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/data/users/matthijs/github_faiss/faiss/VectorTransform.h
1 /**
2 * Copyright (c) 2015-present, Facebook, Inc.
3 * All rights reserved.
4 *
5 * This source code is licensed under the BSD+Patents license found in the
6 * LICENSE file in the root directory of this source tree.
7 */
8
9 // Copyright 2004-present Facebook. All Rights Reserved.
10 // -*- c++ -*-
11
12 #ifndef FAISS_VECTOR_TRANSFORM_H
13 #define FAISS_VECTOR_TRANSFORM_H
14
15 /** Defines a few objects that apply transformations to a set of
16 * vectors Often these are pre-processing steps.
17 */
18
19 #include <vector>
20
21 #include "Index.h"
22
23
24 namespace faiss {
25
26
27 /** Any transformation applied on a set of vectors */
28 struct VectorTransform {
29
30 typedef Index::idx_t idx_t;
31
32 int d_in; ///! input dimension
33 int d_out; ///! output dimension
34
35 explicit VectorTransform (int d_in = 0, int d_out = 0):
36 d_in(d_in), d_out(d_out), is_trained(true)
37 {}
38
39
40 /// set if the VectorTransform does not require training, or if
41 /// training is done already
42 bool is_trained;
43
44
45 /** Perform training on a representative set of vectors. Does
46 * nothing by default.
47 *
48 * @param n nb of training vectors
49 * @param x training vecors, size n * d
50 */
51 virtual void train (idx_t n, const float *x);
52
53 /** apply the random roation, return new allocated matrix
54 * @param x size n * d_in
55 * @return size n * d_out
56 */
57 float *apply (idx_t n, const float * x) const;
58
59 /// same as apply, but result is pre-allocated
60 virtual void apply_noalloc (idx_t n, const float * x,
61 float *xt) const = 0;
62
63 /// reverse transformation. May not be implemented or may return
64 /// approximate result
65 virtual void reverse_transform (idx_t n, const float * xt,
66 float *x) const;
67
68 virtual ~VectorTransform () {}
69
70 };
71
72
73
74 /** Generic linear transformation, with bias term applied on output
75 * y = A * x + b
76 */
77 struct LinearTransform: VectorTransform {
78
79 bool have_bias; ///! whether to use the bias term
80
81 /// check if matrix A is orthonormal (enables reverse_transform)
82 bool is_orthonormal;
83
84 /// Transformation matrix, size d_out * d_in
85 std::vector<float> A;
86
87 /// bias vector, size d_out
88 std::vector<float> b;
89
90 /// both d_in > d_out and d_out < d_in are supported
91 explicit LinearTransform (int d_in = 0, int d_out = 0,
92 bool have_bias = false);
93
94 /// same as apply, but result is pre-allocated
95 void apply_noalloc(idx_t n, const float* x, float* xt) const override;
96
97 /// compute x = A^T * (x - b)
98 /// is reverse transform if A has orthonormal lines
99 void transform_transpose (idx_t n, const float * y,
100 float *x) const;
101
102 /// works only if is_orthonormal
103 void reverse_transform (idx_t n, const float * xt,
104 float *x) const override;
105
106 /// compute A^T * A to set the is_orthonormal flag
107 void set_is_orthonormal ();
108
109 bool verbose;
110
111 ~LinearTransform() override {}
112 };
113
114
115
116 /// Randomly rotate a set of vectors
117 struct RandomRotationMatrix: LinearTransform {
118
119 /// both d_in > d_out and d_out < d_in are supported
120 RandomRotationMatrix (int d_in, int d_out):
121 LinearTransform(d_in, d_out, false) {}
122
123 /// must be called before the transform is used
124 void init(int seed);
125
126 RandomRotationMatrix () {}
127 };
128
129
130 /** Applies a principal component analysis on a set of vectors,
131 * with optionally whitening and random rotation. */
132 struct PCAMatrix: LinearTransform {
133
134 /** after transformation the components are multiplied by
135 * eigenvalues^eigen_power
136 *
137 * =0: no whitening
138 * =-2: full whitening
139 */
140 float eigen_power;
141
142 /// random rotation after PCA
143 bool random_rotation;
144
145 /// ratio between # training vectors and dimension
146 size_t max_points_per_d;
147
148 /// try to distribute output eigenvectors in this many bins
149 int balanced_bins;
150
151 /// Mean, size d_in
152 std::vector<float> mean;
153
154 /// eigenvalues of covariance matrix (= squared singular values)
155 std::vector<float> eigenvalues;
156
157 /// PCA matrix, size d_in * d_in
158 std::vector<float> PCAMat;
159
160 // the final matrix is computed after random rotation and/or whitening
161 explicit PCAMatrix (int d_in = 0, int d_out = 0,
162 float eigen_power = 0, bool random_rotation = false);
163
164 /// train on n vectors. If n < d_in then the eigenvector matrix
165 /// will be completed with 0s
166 void train(Index::idx_t n, const float* x) override;
167
168 /// copy pre-trained PCA matrix
169 void copy_from (const PCAMatrix & other);
170
171 /// called after mean, PCAMat and eigenvalues are computed
172 void prepare_Ab();
173
174 };
175
176
177
178 /** Applies a rotation to align the dimensions with a PQ to minimize
179 * the reconstruction error. Can be used before an IndexPQ or an
180 * IndexIVFPQ. The method is the non-parametric version described in:
181 *
182 * "Optimized Product Quantization for Approximate Nearest Neighbor Search"
183 * Tiezheng Ge, Kaiming He, Qifa Ke, Jian Sun, CVPR'13
184 *
185 */
186 struct OPQMatrix: LinearTransform {
187
188 int M; ///< nb of subquantizers
189 int niter; ///< Number of outer training iterations
190 int niter_pq; ///< Number of training iterations for the PQ
191 int niter_pq_0; ///< same, for the first outer iteration
192
193 /// if there are too many training points, resample
194 size_t max_train_points;
195 bool verbose;
196
197 /// if d2 != -1, output vectors of this dimension
198 explicit OPQMatrix (int d = 0, int M = 1, int d2 = -1);
199
200 void train(Index::idx_t n, const float* x) override;
201 };
202
203
204 /** remap dimensions for intput vectors, possibly inserting 0s
205 * strictly speaking this is also a linear transform but we don't want
206 * to compute it with matrix multiplies */
207 struct RemapDimensionsTransform: VectorTransform {
208
209 /// map from output dimension to input, size d_out
210 /// -1 -> set output to 0
211 std::vector<int> map;
212
213 RemapDimensionsTransform (int d_in, int d_out, const int *map);
214
215 /// remap input to output, skipping or inserting dimensions as needed
216 /// if uniform: distribute dimensions uniformly
217 /// otherwise just take the d_out first ones.
218 RemapDimensionsTransform (int d_in, int d_out, bool uniform = true);
219
220 void apply_noalloc(idx_t n, const float* x, float* xt) const override;
221
222 /// reverse transform correct only when the mapping is a permuation
223 void reverse_transform(idx_t n, const float* xt, float* x) const override;
224
225 RemapDimensionsTransform () {}
226 };
227
228
229 /** per-vector normalization */
230 struct NormalizationTransform: VectorTransform {
231 float norm;
232
233 explicit NormalizationTransform (int d, float norm = 2.0);
234 NormalizationTransform ();
235
236 void apply_noalloc(idx_t n, const float* x, float* xt) const override;
237
238 /// Identity transform since norm is not revertible
239 void reverse_transform(idx_t n, const float* xt, float* x) const override;
240 };
241
242
243
244 /** Index that applies a LinearTransform transform on vectors before
245 * handing them over to a sub-index */
246 struct IndexPreTransform: Index {
247
248 std::vector<VectorTransform *> chain; ///! chain of tranforms
249 Index * index; ///! the sub-index
250
251 bool own_fields; ///! whether pointers are deleted in destructor
252
253 explicit IndexPreTransform (Index *index);
254
255 IndexPreTransform ();
256
257 /// ltrans is the last transform before the index
258 IndexPreTransform (VectorTransform * ltrans, Index * index);
259
260 void prepend_transform (VectorTransform * ltrans);
261
262 void train(idx_t n, const float* x) override;
263
264 void add(idx_t n, const float* x) override;
265
266 void add_with_ids(idx_t n, const float* x, const long* xids) override;
267
268 void reset() override;
269
270 /** removes IDs from the index. Not supported by all indexes.
271 */
272 long remove_ids(const IDSelector& sel) override;
273
274 void search(
275 idx_t n,
276 const float* x,
277 idx_t k,
278 float* distances,
279 idx_t* labels) const override;
280
281 void reconstruct (idx_t key, float * recons) const override;
282
283 void reconstruct_n (idx_t i0, idx_t ni, float *recons)
284 const override;
285
286 void search_and_reconstruct (idx_t n, const float *x, idx_t k,
287 float *distances, idx_t *labels,
288 float *recons) const override;
289
290 /// apply the transforms in the chain. The returned float * may be
291 /// equal to x, otherwise it should be deallocated.
292 const float * apply_chain (idx_t n, const float *x) const;
293
294 /// Reverse the transforms in the chain. May not be implemented for
295 /// all transforms in the chain or may return approximate results.
296 void reverse_chain (idx_t n, const float* xt, float* x) const;
297
298 ~IndexPreTransform() override;
299 };
300
301
302
303 } // namespace faiss
304
305
306
307 #endif
faiss::LinearTransform::transform_transpose
void transform_transpose(idx_t n, const float *y, float *x) const
Definition: VectorTransform.cpp:135
faiss::IndexPreTransform::index
Index * index
! chain of tranforms
Definition: VectorTransform.h:249
faiss::RandomRotationMatrix
Randomly rotate a set of vectors.
Definition: VectorTransform.h:117
faiss::OPQMatrix::niter
int niter
Number of outer training iterations.
Definition: VectorTransform.h:189
faiss::RandomRotationMatrix::RandomRotationMatrix
RandomRotationMatrix(int d_in, int d_out)
both d_in &gt; d_out and d_out &lt; d_in are supported
Definition: VectorTransform.h:120
faiss::RandomRotationMatrix::init
void init(int seed)
must be called before the transform is used
Definition: VectorTransform.cpp:215
faiss::IndexPreTransform::reset
void reset() override
removes all elements from the database.
Definition: VectorTransform.cpp:947
faiss::OPQMatrix::niter_pq
int niter_pq
Number of training iterations for the PQ.
Definition: VectorTransform.h:190
faiss::LinearTransform::A
std::vector< float > A
Transformation matrix, size d_out * d_in.
Definition: VectorTransform.h:85
faiss::PCAMatrix::eigen_power
float eigen_power
Definition: VectorTransform.h:140
faiss::IDSelector
Definition: AuxIndexStructures.h:52
faiss::LinearTransform::LinearTransform
LinearTransform(int d_in=0, int d_out=0, bool have_bias=false)
both d_in &gt; d_out and d_out &lt; d_in are supported
Definition: VectorTransform.cpp:100
faiss::PCAMatrix
Definition: VectorTransform.h:132
faiss::VectorTransform::VectorTransform
VectorTransform(int d_in=0, int d_out=0)
! output dimension
Definition: VectorTransform.h:35
faiss::LinearTransform::set_is_orthonormal
void set_is_orthonormal()
compute A^T * A to set the is_orthonormal flag
Definition: VectorTransform.cpp:160
faiss::OPQMatrix
Definition: VectorTransform.h:186
faiss::PCAMatrix::train
void train(Index::idx_t n, const float *x) override
Definition: VectorTransform.cpp:316
faiss::IndexPreTransform
Definition: VectorTransform.h:246
faiss::PCAMatrix::mean
std::vector< float > mean
Mean, size d_in.
Definition: VectorTransform.h:152
faiss::RemapDimensionsTransform::map
std::vector< int > map
Definition: VectorTransform.h:211
faiss::IndexPreTransform::apply_chain
const float * apply_chain(idx_t n, const float *x) const
Definition: VectorTransform.cpp:886
faiss::PCAMatrix::PCAMat
std::vector< float > PCAMat
PCA matrix, size d_in * d_in.
Definition: VectorTransform.h:158
faiss::IndexPreTransform::train
void train(idx_t n, const float *x) override
Definition: VectorTransform.cpp:828
faiss::LinearTransform::b
std::vector< float > b
bias vector, size d_out
Definition: VectorTransform.h:88
faiss::LinearTransform::reverse_transform
void reverse_transform(idx_t n, const float *xt, float *x) const override
works only if is_orthonormal
Definition: VectorTransform.cpp:199
faiss::NormalizationTransform::reverse_transform
void reverse_transform(idx_t n, const float *xt, float *x) const override
Identity transform since norm is not revertible.
Definition: VectorTransform.cpp:772
faiss::LinearTransform
Definition: VectorTransform.h:77
faiss::OPQMatrix::train
void train(Index::idx_t n, const float *x) override
Definition: VectorTransform.cpp:587
faiss::PCAMatrix::balanced_bins
int balanced_bins
try to distribute output eigenvectors in this many bins
Definition: VectorTransform.h:149
faiss::VectorTransform::is_trained
bool is_trained
Definition: VectorTransform.h:42
faiss::Index::idx_t
long idx_t
all indices are this type
Definition: Index.h:62
faiss::IndexPreTransform::reconstruct_n
void reconstruct_n(idx_t i0, idx_t ni, float *recons) const override
Definition: VectorTransform.cpp:971
faiss::NormalizationTransform::apply_noalloc
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated
Definition: VectorTransform.cpp:762
faiss::VectorTransform
Definition: VectorTransform.h:28
faiss::IndexPreTransform::own_fields
bool own_fields
! the sub-index
Definition: VectorTransform.h:251
faiss::OPQMatrix::niter_pq_0
int niter_pq_0
same, for the first outer iteration
Definition: VectorTransform.h:191
faiss::VectorTransform::train
virtual void train(idx_t n, const float *x)
Definition: VectorTransform.cpp:80
faiss::VectorTransform::reverse_transform
virtual void reverse_transform(idx_t n, const float *xt, float *x) const
Definition: VectorTransform.cpp:85
faiss::IndexPreTransform::search_and_reconstruct
void search_and_reconstruct(idx_t n, const float *x, idx_t k, float *distances, idx_t *labels, float *recons) const override
Definition: VectorTransform.cpp:983
faiss::RemapDimensionsTransform::reverse_transform
void reverse_transform(idx_t n, const float *xt, float *x) const override
reverse transform correct only when the mapping is a permuation
Definition: VectorTransform.cpp:1051
faiss::RemapDimensionsTransform
Definition: VectorTransform.h:207
faiss::OPQMatrix::max_train_points
size_t max_train_points
if there are too many training points, resample
Definition: VectorTransform.h:194
faiss::PCAMatrix::copy_from
void copy_from(const PCAMatrix &other)
copy pre-trained PCA matrix
Definition: VectorTransform.cpp:458
faiss::VectorTransform::d_out
int d_out
! input dimension
Definition: VectorTransform.h:33
faiss::OPQMatrix::OPQMatrix
OPQMatrix(int d=0, int M=1, int d2=-1)
if d2 != -1, output vectors of this dimension
Definition: VectorTransform.cpp:574
faiss::Index
Definition: Index.h:60
faiss::PCAMatrix::prepare_Ab
void prepare_Ab()
called after mean, PCAMat and eigenvalues are computed
Definition: VectorTransform.cpp:468
faiss::IndexPreTransform::add
void add(idx_t n, const float *x) override
Definition: VectorTransform.cpp:915
faiss::RemapDimensionsTransform::apply_noalloc
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated
Definition: VectorTransform.cpp:1039
faiss::IndexPreTransform::reverse_chain
void reverse_chain(idx_t n, const float *xt, float *x) const
Definition: VectorTransform.cpp:901
faiss::LinearTransform::is_orthonormal
bool is_orthonormal
! whether to use the bias term
Definition: VectorTransform.h:82
faiss::PCAMatrix::eigenvalues
std::vector< float > eigenvalues
eigenvalues of covariance matrix (= squared singular values)
Definition: VectorTransform.h:155
faiss::IndexPreTransform::search
void search(idx_t n, const float *x, idx_t k, float *distances, idx_t *labels) const override
Definition: VectorTransform.cpp:937
faiss::NormalizationTransform
Definition: VectorTransform.h:230
faiss::IndexPreTransform::add_with_ids
void add_with_ids(idx_t n, const float *x, const long *xids) override
Definition: VectorTransform.cpp:924
faiss::PCAMatrix::random_rotation
bool random_rotation
random rotation after PCA
Definition: VectorTransform.h:143
faiss::PCAMatrix::max_points_per_d
size_t max_points_per_d
ratio between # training vectors and dimension
Definition: VectorTransform.h:146
faiss::VectorTransform::apply
float * apply(idx_t n, const float *x) const
Definition: VectorTransform.cpp:72
faiss::IndexPreTransform::remove_ids
long remove_ids(const IDSelector &sel) override
Definition: VectorTransform.cpp:952
faiss::VectorTransform::apply_noalloc
virtual void apply_noalloc(idx_t n, const float *x, float *xt) const =0
same as apply, but result is pre-allocated
faiss::IndexPreTransform::reconstruct
void reconstruct(idx_t key, float *recons) const override
Definition: VectorTransform.cpp:959
faiss::OPQMatrix::M
int M
nb of subquantizers
Definition: VectorTransform.h:188
faiss::LinearTransform::apply_noalloc
void apply_noalloc(idx_t n, const float *x, float *xt) const override
same as apply, but result is pre-allocated
Definition: VectorTransform.cpp:106