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SFABulkLoadTest.java
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SFABulkLoadTest.java
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// Copyright (c) 2016 - Patrick Schäfer (patrick.schaefer@zib.de)
// Distributed under the GLP 3.0 (See accompanying file LICENSE)
package sfa;
import org.junit.After;
import org.junit.Assert;
import org.junit.Before;
import org.junit.Test;
import org.junit.runner.RunWith;
import org.junit.runners.JUnit4;
import sfa.index.SFATrie;
import sfa.index.SFATrieTest;
import sfa.index.SortedListMap;
import sfa.timeseries.TimeSeries;
import sfa.timeseries.TimeSeriesLoader;
import sfa.transformation.SFA;
import sfa.transformation.SFA.HistogramType;
import java.io.*;
import java.nio.file.Files;
import java.util.ArrayList;
import java.util.LinkedList;
import java.util.List;
import java.util.Random;
import java.util.concurrent.*;
@RunWith(JUnit4.class)
public class SFABulkLoadTest {
static File tempDir = null;
static ExecutorService serializerExec = Executors.newFixedThreadPool(2); // serialize access to the disk
static ExecutorService transformExec = Executors.newFixedThreadPool(4); // parallel SFA transformation
static LinkedList<Future<Long>> futures = new LinkedList<>();
static int l = 16; // SFA word queryLength ( & dimensionality of the index)
static int leafThreshold = 100; // number of subsequences in each leaf node
static byte symbols = SFATrie.symbols;
static Runtime runtime = Runtime.getRuntime();
@Before
public void setUpBucketDir() {
try {
tempDir = Files.createTempDirectory("tmp").toFile();
System.out.println("Created temp directory at "+tempDir.getAbsolutePath());
// remove file on exit
tempDir.deleteOnExit();
} catch (IOException e) {
Assert.fail("Unable to create temp directory: " + e.getMessage());
}
}
@Test
public void testBulkLoadWholeMatching() throws IOException {
// int N = 100000;
// System.out.println("Loading/generating "+N+" Time Series...");
//
// TimeSeries[] timeSeries2 = TimeSeriesLoader.readSamplesQuerySeries(
// new File("./datasets/indexing/query_lightcurves.txt"));
// int n = timeSeries2[0].getLength();
// System.out.println("Queries DS size: " + timeSeries2.queryLength);
//
// long mem = runtime.totalMemory();
//
// // train SFA quantization bins on a SUBSET of all time series,
// // as we cannot fitEnsemble all into main memory
// TimeSeries[] timeSeriesSubset = new TimeSeries[50_000];
// for (int i = 0; i < N; i++) {
// timeSeriesSubset[i] = getTimeSeries(i, n);
// timeSeriesSubset[i].norm();
// }
// System.out.println("Sample DS size: " + N);
//
// SFA sfa = new SFA(HistogramType.EQUI_FREQUENCY);
// sfa.fitTransform(timeSeriesSubset, l, symbols, true);
// // sfa.printBins();
//
// // process data in chunks of 'chunkSize' to create one SFA trie each
// int chunkSize = 10_000;
// System.out.println("Chunk size:\t" + chunkSize);
// int trieDepth = getBestDepth(N, chunkSize);
//
// // write the Fourier-transformed TS to buckets on disk
// SerializedStreams dataStream = new SerializedStreams(trieDepth);
//
// // process in parallel, as the Fourier transform of whole series takes
// O(n log n)
// int BLOCKS = (int)Math.ceil(N/chunkSize);
// ParallelFor.withIndex(transformExec, BLOCKS, new ParallelFor.Each() {
// long time = System.currentTimeMillis();
// @Override
// public void run(int id, AtomicInteger processed) {
// for (int i = 0, a = 0; i < N; i+=chunkSize, a++) { // process TS in
// chunkSize
// if (a % BLOCKS == id) {
// System.out.println("Transforming Chunk: " + (a + 1));
// for (int j = i; j < Math.min(i+chunkSize, N); j++) {
// // could as well load TS from file
// TimeSeries ts = getTimeSeries(j, n);
// // Fourier transform
// double[] words = sfa.transformation.transform(ts, l);
// // SFA words
// byte[] w = sfa.quantizationByte(words);
// dataStream.addToPartition(w, words, j, trieDepth);
// }
//
// // wait for all futures to finish (data to be written)
// long bytesWritten = 0;
// while (!futures.isEmpty()) {
// try {
// bytesWritten = futures.remove().get();
// } catch (Exception e) {
// e.printStackTrace();
// }
// }
// System.out.println("\tavg write speed: " + (bytesWritten /
// (System.currentTimeMillis() - time)) + " kb/s");
// }
// }
//
// }
// });
// // close all streams
// dataStream.setFinished();
//
// // build the SFA trie from the bucket files
// SFATrie index = buildSFATrie(l, leafThreshold, n, trieDepth, sfa);
//
// // add the raw data to the trie
// // TODO ?? index.initializeWholeMatching(timeSeries);
// index.printStats();
//
// // GC
// performGC();
// System.out.println("Memory: " + ((runtime.totalMemory() - mem) /
// (1048576l)) + " MB (rough estimate)");
}
/**
* Gets the i-th time series of queryLength n
*
* @param i
* @param n
* @return
*/
private TimeSeries getTimeSeries(int i, int n) {
return TimeSeriesLoader.generateRandomWalkData(n, new Random(i));
}
/**
* the depth of the tree to use for bulk loading: depth 1 => 8^1 buckets depth
* 2 => 8^2 buckets ... depth i => symbols ^ i buckets
*
* @param count
* @param chunkSize
* @return
*/
private int getBestDepth(int count, int chunkSize) {
int trieDepth = (int) (Math.round(Math.log(count / chunkSize) / Math.log(8)));
System.out.println("Using trie depth:\t" + trieDepth + " (" + (int) Math.pow(8, trieDepth) + " buckets)");
return trieDepth;
}
@Test
public void testBulkLoadSubsequenceMatching() throws IOException {
int N = 20 * 100_000;
System.out.println("Loading/generating Time Series of queryLength " + N + "...");
// samples to be indexed
TimeSeries timeSeries = getTimeSeries(1, N);
System.out.println("Sample DS size:\t" + N);
// query subsequences
ClassLoader classLoader = SFAWordsTest.class.getClassLoader();
TimeSeries[] timeSeries2 = TimeSeriesLoader.readSamplesQuerySeries(
classLoader.getResource("datasets/indexing/query_lightcurves.txt").getFile());
int n = timeSeries2[0].getLength();
System.out.println("Query DS size:\t" + n);
long mem = runtime.totalMemory();
// train SFA quantization bins on the whole time series
SFA sfa = new SFA(HistogramType.EQUI_FREQUENCY);
sfa.fitWindowing(new TimeSeries[]{timeSeries}, n, l, symbols, true, true);
// sfa.printBins();
// process data in chunks of 'chunkSize' and create one index each
int chunkSize = 100_000;
System.out.println("Chunk size:\t" + chunkSize);
int trieDepth = getBestDepth(N, chunkSize);
// write the Fourier-transformed TS to buckets on disk
SerializedStreams dataStream = new SerializedStreams(trieDepth);
long time = System.currentTimeMillis();
// transform all approximations
// no need to transform in parallel, as the Momentary Fourier transform
// transforms
// each subsequence in constant time
for (int i = 0, a = 0; i < timeSeries.getLength(); i += chunkSize, a++) {
//System.out.println("Transforming Chunk: " + (a + 1));
TimeSeries subsequence = timeSeries.getSubsequence(i, chunkSize + n - 1);
double[][] words = sfa.transformWindowingDouble(subsequence);
for (int pos = 0; pos < words.length; pos++) {
byte[] w = sfa.quantizationByte(words[pos]);
dataStream.addToPartition(w, words[pos], i + pos, trieDepth);
}
// wait for all tasks to finish
long bytesWritten = 0;
while (!futures.isEmpty()) {
try {
bytesWritten = futures.remove().get();
} catch (Exception e) {
Assert.fail(e.getMessage());
}
}
System.out.println("\tavg write speed: " + (bytesWritten / (System.currentTimeMillis() - time)) + " kb/s");
}
// close all streams
dataStream.setFinished();
// build the SFA trie from the bucket files
SFATrie index = buildSFATrie(l, leafThreshold, n, trieDepth, sfa);
// add the raw data to the trie
index.initializeSubsequenceMatching(timeSeries, n);
//index.printStats();
// GC
performGC();
System.out.println("Memory: " + ((runtime.totalMemory() - mem) / (1_048_576L)) + " MB (rough estimate)");
// k-NN search
int k = 1;
// Used for Euclidean distance computations
int size = (timeSeries.getData().length - n) + 1;
double[] means = index.means;
double[] stds = index.stddev;
for (int i = 0; i < timeSeries2.length; i++) {
System.out.println((i + 1) + ". Query");
TimeSeries query = timeSeries2[i];
time = System.currentTimeMillis();
SortedListMap<Double, Integer> result = index.searchNearestNeighbor(query, k);
time = System.currentTimeMillis() - time;
System.out.println("\tSFATree:" + (time / 1000.0) + "s");
List<Double> distances = result.keys();
//System.out.println("\tTS seen: " + index.getTimeSeriesRead());
//System.out.println("\tLeaves seen " + index.getIoTimeSeriesRead());
//System.out.println("\tNodes seen " + index.getBlockRead());
index.resetIoCosts();
// compare with nearest neighbor search!
time = System.currentTimeMillis();
double resultDistance = Double.MAX_VALUE;
for (int ww = 0; ww < size; ww++) { // faster than reevaluation in for
// loop
double distance = SFATrieTest.getEuclideanDistance(timeSeries, query, means[ww], stds[ww], resultDistance, ww);
resultDistance = Math.min(distance, resultDistance);
}
time = System.currentTimeMillis() - time;
System.out.println("\tEuclidean:" + (time / 1000.0) + "s");
Assert.assertEquals("Distances do not match: " + resultDistance + "\t" + distances.get(0),
distances.get(0), resultDistance, 0.003);
}
System.out.println("All ok...");
}
/**
* Builds one SFA trie for each bucket and merges these to one SFA trie.
*
* @param l
* @param leafThreshold
* @param windowLength
* @param trieDepth
* @param sfa
* @return
*/
protected SFATrie buildSFATrie(int l, int leafThreshold, int windowLength, int trieDepth, SFA sfa) {
long time;// now, process each bucket on disk
SFATrie index = null;
System.out.println("Building and merging Trees:");
File directory = tempDir;
// create an index for each bucket and merge the indices
for (File bucket : directory.listFiles()) {
if (bucket.isFile() && bucket.getName().contains("bucket")) {
time = System.currentTimeMillis();
List<SFATrie.Approximation[]> windows = readFromFile(bucket);
if (!windows.isEmpty()) {
SFATrie trie = new SFATrie(l, leafThreshold, sfa);
trie.buildIndex(windows, trieDepth);
if (index == null) {
index = trie;
} else {
index.mergeTrees(trie);
}
System.out.println("Merging done in " + (System.currentTimeMillis() - time) + " ms. " + "\t Elements: "
+ index.getSize() + "\t Height: " + index.getHeight());
}
}
}
// path compression
if (index != null) {
index.compress(true);
}
// write index to disk?
// System.out.println("Writing index to disk...");
// File location = new File("./tmp/sfatrie.idx");
// location.deleteOnExit();
// index.writeToDisk(location);
return index;
}
public void performGC() {
try {
System.gc();
Thread.sleep(10);
} catch (InterruptedException e) {
e.printStackTrace();
}
}
/**
* Reads a bucket with Fourier-approximations from a file
*
* @param name
* @return
*/
protected List<SFATrie.Approximation[]> readFromFile(File name) {
System.out.println("Reading from : " + name.toString());
long count = 0;
List<SFATrie.Approximation[]> data = new ArrayList<>();
try (ObjectInputStream in = new ObjectInputStream(new BufferedInputStream(new FileInputStream(name)))) {
SFATrie.Approximation[] d = null;
while ((d = (SFATrie.Approximation[]) in.readObject()) != null) {
data.add(d);
count += d.length;
}
} catch (EOFException e) {
// ignore EOFException
} catch (Exception e) {
Assert.fail(e.getMessage());
}
System.out.println("\t" + count + " time series read.");
return data;
}
/**
* Opens multiple streams to disk but writes them sequentially to disk
*
*/
static class SerializedStreams {
LinkedBlockingQueue<SFATrie.Approximation>[] wordPartitions;
ObjectOutputStream[] partitionsStream;
// the number of TS until the array is written to disk
static final int minWriteToDiskLimit = 100000;
long[] writtenSamples;
long totalBytes = 0;
double time = 0;
@SuppressWarnings("unchecked")
public SerializedStreams(final int useLetters) {
// the number of partitions to process
int count = (int) Math.pow(SFATrie.symbols, useLetters);
this.wordPartitions = new LinkedBlockingQueue[count];
this.partitionsStream = new ObjectOutputStream[count];
this.writtenSamples = new long[count];
this.time = System.currentTimeMillis();
for (int i = 0; i < this.wordPartitions.length; i++) {
this.wordPartitions[i] = new LinkedBlockingQueue<>(minWriteToDiskLimit * 2);
this.writtenSamples[i] = 0;
}
}
/**
* Close all file streams
*/
public void setFinished() {
// finish all data
for (int i = 0; i < SerializedStreams.this.wordPartitions.length; i++) {
try {
// copy contents to current and write these to disk
List<SFATrie.Approximation> current = new ArrayList<>(this.wordPartitions[i].size());
this.wordPartitions[i].drainTo(current);
writeToDisk(current, i);
} catch (Exception e) {
Assert.fail(e.getMessage());
}
}
// wait for all futures/threads to finish
while (!futures.isEmpty()) {
try {
futures.remove().get();
} catch (Exception e) {
Assert.fail(e.toString());
}
}
// close all streams
long totalTSwritten = 0;
for (int i = 0; i < SerializedStreams.this.wordPartitions.length; i++) {
try {
if (partitionsStream[i] != null) {
partitionsStream[i].close();
totalTSwritten += writtenSamples[i];
}
} catch (Exception e) {
Assert.fail(e.getMessage());
}
}
System.out.println("Time series written:" + totalTSwritten);
}
/**
* Adds a time series to the corresponding queue and writes the bucket to
* disk if the bucket exceeds minWriteToDiskLimit elements
*/
public void addToPartition(byte[] words, double[] data, int offset, int prefixLength) {
try {
// the bucket
final int l = getPrefix(words, prefixLength);
this.wordPartitions[l].put(new SFATrie.Approximation(data, words, offset));
// write to disk
synchronized (this.wordPartitions[l]) {
if (this.wordPartitions[l].size() >= minWriteToDiskLimit) {
// copy the elements to current and write this to disk
final List<SFATrie.Approximation> current = new ArrayList<>(this.wordPartitions[l].size());
this.wordPartitions[l].drainTo(current);
futures.add(serializerExec.submit(new Callable<Long>() {
@Override
public Long call() throws Exception {
writeToDisk(current, l);
totalBytes += current.size() * 20 * 8;
return totalBytes;
}
}));
}
}
} catch (Exception e) {
Assert.fail(e.getMessage());
}
}
/**
* Gets a prefix of queryLength useLetters from the word, encoded as int.
*
* @param word
* @param useLetters
* @return
*/
protected int getPrefix(byte[] word, int useLetters) {
int id = word[0];
if (useLetters > 1) {
id = id * SFATrie.symbols + word[1];
}
if (useLetters > 2) {
id = id * SFATrie.symbols + word[2];
}
return id;
}
/**
* Serializes the bucket to disk
*
* @param current
* @param letter
* @throws FileNotFoundException
* @throws IOException
*/
protected void writeToDisk(List<SFATrie.Approximation> current, int letter) throws IOException {
if (!current.isEmpty()) {
if (partitionsStream[letter] == null) {
String fileName = tempDir.getAbsolutePath() + File.separator + letter + ".bucket";
File file = new File(fileName);
file.deleteOnExit();
partitionsStream[letter] = new ObjectOutputStream(new BufferedOutputStream(new FileOutputStream(file, false),
1048576 * 8 /* 8mb */));
}
partitionsStream[letter].writeUnshared(current.toArray(new SFATrie.Approximation[]{}));
// reset the references to the objects to allow
// the garbage collector to write the objects
partitionsStream[letter].reset();
try {
Thread.sleep(100);
} catch (InterruptedException e) {
Assert.fail(e.getMessage());
}
this.writtenSamples[letter] += current.size();
}
}
}
@After
public void tearDown() throws Exception {
serializerExec.shutdown();
transformExec.shutdown();
}
}