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Error bounded lossy compression of time series using prediction-quantization approach

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LFZip

Multivariate floating-point time series lossy compression under maximum error distortion

Build Status

See update below on selecting value of NLMS order for LFZip

Download and install dependencies

Using Conda (Linux/MacOSX):

LFZip (NLMS prediction mode) is now available on conda through the conda-forge channel. For the neural network prediction mode or to run from source, see the next section.

conda create --name lfzip_env
conda activate lfzip_env
conda config --add channels conda-forge
conda install lfzip

After the installation, LFZip (NLMS) can be run using the command lfzip-nlms. To install LFZip in a conda virtual environment, follow the instructions here.

From source (Linux/MacOSX):

Download:

git clone https://github.com/shubhamchandak94/LFZip.git

To set up virtual environment and dependencies (on Linux):

cd LFZip/src/
python3 -m venv env
source env/bin/activate
./install.sh

On macOS, you need gcc compiler for running BSC which is the entropy coder used in LFZip. For this, install gcc@9 using brew as follows:

brew update
brew install gcc@9

and then replace the last statement of the Linux instructions with

./install_macos.sh

If you get an error related to the compilation flags, please look at issue #6 which might help you out.

For processors without AVX instructions (e.g., Intel Pentium/Celeron) used in the latest Tensorflow package, do the following instead (requires a working conda installation):

cd LFZip/src/
conda create --name no_avx_env python=3.6
conda activate no_avx_env
./install_without_avx.sh

General comments

  • Note that LFZip (NLMS), LFZip (NN) and CA (critical aperture) expect the input to be in numpy array (.npy) format and support only float32 arrays.
  • LFZip (NLMS) additionally supports multivariate time series with at most 256 variables, where the input is a numpy array of shape (k,T) where k is the number of variables and T is the length of the time series.
  • During compression, the reconstructed time series is also generated as a byproduct and stored as compressed_file.bsc.recon.npy. This can be used to verify the correctness of the compression-decompression pipeline.
  • Examples are shown after the usages below [link].

LFZip (NLMS)

Compression/Decompression:

If installed using conda, replace python3 nlms_compress.py by lfzip-nlms.

python3 nlms_compress.py [-h] --mode MODE --infile INFILE --outfile OUTFILE
                        [--NLMS_order N [N ...]] [--mu MU [MU ...]]
                        [--absolute_error MAXERROR [MAXERROR ...]]
                        [--quantization_bytes QUANTIZATION_BYTES [QUANTIZATION_BYTES ...]]

with the parameters:

  -h, --help            show this help message and exit
  --mode MODE, -m MODE  c or d (compress/decompress)
  --infile INFILE, -i INFILE
                        infile .npy/.bsc
  --outfile OUTFILE, -o OUTFILE
                        outfile .bsc/.npy
  --NLMS_order N [N ...], -n N [N ...]
                        order of NLMS filter for compression (default 32) -
                        single value or one per variable
  --mu MU [MU ...]      learning rate of NLMS for compression (default 0.5) -
                        single value or one per variable
  --absolute_error MAXERROR [MAXERROR ...], -a MAXERROR [MAXERROR ...]
                        max allowed error for compression - single value or
                        one per variable
  --quantization_bytes QUANTIZATION_BYTES [QUANTIZATION_BYTES ...], -q QUANTIZATION_BYTES [QUANTIZATION_BYTES ...]
                        number of bytes used to encode quantized error -
                        decides number of quantization levels. Valid values
                        are 1, 2 (default: 2) - single value or one per variable

Note that nlms_compress_python.py is an older and slower version with a similar interface but with the core NLMS compression code written in Python instead of C++.

Update on NLMS order

While the default order for NLMS is 32, we have found that for certain dataset, the optimal order is 0 (i.e., the prediction step is skipped). We recommend that the user try out both values using the -n flag for a given data source before selecting the order. We are currently working on making this process automatic.

LFZip (NN)

Training a model

First select the appropriate function from models.py, e.g., FC or biGRU. Then call

python3 nn_trainer.py -train training_data.npy -val validation_data.npy -model_file saved_model.h5 \
-model_name model_name -model_params model_params [-lr lr -noise noise -epochs epochs]

with the parameters:

model_name:   (str) name of model (function name from models.py)
model_params: space separated list of parameters to the function model_name
lr:           (float) learning rate (default 1e-3 for Adam)
noise:        (float) noise added to input during training (uniform[-noise,noise]), default 0
epochs:       (int) number of epochs to train (0 means store random model)

Compression/Decompression:

CUDA_VISIBLE_DEVICES="" PYTHONHASHSEED=0 python3 nn_compress.py [-h] --mode MODE --infile INFILE --outfile OUTFILE
                      [--absolute_error MAXERROR] --model_file MODEL_FILE
                      [--quantization_bytes QUANTIZATION_BYTES]
                      [--model_update_period MODEL_UPDATE_PERIOD] [--lr LR]
                      [--epochs NUM_EPOCHS]

with the parameters:

  -h, --help            show this help message and exit
  --mode MODE, -m MODE  c or d (compress/decompress)
  --infile INFILE, -i INFILE
                        infile .npy/bsc
  --outfile OUTFILE, -o OUTFILE
                        outfile .bsc/.npy
  --absolute_error MAXERROR, -a MAXERROR
                        max allowed error for compression
  --model_file MODEL_FILE
                        model file
  --quantization_bytes QUANTIZATION_BYTES, -q QUANTIZATION_BYTES
                        number of bytes used to encode quantized error -
                        decides number of quantization levels. Valid values
                        are 1, 2 (deafult: 2)
  --model_update_period MODEL_UPDATE_PERIOD
                        train model (both during compression & decompression)
                        after seeing these many symbols (default: never train)
  --lr LR               learning rate for Adam when model update used
  --epochs NUM_EPOCHS   number of epochs to train when model update used

The CUDA_VISIBLE_DEVICES="" PYTHONHASHSEED=0 environment variables are set to ensure that the decompression works precisely the same as the compression and generates the correct reconstruction.

Critical aperture (CA)

WARNING: in some cases, maxerror constraint can be slightly violated (~1e-5) due to numerical precision issues (only for the CA implementation).

Compression/Decompression:

python3 ca_compress.py [-h] --mode MODE --infile INFILE --outfile OUTFILE
                      [--absolute_error MAXERROR]

Input

optional arguments:
  -h, --help            show this help message and exit
  --mode MODE, -m MODE  c or d (compress/decompress)
  --infile INFILE, -i INFILE
                        infile .npy/.bsc
  --outfile OUTFILE, -o OUTFILE
                        outfile .bsc/.npy
  --absolute_error MAXERROR, -a MAXERROR
                        max allowed error for compression

Other helpful scripts

  • data/dat_to_np.py: convert a .dat file (with 1 time series value in plaintext per line) to .npy file
  • data/npy_to_bin.py: convert a .npy file to binary file used as input to SZ
  • data/bin_to_npy.py: convert a .bin file to .npy file

Examples

LFZip (NLMS)

If installed using conda, replace python nlms_compress.py by lfzip-nlms. See also update above on selecting the NLMS order.

Compression:

python nlms_compress.py -m c -i ../data/evaluation_datasets/dna/nanopore_test.npy -o nanopore_test_compressed.bsc -a 0.01

Decompression:

python nlms_compress.py -m d -i nanopore_test_compressed.bsc -o nanopore_test.decompressed.npy

Verification:

cmp nanopore_test.decompressed.npy nanopore_test_compressed.bsc.recon.npy

LFZip (NN)

Training a fully connected model (FC in models.py) with input_dim = 32, num_hidden_layers = 4, hidden_layer_size = 128 for 5 epochs with uniform noise in [-0.05,0.05] added to the input.

python nn_trainer.py -train ../data/evaluation_datasets/dna/nanopore_train.npy -val ../data/evaluation_datasets/dna/nanopore_val.npy -model_name FC -model_params 32 4 128 -model_file nanopore_trained.h5 -noise 0.05 -epochs 5

Compression:

CUDA_VISIBLE_DEVICES="" PYTHONHASHSEED=0 python nn_compress.py -m c -i ../data/evaluation_datasets/dna/nanopore_test.npy -o nanopore_test_compressed.bsc -a 0.01 --model_file nanopore_trained.h5

Decompression:

CUDA_VISIBLE_DEVICES="" PYTHONHASHSEED=0 python nn_compress.py -m d -i nanopore_test_compressed.bsc -o nanopore_test.decompressed.npy --model_file nanopore_trained.h5

Verification:

cmp nanopore_test.decompressed.npy nanopore_test_compressed.bsc.recon.npy

CA

Compression:

python ca_compress.py -m c -i ../data/evaluation_datasets/dna/nanopore_test.npy -o nanopore_test_compressed.bsc -a 0.01

Decompression:

python ca_compress.py -m d -i nanopore_test_compressed.bsc -o nanopore_test.decompressed.npy

Verification:

cmp nanopore_test.decompressed.npy nanopore_test_compressed.bsc.recon.npy