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/data/users/matthijs/github_faiss/faiss/VectorTransform.h
/**
* 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.
*/
// Copyright 2004-present Facebook. All Rights Reserved.
// -*- c++ -*-
#ifndef FAISS_VECTOR_TRANSFORM_H
#define FAISS_VECTOR_TRANSFORM_H
/** Defines a few objects that apply transformations to a set of
* vectors Often these are pre-processing steps.
*/
#include <vector>
#include "Index.h"
namespace faiss {
/** Any transformation applied on a set of vectors */
struct VectorTransform {
typedef Index::idx_t idx_t;
int d_in; ///! input dimension
int d_out; ///! output dimension
explicit VectorTransform (int d_in = 0, int d_out = 0):
d_in(d_in), d_out(d_out), is_trained(true)
{}
/// set if the VectorTransform does not require training, or if
/// training is done already
bool is_trained;
/** Perform training on a representative set of vectors. Does
* nothing by default.
*
* @param n nb of training vectors
* @param x training vecors, size n * d
*/
virtual void train (idx_t n, const float *x);
/** apply the random roation, return new allocated matrix
* @param x size n * d_in
* @return size n * d_out
*/
float *apply (idx_t n, const float * x) const;
/// same as apply, but result is pre-allocated
virtual void apply_noalloc (idx_t n, const float * x,
float *xt) const = 0;
/// reverse transformation. May not be implemented or may return
/// approximate result
virtual void reverse_transform (idx_t n, const float * xt,
float *x) const;
virtual ~VectorTransform () {}
};
/** Generic linear transformation, with bias term applied on output
* y = A * x + b
*/
struct LinearTransform: VectorTransform {
bool have_bias; ///! whether to use the bias term
/// check if matrix A is orthonormal (enables reverse_transform)
bool is_orthonormal;
/// Transformation matrix, size d_out * d_in
std::vector<float> A;
/// bias vector, size d_out
std::vector<float> b;
/// both d_in > d_out and d_out < d_in are supported
explicit LinearTransform (int d_in = 0, int d_out = 0,
bool have_bias = false);
/// same as apply, but result is pre-allocated
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
/// compute x = A^T * (x - b)
/// is reverse transform if A has orthonormal lines
void transform_transpose (idx_t n, const float * y,
float *x) const;
/// works only if is_orthonormal
void reverse_transform (idx_t n, const float * xt,
float *x) const override;
/// compute A^T * A to set the is_orthonormal flag
void set_is_orthonormal ();
bool verbose;
~LinearTransform() override {}
};
/// Randomly rotate a set of vectors
struct RandomRotationMatrix: LinearTransform {
/// both d_in > d_out and d_out < d_in are supported
RandomRotationMatrix (int d_in, int d_out):
LinearTransform(d_in, d_out, false) {}
/// must be called before the transform is used
void init(int seed);
RandomRotationMatrix () {}
};
/** Applies a principal component analysis on a set of vectors,
* with optionally whitening and random rotation. */
struct PCAMatrix: LinearTransform {
/** after transformation the components are multiplied by
* eigenvalues^eigen_power
*
* =0: no whitening
* =-2: full whitening
*/
float eigen_power;
/// random rotation after PCA
bool random_rotation;
/// ratio between # training vectors and dimension
size_t max_points_per_d;
/// try to distribute output eigenvectors in this many bins
int balanced_bins;
/// Mean, size d_in
std::vector<float> mean;
/// eigenvalues of covariance matrix (= squared singular values)
std::vector<float> eigenvalues;
/// PCA matrix, size d_in * d_in
std::vector<float> PCAMat;
// the final matrix is computed after random rotation and/or whitening
explicit PCAMatrix (int d_in = 0, int d_out = 0,
float eigen_power = 0, bool random_rotation = false);
/// train on n vectors. If n < d_in then the eigenvector matrix
/// will be completed with 0s
void train(Index::idx_t n, const float* x) override;
/// copy pre-trained PCA matrix
void copy_from (const PCAMatrix & other);
/// called after mean, PCAMat and eigenvalues are computed
void prepare_Ab();
};
/** Applies a rotation to align the dimensions with a PQ to minimize
* the reconstruction error. Can be used before an IndexPQ or an
* IndexIVFPQ. The method is the non-parametric version described in:
*
* "Optimized Product Quantization for Approximate Nearest Neighbor Search"
* Tiezheng Ge, Kaiming He, Qifa Ke, Jian Sun, CVPR'13
*
*/
struct OPQMatrix: LinearTransform {
int M; ///< nb of subquantizers
int niter; ///< Number of outer training iterations
int niter_pq; ///< Number of training iterations for the PQ
int niter_pq_0; ///< same, for the first outer iteration
/// if there are too many training points, resample
size_t max_train_points;
bool verbose;
/// if d2 != -1, output vectors of this dimension
explicit OPQMatrix (int d = 0, int M = 1, int d2 = -1);
void train(Index::idx_t n, const float* x) override;
};
/** remap dimensions for intput vectors, possibly inserting 0s
* strictly speaking this is also a linear transform but we don't want
* to compute it with matrix multiplies */
struct RemapDimensionsTransform: VectorTransform {
/// map from output dimension to input, size d_out
/// -1 -> set output to 0
std::vector<int> map;
RemapDimensionsTransform (int d_in, int d_out, const int *map);
/// remap input to output, skipping or inserting dimensions as needed
/// if uniform: distribute dimensions uniformly
/// otherwise just take the d_out first ones.
RemapDimensionsTransform (int d_in, int d_out, bool uniform = true);
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
/// reverse transform correct only when the mapping is a permuation
void reverse_transform(idx_t n, const float* xt, float* x) const override;
RemapDimensionsTransform () {}
};
/** per-vector normalization */
struct NormalizationTransform: VectorTransform {
float norm;
explicit NormalizationTransform (int d, float norm = 2.0);
NormalizationTransform ();
void apply_noalloc(idx_t n, const float* x, float* xt) const override;
/// Identity transform since norm is not revertible
void reverse_transform(idx_t n, const float* xt, float* x) const override;
};
/** Index that applies a LinearTransform transform on vectors before
* handing them over to a sub-index */
struct IndexPreTransform: Index {
std::vector<VectorTransform *> chain; ///! chain of tranforms
Index * index; ///! the sub-index
bool own_fields; ///! whether pointers are deleted in destructor
explicit IndexPreTransform (Index *index);
IndexPreTransform ();
/// ltrans is the last transform before the index
IndexPreTransform (VectorTransform * ltrans, Index * index);
void prepend_transform (VectorTransform * ltrans);
void train(idx_t n, const float* x) override;
void add(idx_t n, const float* x) override;
void add_with_ids(idx_t n, const float* x, const long* xids) override;
void reset() override;
/** removes IDs from the index. Not supported by all indexes.
*/
long remove_ids(const IDSelector& sel) override;
void search(
idx_t n,
const float* x,
idx_t k,
float* distances,
idx_t* labels) const override;
void reconstruct (idx_t key, float * recons) const override;
void reconstruct_n (idx_t i0, idx_t ni, float *recons)
const override;
void search_and_reconstruct (idx_t n, const float *x, idx_t k,
float *distances, idx_t *labels,
float *recons) const override;
/// apply the transforms in the chain. The returned float * may be
/// equal to x, otherwise it should be deallocated.
const float * apply_chain (idx_t n, const float *x) const;
/// Reverse the transforms in the chain. May not be implemented for
/// all transforms in the chain or may return approximate results.
void reverse_chain (idx_t n, const float* xt, float* x) const;
~IndexPreTransform() override;
};
} // namespace faiss
#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