TheAlgorithms-C/machine_learning/kohonen_som_trace.c
Krishna Vedala 352bd8a588
added convenient min, max definitions
Signed-off-by: Krishna Vedala <7001608+kvedala@users.noreply.github.com>
2020-06-13 14:01:53 -04:00

522 lines
16 KiB
C

/**
* \file
* \brief [Kohonen self organizing
* map](https://en.wikipedia.org/wiki/Self-organizing_map) (data tracing)
*
* \author [Krishna Vedala](https://github.com/kvedala)
*
* This example implements a powerful self organizing map algorithm.
* The algorithm creates a connected network of weights that closely
* follows the given data points. This this creates a chain of nodes that
* resembles the given input shape.
*/
#define _USE_MATH_DEFINES // required for MS Visual C
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <time.h>
#ifdef _OPENMP // check if OpenMP based parallellization is available
#include <omp.h>
#endif
#define max(a, b) (a > b ? a : b) // shorthand for maximum value
#define min(a, b) (a < b ? a : b) // shorthand for minimum value
/**
* Helper function to generate a random number in a given interval.
* \n Steps:
* 1. `r1 = rand() % 100` gets a random number between 0 and 99
* 2. `r2 = r1 / 100` converts random number to be between 0 and 0.99
* 3. scale and offset the random number to given range of \f$[a,b)\f$
* \f[
* y = (b - a) \times \frac{\text{(random number between 0 and RAND_MAX)} \;
* \text{mod}\; 100}{100} + a \f]
*
* \param[in] a lower limit
* \param[in] b upper limit
* \returns random number in the range \f$[a,b)\f$
*/
double _random(double a, double b)
{
return ((b - a) * (rand() % 100) / 100.f) + a;
}
/**
* Save a given n-dimensional data martix to file.
*
* \param[in] fname filename to save in (gets overwriten without confirmation)
* \param[in] X matrix to save
* \param[in] num_points rows in the matrix = number of points
* \param[in] num_features columns in the matrix = dimensions of points
* \returns 0 if all ok
* \returns -1 if file creation failed
*/
int save_nd_data(const char *fname, double **X, int num_points,
int num_features)
{
FILE *fp = fopen(fname, "wt");
if (!fp) // error with fopen
{
char msg[120];
sprintf(msg, "File error (%s): ", fname);
perror(msg);
return -1;
}
for (int i = 0; i < num_points; i++) // for each point in the array
{
for (int j = 0; j < num_features; j++) // for each feature in the array
{
fprintf(fp, "%.4g", X[i][j]); // print the feature value
if (j < num_features - 1) // if not the last feature
fprintf(fp, ","); // suffix comma
}
if (i < num_points - 1) // if not the last row
fprintf(fp, "\n"); // start a new line
}
fclose(fp);
return 0;
}
/**
* Get minimum value and index of the value in a vector
* \param[in] x vector to search
* \param[in] N number of points in the vector
* \param[out] val minimum value found
* \param[out] idx index where minimum value was found
*/
void get_min_1d(double const *X, int N, double *val, int *idx)
{
val[0] = INFINITY; // initial min value
for (int i = 0; i < N; i++) // check each value
{
if (X[i] < val[0]) // if a lower value is found
{ // save the value and its index
idx[0] = i;
val[0] = X[i];
}
}
}
/**
* Update weights of the SOM using Kohonen algorithm
*
* \param[in] X data point
* \param[in,out] W weights matrix
* \param[in,out] D temporary vector to store distances
* \param[in] num_out number of output points
* \param[in] num_features number of features per input sample
* \param[in] alpha learning rate \f$0<\alpha\le1\f$
* \param[in] R neighborhood range
*/
void update_weights(double const *x, double *const *W, double *D, int num_out,
int num_features, double alpha, int R)
{
int j, k;
#ifdef _OPENMP
#pragma omp for
#endif
// step 1: for each output point
for (j = 0; j < num_out; j++)
{
D[j] = 0.f;
// compute Euclidian distance of each output
// point from the current sample
for (k = 0; k < num_features; k++)
D[j] += (W[j][k] - x[k]) * (W[j][k] - x[k]);
}
// step 2: get closest node i.e., node with snallest Euclidian distance to
// the current pattern
int d_min_idx;
double d_min;
get_min_1d(D, num_out, &d_min, &d_min_idx);
// step 3a: get the neighborhood range
int from_node = max(0, d_min_idx - R);
int to_node = min(num_out, d_min_idx + R + 1);
// step 3b: update the weights of nodes in the
// neighborhood
#ifdef _OPENMP
#pragma omp for
#endif
for (j = from_node; j < to_node; j++)
for (k = 0; k < num_features; k++)
// update weights of nodes in the neighborhood
W[j][k] += alpha * (x[k] - W[j][k]);
}
/**
* Apply incremental algorithm with updating neighborhood and learning rates
* on all samples in the given datset.
*
* \param[in] X data set
* \param[in,out] W weights matrix
* \param[in] D temporary vector to store distances
* \param[in] num_samples number of output points
* \param[in] num_features number of features per input sample
* \param[in] num_out number of output points
* \param[in] alpha_min terminal value of alpha
*/
void kohonen_som_tracer(double **X, double *const *W, int num_samples,
int num_features, int num_out, double alpha_min)
{
int R = num_out >> 2, iter = 0;
double alpha = 1.f;
double *D = (double *)malloc(num_out * sizeof(double));
// Loop alpha from 1 to slpha_min
for (; alpha > alpha_min; alpha -= 0.01, iter++)
{
// Loop for each sample pattern in the data set
for (int sample = 0; sample < num_samples; sample++)
{
const double *x = X[sample];
// update weights for the current input pattern sample
update_weights(x, W, D, num_out, num_features, alpha, R);
}
// every 10th iteration, reduce the neighborhood range
if (iter % 10 == 0 && R > 1)
R--;
}
free(D);
}
/** Creates a random set of points distributed *near* the circumference
* of a circle and trains an SOM that finds that circular pattern. The
* generating function is
* \f{eqnarray*}{
* r &\in& [1-\delta r, 1+\delta r)\\
* \theta &\in& [0, 2\pi)\\
* x &=& r\cos\theta\\
* y &=& r\sin\theta
* \f}
*
* \param[out] data matrix to store data in
* \param[in] N number of points required
*/
void test_circle(double *const *data, int N)
{
const double R = 0.75, dr = 0.3;
double a_t = 0., b_t = 2.f * M_PI; // theta random between 0 and 2*pi
double a_r = R - dr, b_r = R + dr; // radius random between R-dr and R+dr
int i;
#ifdef _OPENMP
#pragma omp for
#endif
for (i = 0; i < N; i++)
{
double r = _random(a_r, b_r); // random radius
double theta = _random(a_t, b_t); // random theta
data[i][0] = r * cos(theta); // convert from polar to cartesian
data[i][1] = r * sin(theta);
}
}
/** Test that creates a random set of points distributed *near* the
* circumference of a circle and trains an SOM that finds that circular pattern.
* The following [CSV](https://en.wikipedia.org/wiki/Comma-separated_values)
* files are created to validate the execution:
* * `test1.csv`: random test samples points with a circular pattern
* * `w11.csv`: initial random map
* * `w12.csv`: trained SOM map
*
* The outputs can be readily plotted in [gnuplot](https:://gnuplot.info) using
* the following snippet
* ```gnuplot
* set datafile separator ','
* plot "test1.csv" title "original", \
* "w11.csv" title "w1", \
* "w12.csv" title "w2"
* ```
* ![Sample execution
* output](https://raw.githubusercontent.com/kvedala/C/docs/images/machine_learning/kohonen/test1.svg)
*/
void test1()
{
int j, N = 500;
int features = 2;
int num_out = 50;
// 2D space, hence size = number of rows * 2
double **X = (double **)malloc(N * sizeof(double *));
// number of clusters nodes * 2
double **W = (double **)malloc(num_out * sizeof(double *));
for (int i = 0; i < max(num_out, N); i++) // loop till max(N, num_out)
{
if (i < N) // only add new arrays if i < N
X[i] = (double *)malloc(features * sizeof(double));
if (i < num_out) // only add new arrays if i < num_out
{
W[i] = (double *)malloc(features * sizeof(double));
#ifdef _OPENMP
#pragma omp for
#endif
// preallocate with random initial weights
for (j = 0; j < features; j++)
W[i][j] = _random(-1, 1);
}
}
test_circle(X, N); // create test data around circumference of a circle
save_nd_data("test1.csv", X, N, features); // save test data points
save_nd_data("w11.csv", W, num_out,
features); // save initial random weights
kohonen_som_tracer(X, W, N, features, num_out, 0.1); // train the SOM
save_nd_data("w12.csv", W, num_out, features); // save the resultant weights
for (int i = 0; i < max(num_out, N); i++)
{
if (i < N)
free(X[i]);
if (i < num_out)
free(W[i]);
}
}
/** Creates a random set of points distributed *near* the locus
* of the [Lamniscate of
* Gerono](https://en.wikipedia.org/wiki/Lemniscate_of_Gerono).
* \f{eqnarray*}{
* \delta r &=& 0.2\\
* \delta x &\in& [-\delta r, \delta r)\\
* \delta y &\in& [-\delta r, \delta r)\\
* \theta &\in& [0, \pi)\\
* x &=& \delta x + \cos\theta\\
* y &=& \delta y + \frac{\sin(2\theta)}{2}
* \f}
* \param[out] data matrix to store data in
* \param[in] N number of points required
*/
void test_lamniscate(double *const *data, int N)
{
const double dr = 0.2;
int i;
#ifdef _OPENMP
#pragma omp for
#endif
for (i = 0; i < N; i++)
{
double dx = _random(-dr, dr); // random change in x
double dy = _random(-dr, dr); // random change in y
double theta = _random(0, M_PI); // random theta
data[i][0] = dx + cos(theta); // convert from polar to cartesian
data[i][1] = dy + sin(2. * theta) / 2.f;
}
}
/** Test that creates a random set of points distributed *near* the locus
* of the [Lamniscate of
* Gerono](https://en.wikipedia.org/wiki/Lemniscate_of_Gerono) and trains an SOM
* that finds that circular pattern. The following
* [CSV](https://en.wikipedia.org/wiki/Comma-separated_values) files are created
* to validate the execution:
* * `test2.csv`: random test samples points with a lamniscate pattern
* * `w21.csv`: initial random map
* * `w22.csv`: trained SOM map
*
* The outputs can be readily plotted in [gnuplot](https:://gnuplot.info) using
* the following snippet
* ```gnuplot
* set datafile separator ','
* plot "test2.csv" title "original", \
* "w21.csv" title "w1", \
* "w22.csv" title "w2"
* ```
* ![Sample execution
* output](https://raw.githubusercontent.com/kvedala/C/docs/images/machine_learning/kohonen/test2.svg)
*/
void test2()
{
int j, N = 500;
int features = 2;
int num_out = 20;
double **X = (double **)malloc(N * sizeof(double *));
double **W = (double **)malloc(num_out * sizeof(double *));
for (int i = 0; i < max(num_out, N); i++)
{
if (i < N) // only add new arrays if i < N
X[i] = (double *)malloc(features * sizeof(double));
if (i < num_out) // only add new arrays if i < num_out
{
W[i] = (double *)malloc(features * sizeof(double));
#ifdef _OPENMP
#pragma omp for
#endif
// preallocate with random initial weights
for (j = 0; j < features; j++)
W[i][j] = _random(-1, 1);
}
}
test_lamniscate(X, N); // create test data around the lamniscate
save_nd_data("test2.csv", X, N, features); // save test data points
save_nd_data("w21.csv", W, num_out,
features); // save initial random weights
kohonen_som_tracer(X, W, N, features, num_out, 0.01); // train the SOM
save_nd_data("w22.csv", W, num_out, features); // save the resultant weights
for (int i = 0; i < max(num_out, N); i++)
{
if (i < N)
free(X[i]);
if (i < num_out)
free(W[i]);
}
free(X);
free(W);
}
/** Creates a random set of points distributed in four clusters in
* 3D space with centroids at the points
* * \f$(0,5, 0.5, 0.5)\f$
* * \f$(0,5,-0.5, -0.5)\f$
* * \f$(-0,5, 0.5, 0.5)\f$
* * \f$(-0,5,-0.5, -0.5)\f$
*
* \param[out] data matrix to store data in
* \param[in] N number of points required
*/
void test_3d_classes(double *const *data, int N)
{
const double R = 0.1; // radius of cluster
int i;
const int num_classes = 4;
const double centres[][3] = {
// centres of each class cluster
{.5, .5, .5}, // centre of class 1
{.5, -.5, -.5}, // centre of class 2
{-.5, .5, .5}, // centre of class 3
{-.5, -.5 - .5} // centre of class 4
};
#ifdef _OPENMP
#pragma omp for
#endif
for (i = 0; i < N; i++)
{
int class = rand() % num_classes; // select a random class for the point
// create random coordinates (x,y,z) around the centre of the class
data[i][0] = _random(centres[class][0] - R, centres[class][0] + R);
data[i][1] = _random(centres[class][1] - R, centres[class][1] + R);
data[i][2] = _random(centres[class][2] - R, centres[class][2] + R);
/* The follosing can also be used
for (int j = 0; j < 3; j++)
data[i][j] = _random(centres[class][j] - R, centres[class][j] + R);
*/
}
}
/** Test that creates a random set of points distributed in six clusters in
* 3D space. The following
* [CSV](https://en.wikipedia.org/wiki/Comma-separated_values) files are created
* to validate the execution:
* * `test3.csv`: random test samples points with a circular pattern
* * `w31.csv`: initial random map
* * `w32.csv`: trained SOM map
*
* The outputs can be readily plotted in [gnuplot](https:://gnuplot.info) using
* the following snippet
* ```gnuplot
* set datafile separator ','
* plot "test3.csv" title "original", \
* "w31.csv" title "w1", \
* "w32.csv" title "w2"
* ```
* ![Sample execution
* output](https://raw.githubusercontent.com/kvedala/C/docs/images/machine_learning/kohonen/test3.svg)
*/
void test3()
{
int j, N = 200;
int features = 3;
int num_out = 20;
double **X = (double **)malloc(N * sizeof(double *));
double **W = (double **)malloc(num_out * sizeof(double *));
for (int i = 0; i < max(num_out, N); i++)
{
if (i < N) // only add new arrays if i < N
X[i] = (double *)malloc(features * sizeof(double));
if (i < num_out) // only add new arrays if i < num_out
{
W[i] = (double *)malloc(features * sizeof(double));
#ifdef _OPENMP
#pragma omp for
#endif
// preallocate with random initial weights
for (j = 0; j < features; j++)
W[i][j] = _random(-1, 1);
}
}
test_3d_classes(X, N); // create test data around the lamniscate
save_nd_data("test3.csv", X, N, features); // save test data points
save_nd_data("w31.csv", W, num_out,
features); // save initial random weights
kohonen_som_tracer(X, W, N, features, num_out, 0.01); // train the SOM
save_nd_data("w32.csv", W, num_out, features); // save the resultant weights
for (int i = 0; i < max(num_out, N); i++)
{
if (i < N)
free(X[i]);
if (i < num_out)
free(W[i]);
}
free(X);
free(W);
}
/**
* Convert clock cycle difference to time in seconds
*
* \param[in] start_t start clock
* \param[in] end_t end clock
* \returns time difference in seconds
*/
double get_clock_diff(clock_t start_t, clock_t end_t)
{
return (double)(end_t - start_t) / (double)CLOCKS_PER_SEC;
}
/** Main function */
int main(int argc, char **argv)
{
#ifdef _OPENMP
printf("Using OpenMP based parallelization\n");
#else
printf("NOT using OpenMP based parallelization\n");
#endif
clock_t start_clk = clock();
test1();
clock_t end_clk = clock();
printf("Test 1 completed in %.4g sec\n",
get_clock_diff(start_clk, end_clk));
start_clk = clock();
test2();
end_clk = clock();
printf("Test 2 completed in %.4g sec\n",
get_clock_diff(start_clk, end_clk));
start_clk = clock();
test3();
end_clk = clock();
printf("Test 3 completed in %.4g sec\n",
get_clock_diff(start_clk, end_clk));
printf("(Note: Calculated times include: creating test sets, training "
"model and writing files to disk.)\n\n");
return 0;
}