Speed comparison with dimensionality reduction and fluid.kdtree~

[rodrigo.constanzo]

Based on the discussions in this thread about applying dimensionality reduction to real-time input I’ve built a patch that compares the speed.

This patch creates fake corpus data with 500 entries, each with 200 dimensions. And then also makes some similarly sized fake “input” data to use to query it.

What I was wondering (out loud) in the other thread was whether it was faster to immediately query a large dimensional space or to apply dimensionality reduction to real-time input with a pre-computed fit.

All signs point to dimensionality reduction still being faster!

With this dummy data, on my desktop computer I’m getting an average speed of 0.56ms for the version that applies a fairly aggressive dimensionality reduction (200 -> 20) to the incoming data, and an average speed of 0.96ms for the queries which happen directly on the larger dimensional space.

I only did this with 500 entries for the sake of testing, but I do wonder how fluid.kdtree~ scales up. (is it linear, logarithmic, or exponential? (logarithmic is the “good” one yes?))

Also, for the sake of realistic data processing, I followed @jamesbradbury suggestion of:
[data] -> [standardize] -> [normalize] -> [pca]

So a double-whammy of pre-processing before getting to the fluid.pca~ part of the process. For the version with no dimensionality reduction, I still compare with standardize/normalize in the mix.

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[spluta]

What about reduction to 2 dims? I would try this myself, but your patch makes it very clear that I shouldn’t do that.

[rodrigo.constanzo]

I’ll try some more aggressive reduction. I was just going with a roughly 25% (well, 10% here) suggestion that @jamesbradbury made. It’s kind of shooting in the dark though.

I do remember you getting kind of funky results where the first few dimensions kind of did the heavy lifting and the petered out from there. Some way to validate the compression (or however that would work) to see how many (few) dimensions is “good enough”.

For my purposes a 2d plane isn’t necessary at all, so as long as it’s less than “all”, it will all be gaining speed back in querying.

Hehe, I couldn’t be bothered to tidy up the guts of those subpatches since most of that is workarounds for a current bug.

[spluta]

My understanding of that thread was that 2 dims is all you need. Maybe 1 dim is all you need, but we humans like to see 2. Reminds me of that Star Trek TNG episode with the 2 dimensional lifeforms.

[rodrigo.constanzo]

Ran a quick test and running it with 2d (vs 20) is a tiiny amount faster. On my (faster) laptop, I get 0.37ms for the real-time transform on 20d space and 0.35ms for the same but going down to a 2d space.

I’m curious to see how far down I can push it. I’m aiming for keeping as much accuracy as possible since it will make a bit part of how I actually query the corpus space (pseudo-predictive matching). If that can be 2d, even better!

I may very well do something where I make a whole bunch of 2d reductions (e.g. 2d “loudness” space, 2d "spectral space, etc…), and then concatenate them into a manually curated dimensionality reduced space, for the final matching step. But mucho experiments to try before I get it there.

[spluta]

OK. Thinking through again, I guess a point could be closer to one object in a 3D space and a different object in a 2D space. But I can’t imagine this will be the deciding factor of how convincing something is in a real-time context.

[rodrigo.constanzo]

Yeah. It’s weird to think about.

Now that I have this bit of patch working, my next step is to wrap it around the actual querying and iteration and tally up the numbers. Having a 96d space (12 MFCCs + a few stats) gave me around 70% accuracy, so I’ll try varying amounts of reduction to see where the diminishing returns are.

I also need to experiment with the front end of that, where i can use more MFCCs/stats, but working with a baseline of 70% matching, I can see the impact the reduction has on its own, and (hopefully/presumably) extrapolate that out to try to get better matching in the descriptor-space part of the equation.

[rodrigo.constanzo]

Early morning tests not promising.

I decided to go balls out and smash everything down to 2d (via fluid.pca~) and try matching based on that.

I also used your pipeline of [data] -> fluid.standardize~ -> fluid.pca~ -> fluid.normalize~.

Pre PCA I was getting around 67% accuracy. With a 2d version of the same data I get around 25% accuracy… (plus some new error messages to boot)

I’ll try some milder reduction to see how that fares, but in this context, that much smashing is definitely “lossy”.

[rodrigo.constanzo]

Bringing that up to 6d pulls the accuracy up to 44%.

I initially tried 20d, since that’s more in line with the 25%, but after some terrible matching I noticed that most of my dimensions were filled with nans. Don’t know if it’s the standardize/normalize-part of the process, but after around 7d (down from 96) I started getting numbers with e13 on the end of them, and the next dimension started nan-ing.

So presumably efficacy has dropped off by that point, but it’s crazy that it got so nan-ny so quickly.

So short of trying some other data sanitization routine, or if there’s something weird going on with the nan stuff, the dimensionality reduction in this context comes at too big an accuracy loss.

[rodrigo.constanzo]

Aaand tested everything again with 20 MFCCs as per @groma’s suggestion on Slack. (well, 19 since I’m omitting the 0th coefficient).

The overall matching accuracy went up to 75% for the large dimensional space (152d), but bringing those 152 dimensions down to 6d made things worse. My accuracy dropped to 40%.

I tried upping the amount of dimensions, but if I go above 8d (with fluid.pca~ on a 152d space) I start getting crazy values (scientific notation entries).

So testing 152d -> 8d with the original 20MFCCs + stats approach gives me an accuracy of 46%, which is an improvement, but still a far cry from 75%.

[tutschku]

This all sounds super interesting. Can we have a session on this topic over the weekend?

[rodrigo.constanzo]

I’m totally down for that.

[rodrigo.constanzo]

Sadly we didn’t end up doing a break out session, but I wanted transfer a bit of the discussion over from Slack where @a.harker was getting some slow querying out of fluid.mlpregressor~ when being used as an auto-encoder.

I did some testing myself and found that:

I get around 28ms per predictpoint query. This is using the same settings that are in 8c, trained on a 19d → 2d space with just 10 entries. I got the error rate down to 0.02 before testing this.

So this is a bit of a broader question in terms of where an auto-encoder falls in the overall scheme of things with regards to speed.

Based on some of the discussions in the thread about transformpoint and fluid.mds~, where it became clear that that’s not possible given the algorithm, with @weefuzzy then mentioning that:

@weefuzzy

Certainly there are cases where PCA->NN works well, but it’s bloody difficult to say much a priori about what those cases might be.

Transformpoint for fluid.mds~

I’ll stress repeatedly during the session on NNs that what’s effective is always dependent on the interplay between the data, the network, and the job at hand. Certainly there are cases where PCA->NN works well, but it’s bloody difficult to say much a priori about what those cases might be.

I’m wondering about doing something like PCA->NN to get something from a ~200d space down to 2d, by taking a huge chunk down with PCA and then getting the last bits with fluid.mlpregressor~.

At the moment even going from 19d → 2d with fluid.mlpregressor~ is “really slow” (~28ms per predictpoint as mentioned above, with a tiny data set).

When @tremblap first presented fluid.mlpregressor~ a few weeks ago during the Friday geek out sessions, he said that mlp stuff takes a long to compute, but once it’s computed, running data through it is really fast since it’s just simple multiplications.

I don’t know if that holds true for predictpoint as well, and there’s either a bug and/or it’s not optimized at all (particularly since it’s fairly fresh research-ish code) or if predictpoint is an altogether more complex operation that will never be as fast as simply running values through the NN once computed.