Quick cluster time and space optimisation

[John Darrington]

On Tue, Mar 22, 2011 at 02:53:45AM -0700, Mehmet Hakan Satman wrote:
     Hi friends,
     
     I corrected the source file and prepared the test files as John suggested. 
I 
     created the file quick-cluster.at with a test data. I run the "make check" 
     command and some of the output of this process is like:
     
     436: T-TEST invalid syntax                           ok
     437: T-TEST string variable                          ok
     438: T-TEST string variable, only one value          ok
     439: T-TEST string variable comparison bug           ok
     
     QUICK CLUSTER
     
     440: QUICK CLUSTER                                   ok
     

Wonderful!

Now that we've got a working autotest we can start optimising the
algorithm without fear of unwittingly breaking it.   This is where it
starts to get interesting!

The biggest problem I see at the moment is that it is allocating
potentially huge blocks of memory.  PSPP (and spss) is designed to 
cope with extremely large amounts of data.  So we should try to
accommodate this in the design of quick-cluster.

So imagine for the moment that somebody wants to perform
quick-cluster 500 variables (m), and 10,000,000 cases (n).  PSPP would
run out of memory before it even starts to do the calculation.
There's a number of places where we should eliminate these memory
allocations, but let's deal with them one at a time.

Firstly, I see that the entire dataset is copied not once, but twice:
Once before the call to kmeans_create where you copy the casereader
into the array.  And then again inside kmeans_create where you copy
the array into a gsl_matrix.  I did some profiling on my system and
this  accounted for a significant proportion of the time taken to
perform QUICK CLUSTER.

So,  I suggest that we start by changing the signature of 
kmeans_create from 

struct Kmeans *
kmeans_create (double *data, int n, int m, int ngroups, int maxiter);

struct Kmeans *
kmeans_create (struct casereader *cr, int m, int ngroups, int maxiter);

This will save at least one iteration through the data and one big
chunk of memory.  Later we can improve on this.

J'
 




-- 
PGP Public key ID: 1024D/2DE827B3 
fingerprint = 8797 A26D 0854 2EAB 0285  A290 8A67 719C 2DE8 27B3
See http://pgp.mit.edu or any PGP keyserver for public key.

signature.asc
Description: Digital signature