cavis/libnd4j/include/loops/summarystatsreduce.h

/*******************************************************************************
 * Copyright (c) 2015-2018 Skymind, Inc.
 *
 * This program and the accompanying materials are made available under the
 * terms of the Apache License, Version 2.0 which is available at
 * https://www.apache.org/licenses/LICENSE-2.0.
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
 * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
 * License for the specific language governing permissions and limitations
 * under the License.
 *
 * SPDX-License-Identifier: Apache-2.0
 ******************************************************************************/

/*
 * summarystatsreduce.h
 *
 *  Created on: Jan 19, 2016
 *      Author: agibsonccc
 */

#ifndef SUMMARYSTATSREDUCE_H_
#define SUMMARYSTATSREDUCE_H_
#include <templatemath.h>
#include <dll.h>

#include <helpers/shape.h>
#ifdef __CUDACC__
#include <cuda.h>
#include <cuda_runtime.h>

#define host_and_device inline __host__  __device__
#else
#define host_and_device inline
#endif

#ifdef __JNI__
#include <jni.h>
#endif

#include <ops/ops.h>
#include <op_boilerplate.h>

#include "legacy_ops.h"

namespace functions {
    namespace summarystats {

        // This example computes several statistical properties of a data
        // series in a single reduction.  The algorithm is described in detail here:
        // http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
        //
        // Thanks to Joseph Rhoads for contributing this example


        // structure used to accumulate the moments and other
        // statistical properties encountered so far.
        template <typename X>
        class SummaryStatsData {

        public:
            double n;
            double min;
            double max;
            double mean;
            double M2;
            double M3;
            double M4;
            double bias;

            _CUDA_HD SummaryStatsData() {
                initialize();
            }

            // initialize to the identity element

            _CUDA_HD void initialize() {
                n = mean = M2 = M3 = M4 = bias = 0;
            }

            _CUDA_HD void initWithValue(X val) {
                n = 1;
                min = val;
                max = val;
                mean = val;
                M2 = 0;
                M3 = 0;
                M4 = 0;
                bias = 0;
            }

            _CUDA_HD void setValues(SummaryStatsData<X> *target) {
                n = target->n;
                min = target->min;
                max = target->max;
                mean = target->mean;
                M2 = target->M2;
                M3 = target->M3;
                M4 = target->M4;
                bias = target->bias;
            }

            _CUDA_HD double variance() {
                if (n <= 1.0)
                    return 0.0;
                return M2 / (n);
            }

            _CUDA_HD double varianceBiasCorrected() {
                if (this->n <= 1.0) {
                    return 0.0;
                }

                return M2 / (n - 1.0);
            }


            _CUDA_HD double variance_n() {
                if (n <= 1.0)
                    return 0.0;
                return M2 / n;
            }

            _CUDA_HD double skewness() { return M2 > 0.0 ? nd4j::math::nd4j_sqrt<double, double>(n) * M3 / nd4j::math::nd4j_pow<double, double, double>(M2, 1.5) : 0.0; }

            _CUDA_HD double kurtosis() { return M2 > 0.0 ? n * M4 / (M2 * M2) : 0; }

            _CUDA_HD double getM2() {
                return M2;
            }

            _CUDA_HD void setM2(X m2) {
                M2 = m2;
            }

            _CUDA_HD double getM3() {
                return M3;
            }

            _CUDA_HD void setM3(X m3) {
                M3 = m3;
            }

            _CUDA_HD double getM4() {
                return M4;
            }

            _CUDA_HD void setM4(X m4) {
                M4 = m4;
            }

            _CUDA_HD double getMax() {
                return max;
            }

            _CUDA_HD void setMax(X max) {
                this->max = max;
            }

            _CUDA_HD double getMean() {
                return mean;
            }

            _CUDA_HD void setMean(X mean) {
                this->mean = mean;
            }

            _CUDA_HD double getMin() {
                return min;
            }

            _CUDA_HD void setMin(X min) {
                this->min = min;
            }

            _CUDA_HD double getN() {
                return n;
            }

            _CUDA_HD void setN(X n) {
                this->n = n;
            }
        };

#ifdef __CUDACC__
        // This is the un-specialized struct.  Note that we prevent instantiation of this
// struct by putting an undefined symbol in the function body so it won't compile.
		template<typename T>
		struct SharedSummaryStatsData {
			// Ensure that we won't compile any un-specialized types
			__device__ T * getPointer() {
				extern __device__ void error(void);
				error();
				return 0;
			}
		};

		// Following are the specializations for the following types.
		// int, uint, char, uchar, short, ushort, long long, ulong long, bool, float, and double
		// One could also specialize it for user-defined types.

		template<>
		struct SharedSummaryStatsData<float> {
			__device__ SummaryStatsData<float> * getPointer() {
				extern __shared__ SummaryStatsData<float> s_int2[];
				return s_int2;
			}
		};
		// Following are the specializations for the following types.
		// int, uint, char, uchar, short, ushort, long long, ulong long, bool, float, and double
		// One could also specialize it for user-defined types.

		template<>
		struct SharedSummaryStatsData<double> {
			__device__ SummaryStatsData<double> * getPointer() {
				extern __shared__ SummaryStatsData<double> s_int6[];
				return s_int6;
			}
		};
#endif

        /**
         * Standard deviation or variance 1 pass
         */
        template<typename X, typename Z>
        class SummaryStatsReduce {
        public:
            //calculate an update of the reduce operation
            _CUDA_HD static SummaryStatsData<X> update(SummaryStatsData<X> x, SummaryStatsData<X> y,
                                                              void* extraParams) {
                if ((long) x.n == 0 && (long) y.n > 0)
                    return y;
                else if ((long) x.n > 0 && (long) y.n == 0)
                    return x;
                SummaryStatsData<X> vz;
                double n = x.n + y.n;
                double n2 = n  * n;
                double n3 = n2 * n;


                double delta = y.mean - x.mean;
                double delta2 = delta  * delta;
                double delta3 = delta2 * delta;
                double delta4 = delta3 * delta;

                //Basic number of samples (n), min, and max
                vz.n = n;
                vz.min = nd4j::math::nd4j_min(x.min, y.min);
                vz.max = nd4j::math::nd4j_max(x.max, y.max);
                double meanD = x.mean + delta * y.n / n;
                vz.mean = meanD;
                double M2D = x.M2 + y.M2;
                M2D += delta2 * x.n * y.n / n;
                vz.M2 = M2D;
                vz.M3 = x.M3 + y.M3;
                vz.M3 += delta3 * x.n * y.n * (x.n - y.n) / n2;
                vz.M3 += 3.0 * delta * (x.n * y.M2 - y.n * x.M2) / n;

                vz.M4 = x.M4 + y.M4;
                vz.M4 += delta4 * x.n * y.n * (x.n * x.n - x.n * y.n + y.n * y.n) / n3;
                vz.M4 += 6.0 * delta2 * (x.n * x.n * y.M2 + y.n * y.n * x.M2) / n2;
                vz.M4 += 4.0 * delta * (x.n * y.M3 - y.n * x.M3) / n;

                return vz;
            }



#ifdef __CUDACC__

            static inline _CUDA_D Z startingValue(X *input) {
                return static_cast<Z>(0);
            }

            template<typename OpType>
            static _CUDA_D void aggregatePartials(SummaryStatsData<X> **sPartialsRef, Nd4jLong tid, Nd4jLong numElements, void *extraParams);


            template<typename OpType>
	        static _CUDA_D void transform(void *dx, Nd4jLong *xShapeInfo, void *extraParams, void *vz, Nd4jLong *zShapeInfo, int *dimension, int dimensionLength, int postProcessOrNot, int *allocationBuffer, void *reductionBuffer, Nd4jLong *tadOnlyShapeInfo, Nd4jLong *tadOffsets);

            static _CUDA_D void transform(const int opNum, void *dx, Nd4jLong *xShapeInfo, void *extraParams, void *vz, Nd4jLong *zShapeInfo, int *dimension, int dimensionLength, int postProcessOrNot, int *allocationBuffer, void *reductionBuffer, Nd4jLong *tadOnlyShapeInfo, Nd4jLong *tadOffsets);

            static _CUDA_H void execSummaryStatsReduceScalar(dim3& launchDims, cudaStream_t *stream, int opNum, void *x, Nd4jLong *xShapeInfo, Nd4jLong *hxShapeInfo, void *extraParams, void *vz, Nd4jLong *zShapeInfo, Nd4jLong *hzShapeInfo, Nd4jLong *tadShapeInfo, Nd4jLong *tadOffsets, bool biasCorrected, void *reductionBuffer);
            static _CUDA_H void execSummaryStatsReduce(dim3& launchDims, cudaStream_t *stream, int opNum, void *x, Nd4jLong *xShapeInfo, Nd4jLong *hxShapeInfo, void *extraParams, void *vz, Nd4jLong *zShapeInfo, Nd4jLong *hzShapeInfo, Nd4jLong *tadShapeInfo, Nd4jLong *tadOffsets, bool biasCorrected, void *reductionBuffer);
            static _CUDA_H void execSummaryStatsReduce(dim3& launchDims, cudaStream_t *stream, int opNum, void *x, Nd4jLong *xShapeInfo, Nd4jLong *hxShapeInfo, void *extraParams, void *vz, Nd4jLong *zShapeInfo, Nd4jLong *hzShapeInfo, int *dimension, int dimensionLength, Nd4jLong *tadShapeInfo, Nd4jLong *tadOffsets, bool biasCorrected, void *reductionBuffer);
#else

            static Z execScalar(int opNum,
                    bool biasCorrected,
                    void *x,
                    Nd4jLong *xShapeInfo,
                    void *extraParams);

            static void execScalar(int opNum,
                                bool biasCorrected,
                                void *x,
                                Nd4jLong *xShapeInfo,
                                void *extraParams,
                                void *vz,
                                Nd4jLong *resultShapeInfoBuffer);

            static void exec(int opNum,
                    bool biasCorrected,
                    void *x,
                    Nd4jLong *xShapeInfo,
                    void *extraParams,
                    void *vz,
                    Nd4jLong *resultShapeInfoBuffer,
                    int *dimension, int dimensionLength);

            template<typename OpType>
            static Z execScalar(bool biasCorrected,
                    void *x,
                    Nd4jLong *xShapeInfo,
                    void *extraParams);

            template<typename OpType>
            static void execScalar(bool biasCorrected,
                                void *x,
                                Nd4jLong *xShapeInfo,
                                void *extraParams,
                                void *vz,
                                Nd4jLong *resultShapeInfoBuffer);


            template<typename OpType>
            static void exec(bool biasCorrected,
                    void *x,
                    Nd4jLong *xShapeInfo,
                    void *extraParams,
                    void *vz,
                    Nd4jLong *resultShapeInfoBuffer,
                    int *dimension,
                    int dimensionLength);
#endif
        };
    }
}


#endif /* SUMMARYSTATSREDUCE_H_ */