// Copyright (C) 2011 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#ifndef DLIB_STRUCTURAL_SVM_DISTRIBUTeD_Hh_
#define DLIB_STRUCTURAL_SVM_DISTRIBUTeD_Hh_
#include "structural_svm_distributed_abstract.h"
#include "structural_svm_problem.h"
#include "../bridge.h"
#include "../smart_pointers.h"
#include "../misc_api.h"
#include "../statistics.h"
#include "../threads.h"
#include "../pipe.h"
#include "../type_safe_union.h"
#include <iostream>
#include <vector>
namespace dlib
{
// ----------------------------------------------------------------------------------------
namespace impl
{
template <typename matrix_type>
struct oracle_response
{
typedef typename matrix_type::type scalar_type;
matrix_type subgradient;
scalar_type loss;
long num;
friend void swap (oracle_response& a, oracle_response& b)
{
a.subgradient.swap(b.subgradient);
std::swap(a.loss, b.loss);
std::swap(a.num, b.num);
}
friend void serialize (const oracle_response& item, std::ostream& out)
{
serialize(item.subgradient, out);
dlib::serialize(item.loss, out);
dlib::serialize(item.num, out);
}
friend void deserialize (oracle_response& item, std::istream& in)
{
deserialize(item.subgradient, in);
dlib::deserialize(item.loss, in);
dlib::deserialize(item.num, in);
}
};
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
struct oracle_request
{
typedef typename matrix_type::type scalar_type;
matrix_type current_solution;
scalar_type saved_current_risk_gap;
bool skip_cache;
bool converged;
friend void swap (oracle_request& a, oracle_request& b)
{
a.current_solution.swap(b.current_solution);
std::swap(a.saved_current_risk_gap, b.saved_current_risk_gap);
std::swap(a.skip_cache, b.skip_cache);
std::swap(a.converged, b.converged);
}
friend void serialize (const oracle_request& item, std::ostream& out)
{
serialize(item.current_solution, out);
dlib::serialize(item.saved_current_risk_gap, out);
dlib::serialize(item.skip_cache, out);
dlib::serialize(item.converged, out);
}
friend void deserialize (oracle_request& item, std::istream& in)
{
deserialize(item.current_solution, in);
dlib::deserialize(item.saved_current_risk_gap, in);
dlib::deserialize(item.skip_cache, in);
dlib::deserialize(item.converged, in);
}
};
}
// ----------------------------------------------------------------------------------------
class svm_struct_processing_node : noncopyable
{
public:
template <
typename T,
typename U
>
svm_struct_processing_node (
const structural_svm_problem<T,U>& problem,
unsigned short port,
unsigned short num_threads
)
{
// make sure requires clause is not broken
DLIB_ASSERT(port != 0 && problem.get_num_samples() != 0 &&
problem.get_num_dimensions() != 0,
"\t svm_struct_processing_node()"
<< "\n\t Invalid arguments were given to this function"
<< "\n\t port: " << port
<< "\n\t problem.get_num_samples(): " << problem.get_num_samples()
<< "\n\t problem.get_num_dimensions(): " << problem.get_num_dimensions()
<< "\n\t this: " << this
);
the_problem.reset(new node_type<T,U>(problem, port, num_threads));
}
private:
struct base
{
virtual ~base(){}
};
template <
typename matrix_type,
typename feature_vector_type
>
class node_type : public base, threaded_object
{
public:
typedef typename matrix_type::type scalar_type;
node_type(
const structural_svm_problem<matrix_type,feature_vector_type>& prob,
unsigned short port,
unsigned long num_threads
) : in(3),out(3), problem(prob), tp(num_threads)
{
b.reconfigure(listen_on_port(port), receive(in), transmit(out));
start();
}
~node_type()
{
in.disable();
out.disable();
wait();
}
private:
void thread()
{
using namespace impl;
tsu_in msg;
tsu_out temp;
timestamper ts;
running_stats<double> with_buffer_time;
running_stats<double> without_buffer_time;
unsigned long num_iterations_executed = 0;
while (in.dequeue(msg))
{
// initialize the cache and compute psi_true.
if (cache.size() == 0)
{
cache.resize(problem.get_num_samples());
for (unsigned long i = 0; i < cache.size(); ++i)
cache[i].init(&problem,i);
psi_true.set_size(problem.get_num_dimensions(),1);
psi_true = 0;
const unsigned long num = problem.get_num_samples();
feature_vector_type ftemp;
for (unsigned long i = 0; i < num; ++i)
{
cache[i].get_truth_joint_feature_vector_cached(ftemp);
subtract_from(psi_true, ftemp);
}
}
if (msg.template contains<bridge_status>() &&
msg.template get<bridge_status>().is_connected)
{
temp = problem.get_num_dimensions();
out.enqueue(temp);
}
else if (msg.template contains<oracle_request<matrix_type> >())
{
++num_iterations_executed;
const oracle_request<matrix_type>& req = msg.template get<oracle_request<matrix_type> >();
oracle_response<matrix_type>& data = temp.template get<oracle_response<matrix_type> >();
data.subgradient = psi_true;
data.loss = 0;
data.num = problem.get_num_samples();
const uint64 start_time = ts.get_timestamp();
// pick fastest buffering strategy
bool buffer_subgradients_locally = with_buffer_time.mean() < without_buffer_time.mean();
// every 50 iterations we should try to flip the buffering scheme to see if
// doing it the other way might be better.
if ((num_iterations_executed%50) == 0)
{
buffer_subgradients_locally = !buffer_subgradients_locally;
}
binder b(*this, req, data, buffer_subgradients_locally);
parallel_for_blocked(tp, 0, data.num, b, &binder::call_oracle);
const uint64 stop_time = ts.get_timestamp();
if (buffer_subgradients_locally)
with_buffer_time.add(stop_time-start_time);
else
without_buffer_time.add(stop_time-start_time);
out.enqueue(temp);
}
}
}
struct binder
{
binder (
const node_type& self_,
const impl::oracle_request<matrix_type>& req_,
impl::oracle_response<matrix_type>& data_,
bool buffer_subgradients_locally_
) : self(self_), req(req_), data(data_),
buffer_subgradients_locally(buffer_subgradients_locally_) {}
void call_oracle (
long begin,
long end
)
{
// If we are only going to call the separation oracle once then don't
// run the slightly more complex for loop version of this code. Or if
// we just don't want to run the complex buffering one. The code later
// on decides if we should do the buffering based on how long it takes
// to execute. We do this because, when the subgradient is really high
// dimensional it can take a lot of time to add them together. So we
// might want to avoid doing that.
if (end-begin <= 1 || !buffer_subgradients_locally)
{
scalar_type loss;
feature_vector_type ftemp;
for (long i = begin; i < end; ++i)
{
self.cache[i].separation_oracle_cached(req.converged,
req.skip_cache,
req.saved_current_risk_gap,
req.current_solution,
loss,
ftemp);
auto_mutex lock(self.accum_mutex);
data.loss += loss;
add_to(data.subgradient, ftemp);
}
}
else
{
scalar_type loss = 0;
matrix_type faccum(data.subgradient.size(),1);
faccum = 0;
feature_vector_type ftemp;
for (long i = begin; i < end; ++i)
{
scalar_type loss_temp;
self.cache[i].separation_oracle_cached(req.converged,
req.skip_cache,
req.saved_current_risk_gap,
req.current_solution,
loss_temp,
ftemp);
loss += loss_temp;
add_to(faccum, ftemp);
}
auto_mutex lock(self.accum_mutex);
data.loss += loss;
add_to(data.subgradient, faccum);
}
}
const node_type& self;
const impl::oracle_request<matrix_type>& req;
impl::oracle_response<matrix_type>& data;
bool buffer_subgradients_locally;
};
typedef type_safe_union<impl::oracle_request<matrix_type>, bridge_status> tsu_in;
typedef type_safe_union<impl::oracle_response<matrix_type> , long> tsu_out;
pipe<tsu_in> in;
pipe<tsu_out> out;
bridge b;
mutable matrix_type psi_true;
const structural_svm_problem<matrix_type,feature_vector_type>& problem;
mutable std::vector<cache_element_structural_svm<structural_svm_problem<matrix_type,feature_vector_type> > > cache;
mutable thread_pool tp;
mutex accum_mutex;
};
scoped_ptr<base> the_problem;
};
// ----------------------------------------------------------------------------------------
class svm_struct_controller_node : noncopyable
{
public:
svm_struct_controller_node (
) :
eps(0.001),
max_iterations(10000),
cache_based_eps(std::numeric_limits<double>::infinity()),
verbose(false),
C(1)
{}
double get_cache_based_epsilon (
) const
{
return cache_based_eps;
}
void set_cache_based_epsilon (
double eps_
)
{
// make sure requires clause is not broken
DLIB_ASSERT(eps_ > 0,
"\t void svm_struct_controller_node::set_cache_based_epsilon()"
<< "\n\t eps_ must be greater than 0"
<< "\n\t eps_: " << eps_
<< "\n\t this: " << this
);
cache_based_eps = eps_;
}
void set_epsilon (
double eps_
)
{
// make sure requires clause is not broken
DLIB_ASSERT(eps_ > 0,
"\t void svm_struct_controller_node::set_epsilon()"
<< "\n\t eps_ must be greater than 0"
<< "\n\t eps_: " << eps_
<< "\n\t this: " << this
);
eps = eps_;
}
double get_epsilon (
) const { return eps; }
unsigned long get_max_iterations (
) const { return max_iterations; }
void set_max_iterations (
unsigned long max_iter
)
{
max_iterations = max_iter;
}
void be_verbose (
)
{
verbose = true;
}
void be_quiet(
)
{
verbose = false;
}
void add_nuclear_norm_regularizer (
long first_dimension,
long rows,
long cols,
double regularization_strength
)
{
// make sure requires clause is not broken
DLIB_ASSERT(0 <= first_dimension &&
0 <= rows && 0 <= cols &&
0 < regularization_strength,
"\t void svm_struct_controller_node::add_nuclear_norm_regularizer()"
<< "\n\t Invalid arguments were given to this function."
<< "\n\t first_dimension: " << first_dimension
<< "\n\t rows: " << rows
<< "\n\t cols: " << cols
<< "\n\t regularization_strength: " << regularization_strength
<< "\n\t this: " << this
);
impl::nuclear_norm_regularizer temp;
temp.first_dimension = first_dimension;
temp.nr = rows;
temp.nc = cols;
temp.regularization_strength = regularization_strength;
nuclear_norm_regularizers.push_back(temp);
}
unsigned long num_nuclear_norm_regularizers (
) const { return nuclear_norm_regularizers.size(); }
void clear_nuclear_norm_regularizers (
) { nuclear_norm_regularizers.clear(); }
double get_c (
) const { return C; }
void set_c (
double C_
)
{
// make sure requires clause is not broken
DLIB_ASSERT(C_ > 0,
"\t void svm_struct_controller_node::set_c()"
<< "\n\t C_ must be greater than 0"
<< "\n\t C_: " << C_
<< "\n\t this: " << this
);
C = C_;
}
void add_processing_node (
const network_address& addr
)
{
// make sure requires clause is not broken
DLIB_ASSERT(addr.port != 0,
"\t void svm_struct_controller_node::add_processing_node()"
<< "\n\t Invalid inputs were given to this function"
<< "\n\t addr.host_address: " << addr.host_address
<< "\n\t addr.port: " << addr.port
<< "\n\t this: " << this
);
// check if this address is already registered
for (unsigned long i = 0; i < nodes.size(); ++i)
{
if (nodes[i] == addr)
{
return;
}
}
nodes.push_back(addr);
}
void add_processing_node (
const std::string& ip_or_hostname,
unsigned short port
)
{
add_processing_node(network_address(ip_or_hostname,port));
}
unsigned long get_num_processing_nodes (
) const
{
return nodes.size();
}
void remove_processing_nodes (
)
{
nodes.clear();
}
template <typename matrix_type>
double operator() (
const oca& solver,
matrix_type& w
) const
{
// make sure requires clause is not broken
DLIB_ASSERT(get_num_processing_nodes() != 0,
"\t double svm_struct_controller_node::operator()"
<< "\n\t You must add some processing nodes before calling this function."
<< "\n\t this: " << this
);
problem_type<matrix_type> problem(nodes);
problem.set_cache_based_epsilon(cache_based_eps);
problem.set_epsilon(eps);
problem.set_max_iterations(max_iterations);
if (verbose)
problem.be_verbose();
problem.set_c(C);
for (unsigned long i = 0; i < nuclear_norm_regularizers.size(); ++i)
{
problem.add_nuclear_norm_regularizer(
nuclear_norm_regularizers[i].first_dimension,
nuclear_norm_regularizers[i].nr,
nuclear_norm_regularizers[i].nc,
nuclear_norm_regularizers[i].regularization_strength);
}
return solver(problem, w);
}
class invalid_problem : public error
{
public:
invalid_problem(
const std::string& a
): error(a) {}
};
private:
template <typename matrix_type_>
class problem_type : public structural_svm_problem<matrix_type_>
{
public:
typedef typename matrix_type_::type scalar_type;
typedef matrix_type_ matrix_type;
problem_type (
const std::vector<network_address>& nodes_
) :
nodes(nodes_),
in(3),
num_dims(0)
{
// initialize all the transmit pipes
out_pipes.resize(nodes.size());
for (unsigned long i = 0; i < out_pipes.size(); ++i)
{
out_pipes[i].reset(new pipe<tsu_out>(3));
}
// make bridges that connect to all our remote processing nodes
bridges.resize(nodes.size());
for (unsigned long i = 0; i< bridges.size(); ++i)
{
bridges[i].reset(new bridge(connect_to(nodes[i]),
receive(in), transmit(*out_pipes[i])));
}
// The remote processing nodes are supposed to all send the problem dimensionality
// upon connection. So get that and make sure everyone agrees on what it's supposed to be.
tsu_in temp;
unsigned long responses = 0;
bool seen_dim = false;
while (responses < nodes.size())
{
in.dequeue(temp);
if (temp.template contains<long>())
{
++responses;
// if this new dimension doesn't match what we have seen previously
if (seen_dim && num_dims != temp.template get<long>())
{
throw invalid_problem("remote hosts disagree on the number of dimensions!");
}
seen_dim = true;
num_dims = temp.template get<long>();
}
}
}
// These functions are just here because the structural_svm_problem requires
// them, but since we are overloading get_risk() they are never called so they
// don't matter.
virtual long get_num_samples () const {return 0;}
virtual void get_truth_joint_feature_vector ( long , matrix_type& ) const {}
virtual void separation_oracle ( const long , const matrix_type& , scalar_type& , matrix_type& ) const {}
virtual long get_num_dimensions (
) const
{
return num_dims;
}
virtual void get_risk (
matrix_type& w,
scalar_type& risk,
matrix_type& subgradient
) const
{
using namespace impl;
subgradient.set_size(w.size(),1);
subgradient = 0;
// send out all the oracle requests
tsu_out temp_out;
for (unsigned long i = 0; i < out_pipes.size(); ++i)
{
temp_out.template get<oracle_request<matrix_type> >().current_solution = w;
temp_out.template get<oracle_request<matrix_type> >().saved_current_risk_gap = this->saved_current_risk_gap;
temp_out.template get<oracle_request<matrix_type> >().skip_cache = this->skip_cache;
temp_out.template get<oracle_request<matrix_type> >().converged = this->converged;
out_pipes[i]->enqueue(temp_out);
}
// collect all the oracle responses
long num = 0;
scalar_type total_loss = 0;
tsu_in temp_in;
unsigned long responses = 0;
while (responses < out_pipes.size())
{
in.dequeue(temp_in);
if (temp_in.template contains<oracle_response<matrix_type> >())
{
++responses;
const oracle_response<matrix_type>& data = temp_in.template get<oracle_response<matrix_type> >();
subgradient += data.subgradient;
total_loss += data.loss;
num += data.num;
}
}
subgradient /= num;
total_loss /= num;
risk = total_loss + dot(subgradient,w);
if (this->nuclear_norm_regularizers.size() != 0)
{
matrix_type grad;
double obj;
this->compute_nuclear_norm_parts(w, grad, obj);
risk += obj;
subgradient += grad;
}
}
std::vector<network_address> nodes;
typedef type_safe_union<impl::oracle_request<matrix_type> > tsu_out;
typedef type_safe_union<impl::oracle_response<matrix_type>, long> tsu_in;
std::vector<shared_ptr<pipe<tsu_out> > > out_pipes;
mutable pipe<tsu_in> in;
std::vector<shared_ptr<bridge> > bridges;
long num_dims;
};
std::vector<network_address> nodes;
double eps;
unsigned long max_iterations;
double cache_based_eps;
bool verbose;
double C;
std::vector<impl::nuclear_norm_regularizer> nuclear_norm_regularizers;
};
// ----------------------------------------------------------------------------------------
}
#endif // DLIB_STRUCTURAL_SVM_DISTRIBUTeD_Hh_