[add:lib] Add multi-processed predictions for HMMClassifier

README.md

@@ -61,6 +61,7 @@ The following algorithms provided within Sequentia support the use of multivaria
 - [x] Hidden Markov Models (via [`hmmlearn`](https://github.com/hmmlearn/hmmlearn))<br/><em>Learning with the Baum-Welch algorithm</em> [[1]](#references)
   - [x] Gaussian Mixture Model emissions
   - [x] Linear, left-right and ergodic topologies
+  - [x] Multi-processed predictions
 - [x] Dynamic Time Warping k-Nearest Neighbors (via [`dtaidistance`](https://github.com/wannesm/dtaidistance))
   - [x] Sakoe–Chiba band global warping constraint
   - [x] Dependent and independent feature warping (DTWD & DTWI)

lib/sequentia/classifiers/hmm/hmm_classifier.py

@@ -1,4 +1,6 @@
-import numpy as np, pickle
+import tqdm, tqdm.auto, numpy as np, pickle
+from joblib import Parallel, delayed
+from multiprocessing import cpu_count
 from .gmmhmm import GMMHMM
 from sklearn.metrics import confusion_matrix
 from sklearn.preprocessing import LabelEncoder
@@ -43,7 +45,7 @@ def fit(self, models):
         self._encoder = LabelEncoder()
         self._encoder.fit([model.label for model in models])
 
-    def predict(self, X, prior='frequency', return_scores=False, original_labels=True):
+    def predict(self, X, prior='frequency', verbose=True, return_scores=False, original_labels=True, n_jobs=1):
         """Predicts the label for an observation sequence (or multiple sequences) according to maximum likelihood or posterior scores.
 
         Parameters
@@ -60,12 +62,24 @@ def predict(self, X, prior='frequency', return_scores=False, original_labels=Tru
 
             Alternatively, class prior probabilities can be specified in an iterable of floats, e.g. `[0.1, 0.3, 0.6]`.
 
+        verbose: bool
+            Whether to display a progress bar or not.
+
+            .. note::
+                If both ``verbose=True`` and ``n_jobs > 1``, then the progress bars for each process
+                are always displayed in the console, regardless of where you are running this function from
+                (e.g. a Jupyter notebook).
+
         return_scores: bool
             Whether to return the scores of each model on the observation sequence(s).
 
         original_labels: bool
             Whether to inverse-transform the labels to their original encoding.
 
+        n_jobs: int > 0 or -1
+            | The number of jobs to run in parallel.
+            | Setting this to -1 will use all available CPU cores.
+
         Returns
         -------
         prediction(s): str/numeric or :class:`numpy:numpy.ndarray` (str/numeric)
@@ -91,7 +105,10 @@ def predict(self, X, prior='frequency', return_scores=False, original_labels=Tru
             assert np.isclose(sum(prior), 1.), 'Class priors must form a probability distribution by summing to one'
         else:
             self._val.one_of(prior, ['frequency', 'uniform'], desc='prior')
+        self._val.boolean(verbose, desc='verbose')
         self._val.boolean(return_scores, desc='return_scores')
+        self._val.boolean(original_labels, desc='original_labels')
+        self._val.restricted_integer(n_jobs, lambda x: x == -1 or x > 0, 'number of jobs', '-1 or greater than zero')
 
         # Create look-up for prior probabilities
         if prior == 'frequency':
@@ -105,10 +122,15 @@ def predict(self, X, prior='frequency', return_scores=False, original_labels=Tru
         # Convert single observation sequence to a singleton list
         X = [X] if isinstance(X, np.ndarray) else X
 
+        # Lambda for calculating the log un-normalized posteriors as a sum of the log forward probabilities (likelihoods) and log priors
+        posteriors = lambda x: np.array([model.forward(x) + np.log(prior[model.label]) for model in self._models])
+
         # Calculate log un-normalized posteriors as a sum of the log forward probabilities (likelihoods) and log priors
         # Perform the MAP classification rule and return labels to original encoding if necessary
-        posteriors = lambda x: np.array([model.forward(x) + np.log(prior[model.label]) for model in self._models])
-        scores = np.array([posteriors(x) for x in X])
+        n_jobs = min(cpu_count() if n_jobs == -1 else n_jobs, len(X))
+        X_chunks = [list(chunk) for chunk in np.array_split(np.array(X, dtype=object), n_jobs)]
+        scores = Parallel(n_jobs=n_jobs)(delayed(self._chunk_predict)(i+1, posteriors, chunk, verbose) for i, chunk in enumerate(X_chunks))
+        scores = np.concatenate(scores)
         best_idxs = np.atleast_1d(scores.argmax(axis=1))
         labels = self._encoder.inverse_transform(best_idxs) if original_labels else best_idxs
 
@@ -117,7 +139,7 @@ def predict(self, X, prior='frequency', return_scores=False, original_labels=Tru
         else:
             return (labels, scores) if return_scores else labels
 
-    def evaluate(self, X, y, prior='frequency'):
+    def evaluate(self, X, y, prior='frequency', verbose=True, n_jobs=1):
         """Evaluates the performance of the classifier on a batch of observation sequences and their labels.
 
         Parameters
@@ -137,6 +159,18 @@ def evaluate(self, X, y, prior='frequency'):
 
             Alternatively, class prior probabilities can be specified in an iterable of floats, e.g. `[0.1, 0.3, 0.6]`.
 
+        verbose: bool
+            Whether to display a progress bar or not.
+
+            .. note::
+                If both ``verbose=True`` and ``n_jobs > 1``, then the progress bars for each process
+                are always displayed in the console, regardless of where you are running this function from
+                (e.g. a Jupyter notebook).
+
+        n_jobs: int > 0 or -1
+            | The number of jobs to run in parallel.
+            | Setting this to -1 will use all available CPU cores.
+
         Returns
         -------
         accuracy: float
@@ -146,7 +180,7 @@ def evaluate(self, X, y, prior='frequency'):
             The confusion matrix representing the discrepancy between predicted and actual labels.
         """
         X, y = self._val.observation_sequences_and_labels(X, y)
-        predictions = self.predict(X, prior=prior, return_scores=False, original_labels=False)
+        predictions = self.predict(X, prior=prior, return_scores=False, original_labels=False, verbose=verbose, n_jobs=n_jobs)
         cm = confusion_matrix(self._encoder.transform(y), predictions, labels=self._encoder.transform(self._encoder.classes_))
         return np.sum(np.diag(cm)) / np.sum(cm), cm
 
@@ -183,6 +217,13 @@ def load(cls, path):
         with open(path, 'rb') as file:
             return pickle.load(file)
 
+    def _chunk_predict(self, process, posteriors, chunk, verbose): # Requires fit
+        """Makes predictions (scores) for a chunk of the observation sequences, for a given subprocess."""
+        return np.array([posteriors(x) for x in tqdm.auto.tqdm(
+            chunk, desc='Classifying examples (process {})'.format(process),
+            disable=not(verbose), position=process-1
+        )])
+
     @property
     def models(self):
         try:

lib/sequentia/classifiers/knn/knn_classifier.py

@@ -175,15 +175,16 @@ def predict(self, X, verbose=True, original_labels=True, n_jobs=1):
 
         X = self._val.observation_sequences(X, allow_single=True)
         self._val.boolean(verbose, desc='verbose')
+        self._val.boolean(original_labels, desc='original_labels')
         self._val.restricted_integer(n_jobs, lambda x: x == -1 or x > 0, 'number of jobs', '-1 or greater than zero')
 
         if isinstance(X, np.ndarray):
             distances = np.array([self._dtw(X, x) for x in tqdm.auto.tqdm(self._X, desc='Calculating distances', disable=not(verbose))])
             return self._output(self._find_nearest(distances), original_labels)
         else:
-            n_jobs = cpu_count() if n_jobs == -1 else n_jobs
+            n_jobs = min(cpu_count() if n_jobs == -1 else n_jobs, len(X))
             X_chunks = [list(chunk) for chunk in np.array_split(np.array(X, dtype=object), n_jobs)]
-            labels = Parallel(n_jobs=min(n_jobs, len(X)))(delayed(self._chunk_predict)(i+1, chunk, verbose) for i, chunk in enumerate(X_chunks))
+            labels = Parallel(n_jobs=n_jobs)(delayed(self._chunk_predict)(i+1, chunk, verbose) for i, chunk in enumerate(X_chunks))
             return self._output(np.concatenate(labels), original_labels) # Flatten the resulting array
 
     def evaluate(self, X, y, verbose=True, n_jobs=1):

notebooks/Pen-Tip Trajectories (Example).ipynb

@@ -409,7 +409,7 @@
     {
      "data": {
       "application/vnd.jupyter.widget-view+json": {
-       "model_id": "9036fa23214f4727b2ad661a19a549c4",
+       "model_id": "3ddd5bf499294bf0bc0963ab4dbb6ece",
        "version_major": 2,
        "version_minor": 0
       },
@@ -444,7 +444,7 @@
     {
      "data": {
       "application/vnd.jupyter.widget-view+json": {
-       "model_id": "1a3610f874c4400cab88d38292c49468",
+       "model_id": "c2f3a92e26114f1fbb4d45058698b747",
        "version_major": 2,
        "version_minor": 0
       },
@@ -461,8 +461,8 @@
      "text": [
       "w c d e a e b h s v c y w e v v w v v b o e l c d c p n h p y p m h d a y d b n m m a g o g c n l y\n",
       "\n",
-      "CPU times: user 1.75 s, sys: 108 ms, total: 1.86 s\n",
-      "Wall time: 2.2 s\n"
+      "CPU times: user 1.68 s, sys: 195 ms, total: 1.88 s\n",
+      "Wall time: 1.98 s\n"
      ]
     }
    ],
@@ -491,8 +491,8 @@
      "text": [
       "w c d e a e b h s v c y w e v v w v v b o e l c d c p n h p y p m h d a y d b n m m a g o g c n l y\n",
       "\n",
-      "CPU times: user 699 ms, sys: 80.5 ms, total: 779 ms\n",
-      "Wall time: 3.73 s\n"
+      "CPU times: user 721 ms, sys: 90.5 ms, total: 811 ms\n",
+      "Wall time: 3.24 s\n"
      ]
     }
    ],
@@ -521,8 +521,8 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "CPU times: user 542 ms, sys: 17.1 ms, total: 559 ms\n",
-      "Wall time: 21.9 s\n"
+      "CPU times: user 556 ms, sys: 17.3 ms, total: 573 ms\n",
+      "Wall time: 10.1 s\n"
      ]
     }
    ],
@@ -568,7 +568,7 @@
     "\n",
     "While the fast C compiled functions in the [`dtaidistance`](https://github.com/wannesm/dtaidistance) package (along with the multiprocessing capabilities of Sequentia's `KNNClassifier`) help to speed up classification **a lot**, the practical use of $k$-NN becomes more limited as the dataset grows larger. \n",
     "\n",
-    "In this case, since our dataset is relatively small, classifying all test examples was completed in $\\approx22s$, which is even faster than the HMM classifier that we show below. "
+    "In this case, since our dataset is relatively small, classifying all test examples was completed in $\\approx10s$, which is even faster than the HMM classifier that we show below. "
    ]
   },
   {
@@ -605,7 +605,7 @@
     {
      "data": {
       "application/vnd.jupyter.widget-view+json": {
-       "model_id": "0fbffb1d3bbc44b5b6356b54a89a61b2",
+       "model_id": "30052beed780408db9e7b1f1212b6404",
        "version_major": 2,
        "version_minor": 0
       },
@@ -655,14 +655,14 @@
      "name": "stdout",
      "output_type": "stream",
      "text": [
-      "CPU times: user 3min 33s, sys: 18 s, total: 3min 51s\n",
-      "Wall time: 2min 34s\n"
+      "CPU times: user 197 ms, sys: 13.5 ms, total: 210 ms\n",
+      "Wall time: 55.4 s\n"
      ]
     }
    ],
    "source": [
     "%%time\n",
-    "acc, cm = clf.evaluate(X_test, y_test)"
+    "acc, cm = clf.evaluate(X_test, y_test, n_jobs=-1)"
    ]
   },
   {