faiss 0.2.0 → 0.2.1

data/vendor/faiss/faiss/impl/ProductQuantizer.h

@@ -21,26 +21,25 @@ namespace faiss {
 
 /** Product Quantizer. Implemented only for METRIC_L2 */
 struct ProductQuantizer {
-
     using idx_t = Index::idx_t;
 
-    size_t d;              ///< size of the input vectors
-    size_t M;              ///< number of subquantizers
-    size_t nbits;          ///< number of bits per quantization index
+    size_t d;     ///< size of the input vectors
+    size_t M;     ///< number of subquantizers
+    size_t nbits; ///< number of bits per quantization index
 
     // values derived from the above
-    size_t dsub;           ///< dimensionality of each subvector
-    size_t code_size;      ///< bytes per indexed vector
-    size_t ksub;           ///< number of centroids for each subquantizer
-    bool verbose;          ///< verbose during training?
+    size_t dsub;      ///< dimensionality of each subvector
+    size_t code_size; ///< bytes per indexed vector
+    size_t ksub;      ///< number of centroids for each subquantizer
+    bool verbose;     ///< verbose during training?
 
     /// initialization
     enum train_type_t {
         Train_default,
-        Train_hot_start,   ///< the centroids are already initialized
-        Train_shared,      ///< share dictionary accross PQ segments
-        Train_hypercube,   ///< intialize centroids with nbits-D hypercube
-        Train_hypercube_pca,   ///< intialize centroids with nbits-D hypercube
+        Train_hot_start,     ///< the centroids are already initialized
+        Train_shared,        ///< share dictionary accross PQ segments
+        Train_hypercube,     ///< intialize centroids with nbits-D hypercube
+        Train_hypercube_pca, ///< intialize centroids with nbits-D hypercube
     };
     train_type_t train_type;
 
@@ -48,59 +47,57 @@ struct ProductQuantizer {
 
     /// if non-NULL, use this index for assignment (should be of size
     /// d / M)
-    Index *assign_index;
+    Index* assign_index;
 
     /// Centroid table, size M * ksub * dsub
     std::vector<float> centroids;
 
     /// return the centroids associated with subvector m
-    float * get_centroids (size_t m, size_t i) {
-        return &centroids [(m * ksub + i) * dsub];
+    float* get_centroids(size_t m, size_t i) {
+        return &centroids[(m * ksub + i) * dsub];
     }
-    const float * get_centroids (size_t m, size_t i) const {
-        return &centroids [(m * ksub + i) * dsub];
+    const float* get_centroids(size_t m, size_t i) const {
+        return &centroids[(m * ksub + i) * dsub];
     }
 
     // Train the product quantizer on a set of points. A clustering
     // can be set on input to define non-default clustering parameters
-    void train (int n, const float *x);
+    void train(int n, const float* x);
 
-    ProductQuantizer(size_t d, /* dimensionality of the input vectors */
-            size_t M,          /* number of subquantizers */
-            size_t nbits);     /* number of bit per subvector index */
+    ProductQuantizer(
+            size_t d,      /* dimensionality of the input vectors */
+            size_t M,      /* number of subquantizers */
+            size_t nbits); /* number of bit per subvector index */
 
-    ProductQuantizer ();
+    ProductQuantizer();
 
     /// compute derived values when d, M and nbits have been set
-    void set_derived_values ();
+    void set_derived_values();
 
     /// Define the centroids for subquantizer m
-    void set_params (const float * centroids, int m);
+    void set_params(const float* centroids, int m);
 
     /// Quantize one vector with the product quantizer
-    void compute_code (const float * x, uint8_t * code) const ;
+    void compute_code(const float* x, uint8_t* code) const;
 
     /// same as compute_code for several vectors
-    void compute_codes (const float * x,
-                        uint8_t * codes,
-                        size_t n) const ;
+    void compute_codes(const float* x, uint8_t* codes, size_t n) const;
 
     /// speed up code assignment using assign_index
     /// (non-const because the index is changed)
-    void compute_codes_with_assign_index (
-                const float * x,
-                uint8_t * codes,
-                size_t n);
+    void compute_codes_with_assign_index(
+            const float* x,
+            uint8_t* codes,
+            size_t n);
 
     /// decode a vector from a given code (or n vectors if third argument)
-    void decode (const uint8_t *code, float *x) const;
-    void decode (const uint8_t *code, float *x, size_t n) const;
+    void decode(const uint8_t* code, float* x) const;
+    void decode(const uint8_t* code, float* x, size_t n) const;
 
     /// If we happen to have the distance tables precomputed, this is
     /// more efficient to compute the codes.
-    void compute_code_from_distance_table (const float *tab,
-                                           uint8_t *code) const;
-
+    void compute_code_from_distance_table(const float* tab, uint8_t* code)
+            const;
 
     /** Compute distance table for one vector.
      *
@@ -115,26 +112,20 @@ struct ProductQuantizer {
      * @param x         input vector size d
      * @param dis_table output table, size M * ksub
      */
-    void compute_distance_table (const float * x,
-                                 float * dis_table) const;
-
-    void compute_inner_prod_table (const float * x,
-                                   float * dis_table) const;
+    void compute_distance_table(const float* x, float* dis_table) const;
 
+    void compute_inner_prod_table(const float* x, float* dis_table) const;
 
     /** compute distance table for several vectors
      * @param nx        nb of input vectors
      * @param x         input vector size nx * d
      * @param dis_table output table, size nx * M * ksub
      */
-    void compute_distance_tables (size_t nx,
-                                  const float * x,
-                                  float * dis_tables) const;
-
-    void compute_inner_prod_tables (size_t nx,
-                                    const float * x,
-                                    float * dis_tables) const;
+    void compute_distance_tables(size_t nx, const float* x, float* dis_tables)
+            const;
 
+    void compute_inner_prod_tables(size_t nx, const float* x, float* dis_tables)
+            const;
 
     /** perform a search (L2 distance)
      * @param x        query vectors, size nx * d
@@ -144,95 +135,93 @@ struct ProductQuantizer {
      * @param res      heap array to store results (nh == nx)
      * @param init_finalize_heap  initialize heap (input) and sort (output)?
      */
-    void search (const float * x,
-                 size_t nx,
-                 const uint8_t * codes,
-                 const size_t ncodes,
-                 float_maxheap_array_t *res,
-                 bool init_finalize_heap = true) const;
+    void search(
+            const float* x,
+            size_t nx,
+            const uint8_t* codes,
+            const size_t ncodes,
+            float_maxheap_array_t* res,
+            bool init_finalize_heap = true) const;
 
     /** same as search, but with inner product similarity */
-    void search_ip (const float * x,
-                 size_t nx,
-                 const uint8_t * codes,
-                 const size_t ncodes,
-                 float_minheap_array_t *res,
-                 bool init_finalize_heap = true) const;
-
+    void search_ip(
+            const float* x,
+            size_t nx,
+            const uint8_t* codes,
+            const size_t ncodes,
+            float_minheap_array_t* res,
+            bool init_finalize_heap = true) const;
 
     /// Symmetric Distance Table
     std::vector<float> sdc_table;
 
     // intitialize the SDC table from the centroids
-    void compute_sdc_table ();
-
-    void search_sdc (const uint8_t * qcodes,
-                     size_t nq,
-                     const uint8_t * bcodes,
-                     const size_t ncodes,
-                     float_maxheap_array_t * res,
-                     bool init_finalize_heap = true) const;
-
+    void compute_sdc_table();
+
+    void search_sdc(
+            const uint8_t* qcodes,
+            size_t nq,
+            const uint8_t* bcodes,
+            const size_t ncodes,
+            float_maxheap_array_t* res,
+            bool init_finalize_heap = true) const;
 };
 
-
 /*************************************************
  * Objects to encode / decode strings of bits
  *************************************************/
 
 struct PQEncoderGeneric {
-    uint8_t *code;   ///< code for this vector
+    uint8_t* code; ///< code for this vector
     uint8_t offset;
     const int nbits; ///< number of bits per subquantizer index
 
     uint8_t reg;
 
-    PQEncoderGeneric(uint8_t *code, int nbits, uint8_t offset = 0);
+    PQEncoderGeneric(uint8_t* code, int nbits, uint8_t offset = 0);
 
     void encode(uint64_t x);
 
     ~PQEncoderGeneric();
 };
 
-
 struct PQEncoder8 {
-    uint8_t *code;
-    PQEncoder8(uint8_t *code, int nbits);
+    uint8_t* code;
+    PQEncoder8(uint8_t* code, int nbits);
     void encode(uint64_t x);
 };
 
 struct PQEncoder16 {
-    uint16_t *code;
-    PQEncoder16(uint8_t *code, int nbits);
+    uint16_t* code;
+    PQEncoder16(uint8_t* code, int nbits);
     void encode(uint64_t x);
 };
 
-
 struct PQDecoderGeneric {
-    const uint8_t *code;
+    const uint8_t* code;
     uint8_t offset;
     const int nbits;
     const uint64_t mask;
     uint8_t reg;
-    PQDecoderGeneric(const uint8_t *code, int nbits);
+    PQDecoderGeneric(const uint8_t* code, int nbits);
     uint64_t decode();
 };
 
 struct PQDecoder8 {
     static const int nbits = 8;
-    const uint8_t *code;
-    PQDecoder8(const uint8_t *code, int nbits);
+    const uint8_t* code;
+    PQDecoder8(const uint8_t* code, int nbits);
     uint64_t decode();
 };
 
 struct PQDecoder16 {
     static const int nbits = 16;
-    const uint16_t *code;
-    PQDecoder16(const uint8_t *code, int nbits);
+    const uint16_t* code;
+    PQDecoder16(const uint8_t* code, int nbits);
     uint64_t decode();
 };
 
-}  // namespace faiss
+} // namespace faiss
 
 #include <faiss/impl/ProductQuantizer-inl.h>
 

data/vendor/faiss/faiss/impl/ResidualQuantizer.cpp

@@ -0,0 +1,448 @@
+/**
+ * Copyright (c) Facebook, Inc. and its affiliates.
+ *
+ * This source code is licensed under the MIT license found in the
+ * LICENSE file in the root directory of this source tree.
+ */
+
+// -*- c++ -*-
+
+#include "faiss/impl/ResidualQuantizer.h"
+#include <faiss/impl/FaissAssert.h>
+#include <faiss/impl/ResidualQuantizer.h>
+#include "faiss/utils/utils.h"
+
+#include <cstddef>
+#include <cstdio>
+#include <cstring>
+#include <memory>
+
+#include <algorithm>
+
+#include <faiss/IndexFlat.h>
+#include <faiss/VectorTransform.h>
+#include <faiss/impl/AuxIndexStructures.h>
+#include <faiss/impl/FaissAssert.h>
+#include <faiss/utils/Heap.h>
+#include <faiss/utils/distances.h>
+#include <faiss/utils/hamming.h>
+#include <faiss/utils/utils.h>
+
+namespace faiss {
+
+ResidualQuantizer::ResidualQuantizer()
+        : train_type(Train_progressive_dim),
+          max_beam_size(30),
+          max_mem_distances(5 * (size_t(1) << 30)), // 5 GiB
+          assign_index_factory(nullptr) {
+    d = 0;
+    M = 0;
+    verbose = false;
+}
+
+ResidualQuantizer::ResidualQuantizer(size_t d, const std::vector<size_t>& nbits)
+        : ResidualQuantizer() {
+    this->d = d;
+    M = nbits.size();
+    this->nbits = nbits;
+    set_derived_values();
+}
+
+ResidualQuantizer::ResidualQuantizer(size_t d, size_t M, size_t nbits)
+        : ResidualQuantizer(d, std::vector<size_t>(M, nbits)) {}
+
+namespace {
+
+void fvec_sub(size_t d, const float* a, const float* b, float* c) {
+    for (size_t i = 0; i < d; i++) {
+        c[i] = a[i] - b[i];
+    }
+}
+
+} // anonymous namespace
+
+void beam_search_encode_step(
+        size_t d,
+        size_t K,
+        const float* cent, /// size (K, d)
+        size_t n,
+        size_t beam_size,
+        const float* residuals, /// size (n, beam_size, d)
+        size_t m,
+        const int32_t* codes, /// size (n, beam_size, m)
+        size_t new_beam_size,
+        int32_t* new_codes,   /// size (n, new_beam_size, m + 1)
+        float* new_residuals, /// size (n, new_beam_size, d)
+        float* new_distances, /// size (n, new_beam_size)
+        Index* assign_index) {
+    // we have to fill in the whole output matrix
+    FAISS_THROW_IF_NOT(new_beam_size <= beam_size * K);
+
+    using idx_t = Index::idx_t;
+
+    std::vector<float> cent_distances;
+    std::vector<idx_t> cent_ids;
+
+    if (assign_index) {
+        // search beam_size distances per query
+        FAISS_THROW_IF_NOT(assign_index->d == d);
+        cent_distances.resize(n * beam_size * new_beam_size);
+        cent_ids.resize(n * beam_size * new_beam_size);
+        if (assign_index->ntotal != 0) {
+            // then we assume the codebooks are already added to the index
+            FAISS_THROW_IF_NOT(assign_index->ntotal != K);
+        } else {
+            assign_index->add(K, cent);
+        }
+
+        // printf("beam_search_encode_step -- mem usage %zd\n",
+        // get_mem_usage_kb());
+        assign_index->search(
+                n * beam_size,
+                residuals,
+                new_beam_size,
+                cent_distances.data(),
+                cent_ids.data());
+    } else {
+        // do one big distance computation
+        cent_distances.resize(n * beam_size * K);
+        pairwise_L2sqr(
+                d, n * beam_size, residuals, K, cent, cent_distances.data());
+    }
+    InterruptCallback::check();
+
+#pragma omp parallel for if (n > 100)
+    for (int64_t i = 0; i < n; i++) {
+        const int32_t* codes_i = codes + i * m * beam_size;
+        int32_t* new_codes_i = new_codes + i * (m + 1) * new_beam_size;
+        const float* residuals_i = residuals + i * d * beam_size;
+        float* new_residuals_i = new_residuals + i * d * new_beam_size;
+
+        float* new_distances_i = new_distances + i * new_beam_size;
+        using C = CMax<float, int>;
+
+        if (assign_index) {
+            const float* cent_distances_i =
+                    cent_distances.data() + i * beam_size * new_beam_size;
+            const idx_t* cent_ids_i =
+                    cent_ids.data() + i * beam_size * new_beam_size;
+
+            // here we could be a tad more efficient by merging sorted arrays
+            for (int i = 0; i < new_beam_size; i++) {
+                new_distances_i[i] = C::neutral();
+            }
+            std::vector<int> perm(new_beam_size, -1);
+            heap_addn<C>(
+                    new_beam_size,
+                    new_distances_i,
+                    perm.data(),
+                    cent_distances_i,
+                    nullptr,
+                    beam_size * new_beam_size);
+            heap_reorder<C>(new_beam_size, new_distances_i, perm.data());
+
+            for (int j = 0; j < new_beam_size; j++) {
+                int js = perm[j] / new_beam_size;
+                int ls = cent_ids_i[perm[j]];
+                if (m > 0) {
+                    memcpy(new_codes_i, codes_i + js * m, sizeof(*codes) * m);
+                }
+                new_codes_i[m] = ls;
+                new_codes_i += m + 1;
+                fvec_sub(
+                        d,
+                        residuals_i + js * d,
+                        cent + ls * d,
+                        new_residuals_i);
+                new_residuals_i += d;
+            }
+
+        } else {
+            const float* cent_distances_i =
+                    cent_distances.data() + i * beam_size * K;
+            // then we have to select the best results
+            for (int i = 0; i < new_beam_size; i++) {
+                new_distances_i[i] = C::neutral();
+            }
+            std::vector<int> perm(new_beam_size, -1);
+            heap_addn<C>(
+                    new_beam_size,
+                    new_distances_i,
+                    perm.data(),
+                    cent_distances_i,
+                    nullptr,
+                    beam_size * K);
+            heap_reorder<C>(new_beam_size, new_distances_i, perm.data());
+
+            for (int j = 0; j < new_beam_size; j++) {
+                int js = perm[j] / K;
+                int ls = perm[j] % K;
+                if (m > 0) {
+                    memcpy(new_codes_i, codes_i + js * m, sizeof(*codes) * m);
+                }
+                new_codes_i[m] = ls;
+                new_codes_i += m + 1;
+                fvec_sub(
+                        d,
+                        residuals_i + js * d,
+                        cent + ls * d,
+                        new_residuals_i);
+                new_residuals_i += d;
+            }
+        }
+    }
+}
+
+void ResidualQuantizer::train(size_t n, const float* x) {
+    codebooks.resize(d * codebook_offsets.back());
+
+    if (verbose) {
+        printf("Training ResidualQuantizer, with %zd steps on %zd %zdD vectors\n",
+               M,
+               n,
+               size_t(d));
+    }
+
+    int cur_beam_size = 1;
+    std::vector<float> residuals(x, x + n * d);
+    std::vector<int32_t> codes;
+    std::vector<float> distances;
+    double t0 = getmillisecs();
+
+    for (int m = 0; m < M; m++) {
+        int K = 1 << nbits[m];
+
+        // on which residuals to train
+        std::vector<float>& train_residuals = residuals;
+        std::vector<float> residuals1;
+        if (train_type & Train_top_beam) {
+            residuals1.resize(n * d);
+            for (size_t j = 0; j < n; j++) {
+                memcpy(residuals1.data() + j * d,
+                       residuals.data() + j * d * cur_beam_size,
+                       sizeof(residuals[0]) * d);
+            }
+            train_residuals = residuals1;
+        }
+        train_type_t tt = train_type_t(train_type & ~Train_top_beam);
+
+        std::vector<float> codebooks;
+        float obj = 0;
+
+        std::unique_ptr<Index> assign_index;
+        if (assign_index_factory) {
+            assign_index.reset((*assign_index_factory)(d));
+        } else {
+            assign_index.reset(new IndexFlatL2(d));
+        }
+        if (tt == Train_default) {
+            Clustering clus(d, K, cp);
+            clus.train(
+                    train_residuals.size() / d,
+                    train_residuals.data(),
+                    *assign_index.get());
+            codebooks.swap(clus.centroids);
+            assign_index->reset();
+            obj = clus.iteration_stats.back().obj;
+        } else if (tt == Train_progressive_dim) {
+            ProgressiveDimClustering clus(d, K, cp);
+            ProgressiveDimIndexFactory default_fac;
+            clus.train(
+                    train_residuals.size() / d,
+                    train_residuals.data(),
+                    assign_index_factory ? *assign_index_factory : default_fac);
+            codebooks.swap(clus.centroids);
+            obj = clus.iteration_stats.back().obj;
+        } else {
+            FAISS_THROW_MSG("train type not supported");
+        }
+
+        memcpy(this->codebooks.data() + codebook_offsets[m] * d,
+               codebooks.data(),
+               codebooks.size() * sizeof(codebooks[0]));
+
+        // quantize using the new codebooks
+
+        int new_beam_size = std::min(cur_beam_size * K, max_beam_size);
+        std::vector<int32_t> new_codes(n * new_beam_size * (m + 1));
+        std::vector<float> new_residuals(n * new_beam_size * d);
+        std::vector<float> new_distances(n * new_beam_size);
+
+        beam_search_encode_step(
+                d,
+                K,
+                codebooks.data(),
+                n,
+                cur_beam_size,
+                residuals.data(),
+                m,
+                codes.data(),
+                new_beam_size,
+                new_codes.data(),
+                new_residuals.data(),
+                new_distances.data(),
+                assign_index.get());
+
+        codes.swap(new_codes);
+        residuals.swap(new_residuals);
+        distances.swap(new_distances);
+
+        float sum_distances = 0;
+        for (int j = 0; j < distances.size(); j++) {
+            sum_distances += distances[j];
+        }
+
+        if (verbose) {
+            printf("[%.3f s] train stage %d, %d bits, kmeans objective %g, "
+                   "total distance %g, beam_size %d->%d\n",
+                   (getmillisecs() - t0) / 1000,
+                   m,
+                   int(nbits[m]),
+                   obj,
+                   sum_distances,
+                   cur_beam_size,
+                   new_beam_size);
+        }
+        cur_beam_size = new_beam_size;
+    }
+
+    is_trained = true;
+}
+
+size_t ResidualQuantizer::memory_per_point(int beam_size) const {
+    if (beam_size < 0) {
+        beam_size = max_beam_size;
+    }
+    size_t mem;
+    mem = beam_size * d * 2 * sizeof(float); // size for 2 beams at a time
+    mem += beam_size * beam_size *
+            (sizeof(float) +
+             sizeof(Index::idx_t)); // size for 1 beam search result
+    return mem;
+}
+
+void ResidualQuantizer::compute_codes(
+        const float* x,
+        uint8_t* codes_out,
+        size_t n) const {
+    FAISS_THROW_IF_NOT_MSG(is_trained, "RQ is not trained yet.");
+
+    size_t mem = memory_per_point();
+    if (n > 1 && mem * n > max_mem_distances) {
+        // then split queries to reduce temp memory
+        size_t bs = max_mem_distances / mem;
+        if (bs == 0) {
+            bs = 1; // otherwise we can't do much
+        }
+        for (size_t i0 = 0; i0 < n; i0 += bs) {
+            size_t i1 = std::min(n, i0 + bs);
+            compute_codes(x + i0 * d, codes_out + i0 * code_size, i1 - i0);
+        }
+        return;
+    }
+
+    std::vector<float> residuals(max_beam_size * n * d);
+    std::vector<int32_t> codes(max_beam_size * M * n);
+    std::vector<float> distances(max_beam_size * n);
+
+    refine_beam(
+            n,
+            1,
+            x,
+            max_beam_size,
+            codes.data(),
+            residuals.data(),
+            distances.data());
+
+    // pack only the first code of the beam (hence the ld_codes=M *
+    // max_beam_size)
+    pack_codes(n, codes.data(), codes_out, M * max_beam_size);
+}
+
+void ResidualQuantizer::refine_beam(
+        size_t n,
+        size_t beam_size,
+        const float* x,
+        int out_beam_size,
+        int32_t* out_codes,
+        float* out_residuals,
+        float* out_distances) const {
+    int cur_beam_size = beam_size;
+
+    std::vector<float> residuals(x, x + n * d * beam_size);
+    std::vector<int32_t> codes;
+    std::vector<float> distances;
+    double t0 = getmillisecs();
+
+    std::unique_ptr<Index> assign_index;
+    if (assign_index_factory) {
+        assign_index.reset((*assign_index_factory)(d));
+    } else {
+        assign_index.reset(new IndexFlatL2(d));
+    }
+
+    for (int m = 0; m < M; m++) {
+        int K = 1 << nbits[m];
+
+        const float* codebooks_m =
+                this->codebooks.data() + codebook_offsets[m] * d;
+
+        int new_beam_size = std::min(cur_beam_size * K, out_beam_size);
+
+        std::vector<int32_t> new_codes(n * new_beam_size * (m + 1));
+        std::vector<float> new_residuals(n * new_beam_size * d);
+        distances.resize(n * new_beam_size);
+
+        beam_search_encode_step(
+                d,
+                K,
+                codebooks_m,
+                n,
+                cur_beam_size,
+                residuals.data(),
+                m,
+                codes.data(),
+                new_beam_size,
+                new_codes.data(),
+                new_residuals.data(),
+                distances.data(),
+                assign_index.get());
+
+        assign_index->reset();
+
+        codes.swap(new_codes);
+        residuals.swap(new_residuals);
+
+        cur_beam_size = new_beam_size;
+
+        if (verbose) {
+            float sum_distances = 0;
+            for (int j = 0; j < distances.size(); j++) {
+                sum_distances += distances[j];
+            }
+            printf("[%.3f s] encode stage %d, %d bits, "
+                   "total error %g, beam_size %d\n",
+                   (getmillisecs() - t0) / 1000,
+                   m,
+                   int(nbits[m]),
+                   sum_distances,
+                   cur_beam_size);
+        }
+    }
+
+    if (out_codes) {
+        memcpy(out_codes, codes.data(), codes.size() * sizeof(codes[0]));
+    }
+    if (out_residuals) {
+        memcpy(out_residuals,
+               residuals.data(),
+               residuals.size() * sizeof(residuals[0]));
+    }
+    if (out_distances) {
+        memcpy(out_distances,
+               distances.data(),
+               distances.size() * sizeof(distances[0]));
+    }
+}
+
+} // namespace faiss