annotate sample.cpp @ 284:cacad987d785

Really finish with the sampling branch, this time merging all of it,
yes, even the last revision.  (The last revision was one that seeded the
RNG with the current time, which is helpful when trying to get multiple
independent-ish samples from the same database...)

#include "audioDB.h"

#include <gsl/gsl_sf.h>
#include <gsl/gsl_rng.h>

static
double yfun(double d) {
  return gsl_sf_log(d) - gsl_sf_psi(d);
}

static
double yinv(double y) {
  double a = 1.0e-5;
  double b = 1000.0;

  double ay = yfun(a);
  double by = yfun(b);

  double c = 0;
  double cy;

  /* FIXME: simple binary search; there's probably some clever solver
     in gsl somewhere which is less sucky. */
  while ((b - a) > 1.0e-5) {
    c = (a + b) / 2;
    cy = yfun(c);
    if (cy > y) {
      a = c;
      ay = cy;
    } else {
      b = c;
      by = cy;
    }
  }

  return c;
}

unsigned audioDB::random_track(unsigned *propTable, unsigned total) {
  /* FIXME: make this O(1) by using the alias-rejection method, or
     some other sensible method of sampling from a discrete
     distribution. */
  double thing = gsl_rng_uniform(rng);
  unsigned sofar = 0;
  for (unsigned int i = 0; i < dbH->numFiles; i++) {
    sofar += propTable[i];
    if (thing < ((double) sofar / (double) total)) {
      return i;
    }
  }
  error("fell through in random_track()");

  /* FIXME: decorate error's declaration so that this isn't necessary */
  return 0;
}

void audioDB::sample(const char *dbName) {
  initTables(dbName, 0);

  // build track offset table (FIXME: cut'n'pasted from query.cpp)
  off_t *trackOffsetTable = new off_t[dbH->numFiles];
  unsigned cumTrack=0;
  for(unsigned int k = 0; k < dbH->numFiles; k++){
    trackOffsetTable[k] = cumTrack;
    cumTrack += trackTable[k] * dbH->dim;
  }

  unsigned *propTable = new unsigned[dbH->numFiles];
  unsigned total = 0;
  unsigned count = 0;

  for (unsigned int i = 0; i < dbH->numFiles; i++) {
    /* what kind of a stupid language doesn't have binary max(), let
       alone nary? */
    unsigned int prop = trackTable[i] - sequenceLength + 1;
    prop = prop > 0 ? prop : 0;
    if (prop > 0) 
      count++;
    propTable[i] = prop;
    total += prop;
  }

  if (total == 0) {
    error("no sequences of this sequence length in the database", dbName);
  }

  unsigned int vlen = dbH->dim * sequenceLength;
  double *v1 = new double[vlen];
  double *v2 = new double[vlen];
  double v1norm, v2norm, v1v2;

  double sumdist = 0;
  double sumlogdist = 0;

  for (unsigned int i = 0; i < nsamples;) {
    unsigned track1 = random_track(propTable, total);
    unsigned track2 = random_track(propTable, total);

    if(track1 == track2)
      continue;

    unsigned i1 = gsl_rng_uniform_int(rng, propTable[track1]);
    unsigned i2 = gsl_rng_uniform_int(rng, propTable[track2]);

    VERB_LOG(1, "%d %d, %d %d | ", track1, i1, track2, i2);

    /* FIXME: this seeking, reading and distance calculation should
       share more code with the query loop */
    lseek(dbfid, dbH->dataOffset + trackOffsetTable[track1] * sizeof(double) + i1 * dbH->dim * sizeof(double), SEEK_SET);
    read(dbfid, v1, dbH->dim * sequenceLength * sizeof(double));

    lseek(dbfid, dbH->dataOffset + trackOffsetTable[track2] * sizeof(double) + i2 * dbH->dim * sizeof(double), SEEK_SET);
    read(dbfid, v2, dbH->dim * sequenceLength * sizeof(double));

    v1norm = 0;
    v2norm = 0;
    v1v2 = 0;

    for (unsigned int j = 0; j < vlen; j++) {
      v1norm += v1[j]*v1[j];
      v2norm += v2[j]*v2[j];
      v1v2 += v1[j]*v2[j];
    }

    /* FIXME: we must deal with infinities better than this; there
       could be all sorts of NaNs from arbitrary features.  Best
       include power thresholds or something... */
    if(isfinite(v1norm) && isfinite(v2norm) && isfinite(v1v2)) {

      VERB_LOG(1, "%f %f %f | ", v1norm, v2norm, v1v2);
      /* assume normalizedDistance == true for now */
      /* FIXME: not convinced that the statistics we calculated in
	 TASLP paper are technically valid for normalizedDistance */

      double dist = 2 - 2 * v1v2 / sqrt(v1norm * v2norm);
      // double dist = v1norm + v2norm - 2*v1v2;
      
      VERB_LOG(1, "%f %f\n", dist, log(dist));
      sumdist += dist;
      sumlogdist += log(dist);
      i++;
    } else {
      VERB_LOG(1, "infinity/NaN found: %f %f %f\n", v1norm, v2norm, v1v2);
    }
  }

  /* FIXME: the mean isn't really what we should be reporting here */
  unsigned meanN = total / count;

  double sigma2 = sumdist / (sequenceLength * dbH->dim * nsamples);
  double d = 2 * yinv(log(sumdist/nsamples) - sumlogdist/nsamples);

  std::cout << "Summary statistics" << std::endl;
  std::cout << "number of samples: " << nsamples << std::endl;
  std::cout << "sum of distances (S): " << sumdist << std::endl;
  std::cout << "sum of log distances (L): " << sumlogdist << std::endl;

  /* FIXME: we'll also want some more summary statistics based on
     propTable, for the minimum-of-X estimate */
  std::cout << "mean number of applicable sequences (N): " << meanN << std::endl;
  std::cout << std::endl;
  std::cout << "Estimated parameters" << std::endl;
  std::cout << "sigma^2: " << sigma2 << "; ";
  std::cout << "Msigma^2: " << sumdist / nsamples << std::endl;
  std::cout << "d: " << d << std::endl;

  double logw = (2 / d) * gsl_sf_log(-gsl_sf_log(0.99));
  double logxthresh = gsl_sf_log(sumdist / nsamples) + logw
    - (2 / d) * gsl_sf_log(meanN)
    - gsl_sf_log(d/2)
    - (2 / d) * gsl_sf_log(2 / d)
    + (2 / d) * gsl_sf_lngamma(d / 2);

  std::cout << "track xthresh: " << exp(logxthresh) << std::endl;

  delete[] propTable;
  delete[] v1;
  delete[] v2;
}