/******************************************************************************* * Copyright (c) 2019 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 sgazeos@gmail.com // #include //#include #include //#include #include #include #include #include namespace nd4j { namespace ops { namespace helpers { template void fillRandomGamma_(LaunchContext* context, graph::RandomGenerator& rng, NDArray* alpha, NDArray* beta, NDArray* output) { Nd4jLong* broadcasted = nullptr; if (beta != nullptr) ShapeUtils::evalBroadcastShapeInfo(*alpha, *beta, true, broadcasted, context->getWorkspace()); else broadcasted = alpha->shapeInfo(); auto step = shape::length(broadcasted); auto shift = output->lengthOf() / step; auto copyAlpha = alpha; auto copyBeta = beta; if (beta != nullptr) { NDArray alphaBroadcasted(broadcasted, alpha->dataType(), false, context); NDArray betaBroadcasted(broadcasted, beta->dataType(), false, context); copyAlpha = new NDArray(alphaBroadcasted.applyTrueBroadcast(BroadcastOpsTuple::Assign(), *alpha)); copyBeta = new NDArray(betaBroadcasted.applyTrueBroadcast(BroadcastOpsTuple::Assign(), *beta)); } // bool directAlpha = alpha->ews() == 1 && alpha->ordering() == 'c'; bool directOutput = output->ews() == 1 && output->ordering() == 'c'; T* outputBuf = output->dataBuffer()->primaryAsT(); PRAGMA_OMP_PARALLEL_FOR for (Nd4jLong k = 0; k < shift; k++) { auto pos = k * step; auto u = rng.relativeT(k, 0., 1.); for (Nd4jLong e = 0; e < step; e++) if (directOutput) { outputBuf[pos + e] = math::nd4j_igamma(copyAlpha->t(e), beta != nullptr ? copyBeta->t(e) * u : u); } else { output->t(pos + e) = math::nd4j_igamma(copyAlpha->t(e), beta != nullptr ? copyBeta->t(e) * u : u); } } if (beta != nullptr) { delete copyAlpha; delete copyBeta; //delete broadcasted; } } void fillRandomGamma(LaunchContext* context, graph::RandomGenerator& rng, NDArray* alpha, NDArray* beta, NDArray* output) { BUILD_SINGLE_SELECTOR(output->dataType(), fillRandomGamma_, (context, rng, alpha, beta, output), FLOAT_NATIVE); } BUILD_SINGLE_TEMPLATE(template void fillRandomGamma_, (LaunchContext* context, graph::RandomGenerator& rng, NDArray* alpha, NDArray* beta, NDArray* output), FLOAT_NATIVE); /* * algorithm Poisson generator based upon the inversion by sequential search:[48]:505 init: Let x ← 0, p ← e−λ, s ← p. Generate uniform random number u in [0,1]. while u > s do: x ← x + 1. p ← p * λ / x. s ← s + p. return x. * */ template void fillRandomPoisson_(LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output) { auto shift = output->lengthOf() / lambda->lengthOf(); auto step = lambda->lengthOf(); T* lambdaBuf = lambda->dataBuffer()->primaryAsT(); T* outputBuf = output->dataBuffer()->primaryAsT(); bool directLa = lambda->ews() == 1 && lambda->ordering() == 'c'; bool directOut = output->ews() == 1 && output->ordering() == 'c'; PRAGMA_OMP_PARALLEL_FOR for (Nd4jLong k = 0; k < shift; k++) { auto pos = k * step; auto u = rng.relativeT(k, 0., 1.); for (Nd4jLong e = 0; e < step; e++) { auto p = math::nd4j_exp(-lambda->t(e)); auto s = p; auto x = T(0.f); while (u > s) { x += 1.f; p *= directLa?lambdaBuf[e]/x:lambda->t(e) / x; s += p; } if (directOut) outputBuf[pos + e] = x; else output->t(pos + e) = x; } } } void fillRandomPoisson(LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output) { BUILD_SINGLE_SELECTOR(output->dataType(), fillRandomPoisson_, (context, rng, lambda, output), FLOAT_NATIVE); } BUILD_SINGLE_TEMPLATE(template void fillRandomPoisson_, (LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output), FLOAT_TYPES); template void fillRandomUniform_(LaunchContext* context, graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output) { T minVal = T(0); T maxVal = DataTypeUtils::max(); if (min) minVal = min->t(0); if (max) maxVal = max->t(0); if (output->isR()) RandomLauncher::fillUniform(context, rng, output, minVal, maxVal); else { PRAGMA_OMP_PARALLEL_FOR for (Nd4jLong i = 0; i < output->lengthOf(); i++) { output->t(i) = rng.relativeT(i, minVal, maxVal); } } } void fillRandomUniform(LaunchContext* context, graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output) { BUILD_SINGLE_SELECTOR(output->dataType(), fillRandomUniform_, (context, rng, min, max, output), NUMERIC_TYPES); } // used https://en.wikipedia.org/wiki/Categorical_distribution // methods: gumbel trick + softmax + argmax template void fillRandomMultiNomial_(LaunchContext* context, graph::RandomGenerator& rng, NDArray& input, NDArray& output, const Nd4jLong numOfSamples, const int dimC) { const Tx* x = input.bufferAsT(); Tz* z = output.bufferAsT(); Tx minVal = DataTypeUtils::min(); Tx maxVal = 1.0; auto dimA = (0 == dimC) ? 1 : 0; const Nd4jLong batchValue = output.sizeAt(dimC); const Nd4jLong numOfClassX = input.sizeAt(dimA); const Nd4jLong zDimAstride = output.stridesOf()[dimA]; const Nd4jLong xDimAstride = input.stridesOf()[dimA]; const Nd4jLong zDimCstride = output.stridesOf()[dimC]; const Nd4jLong xDimCstride = input.stridesOf()[dimC]; auto func = PRAGMA_THREADS_FOR_2D{ for (auto nBatchIndex = start_x; nBatchIndex < stop_x; nBatchIndex += inc_x) { for (auto nSampleIndexInBatch = start_y; nSampleIndexInBatch < stop_y; nSampleIndexInBatch += inc_y) { const Tx* xTad = x + (nBatchIndex * xDimCstride); Tz* zTad = z + (nBatchIndex * zDimCstride); Tz& arg = zTad[nSampleIndexInBatch * zDimAstride]; Tx Max = -minVal; auto nSamplesPerBatch = nBatchIndex * numOfClassX * numOfSamples; auto nClassesPerSample = nSampleIndexInBatch * numOfClassX; for (Nd4jLong nClass = 0; nClass < numOfClassX; nClass += 1) { auto nIndex = nSamplesPerBatch + nClassesPerSample + nClass; auto unifornLog = nd4j::math::nd4j_log(-nd4j::math::nd4j_log(rng.relativeT(nIndex, minVal, maxVal))); Tx tValue = (xTad[nClass * xDimAstride] - unifornLog); if (tValue > Max) { Max = tValue; arg = nClass; } } } } }; samediff::Threads::parallel_for(func, 0, batchValue, 1, 0, numOfSamples, 1); rng.rewindH(output.lengthOf()*numOfClassX); return; } void fillRandomMultiNomial(LaunchContext* context, graph::RandomGenerator& rng, NDArray& input, NDArray& output, const Nd4jLong numOfSamples, const int dimC) { BUILD_DOUBLE_SELECTOR(input.dataType(), output.dataType(), fillRandomMultiNomial_, (context, rng, input, output, numOfSamples, dimC), FLOAT_TYPES, INDEXING_TYPES); } } } }