2019-06-06 14:21:15 +02:00
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/*******************************************************************************
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* Copyright (c) 2015-2018 Skymind, Inc.
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*
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* This program and the accompanying materials are made available under the
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* terms of the Apache License, Version 2.0 which is available at
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* https://www.apache.org/licenses/LICENSE-2.0.
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*
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* SPDX-License-Identifier: Apache-2.0
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******************************************************************************/
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//
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// @author raver119@gmail.com
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//
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#ifndef LIBND4J_SPECIAL_RANDOM_OPS_H
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#define LIBND4J_SPECIAL_RANDOM_OPS_H
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#include <ops/random_ops.h>
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#include <helpers/shape.h>
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#include <graph/RandomGenerator.h>
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#include <specials_cuda.h>
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2019-11-13 15:15:18 +01:00
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#include <execution/Threads.h>
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2019-06-06 14:21:15 +02:00
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namespace randomOps {
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//////////////////////////////////////////////////////////////////////
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template<typename T>
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class Choice {
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public:
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method_idx
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method_X
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method_XY
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static const bool requiresSpecial = true;
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#ifdef __CUDACC__
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__device__ static inline void specialOpCuda(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
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/**
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* X holds data,
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* Y holds probabilities
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* Z will hold results
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*/
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// TODO: we probably might want to skip this sum, and state that probabilities array should be real probabilities, i.e. should sum to 1.0
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//T probSum = extraArguments[0];
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__shared__ Nd4jLong xLength;
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__shared__ Nd4jLong yLength;
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__shared__ Nd4jLong zLength;
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__shared__ Nd4jLong xEWS;
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__shared__ Nd4jLong yEWS;
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__shared__ Nd4jLong zEWS;
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__shared__ char xOrder;
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__shared__ char yOrder;
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__shared__ char zOrder;
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__shared__ nd4j::graph::RandomGenerator *rng;
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__shared__ unsigned char *cB;
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__shared__ unsigned char *dB;
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__shared__ nd4j::graph::RandomGenerator *devRng;
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if (threadIdx.x == 0) {
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extern __shared__ unsigned char shmem[];
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rng = (nd4j::graph::RandomGenerator*) shmem;
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cB = shmem;
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devRng = reinterpret_cast<nd4j::graph::RandomGenerator*> (state);
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dB = reinterpret_cast<unsigned char *> (state);
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xLength = shape::length(xShapeBuffer);
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yLength = shape::length(yShapeBuffer);
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zLength = shape::length(zShapeBuffer);
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xEWS = shape::elementWiseStride(xShapeBuffer);
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yEWS = shape::elementWiseStride(yShapeBuffer);
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zEWS = shape::elementWiseStride(zShapeBuffer);
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xOrder = shape::order(xShapeBuffer);
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yOrder = shape::order(yShapeBuffer);
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zOrder = shape::order(zShapeBuffer);
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}
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__syncthreads();
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// using this loop instead of memcpy
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for (int e = threadIdx.x; e < sizeof(nd4j::graph::RandomGenerator); e+= blockDim.x)
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cB[e] = dB[e];
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__syncthreads();
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int tid = blockIdx.x * blockDim.x + threadIdx.x;
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if (zEWS >= 1 && xEWS >= 1 && yEWS >= 1 && xOrder == yOrder && xOrder == zOrder) {
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for (Nd4jLong e = tid; e < zLength; e+=blockDim.x * gridDim.x) {
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T prob = rng->relativeT<T>(e);
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T cumProb = (T) 0.0f;
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for (Nd4jLong f = 0; f < yLength; f++) {
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T relProb = y[f * yEWS];
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cumProb += relProb;
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if (prob <= cumProb || f == yLength - 1) {
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z[e * zEWS] = x[f * xEWS];
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f += yLength;
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}
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// __syncthreads(); // Eliminated due RTX20xx specific
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}
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// __syncthreads(); // Eliminated due RTX20xx specific
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}
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2019-09-11 19:12:09 +02:00
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}
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else {
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for (Nd4jLong i = tid; i < zLength; i+=blockDim.x * gridDim.x) {
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auto zOffset2 = shape::getIndexOffset(i, zShapeBuffer);
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T prob = rng->relativeT<T>(i);
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T cumProb = (T) 0.0f;
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for (Nd4jLong f = 0; f < yLength; f++) {
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auto yOffset2 = shape::getIndexOffset(f, yShapeBuffer);
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T relProb = y[yOffset2];
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cumProb += relProb;
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2019-09-11 19:12:09 +02:00
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if (prob <= cumProb || f == yLength - 1) {
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auto xOffset2 = shape::getIndexOffset(f, xShapeBuffer);
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z[zOffset2] = x[xOffset2];
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f += yLength;
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}
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// __syncthreads(); // Eliminated due RTX20xx specific
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}
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// __syncthreads(); // Eliminated due RTX20xx specific
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}
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}
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}
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#endif
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static inline void specialOp(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
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/**
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* X holds data,
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* Y holds probabilities
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* Z will hold results
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*/
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//nd4j::random::RandomBuffer *buffer = reinterpret_cast<nd4j::random::RandomBuffer *> (state);
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nd4j::graph::RandomGenerator* rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
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// TODO: we probably might want to skip this sum, and state that probabilities array should be real probabilities, i.e. should sum to 1.0
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//T probSum = extraArguments[0];
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2019-11-13 15:15:18 +01:00
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auto xLength = shape::length(xShapeBuffer);
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auto yLength = shape::length(yShapeBuffer);
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auto zLength = shape::length(zShapeBuffer);
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auto xEWS = shape::elementWiseStride(xShapeBuffer);
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auto yEWS = shape::elementWiseStride(yShapeBuffer);
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auto zEWS = shape::elementWiseStride(zShapeBuffer);
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int elementsPerThread = zLength / TAD_THRESHOLD;
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int _threads = nd4j::math::nd4j_max<int>(1, elementsPerThread);
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_threads = nd4j::math::nd4j_min<int>(_threads, nd4j::Environment::getInstance()->maxThreads());
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if (zEWS >= 1 && xEWS >= 1 && yEWS >= 1) {
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auto func = PRAGMA_THREADS_FOR {
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for (uint64_t e = start; e < stop; e += increment) {
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T prob = rng->relativeT<T>(e);
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T cumProb = (T) 0.0f;
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for (Nd4jLong f = 0; f < yLength; f++) {
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T relProb = y[f * yEWS];
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cumProb += relProb;
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if (prob <= cumProb || f == yLength - 1) {
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z[e * zEWS] = x[f * xEWS];
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break;
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}
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}
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}
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};
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samediff::Threads::parallel_for(func, 0, zLength, 1, _threads);
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}
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else {
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2019-11-13 15:15:18 +01:00
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auto func = PRAGMA_THREADS_FOR {
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for (Nd4jLong i = 0; i < zLength; i++) {
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auto zOffset2 = shape::getIndexOffset(i, zShapeBuffer);
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T prob = rng->relativeT<T>(i);
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T cumProb = (T) 0.0f;
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2019-06-06 14:21:15 +02:00
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2019-11-13 15:15:18 +01:00
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for (Nd4jLong f = 0; f < yLength; f++) {
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2019-09-11 19:12:09 +02:00
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2019-11-13 15:15:18 +01:00
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auto yOffset2 = shape::getIndexOffset(f, yShapeBuffer);
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T relProb = y[yOffset2];
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cumProb += relProb;
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2019-11-13 15:15:18 +01:00
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if (prob <= cumProb || f == yLength - 1) {
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2019-09-11 19:12:09 +02:00
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2019-11-13 15:15:18 +01:00
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auto xOffset2 = shape::getIndexOffset(f, xShapeBuffer);
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z[zOffset2] = x[xOffset2];
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break;
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}
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2019-06-06 14:21:15 +02:00
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}
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}
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2019-11-13 15:15:18 +01:00
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};
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samediff::Threads::parallel_for(func, 0, zLength, 1, _threads);
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2019-06-06 14:21:15 +02:00
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}
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}
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};
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//////////////////////////////////////////////////////////////////////
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/**
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* This Op produces random values within specified boundaries. Distribuion is Gaussian
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*/
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template<typename T>
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class GaussianDistribution {
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public:
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method_XY
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method_X
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method_idx
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static const bool requiresSpecial = true;
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#ifdef __CUDACC__
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__device__ static inline void specialOpCuda(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
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__shared__ T epsilon;
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__shared__ T two_pi;
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__shared__ Nd4jLong zLength;
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__shared__ Nd4jLong zEWS;
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__shared__ Nd4jLong yEWS;
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__shared__ T mean;
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__shared__ T stddev;
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__shared__ int step;
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__shared__ T *tZ;
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__shared__ nd4j::graph::RandomGenerator* rng;
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__shared__ unsigned char *cB;
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__shared__ unsigned char *dB;
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__shared__ nd4j::graph::RandomGenerator *devRng;
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if (threadIdx.x == 0) {
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extern __shared__ unsigned char shmem[];
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rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(shmem);
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cB = shmem;
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devRng = reinterpret_cast<nd4j::graph::RandomGenerator *> (state);
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dB = reinterpret_cast<unsigned char *> (state);
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tZ = reinterpret_cast<T *>(shmem + sizeof(nd4j::graph::RandomGenerator));
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zLength = shape::length(zShapeBuffer);
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zEWS = shape::elementWiseStride(zShapeBuffer);
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yEWS = shape::elementWiseStride(yShapeBuffer);
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epsilon = static_cast<T>(1e-5);
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two_pi = static_cast<T>(2.0f) * static_cast<T>(3.14159265358979323846);
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mean = extraArguments[0];
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stddev = extraArguments[1];
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step = (blockDim.x * gridDim.x);
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}
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__syncthreads();
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// using this loop instead of memcpy
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for (int e = threadIdx.x; e < sizeof(nd4j::graph::RandomGenerator); e+= blockDim.x)
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cB[e] = dB[e];
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__syncthreads();
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int tid = blockIdx.x * blockDim.x + threadIdx.x;
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int middle = zLength % 2 == 0 ? zLength / 2 : zLength / 2 + 1;
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T t(-2.0f);
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for (int e = tid; e < middle; e += step) {
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auto epm = e + middle;
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// we need to get random values
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T r0 = rng->relativeT<T>(e, epsilon, static_cast<T>(1.0f));
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T r1 = rng->relativeT<T>(epm, epsilon, static_cast<T>(1.0f));
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T realMean0 = y == z ? mean : y[e * yEWS];
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z[e * zEWS] = (nd4j::math::nd4j_sqrt<T,T>(t * nd4j::math::nd4j_log<T,T>(r0)) * nd4j::math::nd4j_cos<T,T>(two_pi * r1)) * stddev + realMean0;
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if (epm < zLength) {
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T realMean1 = y == z ? mean : y[epm * yEWS];
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z[epm * zEWS] = (nd4j::math::nd4j_sqrt<T,T>(t * nd4j::math::nd4j_log<T,T>(r0)) * nd4j::math::nd4j_sin<T,T>(two_pi * r1)) * stddev + realMean1;
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}
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}
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}
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#endif
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static inline void
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specialOp(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
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const T two_pi = static_cast<T>(2.0f) * static_cast<T>(3.14159265358979323846);
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auto zLength = shape::length(zShapeBuffer);
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auto yEWS = shape::elementWiseStride(yShapeBuffer);
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auto zEWS = shape::elementWiseStride(zShapeBuffer);
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auto middle = zLength % 2 + zLength / 2;
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int elementsPerThread = middle / TAD_THRESHOLD;
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int _threads = nd4j::math::nd4j_max<int>(1, elementsPerThread);
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_threads = nd4j::math::nd4j_min<int>(_threads, nd4j::Environment::getInstance()->maxThreads());
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int span = (middle / _threads) + 8;
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// we're enforcing even chunks, since it's mandatory for this algorithm
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span -= span % 2;
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//nd4j::random::RandomBuffer *buffer = reinterpret_cast<nd4j::random::RandomBuffer *> (state);
|
|
|
|
nd4j::graph::RandomGenerator* rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
|
|
|
|
const T mean = extraArguments[0];
|
|
|
|
const T stddev = extraArguments[1];
|
|
|
|
|
|
|
|
const T epsilon = static_cast<T>(1e-5);
|
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
auto func = PRAGMA_THREADS_FOR {
|
|
|
|
for (uint64_t e = start; e < stop; e += increment) {
|
|
|
|
auto epm = e + middle;
|
2019-06-06 14:21:15 +02:00
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
// we need to get random values
|
|
|
|
T r0 = rng->relativeT<T>(e, epsilon, static_cast<T>(1.0f));
|
|
|
|
T r1 = rng->relativeT<T>(epm, epsilon, static_cast<T>(1.0f));
|
2019-06-06 14:21:15 +02:00
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
T realMean0 = y == z ? mean : y[e * yEWS];
|
2019-06-06 14:21:15 +02:00
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
auto z0 = (nd4j::math::nd4j_sqrt<T, T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T, T>(r0)) *
|
|
|
|
nd4j::math::nd4j_cos<T, T>(two_pi * r1)) * stddev + realMean0;
|
|
|
|
z[e * zEWS] = z0;
|
2019-06-06 14:21:15 +02:00
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
if (epm < zLength) {
|
|
|
|
T realMean1 = y == z ? mean : y[epm * yEWS];
|
|
|
|
auto z1 = (nd4j::math::nd4j_sqrt<T, T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T, T>(r0)) *
|
|
|
|
nd4j::math::nd4j_sin<T, T>(two_pi * r1)) * stddev + realMean1;
|
|
|
|
z[epm * zEWS] = z1;
|
|
|
|
}
|
2019-06-06 14:21:15 +02:00
|
|
|
}
|
2019-11-13 15:15:18 +01:00
|
|
|
};
|
|
|
|
|
|
|
|
samediff::Threads::parallel_for(func, 0, middle, 1, _threads);
|
2019-06-06 14:21:15 +02:00
|
|
|
}
|
|
|
|
};
|
|
|
|
|
|
|
|
|
|
|
|
//////////////////////////////////////////////////////////////////////
|
|
|
|
/**
|
|
|
|
* This Op produces random values within [0..N], Distribuion is binomial
|
|
|
|
*/
|
|
|
|
template<typename T>
|
|
|
|
class BinomialDistribution {
|
|
|
|
public:
|
|
|
|
|
|
|
|
|
|
|
|
method_XY
|
|
|
|
method_X
|
|
|
|
method_idx
|
|
|
|
|
|
|
|
static const bool requiresSpecial = true;
|
|
|
|
|
|
|
|
#ifdef __CUDACC__
|
|
|
|
__device__ static inline void specialOpCuda(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
|
|
|
|
int trials = (int) extraArguments[0];
|
|
|
|
T prob = extraArguments[1];
|
|
|
|
|
|
|
|
__shared__ Nd4jLong zLength;
|
|
|
|
__shared__ int yEWS;
|
|
|
|
__shared__ int zEWS;
|
|
|
|
|
|
|
|
__shared__ nd4j::graph::RandomGenerator* rng;
|
|
|
|
__shared__ unsigned char *cB;
|
|
|
|
__shared__ unsigned char *dB;
|
|
|
|
__shared__ nd4j::graph::RandomGenerator *devRng;
|
|
|
|
if (threadIdx.x == 0) {
|
|
|
|
extern __shared__ unsigned char shmem[];
|
|
|
|
rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(shmem);
|
|
|
|
cB = shmem;
|
|
|
|
devRng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
|
|
|
|
dB = reinterpret_cast<unsigned char *> (state);
|
|
|
|
|
|
|
|
zLength = shape::length(zShapeBuffer);
|
|
|
|
yEWS = shape::elementWiseStride(yShapeBuffer);
|
|
|
|
zEWS = shape::elementWiseStride(zShapeBuffer);
|
|
|
|
}
|
|
|
|
__syncthreads();
|
|
|
|
|
|
|
|
// using this loop instead of memcpy
|
2019-07-16 17:48:40 +02:00
|
|
|
for (int e = threadIdx.x; e < sizeof(nd4j::graph::RandomGenerator); e+= blockDim.x)
|
2019-06-06 14:21:15 +02:00
|
|
|
cB[e] = dB[e];
|
2019-07-16 17:48:40 +02:00
|
|
|
|
|
|
|
__syncthreads();
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
int tid = blockIdx.x * blockDim.x + threadIdx.x;
|
|
|
|
|
|
|
|
for (Nd4jLong e = tid; e < zLength; e += blockDim.x * gridDim.x) {
|
|
|
|
int success = 0;
|
|
|
|
for (int t = 1; t <= trials; t++) {
|
|
|
|
T randVal = rng->relativeT<T>((e+1) * t);
|
|
|
|
if (y != z) {
|
|
|
|
// we're using external probs
|
|
|
|
prob = y[(t-1) * yEWS];
|
|
|
|
}
|
|
|
|
|
|
|
|
if (randVal < prob)
|
|
|
|
success++;
|
|
|
|
}
|
|
|
|
// if trials is set to 0, effectively we just have successful memset
|
|
|
|
z[e * zEWS] = static_cast<T>(success);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
#endif
|
|
|
|
|
|
|
|
static inline void specialOp(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
|
|
|
|
int trials = (int) extraArguments[0];
|
|
|
|
|
|
|
|
Nd4jLong zLength = shape::length(zShapeBuffer);
|
|
|
|
|
|
|
|
auto yEWS = shape::elementWiseStride(yShapeBuffer);
|
|
|
|
auto zEWS = shape::elementWiseStride(zShapeBuffer);
|
|
|
|
|
|
|
|
int elementsPerThread = zLength / TAD_THRESHOLD;
|
|
|
|
int _threads = nd4j::math::nd4j_max<int>(1, elementsPerThread);
|
2019-11-13 15:15:18 +01:00
|
|
|
_threads = nd4j::math::nd4j_min<int>(_threads, nd4j::Environment::getInstance()->maxThreads());
|
2019-06-06 14:21:15 +02:00
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
T prob = extraArguments[1];
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
nd4j::graph::RandomGenerator* rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
|
2019-11-13 15:15:18 +01:00
|
|
|
auto func = PRAGMA_THREADS_FOR {
|
|
|
|
for (Nd4jLong e = start; e < stop; e += increment) {
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
int success = 0;
|
|
|
|
for (int t = 1; t <= trials; t++) {
|
|
|
|
T randVal = rng->relativeT<T>((e+1) * t);
|
|
|
|
if (y != z) {
|
|
|
|
// we're using external probs
|
|
|
|
prob = y[(t-1) * yEWS];
|
|
|
|
}
|
|
|
|
|
|
|
|
if (randVal < prob)
|
|
|
|
success++;
|
|
|
|
}
|
|
|
|
|
|
|
|
// if trials is set to 0, effectively we just have successful memset
|
|
|
|
z[e * zEWS] = static_cast<T>(success);
|
|
|
|
}
|
2019-11-13 15:15:18 +01:00
|
|
|
};
|
|
|
|
|
|
|
|
samediff::Threads::parallel_for(func, 0, zLength, 1, _threads);
|
2019-06-06 14:21:15 +02:00
|
|
|
}
|
|
|
|
};
|
|
|
|
|
|
|
|
|
|
|
|
//////////////////////////////////////////////////////////////////////
|
|
|
|
/**
|
|
|
|
* This Op produces random values within [0..N], Distribuion is binomial
|
|
|
|
*/
|
|
|
|
template<typename T>
|
|
|
|
class BinomialDistributionEx {
|
|
|
|
public:
|
|
|
|
|
|
|
|
|
|
|
|
method_XY
|
|
|
|
method_X
|
|
|
|
method_idx
|
|
|
|
|
|
|
|
static const bool requiresSpecial = true;
|
|
|
|
|
|
|
|
#ifdef __CUDACC__
|
|
|
|
__device__ static inline void specialOpCuda(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
|
|
|
|
int trials = (int) extraArguments[0];
|
|
|
|
T prob = extraArguments[1];
|
|
|
|
|
|
|
|
__shared__ Nd4jLong zLength;
|
|
|
|
__shared__ int yEWS;
|
|
|
|
__shared__ int zEWS;
|
|
|
|
|
|
|
|
__shared__ nd4j::graph::RandomGenerator* rng;
|
|
|
|
__shared__ unsigned char *cB;
|
|
|
|
__shared__ unsigned char *dB;
|
|
|
|
__shared__ nd4j::graph::RandomGenerator *devRng;
|
|
|
|
if (threadIdx.x == 0) {
|
|
|
|
extern __shared__ unsigned char shmem[];
|
|
|
|
rng = (nd4j::graph::RandomGenerator*) shmem;
|
|
|
|
cB = shmem;
|
|
|
|
devRng = reinterpret_cast<nd4j::graph::RandomGenerator*> (state);
|
|
|
|
dB = reinterpret_cast<unsigned char *> (state);
|
|
|
|
|
|
|
|
zLength = shape::length(zShapeBuffer);
|
|
|
|
yEWS = shape::elementWiseStride(yShapeBuffer);
|
|
|
|
zEWS = shape::elementWiseStride(zShapeBuffer);
|
|
|
|
}
|
|
|
|
__syncthreads();
|
|
|
|
|
|
|
|
// using this loop instead of memcpy
|
2019-07-16 17:48:40 +02:00
|
|
|
for (int e = threadIdx.x; e < sizeof(nd4j::graph::RandomGenerator); e+= blockDim.x)
|
2019-06-06 14:21:15 +02:00
|
|
|
cB[e] = dB[e];
|
2019-07-16 17:48:40 +02:00
|
|
|
|
|
|
|
__syncthreads();
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
int tid = blockIdx.x * blockDim.x + threadIdx.x;
|
|
|
|
|
|
|
|
for (Nd4jLong e = tid; e < zLength; e += blockDim.x * gridDim.x) {
|
|
|
|
int success = 0;
|
|
|
|
for (int t = 1; t <= trials; t++) {
|
|
|
|
T randVal = rng->relativeT<T>((e+1) * t);
|
|
|
|
if (y != z) {
|
|
|
|
// we're using external probs
|
|
|
|
prob = y[e * yEWS];
|
|
|
|
}
|
|
|
|
|
|
|
|
if (randVal < prob)
|
|
|
|
success++;
|
|
|
|
}
|
|
|
|
|
|
|
|
// if trials is set to 0, effectively we just have successful memset
|
|
|
|
z[e * zEWS] = (T) success;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
#endif
|
|
|
|
|
|
|
|
static inline void specialOp(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
|
|
|
|
int trials = (int) extraArguments[0];
|
|
|
|
|
|
|
|
Nd4jLong zLength = shape::length(zShapeBuffer);
|
|
|
|
|
|
|
|
auto yEWS = shape::elementWiseStride(yShapeBuffer);
|
|
|
|
auto zEWS = shape::elementWiseStride(zShapeBuffer);
|
|
|
|
|
|
|
|
int elementsPerThread = zLength / TAD_THRESHOLD;
|
|
|
|
int _threads = nd4j::math::nd4j_max<int>(1, elementsPerThread);
|
2019-11-13 15:15:18 +01:00
|
|
|
_threads = nd4j::math::nd4j_min<int>(_threads, nd4j::Environment::getInstance()->maxThreads());
|
2019-06-06 14:21:15 +02:00
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
T prob = extraArguments[1];
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
//nd4j::random::RandomBuffer *buffer = reinterpret_cast<nd4j::random::RandomBuffer *> (state);
|
|
|
|
nd4j::graph::RandomGenerator* rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
|
2019-11-13 15:15:18 +01:00
|
|
|
auto func = PRAGMA_THREADS_FOR {
|
|
|
|
for (uint64_t e = start; e < stop; e += increment) {
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
int success = 0;
|
|
|
|
for (int t = 1; t <= trials; t++) {
|
|
|
|
T randVal = rng->relativeT<T>((e+1) * t);
|
|
|
|
if (y != z) {
|
|
|
|
// we're using external probs
|
|
|
|
prob = y[e * yEWS];
|
|
|
|
}
|
|
|
|
|
|
|
|
if (randVal < prob)
|
|
|
|
success++;
|
|
|
|
}
|
|
|
|
|
|
|
|
// if trials is set to 0, effectively we just have successful memset
|
|
|
|
z[e * zEWS] = static_cast<T>(success);
|
|
|
|
}
|
2019-11-13 15:15:18 +01:00
|
|
|
};
|
|
|
|
|
|
|
|
samediff::Threads::parallel_for(func, 0, zLength, 1, _threads);
|
2019-06-06 14:21:15 +02:00
|
|
|
}
|
|
|
|
};
|
2019-09-11 19:12:09 +02:00
|
|
|
|
|
|
|
//////////////////////////////////////////////////////////////////////
|
2019-06-06 14:21:15 +02:00
|
|
|
// This Op produces random Gaussian values within [mean-2*stddev,mean+2*stddev]
|
|
|
|
template<typename T>
|
|
|
|
class TruncatedNormalDistribution {
|
|
|
|
private:
|
|
|
|
static inline _CUDA_HD T step(nd4j::graph::RandomGenerator* rng, T mean, T stddev, Nd4jLong e, Nd4jLong middle, T& z) {
|
|
|
|
auto epm = e + middle;
|
|
|
|
const T two_pi = static_cast<T>(2.0f) * static_cast<T>(3.14159265358979323846);
|
|
|
|
const T epsilon = static_cast<T>(1.e-5f);
|
|
|
|
// we need to get random values
|
|
|
|
T r0 = rng->relativeT<T>(e, epsilon, static_cast<T>(1.0f));
|
|
|
|
T r1 = rng->relativeT<T>(epm, epsilon, static_cast<T>(1.0f));
|
|
|
|
|
|
|
|
T realMean0 = mean;
|
|
|
|
|
|
|
|
auto z0 = (nd4j::math::nd4j_sqrt<T,T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T,T>(r0)) * nd4j::math::nd4j_cos<T,T>(two_pi * r1)) * stddev + realMean0;
|
|
|
|
z = z0;
|
|
|
|
if (epm < middle) {
|
|
|
|
T realMean1 = mean;
|
|
|
|
auto z1 = (nd4j::math::nd4j_sqrt<T, T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T, T>(r0)) *
|
|
|
|
nd4j::math::nd4j_sin<T, T>(two_pi * r1)) * stddev + realMean1;
|
|
|
|
z = z1;
|
|
|
|
}
|
|
|
|
return z;
|
|
|
|
}
|
|
|
|
public:
|
|
|
|
|
|
|
|
method_XY
|
|
|
|
method_X
|
|
|
|
method_idx
|
|
|
|
|
|
|
|
static const bool requiresSpecial = true;
|
|
|
|
|
|
|
|
#ifdef __CUDACC__
|
|
|
|
__device__ static inline void specialOpCuda(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
|
|
|
|
__shared__ T epsilon;
|
|
|
|
__shared__ T two_pi;
|
|
|
|
|
|
|
|
__shared__ Nd4jLong zLength;
|
|
|
|
__shared__ Nd4jLong zEWS;
|
|
|
|
__shared__ Nd4jLong yEWS;
|
|
|
|
__shared__ T mean;
|
|
|
|
__shared__ T stddev;
|
|
|
|
__shared__ int step;
|
|
|
|
|
|
|
|
__shared__ T *tZ;
|
|
|
|
|
|
|
|
__shared__ nd4j::graph::RandomGenerator* rng;
|
|
|
|
__shared__ unsigned char *cB;
|
|
|
|
__shared__ unsigned char *dB;
|
|
|
|
__shared__ nd4j::graph::RandomGenerator* devRng;
|
|
|
|
__shared__ Nd4jLong middle;
|
|
|
|
|
|
|
|
if (threadIdx.x == 0) {
|
|
|
|
extern __shared__ unsigned char shmem[];
|
|
|
|
rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(shmem);
|
|
|
|
cB = shmem;
|
|
|
|
devRng = reinterpret_cast<nd4j::graph::RandomGenerator*> (state);
|
|
|
|
dB = reinterpret_cast<unsigned char *> (state);
|
|
|
|
|
|
|
|
tZ = reinterpret_cast<T*>(shmem + sizeof(nd4j::graph::RandomGenerator));
|
|
|
|
|
|
|
|
zLength = shape::length(zShapeBuffer);
|
|
|
|
zEWS = shape::elementWiseStride(zShapeBuffer);
|
|
|
|
yEWS = shape::elementWiseStride(yShapeBuffer);
|
|
|
|
|
|
|
|
epsilon = static_cast<T>(1e-6f);
|
|
|
|
two_pi = static_cast<T>(2.0f) * static_cast<T>(3.14159265358979323846);
|
|
|
|
|
|
|
|
mean = extraArguments[0];
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stddev = extraArguments[1];
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step = (blockDim.x * gridDim.x);
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middle = zLength / 2 + (zLength % 2);
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}
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__syncthreads();
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// using this loop instead of memcpy
|
2019-07-16 17:48:40 +02:00
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for (int e = threadIdx.x; e < sizeof(nd4j::graph::RandomGenerator); e+= blockDim.x)
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2019-06-06 14:21:15 +02:00
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cB[e] = dB[e];
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2019-07-16 17:48:40 +02:00
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__syncthreads();
|
2019-06-06 14:21:15 +02:00
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int tid = blockIdx.x * blockDim.x + threadIdx.x;
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GaussianDistribution<T>::specialOpCuda(state, x, xShapeBuffer, y, yShapeBuffer, z, zShapeBuffer, extraArguments);
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__syncthreads();
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T ds = nd4j::math::nd4j_abs<T>(stddev) * static_cast<T>(2.0f);
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for (Nd4jLong e = tid; e < zLength; e += step) {
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if (z[e] > mean + ds || z[e] < mean - ds) {
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z[e] = TruncatedNormalDistribution<T>::step(rng, mean, stddev, e, middle, z[e]);
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if (z[e] > mean + ds || z[e] < mean - ds)
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z[e] = mean + nd4j::DataTypeUtils::min<T>();
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}
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}
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}
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#endif
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static inline void
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specialOp(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
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GaussianDistribution<T>::specialOp(state, x, xShapeBuffer, y, yShapeBuffer, z, zShapeBuffer, extraArguments);
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Nd4jLong zLength = shape::length(zShapeBuffer);
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//auto yEWS = shape::elementWiseStride(yShapeBuffer);
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//auto zEWS = shape::elementWiseStride(zShapeBuffer);
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nd4j::graph::RandomGenerator* rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
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T mean = extraArguments[0];
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T stddev = extraArguments[1];
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T ds = nd4j::math::nd4j_abs<T>(stddev) * (T) 2.0f;
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Nd4jLong middle = zLength / 2 + (zLength % 2);
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int elementsPerThread = middle / TAD_THRESHOLD;
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int _threads = nd4j::math::nd4j_max<int>(1, elementsPerThread);
|
2019-11-13 15:15:18 +01:00
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_threads = nd4j::math::nd4j_min<int>(_threads, nd4j::Environment::getInstance()->maxThreads());
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2019-06-06 14:21:15 +02:00
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const T epsilon = static_cast<T>(1e-5);
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|
2019-11-13 15:15:18 +01:00
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auto func = PRAGMA_THREADS_FOR {
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for (uint64_t e = start; e < stop; e += increment) {
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|
if (z[e] > mean + ds || z[e] < mean - ds) {
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|
z[e] = step(rng, mean, stddev, e, middle, z[e]);
|
2019-06-06 14:21:15 +02:00
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|
2019-11-13 15:15:18 +01:00
|
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if (z[e] > mean + ds || z[e] < mean - ds)
|
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|
z[e] = mean + nd4j::DataTypeUtils::min<T>();
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|
}
|
2019-06-06 14:21:15 +02:00
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|
}
|
2019-11-13 15:15:18 +01:00
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};
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|
samediff::Threads::parallel_for(func, 0, zLength, 1, _threads);
|
2019-06-06 14:21:15 +02:00
|
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|
}
|
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|
};
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|
//////////////////////////////////////////////////////////////////////
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|
// This Op produces random Log-normal distribution
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|
template<typename T>
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|
class LogNormalDistribution {
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|
public:
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|
method_XY
|
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|
method_X
|
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|
method_idx
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|
static const bool requiresSpecial = true;
|
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|
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|
|
|
#ifdef __CUDACC__
|
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|
|
__device__ static inline void specialOpCuda(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
|
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|
|
__shared__ T epsilon;
|
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|
|
__shared__ T two_pi;
|
|
|
|
|
|
|
|
__shared__ Nd4jLong zLength;
|
|
|
|
__shared__ Nd4jLong zEWS;
|
|
|
|
__shared__ Nd4jLong yEWS;
|
|
|
|
__shared__ T mean;
|
|
|
|
__shared__ T stddev;
|
|
|
|
__shared__ int step;
|
|
|
|
|
|
|
|
__shared__ T *tZ;
|
|
|
|
|
|
|
|
__shared__ nd4j::graph::RandomGenerator* rng;
|
|
|
|
__shared__ unsigned char *cB;
|
|
|
|
__shared__ unsigned char *dB;
|
|
|
|
__shared__ nd4j::graph::RandomGenerator* devRng;
|
|
|
|
|
|
|
|
if (threadIdx.x == 0) {
|
|
|
|
extern __shared__ unsigned char shmem[];
|
|
|
|
rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
|
|
|
|
cB = shmem;
|
|
|
|
devRng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
|
|
|
|
|
|
|
|
dB = reinterpret_cast<unsigned char *> (state);
|
|
|
|
|
|
|
|
tZ = reinterpret_cast<T*>(shmem + sizeof(nd4j::graph::RandomGenerator));
|
|
|
|
|
|
|
|
zLength = shape::length(zShapeBuffer);
|
|
|
|
zEWS = shape::elementWiseStride(zShapeBuffer);
|
|
|
|
yEWS = shape::elementWiseStride(yShapeBuffer);
|
|
|
|
|
|
|
|
|
|
|
|
epsilon = static_cast<T>(1e-5);
|
|
|
|
two_pi = static_cast<T>(2.0f) * static_cast<T>(3.14159265358979323846);
|
|
|
|
|
|
|
|
mean = extraArguments[0];
|
|
|
|
stddev = extraArguments[1];
|
|
|
|
|
|
|
|
step = (blockDim.x * gridDim.x);
|
|
|
|
}
|
|
|
|
__syncthreads();
|
|
|
|
|
|
|
|
// using this loop instead of memcpy
|
2019-07-16 17:48:40 +02:00
|
|
|
for (int e = threadIdx.x; e < sizeof(nd4j::graph::RandomGenerator); e+= blockDim.x)
|
2019-06-06 14:21:15 +02:00
|
|
|
cB[e] = dB[e];
|
2019-07-16 17:48:40 +02:00
|
|
|
|
|
|
|
__syncthreads();
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
int tid = blockIdx.x * blockDim.x + threadIdx.x;
|
|
|
|
|
|
|
|
int middle = zLength % 2 == 0 ? zLength / 2 : zLength / 2 + 1;
|
|
|
|
|
|
|
|
for (Nd4jLong e = tid; e < middle; e += step) {
|
|
|
|
auto epm = e + middle;
|
|
|
|
|
|
|
|
// we need to get random values
|
|
|
|
T r0 = rng->relativeT<T>(e, epsilon, static_cast<T>(1.0f));
|
|
|
|
T r1 = rng->relativeT<T>(epm, epsilon, static_cast<T>(1.0f));
|
|
|
|
|
|
|
|
T realMean = y == z ? mean : y[e * yEWS];
|
|
|
|
|
|
|
|
z[e *zEWS] = nd4j::math::nd4j_exp<T,T>((nd4j::math::nd4j_sqrt<T,T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T,T>(r0)) * nd4j::math::nd4j_cos<T,T>(two_pi * r1)) * stddev + realMean);
|
|
|
|
|
|
|
|
if (epm < zLength) {
|
|
|
|
realMean = y == z ? mean : y[epm * yEWS];
|
|
|
|
z[epm *zEWS] = nd4j::math::nd4j_exp<T,T>((nd4j::math::nd4j_sqrt<T,T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T,T>(r0)) * nd4j::math::nd4j_sin<T,T>(two_pi * r1)) * stddev + realMean);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
#endif
|
|
|
|
|
|
|
|
static inline void
|
|
|
|
specialOp(Nd4jPointer state, T *x, Nd4jLong *xShapeBuffer, T *y, Nd4jLong *yShapeBuffer, T *z, Nd4jLong *zShapeBuffer, T *extraArguments) {
|
|
|
|
const T two_pi = static_cast<T>(2.0f) * static_cast<T>(3.14159265358979323846);
|
|
|
|
|
|
|
|
Nd4jLong zLength = shape::length(zShapeBuffer);
|
|
|
|
auto yEWS = shape::elementWiseStride(yShapeBuffer);
|
|
|
|
auto zEWS = shape::elementWiseStride(zShapeBuffer);
|
|
|
|
|
|
|
|
auto middle = zLength % 2 == 0 ? zLength / 2 : zLength / 2 + 1;
|
|
|
|
|
|
|
|
int elementsPerThread = middle / TAD_THRESHOLD;
|
|
|
|
int _threads = nd4j::math::nd4j_max<int>(1, elementsPerThread);
|
2019-11-13 15:15:18 +01:00
|
|
|
_threads = nd4j::math::nd4j_min<int>(_threads, nd4j::Environment::getInstance()->maxThreads());
|
2019-06-06 14:21:15 +02:00
|
|
|
|
|
|
|
int span = (zLength / _threads) + 8;
|
|
|
|
|
|
|
|
// we're enforcing even chunks, since it's mandatory for this algorithm
|
|
|
|
span -= span % 2;
|
|
|
|
|
|
|
|
// auto buffer = reinterpret_cast<nd4j::random::RandomBuffer *> (state);
|
|
|
|
nd4j::graph::RandomGenerator* rng = reinterpret_cast<nd4j::graph::RandomGenerator*>(state);
|
|
|
|
|
|
|
|
const T mean = extraArguments[0];
|
|
|
|
const T stddev = extraArguments[1];
|
|
|
|
const T epsilon = static_cast<T>(1e-5);
|
|
|
|
|
2019-11-13 15:15:18 +01:00
|
|
|
auto func = PRAGMA_THREADS_FOR {
|
2019-06-06 14:21:15 +02:00
|
|
|
PRAGMA_OMP_SIMD
|
2019-11-13 15:15:18 +01:00
|
|
|
for (uint64_t e = start; e < stop; e += increment) {
|
2019-06-06 14:21:15 +02:00
|
|
|
auto epm = e + middle;
|
|
|
|
|
|
|
|
// we need to get random values
|
|
|
|
T r0 = rng->relativeT<T>(e, epsilon, static_cast<T>(1.0f));
|
|
|
|
T r1 = rng->relativeT<T>(epm, epsilon, static_cast<T>(1.0f));
|
|
|
|
|
|
|
|
T realMean = y == z ? mean : y[e * yEWS];
|
|
|
|
|
|
|
|
z[e * zEWS] = nd4j::math::nd4j_exp<T,T>((nd4j::math::nd4j_sqrt<T,T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T,T>(r0)) * nd4j::math::nd4j_cos<T,T>(two_pi * r1)) * stddev + realMean);
|
|
|
|
|
|
|
|
if (epm < zLength) {
|
|
|
|
realMean = y == z ? mean : y[epm * yEWS];
|
|
|
|
z[epm * zEWS] = nd4j::math::nd4j_exp<T,T>((nd4j::math::nd4j_sqrt<T,T>(static_cast<T>(-2.0f) * nd4j::math::nd4j_log<T,T>(r0)) * nd4j::math::nd4j_sin<T,T>(two_pi * r1)) * stddev + realMean);
|
|
|
|
}
|
|
|
|
}
|
2019-11-13 15:15:18 +01:00
|
|
|
};
|
|
|
|
|
|
|
|
samediff::Threads::parallel_for(func, 0, middle, 1, _threads);
|
2019-06-06 14:21:15 +02:00
|
|
|
}
|
|
|
|
};
|
|
|
|
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
#endif //LIBND4J_SPECIAL_RANDOM_OPS_H
|