Oleh multinomial (#163)
* libnd4j: Multinomial op #8570 first raw step of multinomial random data generator implementation Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op #8570 next step of multinomial random categories generator implementation on both cpu and cuda, need corrections and code clean up before review and testing * libnd4j: Multinomial op #8570 code clean up and fixed issues data selecting, moved from coords to tads * libnd4j: Multinomial op #8570 fixed cuda build add reference for math materials that was used for implementation * libnd4j: Multinomial op #8570 fixed several bugs, added several tests and improved cuda version. current implementation works, need testing of reproduction with the same seed * libnd4j: Multinomial op #8570 fixes and optimization after discussion in both cuda and cpu * libnd4j: Multinomial op #8570 add corrections after review, removed tads, replace 2D parallel loop by 3D Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op fixed declaration and add tests need discussion * libnd4j: Multinomial op fix in test * libnd4j: Multinomial op corrected behavior to get reproducible results, fixed issue in uniform value getting, tests added, need cuda review and cuda testing Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op fixed indexing on uniform calculation Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op some corrections in max min declaration Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op fixed index calculation, added rewind, corrected input declaration, added stats tests, both cuda and cpu. cuda need testing * libnd4j: Multinomial op fixed bugs on cuda nad cpu. need review Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op corrected tests to handle different orders Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op some improvements after code review Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op more corrections after review Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op fixed seed usage, update tests, fixed cuda based on comments, fixed bug of rewind, removed one behavior, minor corrections. Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op minor corrections Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op rise the bound of fluctuation for random cases Signed-off-by: Oleg <oleg.semeniv@gmail.com> * libnd4j: Multinomial op modified operation inputs and update implementation and tests on both cpu and cuda * libnd4j: Multinomial op corrected data types according ops.proto Co-authored-by: raver119 <raver119@gmail.com>master
Oleh
raver119
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/*******************************************************************************
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* Copyright (c) 2015-2018 Skymind, Inc.
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* Copyright (c) 2019 Konduit K.K.
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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 Oleh Semeniv (oleg.semeniv@gmail.com)
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//
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#include <op_boilerplate.h>
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#if NOT_EXCLUDED(OP_random_multinomial)
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#include <ops/declarable/CustomOperations.h>
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#include <helpers/RandomLauncher.h>
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#include <ops/declarable/helpers/random.h>
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namespace nd4j {
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namespace ops {
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///////////////////////
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/**
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* multinomial (categorical) random generator
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* takes 2D ndarray with logits with shape [batch_size (N), num_classes (K)]
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* and array with one scalar value of samples number, number of independent samples to draw for each experiment 1,N.
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* represents the unnormalized log-probabilities for all classes.
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* Int arguments: 0 - optional argument, corresponds to dimension with batch_size
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* Int arguments: 1 - optional argument, integer type to use for the output. Default int64.
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*/
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// used https://en.wikipedia.org/wiki/Categorical_distribution
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// methods: gumbel trick + softmax + argmax
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CUSTOM_OP_IMPL(random_multinomial, 2, 1, false, 0, 0) {
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auto input = INPUT_VARIABLE(0);
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auto output = OUTPUT_VARIABLE(0);
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auto inputSamples = INPUT_VARIABLE(1);
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REQUIRE_TRUE(!input->isEmpty(), 0, "RANDOM_MULTINOMIAL OP: Have to be provided at least one logits. ");
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REQUIRE_TRUE(inputSamples->lengthOf() == 1, 0, "RANDOM_MULTINOMIAL OP: Have to be specified at least one sample,"
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" but got no argumets instead.");
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Nd4jLong numOfSamples = static_cast<Nd4jLong>(inputSamples->e<int>(0));
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// do nothing if number of samples = 0
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if (0 == numOfSamples)
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return Status::OK();
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REQUIRE_TRUE(numOfSamples > 0, 0, "RANDOM_MULTINOMIAL OP: Number of samples should be greater then 0, got %i. ", numOfSamples);
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const int rank = input->rankOf();
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REQUIRE_TRUE(rank == 2, 0, "RANDOM_MULTINOMIAL OP: Logits should be a matrix with rank = 2, but got instead rank = %i.", rank);
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const int argSize = block.getIArguments()->size();
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const int dimC = argSize > 0 ? (INT_ARG(0) >= 0 ? INT_ARG(0) : INT_ARG(0) + rank) : rank - 1;
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auto dimA = (0 == dimC) ? 1 : 0;
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if (1 == input->sizeAt(dimA)) {
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*output = 0;
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return Status::OK();
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}
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auto rng = block.randomGenerator();
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helpers::fillRandomMultiNomial(block.launchContext(), rng, *input, *output, numOfSamples, dimC);
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return Status::OK();
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}
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DECLARE_SHAPE_FN(random_multinomial) {
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auto input = INPUT_VARIABLE(0);
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auto inputSamples = INPUT_VARIABLE(1);
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REQUIRE_TRUE(inputSamples->lengthOf() == 1, 0, "RANDOM_MULTINOMIAL OP: Have to be specified at least one sample,"
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" but got no argumets instead.");
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Nd4jLong numOfSamples = static_cast<Nd4jLong>(inputSamples->e<int>(0));
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REQUIRE_TRUE(numOfSamples > 0, 0, "RANDOM_MULTINOMIAL OP: Number of samples should be greater then 0, got %i. ", numOfSamples);
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const int rank = input->rankOf();
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REQUIRE_TRUE(rank == 2, 0, "RANDOM_MULTINOMIAL OP: Logits should be a matrix with rank = 2, but got instead rank = %i.", rank);
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const int argSize = block.getIArguments()->size();
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const int dimC = argSize > 0 ? (INT_ARG(0) >= 0 ? INT_ARG(0) : INT_ARG(0) + rank) : rank - 1;
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auto nShape = input->getShapeAsVector();
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auto dimA = (0 == dimC) ? 1 : 0;
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nShape[dimA] = numOfSamples;
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DataType nType = (argSize > 1) ? ( INT_ARG(1) >= 0 ? static_cast<DataType>(INT_ARG(1)) : nd4j::DataType::INT64) : nd4j::DataType::INT64;
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return SHAPELIST(ConstantShapeHelper::getInstance()->createShapeInfo(nType, input->ordering(), nShape));
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}
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DECLARE_TYPES(random_multinomial) {
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getOpDescriptor()
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->setAllowedInputTypes(0, { ALL_FLOATS, ALL_INTS })
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->setAllowedInputTypes(1, { nd4j::DataType::INT32 })
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->setAllowedOutputTypes(0, { ALL_INDICES });
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}
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}
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}
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#endif
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@ -49,6 +49,22 @@ namespace nd4j {
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#if NOT_EXCLUDED(OP_randomuniform)
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#if NOT_EXCLUDED(OP_randomuniform)
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DECLARE_CUSTOM_OP(randomuniform, 1, 1, false, 0, 0);
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DECLARE_CUSTOM_OP(randomuniform, 1, 1, false, 0, 0);
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#endif
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#endif
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/*
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* multinomial (categorical) random generator draws samples from a multinomial distribution
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*
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* Input array:
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* 0 - 2D ndarray with unnormalized log-probabilities with shape [batch_size (N), num_classes (K)]
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* 1 - array with one int value of samples number, number of independent samples to draw for each experiment 1,N.
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* Int arguments:
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* 0 - optional argument, corresponds to dimension with batch_size
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* 1 - optional argument, integer type to use for the output. Default int64.
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*
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* Output array:
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* 0 - 2D ndarray with the drawn samples of shape [batch_size, num_samples]
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*/
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#if NOT_EXCLUDED(OP_random_multinomial)
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DECLARE_CUSTOM_OP(random_multinomial, 2, 1, false, 0, 0);
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#endif
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#if NOT_EXCLUDED(OP_random_normal)
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#if NOT_EXCLUDED(OP_random_normal)
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DECLARE_CUSTOM_OP(random_normal, 1, 1, true, 2, 0);
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DECLARE_CUSTOM_OP(random_normal, 1, 1, true, 2, 0);
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//#include <graph/Context.h>
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//#include <graph/Context.h>
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#include <ShapeUtils.h>
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#include <ShapeUtils.h>
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#include <helpers/RandomLauncher.h>
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#include <helpers/RandomLauncher.h>
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#include <execution/Threads.h>
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#include <helpers/ConstantTadHelper.h>
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namespace nd4j {
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namespace nd4j {
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namespace ops {
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namespace ops {
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void fillRandomUniform(LaunchContext* context, graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output) {
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void fillRandomUniform(LaunchContext* context, graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output) {
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BUILD_SINGLE_SELECTOR(output->dataType(), fillRandomUniform_, (context, rng, min, max, output), NUMERIC_TYPES);
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BUILD_SINGLE_SELECTOR(output->dataType(), fillRandomUniform_, (context, rng, min, max, output), NUMERIC_TYPES);
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}
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}
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// used https://en.wikipedia.org/wiki/Categorical_distribution
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// methods: gumbel trick + softmax + argmax
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template <typename Tx, typename Tz>
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void fillRandomMultiNomial_(LaunchContext* context, graph::RandomGenerator& rng, NDArray& input, NDArray& output, const Nd4jLong numOfSamples, const int dimC) {
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const Tx* x = input.bufferAsT<Tx>();
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Tz* z = output.bufferAsT<Tz>();
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Tx minVal = DataTypeUtils::min<Tx>();
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Tx maxVal = 1.0;
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auto dimA = (0 == dimC) ? 1 : 0;
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const Nd4jLong batchValue = output.sizeAt(dimC);
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const Nd4jLong numOfClassX = input.sizeAt(dimA);
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const Nd4jLong zDimAstride = output.stridesOf()[dimA];
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const Nd4jLong xDimAstride = input.stridesOf()[dimA];
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const Nd4jLong zDimCstride = output.stridesOf()[dimC];
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const Nd4jLong xDimCstride = input.stridesOf()[dimC];
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auto func = PRAGMA_THREADS_FOR_2D{
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for (auto nBatchIndex = start_x; nBatchIndex < stop_x; nBatchIndex += inc_x) {
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for (auto nSampleIndexInBatch = start_y; nSampleIndexInBatch < stop_y; nSampleIndexInBatch += inc_y) {
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const Tx* xTad = x + (nBatchIndex * xDimCstride);
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Tz* zTad = z + (nBatchIndex * zDimCstride);
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Tz& arg = zTad[nSampleIndexInBatch * zDimAstride];
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Tx Max = -minVal;
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auto nSamplesPerBatch = nBatchIndex * numOfClassX * numOfSamples;
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auto nClassesPerSample = nSampleIndexInBatch * numOfClassX;
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for (auto nClass = 0; nClass < numOfClassX; nClass += 1) {
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auto nIndex = nSamplesPerBatch + nClassesPerSample + nClass;
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auto unifornLog = nd4j::math::nd4j_log<Tx, Tx>(-nd4j::math::nd4j_log<Tx, Tx>(rng.relativeT<Tx>(nIndex, minVal, maxVal)));
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Tx tValue = (xTad[nClass * xDimAstride] - unifornLog);
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if (tValue > Max) {
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Max = tValue;
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arg = nClass;
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}
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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, batchValue, 1, 0, numOfSamples, 1);
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rng.rewindH(output.lengthOf()*numOfClassX);
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return;
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}
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void fillRandomMultiNomial(LaunchContext* context, graph::RandomGenerator& rng, NDArray& input, NDArray& output, const Nd4jLong numOfSamples, const int dimC) {
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BUILD_DOUBLE_SELECTOR(input.dataType(), output.dataType(), fillRandomMultiNomial_, (context, rng, input, output, numOfSamples, dimC), FLOAT_TYPES, INDEXING_TYPES);
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}
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}
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}
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}
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}
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}
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}
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#include <ShapeUtils.h>
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#include <ShapeUtils.h>
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#include <NDArrayFactory.h>
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#include <NDArrayFactory.h>
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#include <cuda_exception.h>
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#include <cuda_exception.h>
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#include <helpers/ConstantTadHelper.h>
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#include <PointersManager.h>
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namespace nd4j {
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namespace nd4j {
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namespace ops {
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namespace ops {
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BUILD_SINGLE_TEMPLATE(template void fillRandomUniform_, (LaunchContext* context,
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BUILD_SINGLE_TEMPLATE(template void fillRandomUniform_, (LaunchContext* context,
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graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output), NUMERIC_TYPES);
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graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output), NUMERIC_TYPES);
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///////////////////////////////////////////////////////////////////
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// used https://en.wikipedia.org/wiki/Categorical_distribution
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// methods: gumbel trick + softmax + argmax
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template<typename X, typename Z>
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__global__ static void fillMultiNomialCuda_(graph::RandomGenerator* devRng, const void* vx, const Nd4jLong* xShapeInfo,
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void* vz, const Nd4jLong* zShapeInfo, const Nd4jLong batchValue,
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const Nd4jLong numOfSamples, const Nd4jLong numOfClassX,
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const Nd4jLong dimA, const X minVal, const X maxVal) {
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const X* x = reinterpret_cast<const X*>(vx);
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Z* z = reinterpret_cast<Z*>(vz);
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__shared__ Nd4jLong xDimAstride, zDimAstride, xDimCstride, zDimCstride, dimC;
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if (0 == threadIdx.x) {
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dimC = (0 == dimA) ? 1 : 0;
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zDimAstride = shape::stride(zShapeInfo)[dimA];
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xDimAstride = shape::stride(xShapeInfo)[dimA];
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zDimCstride = shape::stride(zShapeInfo)[dimC];
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xDimCstride = shape::stride(xShapeInfo)[dimC];
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}
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__syncthreads();
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const auto tid = blockIdx.x * blockDim.x + threadIdx.x;
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for (Nd4jLong index = tid; index < batchValue*numOfSamples; index += gridDim.x * blockDim.x) {
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Nd4jLong nBatchIndex = index / numOfSamples;
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Nd4jLong nSampleIndexInBatch = index - (nBatchIndex * numOfSamples);
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const X* xTad = x + (nBatchIndex * xDimCstride);
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Z* zTad = z + (nBatchIndex * zDimCstride);
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Z& arg = zTad[nSampleIndexInBatch * zDimAstride];
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X Max = -minVal;
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Nd4jLong nSamplesPerBatch = nBatchIndex * numOfClassX * numOfSamples;
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Nd4jLong nClassPerSamples = nSampleIndexInBatch * numOfClassX;
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for (Nd4jLong nClass = 0; nClass < numOfClassX; nClass++) {
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Nd4jLong nIndex = nSamplesPerBatch + nClassPerSamples + nClass;
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X tValue = (xTad[nClass * xDimAstride] - nd4j::math::nd4j_log<X, X>(-nd4j::math::nd4j_log<X, X>(devRng->relativeT<X>(nIndex, minVal, maxVal))));
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if (tValue > Max) {
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Max = tValue;
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arg = nClass;
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}
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}
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}
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}
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//////////////////////////////////////////////////////////////////////////
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template<typename X, typename Z>
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__host__ static void fillMultiNomialCudaLauncher(
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const int blocksPerGrid, const int threadsPerBlock, const cudaStream_t* stream,
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graph::RandomGenerator* devRng, const void* vx, const Nd4jLong* xShapeInfo,
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void* vz, const Nd4jLong* zShapeInfo,
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const Nd4jLong batchValue, const Nd4jLong numOfSamples,
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const Nd4jLong numOfClassX, const Nd4jLong dimA){
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const X minVal = DataTypeUtils::min<X>();
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const X maxVal = 1.0;
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fillMultiNomialCuda_<X, Z> <<< blocksPerGrid, threadsPerBlock, 256, * stream >>> (
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||||||
|
devRng, vx, xShapeInfo, vz, zShapeInfo, batchValue,
|
||||||
|
numOfSamples, numOfClassX, dimA, minVal, maxVal);
|
||||||
|
}
|
||||||
|
|
||||||
|
///////////////////////////////////////////////////////////////////
|
||||||
|
void fillRandomMultiNomial(LaunchContext* context, graph::RandomGenerator& rng, NDArray& input, NDArray& output, const Nd4jLong numOfSamples, const int dimC) {
|
||||||
|
|
||||||
|
Nd4jLong dimA = (0 == dimC) ? 1 : 0;
|
||||||
|
|
||||||
|
const Nd4jLong batchValue = output.sizeAt(dimC);
|
||||||
|
const Nd4jLong numOfClassX = input.sizeAt(dimA);
|
||||||
|
|
||||||
|
const int threadsPerBlock = MAX_NUM_THREADS / 2;
|
||||||
|
const int blocksPerGrid = (batchValue * numOfSamples + threadsPerBlock - 1) / threadsPerBlock;
|
||||||
|
|
||||||
|
PointersManager manager(context, "fillMultinomial");
|
||||||
|
graph::RandomGenerator *devRng;
|
||||||
|
|
||||||
|
auto err = cudaMalloc(&devRng, sizeof(graph::RandomGenerator));
|
||||||
|
if (err != 0) {
|
||||||
|
cuda_exception::build("fillRandomMultiNomial: Cannot allocate device memory for random generator due error", err);
|
||||||
|
}
|
||||||
|
err = cudaStreamSynchronize(*context->getCudaStream());
|
||||||
|
if (err != 0) {
|
||||||
|
cuda_exception::build("fillRandomMultiNomial: Cannot synchronize stream for random generator due error", err);
|
||||||
|
}
|
||||||
|
err = cudaMemcpyAsync(devRng, &rng, sizeof(graph::RandomGenerator), cudaMemcpyHostToDevice, *context->getCudaStream());
|
||||||
|
if (err != 0) {
|
||||||
|
cuda_exception::build("fillRandomMultiNomial: Cannot copy random generator to device", err);
|
||||||
|
}
|
||||||
|
|
||||||
|
NDArray::prepareSpecialUse({ &output }, { &input });
|
||||||
|
BUILD_DOUBLE_SELECTOR(input.dataType(), output.dataType(), fillMultiNomialCudaLauncher,
|
||||||
|
(blocksPerGrid, threadsPerBlock, context->getCudaStream(), devRng, input.getSpecialBuffer(),
|
||||||
|
input.getSpecialShapeInfo(), output.specialBuffer(),
|
||||||
|
output.specialShapeInfo(), batchValue, numOfSamples,
|
||||||
|
numOfClassX, dimA), FLOAT_TYPES, INDEXING_TYPES);
|
||||||
|
NDArray::registerSpecialUse({ &output }, { &input });
|
||||||
|
manager.synchronize();
|
||||||
|
|
||||||
|
err = cudaFree(devRng);
|
||||||
|
if (err != 0) {
|
||||||
|
cuda_exception::build("fillRandomMultiNomial: Cannot deallocate device memory for random generator", err);
|
||||||
|
}
|
||||||
|
rng.rewindH(output.lengthOf() * numOfClassX);
|
||||||
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
@ -34,6 +34,7 @@ namespace helpers {
|
||||||
void fillRandomGamma(LaunchContext* context, graph::RandomGenerator& rng, NDArray* alpha, NDArray* beta, NDArray* output);
|
void fillRandomGamma(LaunchContext* context, graph::RandomGenerator& rng, NDArray* alpha, NDArray* beta, NDArray* output);
|
||||||
void fillRandomPoisson(LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output);
|
void fillRandomPoisson(LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output);
|
||||||
void fillRandomUniform(LaunchContext* context, graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output);
|
void fillRandomUniform(LaunchContext* context, graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output);
|
||||||
|
void fillRandomMultiNomial(LaunchContext* context, graph::RandomGenerator& rng, NDArray& input, NDArray& output, const Nd4jLong numOfSamples, const int dimC);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
|
||||||
|
|
@ -1002,4 +1002,205 @@ TEST_F(RNGTests, test_uniform_119) {
|
||||||
nd4j::ops::randomuniform op;
|
nd4j::ops::randomuniform op;
|
||||||
auto status = op.execute({&x}, {&z}, {1.0, 2.0}, {}, {});
|
auto status = op.execute({&x}, {&z}, {1.0, 2.0}, {}, {});
|
||||||
ASSERT_EQ(Status::OK(), status);
|
ASSERT_EQ(Status::OK(), status);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
TEST_F(RNGTests, test_multinomial_1) {
|
||||||
|
|
||||||
|
NDArray probs('f', { 3, 3 }, { 0.3, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3, 0.3 }, nd4j::DataType::FLOAT32);
|
||||||
|
NDArray expected('f', { 3, 3 }, { 0, 1, 2, 2, 0, 0, 1, 2, 1 }, nd4j::DataType::INT64);
|
||||||
|
NDArray output('f', { 3, 3 }, nd4j::DataType::INT64);
|
||||||
|
NDArray samples('f', { 1 }, { 3 }, nd4j::DataType::INT32);
|
||||||
|
|
||||||
|
nd4j::ops::random_multinomial op;
|
||||||
|
RandomGenerator rng(1234, 1234);
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &output }, {}, { 0, INT64}, {}, false) );
|
||||||
|
ASSERT_TRUE(expected.isSameShape(output));
|
||||||
|
ASSERT_TRUE(expected.equalsTo(output));
|
||||||
|
|
||||||
|
NDArray probsZ('c', { 1, 3 }, { 0.3, 0.3, 0.3 }, nd4j::DataType::FLOAT32);
|
||||||
|
NDArray expectedZ('c', { 3, 3 }, { 0, 0, 0, 0, 0, 0, 0, 0, 0 }, nd4j::DataType::INT64);
|
||||||
|
|
||||||
|
auto result = op.execute({ &probsZ, &samples }, { }, { 1, INT64 });
|
||||||
|
auto outputZ = result->at(0);
|
||||||
|
|
||||||
|
ASSERT_EQ(Status::OK(), result->status());
|
||||||
|
ASSERT_TRUE(expectedZ.isSameShape(outputZ));
|
||||||
|
ASSERT_TRUE(expectedZ.equalsTo(outputZ));
|
||||||
|
delete result;
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_F(RNGTests, test_multinomial_2) {
|
||||||
|
|
||||||
|
NDArray samples('c', { 1 }, { 20 }, nd4j::DataType::INT32);
|
||||||
|
NDArray probs('c', { 3, 5 }, { 0.2, 0.3, 0.5, 0.3, 0.5, 0.2, 0.5, 0.2, 0.3, 0.35, 0.25, 0.3, 0.25, 0.25, 0.5 }, nd4j::DataType::FLOAT32);
|
||||||
|
NDArray expected('c', { 3, 20 }, { 0, 2, 0, 2, 0, 4, 2, 0, 1, 2, 0, 2, 3, 0, 0, 2, 4, 4, 1, 0, 2, 3, 2, 3, 0, 1, 3, 1, 1, 1, 2, 4, 3, 3, 1, 4, 4, 2, 0, 0, 3, 3, 3, 0, 0, 2, 2, 3, 3, 0, 0, 2, 3, 4, 2, 2, 3, 2, 1, 2 }, nd4j::DataType::INT64);
|
||||||
|
NDArray output('c', { 3, 20 }, nd4j::DataType::INT64);
|
||||||
|
|
||||||
|
nd4j::ops::random_multinomial op;
|
||||||
|
RandomGenerator rng(1234, 1234);
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &output }, {}, { 0, INT64 }, {}, false));
|
||||||
|
ASSERT_TRUE(expected.isSameShape(output));
|
||||||
|
ASSERT_TRUE(expected.equalsTo(output));
|
||||||
|
|
||||||
|
NDArray probs2('c', { 5, 3 }, { 0.2, 0.3, 0.5, 0.3, 0.5, 0.2, 0.5, 0.2, 0.3, 0.35, 0.25, 0.3, 0.25, 0.25, 0.5 }, nd4j::DataType::FLOAT32);
|
||||||
|
NDArray expected2('c', { 20, 3 }, { 0, 2, 3, 2, 3, 3, 0, 2, 3, 2, 3, 0, 0, 0, 0, 4, 1, 2, 2, 3, 2, 3, 1, 3, 1, 1, 3, 2, 1, 0, 0, 2, 0, 2, 4, 2, 3, 3, 3, 0, 3, 4, 0, 1, 2, 2, 0, 2, 4, 4, 0, 4, 2, 2, 1, 0, 1, 0, 0, 2 }, nd4j::DataType::INT64);
|
||||||
|
NDArray output2('c', { 20, 3 }, nd4j::DataType::INT64);
|
||||||
|
|
||||||
|
rng.setStates(1234, 1234);
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs2, &samples }, { &output2 }, {}, { 1, INT64 }, {}, false));
|
||||||
|
ASSERT_TRUE(expected2.isSameShape(output2));
|
||||||
|
ASSERT_TRUE(expected2.equalsTo(output2));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_F(RNGTests, test_multinomial_3) {
|
||||||
|
|
||||||
|
NDArray probs('c', { 4, 3 }, { 0.3, 0.3, 0.4, 0.3, 0.4, 0.3, 0.3, 0.3, 0.4, 0.4, 0.3, 0.3 }, nd4j::DataType::FLOAT32);
|
||||||
|
NDArray expected('c', { 4, 5 }, nd4j::DataType::INT64);
|
||||||
|
NDArray output('c', { 4, 5 }, nd4j::DataType::INT64);
|
||||||
|
NDArray samples('c', { 1 }, { 5 }, nd4j::DataType::INT32);
|
||||||
|
RandomGenerator rng(1234, 1234);
|
||||||
|
|
||||||
|
nd4j::ops::random_multinomial op;
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &expected }, {}, { 0, INT64 }, {}, false));
|
||||||
|
|
||||||
|
rng.setStates(1234, 1234);
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &output }, {}, { 0, INT64 }, {}, false));
|
||||||
|
ASSERT_TRUE(expected.isSameShape(output));
|
||||||
|
ASSERT_TRUE(expected.equalsTo(output));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_F(RNGTests, test_multinomial_4) {
|
||||||
|
|
||||||
|
NDArray probs('c', { 3, 4 }, { 0.3, 0.3, 0.4, 0.3, 0.4, 0.3, 0.3, 0.3, 0.4, 0.4, 0.3, 0.3 }, nd4j::DataType::FLOAT32);
|
||||||
|
NDArray expected('c', { 5, 4 }, nd4j::DataType::INT64);
|
||||||
|
NDArray output('c', { 5, 4 }, nd4j::DataType::INT64);
|
||||||
|
NDArray samples('c', { 1 }, { 5 }, nd4j::DataType::INT32);
|
||||||
|
|
||||||
|
RandomGenerator rng(1234, 1234);
|
||||||
|
nd4j::ops::random_multinomial op;
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &expected }, {}, { 1, INT64 }, {}, false));
|
||||||
|
|
||||||
|
rng.setStates(1234, 1234);
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &output }, {}, { 1, INT64 }, {}, false));
|
||||||
|
ASSERT_TRUE(expected.isSameShape(output));
|
||||||
|
ASSERT_TRUE(expected.equalsTo(output));
|
||||||
|
}
|
||||||
|
|
||||||
|
TEST_F(RNGTests, test_multinomial_5) {
|
||||||
|
// multinomial as binomial if 2 classes used
|
||||||
|
int batchValue = 1;
|
||||||
|
int ClassValue = 2;
|
||||||
|
int Samples = 1000000;
|
||||||
|
|
||||||
|
NDArray samples('c', { 1 }, { 1.*Samples }, nd4j::DataType::INT32);
|
||||||
|
|
||||||
|
NDArray probs('c', { ClassValue, batchValue }, { 1.0, 1.0 }, nd4j::DataType::FLOAT32);
|
||||||
|
|
||||||
|
nd4j::ops::random_multinomial op;
|
||||||
|
|
||||||
|
NDArray output('c', { Samples, batchValue }, nd4j::DataType::INT64);
|
||||||
|
RandomGenerator rng(1234, 1234);
|
||||||
|
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &output }, {}, { 1 }, {}, false));
|
||||||
|
|
||||||
|
auto deviation = output.varianceNumber(variance::SummaryStatsStandardDeviation, false);
|
||||||
|
auto mean = output.meanNumber();
|
||||||
|
// printf("Var: %f Mean: %f \n", deviation.e<double>(0), mean.e<double>(0));
|
||||||
|
// theoretical values for binomial
|
||||||
|
ASSERT_NEAR(0.5, deviation.e<double>(0), 3e-3);
|
||||||
|
ASSERT_NEAR(0.5, mean.e<double>(0), 3e-3);
|
||||||
|
|
||||||
|
for (int i = 0; i < output.lengthOf(); i++) {
|
||||||
|
auto value = output.e<Nd4jLong>(i);
|
||||||
|
ASSERT_TRUE(value >= 0 && value < ClassValue);
|
||||||
|
}
|
||||||
|
|
||||||
|
auto resultR = op.execute({ &probs, &samples }, { }, { 1 });
|
||||||
|
auto outputR = resultR->at(0);
|
||||||
|
ASSERT_EQ(Status::OK(), resultR->status());
|
||||||
|
|
||||||
|
deviation = outputR->varianceNumber(variance::SummaryStatsStandardDeviation, false);
|
||||||
|
mean = outputR->meanNumber();
|
||||||
|
// printf("Random seed - Var: %f Mean: %f \n", deviation.e<double>(0), mean.e<double>(0));
|
||||||
|
ASSERT_NEAR(0.5, deviation.e<double>(0), 35e-3);
|
||||||
|
ASSERT_NEAR(0.5, mean.e<double>(0), 35e-3);
|
||||||
|
|
||||||
|
for (int i = 0; i < outputR->lengthOf(); i++) {
|
||||||
|
auto value = outputR->e<Nd4jLong>(i);
|
||||||
|
ASSERT_TRUE(value >= 0 && value < ClassValue);
|
||||||
|
}
|
||||||
|
|
||||||
|
delete resultR;
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
TEST_F(RNGTests, test_multinomial_6) {
|
||||||
|
|
||||||
|
int batchValue = 1;
|
||||||
|
int ClassValue = 5;
|
||||||
|
int Samples = 1000000;
|
||||||
|
|
||||||
|
NDArray samples('c', { 1 }, { 1. * Samples }, nd4j::DataType::INT32);
|
||||||
|
|
||||||
|
nd4j::ops::random_multinomial op;
|
||||||
|
NDArray probExpect('c', { ClassValue }, { 0.058, 0.096, 0.1576, 0.2598, 0.4287 }, nd4j::DataType::DOUBLE);
|
||||||
|
|
||||||
|
// without seed
|
||||||
|
NDArray probsR('c', { batchValue, ClassValue }, { 1., 1.5, 2., 2.5, 3. }, nd4j::DataType::FLOAT32);
|
||||||
|
|
||||||
|
auto resultR = op.execute({ &probsR, &samples }, { }, { 0 });
|
||||||
|
auto outputR = resultR->at(0);
|
||||||
|
ASSERT_EQ(Status::OK(), resultR->status());
|
||||||
|
|
||||||
|
NDArray countsR('c', { ClassValue }, { 0, 0, 0, 0, 0 }, nd4j::DataType::DOUBLE);
|
||||||
|
|
||||||
|
for (int i = 0; i < outputR->lengthOf(); i++) {
|
||||||
|
auto value = outputR->e<Nd4jLong>(i);
|
||||||
|
ASSERT_TRUE(value >= 0 && value < ClassValue);
|
||||||
|
double* z = countsR.bufferAsT<double>();
|
||||||
|
z[value] += 1;
|
||||||
|
}
|
||||||
|
|
||||||
|
for (int i = 0; i < countsR.lengthOf(); i++) {
|
||||||
|
auto c = countsR.e<double>(i);
|
||||||
|
auto p = probExpect.e<double>(i);
|
||||||
|
// printf("Get freq : %f Expect freq: %f \n", c / Samples, p);
|
||||||
|
ASSERT_NEAR((c / Samples), p, 35e-3);
|
||||||
|
}
|
||||||
|
|
||||||
|
auto deviation = outputR->varianceNumber(variance::SummaryStatsStandardDeviation, false);
|
||||||
|
auto mean = outputR->meanNumber();
|
||||||
|
// printf("Var: %f Mean: %f \n", deviation.e<double>(0), mean.e<double>(0));
|
||||||
|
ASSERT_NEAR(1.2175, deviation.e<double>(0), 35e-3);
|
||||||
|
ASSERT_NEAR(2.906, mean.e<double>(0), 35e-3);
|
||||||
|
|
||||||
|
delete resultR;
|
||||||
|
|
||||||
|
RandomGenerator rng(1234, 1234);
|
||||||
|
NDArray probs('c', { batchValue, ClassValue }, { 1., 1.5, 2., 2.5, 3. }, nd4j::DataType::FLOAT32);
|
||||||
|
NDArray output('c', { batchValue, Samples }, nd4j::DataType::INT64);
|
||||||
|
|
||||||
|
ASSERT_EQ(Status::OK(), op.execute(rng, { &probs, &samples }, { &output }, {}, { 0, INT64 }, {}, false));
|
||||||
|
|
||||||
|
NDArray counts('c', { ClassValue }, { 0, 0, 0, 0, 0 }, nd4j::DataType::DOUBLE);
|
||||||
|
|
||||||
|
for (int i = 0; i < output.lengthOf(); i++) {
|
||||||
|
auto value = output.e<Nd4jLong>(i);
|
||||||
|
ASSERT_TRUE(value >= 0 && value < ClassValue);
|
||||||
|
double* z = counts.bufferAsT<double>();
|
||||||
|
z[value] += 1;
|
||||||
|
}
|
||||||
|
|
||||||
|
for (int i = 0; i < counts.lengthOf(); i++) {
|
||||||
|
auto c = counts.e<double>(i);
|
||||||
|
auto p = probExpect.e<double>(i);
|
||||||
|
// printf("Get freq : %f Expect freq: %f \n", c / Samples, p);
|
||||||
|
ASSERT_NEAR((c / Samples), p, 3e-3);
|
||||||
|
}
|
||||||
|
|
||||||
|
deviation = output.varianceNumber(variance::SummaryStatsStandardDeviation, false);
|
||||||
|
mean = output.meanNumber();
|
||||||
|
// printf("Var: %f Mean: %f \n", deviation.e<double>(0), mean.e<double>(0));
|
||||||
|
ASSERT_NEAR(1.2175, deviation.e<double>(0), 3e-3);
|
||||||
|
ASSERT_NEAR(2.906, mean.e<double>(0), 3e-3);
|
||||||
|
}
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue