* This source code is licensed under the BSD+Patents license found in the
* LICENSE file in the root directory of this source tree.
*/
#include "IndexHNSW.h"
#include <cstdlib>
#include <cassert>
#include <cstring>
#include <cstdio>
#include <cmath>
#include <omp.h>
#include <unordered_set>
#include <queue>
#include <sys/types.h>
#include <sys/stat.h>
#ifdef _MSC_VER
#else
#include <unistd.h>
#endif
#include <stdint.h>
#include <immintrin.h>
#include "utils.h"
#include "Heap.h"
#include "FaissAssert.h"
#include "IndexFlat.h"
#include "IndexIVFPQ.h"
extern "C" {
/* declare BLAS functions, see http://www.netlib.org/clapack/cblas/ */
int sgemm_ (const char *transa, const char *transb, FINTEGER *m, FINTEGER *
n, FINTEGER *k, const float *alpha, const float *a,
FINTEGER *lda, const float *b, FINTEGER *
ldb, float *beta, float *c, FINTEGER *ldc);
}
namespace faiss {
/**************************************************************
* Auxiliary structures
**************************************************************/
/// set implementation optimized for fast access.
struct VisitedTable {
std::vector<uint8_t> visited;
int visno;
VisitedTable(int size):
visited(size), visno(1)
{}
/// set flog #no to true
void set(int no) {
visited[no] = visno;
}
/// get flag #no
bool get(int no) const {
return visited[no] == visno;
}
/// reset all flags to false
void advance() {
visno++;
if (visno == 250) {
// 250 rather than 255 because sometimes we use visno and visno+1
memset (visited.data(), 0, sizeof(visited[0]) * visited.size());
visno = 1;
}
}
};
namespace {
typedef HNSW::idx_t idx_t;
typedef HNSW::storage_idx_t storage_idx_t;
typedef HNSW::DistanceComputer DistanceComputer;
// typedef ::faiss::VisitedTable VisitedTable;
/// to sort pairs of (id, distance) from nearest to fathest or the reverse
struct NodeDistCloser {
float d;
int id;
NodeDistCloser(float d, int id): d(d), id(id) {}
bool operator<(const NodeDistCloser &obj1) const { return d < obj1.d; }
};
struct NodeDistFarther {
float d;
int id;
NodeDistFarther(float d, int id): d(d), id(id) {}
bool operator<(const NodeDistFarther &obj1) const { return d > obj1.d; }
};
/** Heap structure that allows fast */
struct MinimaxHeap {
int n;
int k;
int nvalid;
std::vector<storage_idx_t> ids;
std::vector<float> dis;
typedef faiss::CMax<float, storage_idx_t> HC;
explicit MinimaxHeap(int n): n(n), k(0), nvalid(0), ids(n), dis(n) {}
void push(storage_idx_t i, float v)
{
if (k == n) {
if (v >= dis[0]) return;
faiss::heap_pop<HC> (k--, dis.data(), ids.data());
nvalid--;
}
faiss::heap_push<HC> (++k, dis.data(), ids.data(), v, i);
nvalid++;
}
float max() const
{
return dis[0];
}
int size() const {return nvalid;}
void clear() {nvalid = k = 0; }
int pop_min(float *vmin_out = nullptr)
{
assert(k > 0);
// returns min. This is an O(n) operation
int i = k - 1;
while (i >= 0) {
if (ids[i] != -1) break;
i--;
}
if (i == -1) return -1;
int imin = i;
float vmin = dis[i];
i--;
while(i >= 0) {
if (ids[i] != -1 && dis[i] < vmin) {
vmin = dis[i];
imin = i;
}
i--;
}
if (vmin_out) *vmin_out = vmin;
int ret = ids[imin];
ids[imin] = -1;
nvalid --;
return ret;
}
int count_below(float thresh) {
float n_below = 0;
for(int i = 0; i < k; i++) {
if (dis[i] < thresh)
n_below++;
}
return n_below;
}
};
/**************************************************************
* Addition subroutines
**************************************************************/
/** Enumerate vertices from farthest to nearest from query, keep a
* neighbor only if there is no previous neighbor that is closer to
* that vertex than the query.
*/
void shrink_neighbor_list(DistanceComputer & qdis,
std::priority_queue<NodeDistFarther> &input,
std::vector<NodeDistFarther> &output,
int max_size)
{
while (input.size() > 0) {
NodeDistFarther v1 = input.top();
input.pop();
float dist_v1_q = v1.d;
bool good = true;
for (NodeDistFarther v2 : output) {
float dist_v1_v2 = qdis.symmetric_dis(v2.id, v1.id);
if (dist_v1_v2 < dist_v1_q) {
good = false;
break;
}
}
if (good) {
output.push_back(v1);
if (output.size() >= max_size)
return;
}
}
}
/// remove neighbors from the list to make it smaller than max_size
void shrink_neighbor_list(DistanceComputer & qdis,
std::priority_queue<NodeDistCloser> &resultSet1,
int max_size)
{
if (resultSet1.size() < max_size) {
return;
}
std::priority_queue<NodeDistFarther> resultSet;
std::vector<NodeDistFarther> returnlist;
while (resultSet1.size() > 0) {
resultSet.emplace(resultSet1.top().d, resultSet1.top().id);
resultSet1.pop();
}
shrink_neighbor_list (qdis, resultSet, returnlist, max_size);
for (NodeDistFarther curen2 : returnlist) {
resultSet1.emplace(curen2.d, curen2.id);
}
}
/// add a link between two elements, possibly shrinking the list
/// of links to make room for it.
void add_link(HNSW & hnsw,
DistanceComputer & qdis,
storage_idx_t src, storage_idx_t dest,
int level)
{
size_t begin, end;
hnsw.neighbor_range(src, level, &begin, &end);
if (hnsw.neighbors[end - 1] == -1) {
// there is enough room, find a slot to add it
size_t i = end;
while(i > begin) {
if (hnsw.neighbors[i - 1] != -1) break;
i--;
}
hnsw.neighbors[i] = dest;
return;
}
// otherwise we let them fight out which to keep
// copy to resultSet...
std::priority_queue<NodeDistCloser> resultSet;
resultSet.emplace(qdis.symmetric_dis(src, dest), dest);
for (size_t i = begin; i < end; i++) { // HERE WAS THE BUG
storage_idx_t neigh = hnsw.neighbors[i];
resultSet.emplace(qdis.symmetric_dis(src, neigh), neigh);
}
shrink_neighbor_list(qdis, resultSet, end - begin);
// ...and back
size_t i = begin;
while (resultSet.size()) {
hnsw.neighbors[i++] = resultSet.top().id;
resultSet.pop();
}
// they may have shrunk more than just by 1 element
while(i < end) {
hnsw.neighbors[i++] = -1;
}
}
/// search neighbors on a single level, starting from an entry point
void search_neighbors_to_add(HNSW & hnsw,
DistanceComputer &qdis,
std::priority_queue<NodeDistCloser> &results,
int entry_point,
float d_entry_point,
int level,
VisitedTable &vt)
{
// top is nearest candidate
std::priority_queue<NodeDistFarther> candidates;
NodeDistFarther ev(d_entry_point, entry_point);
candidates.push(ev);
results.emplace(d_entry_point, entry_point);
vt.set(entry_point);
while (!candidates.empty()) {
// get nearest
const NodeDistFarther &currEv = candidates.top();
if (currEv.d > results.top().d) {
break;
}
int currNode = currEv.id;
candidates.pop();
// loop over neighbors
size_t begin, end;
hnsw.neighbor_range(currNode, level, &begin, &end);
for(size_t i = begin; i < end; i++) {
storage_idx_t nodeId = hnsw.neighbors[i];
if (nodeId < 0) break;
if (vt.get(nodeId)) continue;
vt.set(nodeId);
float dis = qdis(nodeId);
NodeDistFarther evE1(dis, nodeId);
if (results.size() < hnsw.efConstruction ||
results.top().d > dis) {
results.emplace(dis, nodeId);
candidates.emplace(dis, nodeId);
if (results.size() > hnsw.efConstruction) {
results.pop();
}
}
}
}
vt.advance();
}
/// Finds neighbors and builds links with them, starting from an entry
/// point. The own neighbor list is assumed to be locked.
void add_links_starting_from(HNSW & hnsw,
DistanceComputer &ptdis,
storage_idx_t pt_id,
storage_idx_t nearest,
float d_nearest,
int level,
omp_lock_t * locks,
VisitedTable &vt)
{
std::priority_queue<NodeDistCloser> link_targets;
search_neighbors_to_add(
hnsw, ptdis, link_targets, nearest, d_nearest,
level, vt);
// but we can afford only this many neighbors
int M = hnsw.nb_neighbors(level);
shrink_neighbor_list(ptdis, link_targets, M);
while (!link_targets.empty()) {
int other_id = link_targets.top().id;
omp_set_lock(&locks[other_id]);
add_link(hnsw, ptdis, other_id, pt_id, level);
omp_unset_lock(&locks[other_id]);
add_link(hnsw, ptdis, pt_id, other_id, level);
link_targets.pop();
}
}
/**************************************************************
* Searching subroutines
**************************************************************/
/// greedily update a nearest vector at a given level
void greedy_update_nearest(const HNSW & hnsw,
DistanceComputer & qdis,
int level,
storage_idx_t & nearest,
float & d_nearest)
{
for(;;) {
storage_idx_t prev_nearest = nearest;
size_t begin, end;
hnsw.neighbor_range(nearest, level, &begin, &end);
for(size_t i = begin; i < end; i++) {
storage_idx_t v = hnsw.neighbors[i];
if (v < 0) break;
float dis = qdis(v);
if (dis < d_nearest) {
nearest = v;
d_nearest = dis;
}
}
if (nearest == prev_nearest) {
return;
}
}
}
/** Do a BFS on the candidates list */
int search_from_candidates(const HNSW & hnsw,
DistanceComputer & qdis, int k,
idx_t *I, float * D,
MinimaxHeap &candidates,
VisitedTable &vt,
int level, int nres_in = 0)
{
int nres = nres_in;
int ndis = 0;
for (int i = 0; i < candidates.size(); i++) {
idx_t v1 = candidates.ids[i];
float d = candidates.dis[i];
FAISS_ASSERT(v1 >= 0);
if (nres < k) {
faiss::maxheap_push (++nres, D, I, d, v1);
} else if (d < D[0]) {
faiss::maxheap_pop (nres--, D, I);
faiss::maxheap_push (++nres, D, I, d, v1);
}
vt.set(v1);
}
bool do_dis_check = hnsw.check_relative_distance;
int nstep = 0;
while (candidates.size() > 0) {
float d0 = 0;
int v0 = candidates.pop_min(&d0);
if (do_dis_check) {
// tricky stopping condition: there are more that ef
// distances that are processed already that are smaller
// than d0
int n_dis_below = candidates.count_below(d0);
if(n_dis_below >= hnsw.efSearch) {
break;
}
}
size_t begin, end;
hnsw.neighbor_range(v0, level, &begin, &end);
for (size_t j = begin; j < end; j++) {
int v1 = hnsw.neighbors[j];
if (v1 < 0) break;
if (vt.get(v1)) {
continue;
}
vt.set(v1);
ndis++;
float d = qdis(v1);
if (nres < k) {
faiss::maxheap_push (++nres, D, I, d, v1);
} else if (d < D[0]) {
faiss::maxheap_pop (nres--, D, I);
faiss::maxheap_push (++nres, D, I, d, v1);
}
candidates.push(v1, d);
}
nstep++;
if (!do_dis_check && nstep > hnsw.efSearch) {
break;
}
}
if (level == 0) {
#pragma omp critical
{
hnsw_stats.n1 ++;
if (candidates.size() == 0)
hnsw_stats.n2 ++;
hnsw_stats.n3 += ndis;
}
}
return nres;
}
} // anonymous namespace
/**************************************************************
* HNSW structure implementation
**************************************************************/
int HNSW::nb_neighbors(int layer_no) const
{
return cum_nneighbor_per_level[layer_no + 1] -
cum_nneighbor_per_level[layer_no];
}
void HNSW::set_nb_neighbors(int level_no, int n)
{
FAISS_THROW_IF_NOT(levels.size() == 0);
int cur_n = nb_neighbors(level_no);
for (int i = level_no + 1; i < cum_nneighbor_per_level.size(); i++) {
cum_nneighbor_per_level[i] += n - cur_n;
}
}
int HNSW::cum_nb_neighbors(int layer_no) const
{
return cum_nneighbor_per_level[layer_no];
}
void HNSW::neighbor_range(idx_t no, int layer_no,
size_t * begin, size_t * end) const
{
size_t o = offsets[no];
*begin = o + cum_nb_neighbors(layer_no);
*end = o + cum_nb_neighbors(layer_no + 1);
}
HNSW::HNSW(int M): rng(12345) {
set_default_probas(M, 1.0 / log(M));
max_level = -1;
entry_point = -1;
efSearch = 16;
check_relative_distance = true;
efConstruction = 40;
upper_beam = 1;
offsets.push_back(0);
}
int HNSW::random_level()
{
double f = rng.rand_float();
// could be a bit faster with bissection
for (int level = 0; level < assign_probas.size(); level++) {
if (f < assign_probas[level]) {
return level;
}
f -= assign_probas[level];
}
// happens with exponentially low probability
return assign_probas.size() - 1;
}
void HNSW::set_default_probas(int M, float levelMult)
{
int nn = 0;
cum_nneighbor_per_level.push_back (0);
for (int level = 0; ;level++) {
float proba = exp(-level / levelMult) * (1 - exp(-1 / levelMult));
if (proba < 1e-9) break;
assign_probas.push_back(proba);
nn += level == 0 ? M * 2 : M;
cum_nneighbor_per_level.push_back (nn);
}
}
void HNSW::clear_neighbor_tables(int level)
{
for (int i = 0; i < levels.size(); i++) {
size_t begin, end;
neighbor_range(i, level, &begin, &end);
for (size_t j = begin; j < end; j++)
neighbors[j] = -1;
}
}
void HNSW::reset() {
max_level = -1;
entry_point = -1;
offsets.clear();
offsets.push_back(0);
levels.clear();
neighbors.clear();
}
void HNSW::print_neighbor_stats(int level) const
{
FAISS_THROW_IF_NOT (level < cum_nneighbor_per_level.size());
printf("stats on level %d, max %d neighbors per vertex:\n",
level, nb_neighbors(level));
size_t tot_neigh = 0, tot_common = 0, tot_reciprocal = 0, n_node = 0;
#pragma omp parallel for reduction(+: tot_neigh) reduction(+: tot_common) \
reduction(+: tot_reciprocal) reduction(+: n_node)
for (int i = 0; i < levels.size(); i++) {
if (levels[i] > level) {
n_node++;
size_t begin, end;
neighbor_range(i, level, &begin, &end);
std::unordered_set<int> neighset;
for (size_t j = begin; j < end; j++) {
if (neighbors [j] < 0) break;
neighset.insert(neighbors[j]);
}
int n_neigh = neighset.size();
int n_common = 0;
int n_reciprocal = 0;
for (size_t j = begin; j < end; j++) {
storage_idx_t i2 = neighbors[j];
if (i2 < 0) break;
FAISS_ASSERT(i2 != i);
size_t begin2, end2;
neighbor_range(i2, level, &begin2, &end2);
for (size_t j2 = begin2; j2 < end2; j2++) {
storage_idx_t i3 = neighbors[j2];
if (i3 < 0) break;
if (i3 == i) {
n_reciprocal++;
continue;
}
if (neighset.count(i3)) {
neighset.erase(i3);
n_common++;
}
}
}
tot_neigh += n_neigh;
tot_common += n_common;
tot_reciprocal += n_reciprocal;
}
}
float normalizer = n_node;
printf(" nb of nodes at that level %ld\n", n_node);
printf(" neighbors per node: %.2f (%ld)\n", tot_neigh / normalizer, tot_neigh);
printf(" nb of reciprocal neighbors: %.2f\n", tot_reciprocal / normalizer);
printf(" nb of neighbors that are also neighbor-of-neighbors: %.2f (%ld)\n",
tot_common / normalizer, tot_common);
}
HNSWStats hnsw_stats;
void HNSWStats::reset ()
{
memset(this, 0, sizeof(*this));
}
/**************************************************************
* Building, parallel
**************************************************************/
void HNSW::add_with_locks(
DistanceComputer & ptdis, int pt_level, int pt_id,
std::vector<omp_lock_t> & locks,
VisitedTable &vt)
{
// greedy search on upper levels
storage_idx_t nearest;
#pragma omp critical
{
nearest = entry_point;
if (nearest == -1) {
max_level = pt_level;
entry_point = pt_id;
}
}
if (nearest < 0) {
return;
}
omp_set_lock(&locks[pt_id]);
int level = max_level; // level at which we start adding neighbors
float d_nearest = ptdis(nearest);
for(; level > pt_level; level--) {
greedy_update_nearest(*this, ptdis, level, nearest, d_nearest);
}
for(; level >= 0; level--) {
add_links_starting_from(*this, ptdis, pt_id, nearest, d_nearest,
level, locks.data(), vt);
}
omp_unset_lock(&locks[pt_id]);
if (pt_level > max_level) {
max_level = pt_level;
entry_point = pt_id;
}
}
/**************************************************************
* Searching
**************************************************************/
void HNSW::search(DistanceComputer & qdis,
int k, idx_t *I, float * D,
VisitedTable &vt) const
{
if (upper_beam == 1) {
// greedy search on upper levels
storage_idx_t nearest = entry_point;
float d_nearest = qdis(nearest);
for(int level = max_level; level >= 1; level--) {
greedy_update_nearest(*this, qdis, level, nearest, d_nearest);
}
int candidates_size = std::max(efSearch, k);
MinimaxHeap candidates(candidates_size);
candidates.push(nearest, d_nearest);
search_from_candidates (
*this, qdis, k, I, D, candidates, vt, 0);
vt.advance();
} else {
int candidates_size = upper_beam;
MinimaxHeap candidates(candidates_size);
std::vector<idx_t> I_to_next(candidates_size);
std::vector<float> D_to_next(candidates_size);
int nres = 1;
I_to_next[0] = entry_point;
D_to_next[0] = qdis(entry_point);
for(int level = max_level; level >= 0; level--) {
// copy I, D -> candidates
candidates.clear();
for (int i = 0; i < nres; i++) {
candidates.push(I_to_next[i], D_to_next[i]);
}
if (level == 0) {
nres = search_from_candidates (
*this, qdis, k, I, D, candidates, vt, 0);
} else {
nres = search_from_candidates (
*this, qdis, candidates_size,
I_to_next.data(), D_to_next.data(),
candidates, vt, level);
}
vt.advance();
}
}
}
/**************************************************************
* add / search blocks of descriptors
**************************************************************/
namespace {
int prepare_level_tab (HNSW & hnsw, size_t n, bool preset_levels = false)
{
size_t n0 = hnsw.offsets.size() - 1;
if (preset_levels) {
FAISS_ASSERT (n0 + n == hnsw.levels.size());
} else {
FAISS_ASSERT (n0 == hnsw.levels.size());
for (int i = 0; i < n; i++) {
int pt_level = hnsw.random_level();
hnsw.levels.push_back(pt_level + 1);
}
}
int max_level = 0;
for (int i = 0; i < n; i++) {
int pt_level = hnsw.levels[i + n0] - 1;
if (pt_level > max_level) max_level = pt_level;
hnsw.offsets.push_back(hnsw.offsets.back() +
hnsw.cum_nb_neighbors(pt_level + 1));
hnsw.neighbors.resize(hnsw.offsets.back(), -1);
}
return max_level;
}
void hnsw_add_vertices(IndexHNSW &index_hnsw,
size_t n0,
size_t n, const float *x,
bool verbose,
bool preset_levels = false) {
HNSW & hnsw = index_hnsw.hnsw;
size_t ntotal = n0 + n;
double t0 = getmillisecs();
if (verbose) {
printf("hnsw_add_vertices: adding %ld elements on top of %ld "
"(preset_levels=%d)\n",
n, n0, int(preset_levels));
}
int max_level = prepare_level_tab (index_hnsw.hnsw, n, preset_levels);
if (verbose) {
printf(" max_level = %d\n", max_level);
}
std::vector<omp_lock_t> locks(ntotal);
for(int i = 0; i < ntotal; i++)
omp_init_lock(&locks[i]);
// add vectors from highest to lowest level
std::vector<int> hist;
std::vector<int> order(n);
{ // make buckets with vectors of the same level
// build histogram
for (int i = 0; i < n; i++) {
storage_idx_t pt_id = i + n0;
int pt_level = hnsw.levels[pt_id] - 1;
while (pt_level >= hist.size())
hist.push_back(0);
hist[pt_level] ++;
}
// accumulate
std::vector<int> offsets(hist.size() + 1, 0);
for (int i = 0; i < hist.size() - 1; i++) {
offsets[i + 1] = offsets[i] + hist[i];
}
// bucket sort
for (int i = 0; i < n; i++) {
storage_idx_t pt_id = i + n0;
int pt_level = hnsw.levels[pt_id] - 1;
order[offsets[pt_level]++] = pt_id;
}
}
{ // perform add
RandomGenerator rng2(789);
int i1 = n;
for (int pt_level = hist.size() - 1; pt_level >= 0; pt_level--) {
int i0 = i1 - hist[pt_level];
if (verbose) {
printf("Adding %d elements at level %d\n",
i1 - i0, pt_level);
}
// random permutation to get rid of dataset order bias
for (int j = i0; j < i1; j++)
std::swap(order[j], order[j + rng2.rand_int(i1 - j)]);
#pragma omp parallel
{
VisitedTable vt (ntotal);
DistanceComputer *dis = index_hnsw.get_distance_computer();
ScopeDeleter1<DistanceComputer> del(dis);
int prev_display = verbose && omp_get_thread_num() == 0 ? 0 : -1;
#pragma omp for schedule(dynamic)
for (int i = i0; i < i1; i++) {
storage_idx_t pt_id = order[i];
dis->set_query (x + (pt_id - n0) * dis->d);
hnsw.add_with_locks (
*dis, pt_level, pt_id, locks,
vt);
if (prev_display >= 0 && i - i0 > prev_display + 10000) {
prev_display = i - i0;
printf(" %d / %d\r", i - i0, i1 - i0);
fflush(stdout);
}
}
}
i1 = i0;
}
FAISS_ASSERT(i1 == 0);
}
if (verbose)
printf("Done in %.3f ms\n", getmillisecs() - t0);
for(int i = 0; i < ntotal; i++)
omp_destroy_lock(&locks[i]);
}
} // anonymous namespace
void HNSW::fill_with_random_links(size_t n)
{
int max_level = prepare_level_tab (*this, n);
RandomGenerator rng2(456);
for (int level = max_level - 1; level >= 0; level++) {
std::vector<int> elts;
for (int i = 0; i < n; i++) {
if (levels[i] > level) {
elts.push_back(i);
}
}
printf ("linking %ld elements in level %d\n",
elts.size(), level);
if (elts.size() == 1) continue;
for (int ii = 0; ii < elts.size(); ii++) {
int i = elts[ii];
size_t begin, end;
neighbor_range(i, 0, &begin, &end);
for (size_t j = begin; j < end; j++) {
int other = 0;
do {
other = elts[rng2.rand_int(elts.size())];
} while(other == i);
neighbors[j] = other;
}
}
}
}
/**************************************************************
* IndexHNSW implementation
**************************************************************/
IndexHNSW::IndexHNSW(int d, int M):
Index(d, METRIC_L2),
hnsw(M),
own_fields(false),
storage(nullptr),
reconstruct_from_neighbors(nullptr)
{}
IndexHNSW::IndexHNSW(Index *storage, int M):
Index(storage->d, METRIC_L2),
hnsw(M),
own_fields(false),
storage(storage),
reconstruct_from_neighbors(nullptr)
{}
IndexHNSW::~IndexHNSW() {
if (own_fields) {
delete storage;
}
}
void IndexHNSW::train(idx_t n, const float* x)
{
// hnsw structure does not require training
storage->train (n, x);
is_trained = true;
}
void IndexHNSW::search (idx_t n, const float *x, idx_t k,
float *distances, idx_t *labels) const
{
#pragma omp parallel
{
VisitedTable vt (ntotal);
DistanceComputer *dis = get_distance_computer();
ScopeDeleter1<DistanceComputer> del(dis);
size_t nreorder = 0;
#pragma omp for