dlib C++ Library - structural_svm_distributed.h

    // 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 <memory>
    #include <iostream>
    #include <vector>

    #include "structural_svm_distributed_abstract.h"
    #include "structural_svm_problem.h"
    #include "../bridge.h"
    #include "../misc_api.h"
    #include "../statistics.h"
    #include "../threads.h"
    #include "../pipe.h"
    #include "../type_safe_union.h"

    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;
            };

            std::unique_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<std::shared_ptr<pipe<tsu_out> > > out_pipes;
                mutable pipe<tsu_in> in;
                std::vector<std::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_