Ejemplo n.º 1
0
    // Main worker thread
    @Override
    protected void compute2() {

      KMeansModel model = null;
      try {
        init(true);
        // Do lock even before checking the errors, since this block is finalized by unlock
        // (not the best solution, but the code is more readable)
        _parms.read_lock_frames(KMeans.this); // Fetch & read-lock input frames
        // Something goes wrong
        if (error_count() > 0)
          throw H2OModelBuilderIllegalArgumentException.makeFromBuilder(KMeans.this);
        // The model to be built
        model = new KMeansModel(dest(), _parms, new KMeansModel.KMeansOutput(KMeans.this));
        model.delete_and_lock(_key);

        //
        final Vec vecs[] = _train.vecs();
        // mults & means for standardization
        final double[] means = _train.means(); // means are used to impute NAs
        final double[] mults = _parms._standardize ? _train.mults() : null;
        final int[] impute_cat = new int[vecs.length];
        for (int i = 0; i < vecs.length; i++)
          impute_cat[i] = vecs[i].isNumeric() ? -1 : DataInfo.imputeCat(vecs[i]);
        model._output._normSub = means;
        model._output._normMul = mults;
        // Initialize cluster centers and standardize if requested
        double[][] centers = initial_centers(model, vecs, means, mults, impute_cat);
        if (centers == null) return; // Stopped/cancelled during center-finding
        double[][] oldCenters = null;

        // ---
        // Run the main KMeans Clustering loop
        // Stop after enough iterations or average_change < TOLERANCE
        model._output._iterations =
            0; // Loop ends only when iterations > max_iterations with strict inequality
        while (!isDone(model, centers, oldCenters)) {
          Lloyds task =
              new Lloyds(centers, means, mults, impute_cat, _isCats, _parms._k, hasWeightCol())
                  .doAll(vecs);
          // Pick the max categorical level for cluster center
          max_cats(task._cMeans, task._cats, _isCats);

          // Handle the case where some centers go dry.  Rescue only 1 cluster
          // per iteration ('cause we only tracked the 1 worst row)
          if (cleanupBadClusters(task, vecs, centers, means, mults, impute_cat)) continue;

          // Compute model stats; update standardized cluster centers
          oldCenters = centers;
          centers = computeStatsFillModel(task, model, vecs, means, mults, impute_cat);

          model.update(_key); // Update model in K/V store
          update(1); // One unit of work
          if (model._parms._score_each_iteration) Log.info(model._output._model_summary);
        }

        Log.info(model._output._model_summary);
        //        Log.info(model._output._scoring_history);
        //
        // Log.info(((ModelMetricsClustering)model._output._training_metrics).createCentroidStatsTable().toString());

        // At the end: validation scoring (no need to gather scoring history)
        if (_valid != null) {
          model.score(_parms.valid()).delete(); // this appends a ModelMetrics on the validation set
          model._output._validation_metrics = ModelMetrics.getFromDKV(model, _parms.valid());
          model.update(_key); // Update model in K/V store
        }
        done(); // Job done!

      } catch (Throwable t) {
        Job thisJob = DKV.getGet(_key);
        if (thisJob._state == JobState.CANCELLED) {
          Log.info("Job cancelled by user.");
        } else {
          t.printStackTrace();
          failed(t);
          throw t;
        }
      } finally {
        updateModelOutput();
        if (model != null) model.unlock(_key);
        _parms.read_unlock_frames(KMeans.this);
      }
      tryComplete();
    }
Ejemplo n.º 2
0
    @Override
    protected void compute2() {
      CoxPHModel model = null;
      try {
        Scope.enter();
        _parms.read_lock_frames(CoxPH.this);
        init(true);

        applyScoringFrameSideEffects();

        // The model to be built
        model = new CoxPHModel(dest(), _parms, new CoxPHModel.CoxPHOutput(CoxPH.this));
        model.delete_and_lock(_key);

        applyTrainingFrameSideEffects();

        int nResponses = 1;
        boolean useAllFactorLevels = false;
        final DataInfo dinfo =
            new DataInfo(
                Key.make(),
                _modelBuilderTrain,
                null,
                nResponses,
                useAllFactorLevels,
                DataInfo.TransformType.DEMEAN,
                TransformType.NONE,
                true,
                false,
                false,
                false,
                false,
                false);
        initStats(model, dinfo);

        final int n_offsets =
            (model._parms.offset_columns == null) ? 0 : model._parms.offset_columns.length;
        final int n_coef = dinfo.fullN() - n_offsets;
        final double[] step = MemoryManager.malloc8d(n_coef);
        final double[] oldCoef = MemoryManager.malloc8d(n_coef);
        final double[] newCoef = MemoryManager.malloc8d(n_coef);
        Arrays.fill(step, Double.NaN);
        Arrays.fill(oldCoef, Double.NaN);
        for (int j = 0; j < n_coef; ++j) newCoef[j] = model._parms.init;
        double oldLoglik = -Double.MAX_VALUE;
        final int n_time = (int) (model._output.max_time - model._output.min_time + 1);
        final boolean has_start_column = (model._parms.start_column != null);
        final boolean has_weights_column = (model._parms.weights_column != null);
        for (int i = 0; i <= model._parms.iter_max; ++i) {
          model._output.iter = i;

          final CoxPHTask coxMR =
              new CoxPHTask(
                      self(),
                      dinfo,
                      newCoef,
                      model._output.min_time,
                      n_time,
                      n_offsets,
                      has_start_column,
                      has_weights_column)
                  .doAll(dinfo._adaptedFrame);

          final double newLoglik = calcLoglik(model, coxMR);
          if (newLoglik > oldLoglik) {
            if (i == 0) calcCounts(model, coxMR);

            calcModelStats(model, newCoef, newLoglik);
            calcCumhaz_0(model, coxMR);

            if (newLoglik == 0) model._output.lre = -Math.log10(Math.abs(oldLoglik - newLoglik));
            else model._output.lre = -Math.log10(Math.abs((oldLoglik - newLoglik) / newLoglik));
            if (model._output.lre >= model._parms.lre_min) break;

            Arrays.fill(step, 0);
            for (int j = 0; j < n_coef; ++j)
              for (int k = 0; k < n_coef; ++k)
                step[j] -= model._output.var_coef[j][k] * model._output.gradient[k];
            for (int j = 0; j < n_coef; ++j)
              if (Double.isNaN(step[j]) || Double.isInfinite(step[j])) break;

            oldLoglik = newLoglik;
            System.arraycopy(newCoef, 0, oldCoef, 0, oldCoef.length);
          } else {
            for (int j = 0; j < n_coef; ++j) step[j] /= 2;
          }

          for (int j = 0; j < n_coef; ++j) newCoef[j] = oldCoef[j] - step[j];
        }

        model.update(_key);
      } catch (Throwable t) {
        Job thisJob = DKV.getGet(_key);
        if (thisJob._state == JobState.CANCELLED) {
          Log.info("Job cancelled by user.");
        } else {
          t.printStackTrace();
          failed(t);
          throw t;
        }
      } finally {
        updateModelOutput();
        _parms.read_unlock_frames(CoxPH.this);
        Scope.exit();
        done(); // Job done!
      }
      tryComplete();
    }