cavis/libnd4j/include/ops/declarable/helpers/lstsq.h

35 lines
1.1 KiB
C
Raw Normal View History

Shugeo solve ls (#203) * lstsq op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Least squares linear problem solve op (lstsq). Cpu draft implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed shape routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Rectification for lstsq op implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected test to avoid numerical inconsistensy. Signed-off-by: shugeo <sgazeos@gmail.com> * Added prints for check computing. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected tests to use evalueate facility instead. Signed-off-by: shugeo <sgazeos@gmail.com> * CPU implementation of MatrixSolveLs op and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added cuda implementation for helpers with lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored tests for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added processing for empty inputs. Signed-off-by: shugeo <sgazeos@gmail.com> * Merged tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op for fast case. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed some issues with solve. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed lstsq op to avoid erros. Signed-off-by: shugeo <sgazeos@gmail.com> * Added kernel for giagonal factor Signed-off-by: shugeo <sgazeos@gmail.com> * lstsq wrapper and triangular_solve fixed * Added proper processing empty inputs and test. Signed-off-by: shugeo <sgazeos@gmail.com> * SequenceMask test * Build fixed * Added proper processing of empty inputs with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Mapping added * Added check of input shapes with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a couple of tests for lstsq op and minor changes with cuda helper for one.' Signed-off-by: shugeo <sgazeos@gmail.com> * Tests on * Refactored test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test * Added another approach for lstsq op aka solve_ls. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cpu part for solve_ls op helpers. * Added helper for low triangular matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored alternate solve_ls cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Removed alternate approach for solve_ls op. Added multithreading with matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Assert fixed * Refactored multithreading for inverse matricies. Signed-off-by: shugeo <sgazeos@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
2020-02-28 09:37:26 +01:00
/*******************************************************************************
* Copyright (c) Konduit K.K.
*
* 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
******************************************************************************/
//
// @author GS <sgazeos@gmail.com>
//
#ifndef __LST_SQ_SOLVE__H_HELPERS__
#define __LST_SQ_SOLVE__H_HELPERS__
#include <system/op_boilerplate.h>
#include <array/NDArray.h>
namespace sd {
Shugeo solve ls (#203) * lstsq op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Least squares linear problem solve op (lstsq). Cpu draft implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed shape routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Rectification for lstsq op implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected test to avoid numerical inconsistensy. Signed-off-by: shugeo <sgazeos@gmail.com> * Added prints for check computing. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected tests to use evalueate facility instead. Signed-off-by: shugeo <sgazeos@gmail.com> * CPU implementation of MatrixSolveLs op and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added cuda implementation for helpers with lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored tests for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added processing for empty inputs. Signed-off-by: shugeo <sgazeos@gmail.com> * Merged tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op for fast case. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed some issues with solve. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed lstsq op to avoid erros. Signed-off-by: shugeo <sgazeos@gmail.com> * Added kernel for giagonal factor Signed-off-by: shugeo <sgazeos@gmail.com> * lstsq wrapper and triangular_solve fixed * Added proper processing empty inputs and test. Signed-off-by: shugeo <sgazeos@gmail.com> * SequenceMask test * Build fixed * Added proper processing of empty inputs with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Mapping added * Added check of input shapes with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a couple of tests for lstsq op and minor changes with cuda helper for one.' Signed-off-by: shugeo <sgazeos@gmail.com> * Tests on * Refactored test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test * Added another approach for lstsq op aka solve_ls. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cpu part for solve_ls op helpers. * Added helper for low triangular matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored alternate solve_ls cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Removed alternate approach for solve_ls op. Added multithreading with matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Assert fixed * Refactored multithreading for inverse matricies. Signed-off-by: shugeo <sgazeos@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
2020-02-28 09:37:26 +01:00
namespace ops {
namespace helpers {
int leastSquaresSolveFunctor(sd::LaunchContext* context, NDArray const* leftInput, NDArray const* rightInput, double const l2Regularizer, bool const fast, NDArray* output);
Shugeo solve ls (#203) * lstsq op. Initial commit. Signed-off-by: shugeo <sgazeos@gmail.com> * Least squares linear problem solve op (lstsq). Cpu draft implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed shape routine and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Rectification for lstsq op implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected test to avoid numerical inconsistensy. Signed-off-by: shugeo <sgazeos@gmail.com> * Added prints for check computing. Signed-off-by: shugeo <sgazeos@gmail.com> * Corrected tests to use evalueate facility instead. Signed-off-by: shugeo <sgazeos@gmail.com> * CPU implementation of MatrixSolveLs op and tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Added cuda implementation for helpers with lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored tests for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added processing for empty inputs. Signed-off-by: shugeo <sgazeos@gmail.com> * Merged tests. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op for fast case. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed some issues with solve. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed lstsq op to avoid erros. Signed-off-by: shugeo <sgazeos@gmail.com> * Added kernel for giagonal factor Signed-off-by: shugeo <sgazeos@gmail.com> * lstsq wrapper and triangular_solve fixed * Added proper processing empty inputs and test. Signed-off-by: shugeo <sgazeos@gmail.com> * SequenceMask test * Build fixed * Added proper processing of empty inputs with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Mapping added * Added check of input shapes with solve op. Signed-off-by: shugeo <sgazeos@gmail.com> * Added a couple of tests for lstsq op and minor changes with cuda helper for one.' Signed-off-by: shugeo <sgazeos@gmail.com> * Tests on * Refactored test for lstsq op. Signed-off-by: shugeo <sgazeos@gmail.com> * Fixed test * Added another approach for lstsq op aka solve_ls. Signed-off-by: shugeo <sgazeos@gmail.com> * Finished cpu part for solve_ls op helpers. * Added helper for low triangular matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Refactored alternate solve_ls cpu implementation. Signed-off-by: shugeo <sgazeos@gmail.com> * Removed alternate approach for solve_ls op. Added multithreading with matrix inversion. Signed-off-by: shugeo <sgazeos@gmail.com> * Assert fixed * Refactored multithreading for inverse matricies. Signed-off-by: shugeo <sgazeos@gmail.com> Co-authored-by: Alexander Stoyakin <alexander.stoyakin@gmail.com>
2020-02-28 09:37:26 +01:00
}
}
}
#endif