`asPointwise` with `n_jobs>1` does not progress about scikit-dimension

[JesseCresswell]

I see, that makes much more sense and is simpler. I understand why Local and Global are used now. What threw me off was first seeing lPCA as a "global" estimator, since I think of using it in the local way, but it happens to be the exception to your naming scheme.

Here's a suggestion then - in the README you use DANCo as an example of a global estimator (fine), and lPCA as an example of a local estimator. Then when I look up their implementation I see they both inherit from GlobalEstimator. That's unexpected! Why not replace lPCA with ESS or another LocalEstimator in the first example that most users will see?

[JesseCresswell]

Can you give me access rights to make branches and push? I will make a PR switching this function joblib, and then another for adding parallelism internally for estimators like ESS.

[j-bac]

Thanks, really appreciate you bringing up these issues and possible fix.

Would you have an example to reproduce this ? For example this completes with no problem for me:

import numpy as np
import skdim
X = np.random.random((1000, 10))
skdim.id.lPCA().fit_pw(X,n_jobs=4).dimension_pw_

edit: I managed to reproduce the error using asPointwise directly rather than fit_pw. I don't know why the latter works while the former gets stuck like this. If I don't find a solution with multiprocessing I'll try to implement your suggestion with joblib

[JesseCresswell]

Oh I was about to explain more but I see your edit. I was specifically using the ESS estimator which does not have a built-in fit_pw function, and asPointwise appeared to be the intended method for pointwise estimation of local intrinsic dimension.

import numpy as np
import skdim
import multiprocessing as mp

# Re-defining this function to fix bug in Issue 17
def asPointwise(data, class_instance, precomputed_knn=None, n_neighbors=100, n_jobs=1):
    """Use a global estimator as a pointwise one by creating kNN neighborhoods"""
    if precomputed_knn is not None:
        knn = precomputed_knn
    else:
        _, knn = skdim.get_nn(data, k=n_neighbors, n_jobs=n_jobs)

    if n_jobs > 1:
        with mp.Pool(n_jobs) as pool:
            # Asynchronously apply the `fit` function to each data point and collect the results
            results = [pool.apply_async(class_instance.fit, (data[i, :],)) for i in knn]
            # Retrieve the computed dimensions
        return np.array([r.get().dimension_ for r in results])
    else:
        return np.array([class_instance.fit(data[i, :]).dimension_ for i in knn])


X = np.random.random((100, 10))

# estimator = skdim.id.lPCA() # GlobalEstimator
estimator = skdim.id.ESS() # LocalEstimator

# n_jobs = 1 # single process
n_jobs = 2 # multi process

if isinstance(estimator, skdim._commonfuncs.LocalEstimator):
    lid = asPointwise(X, estimator, n_neighbors=10, n_jobs=n_jobs)
elif isinstance(estimator, skdim._commonfuncs.GlobalEstimator):
    lid = estimator.fit_pw(X, n_neighbors=10, n_jobs=n_jobs).dimension_pw_

print(lid)

This code completes quickly for LPCA with n_jobs=1 or 2, and for [ESS, MADA, MLE, MOM, TLE] with n_jobs=1.
It completely hangs for [ESS, MADA, MLE, MOM, TLE] with n_jobs=2. These are the GlobalEstimator classes.

[JesseCresswell]

Thanks for looking into this, and for the great library!

I had a question about terminology. Estimators like LPCA inherit from GlobalEstimator, and have the fit_pw function for pointwise (local) dimension estimation. Estimators like ESS inherit from LocalEstimator, and do not have the fit_pw function implemented, only fit which is for the whole dataset.

Based on these descriptions, it seems like the class names of GlobalEstimator and LocalEstimator are reversed. Local estimators should be the ones that operate pointwise, while global estimators only act on the whole dataset by default. Did you have a different interpretation?

[j-bac]

You can use ESS pointwise like so:

import numpy as np
import skdim
X = np.random.random((1000, 10))
skdim.id.ESS().fit(X,n_jobs=4).dimension_pw_

So you can do this in your code:

if isinstance(estimator, skdim._commonfuncs.LocalEstimator):
    lid =  estimator.fit(X, n_neighbors=10, n_jobs=n_jobs).dimension_pw_
elif isinstance(estimator, skdim._commonfuncs.GlobalEstimator):
    lid = estimator.fit_pw(X, n_neighbors=10, n_jobs=n_jobs).dimension_pw_

print(lid)

LocalEstimator class is used for estimators that already require computation of ID estimates for each point neighborhood to provide a global ID estimate. So in principle there is no need for a .fit_pw method and .dimension_pw_ is already returned

For lPCA I made an exception - most people are used to running PCA on the entire dataset to estimate ID, so this is the default when using .fit() to prevent confusion. Accordingly it inherits from GlobalEstimator whose .fit method runs an estimator on the entire dataset.

However paper references associated with this class rather use PCA locally and aggregate estimates to obtain global ID. Indeed ID estimation using PCA on an entire dataset will fail for non-linear data. So arguably, PCA is more of a local ID estimator that tries to obtain ID of the manifold tangent space. Hence the name lPCA (local PCA) for the class to point this out while keeping default use global.

Overall I am trying to keep users from inadequately using estimators. .fit() always expects to receive an entire (possibly non-linear) dataset as input whether the estimator inherits from LocalEstimator or GlobalEstimator. This is not the case in original R ESS implementation where ESS expects a single neighborhood as input. In Python this would be equivalent to calling ESS().fit_once

I agree the terminology is confusing so suggestions are very welcome.

[j-bac]

I'll put this one my to do list: the lPCA exception should probably be removed and the docs provide a clear example with a lPCA.fit_once method to apply PCA "as usual" a single time on the whole dataset

[j-bac]

Maybe I need to request for you to be added to the scikit-learn-contrib org. I don't see an option to give you access rights myself

[j-bac]

Actually you should be able to PR even without being member

[JesseCresswell]

No, I have no option to make a PR or even a new branch on this repo. I tried pushing a branch directly but I get a permissions error.

[j-bac]

Could you try again following the steps at https://github.com/firstcontributions/first-contributions ?

[JesseCresswell]

Closed by PR #23