/* ****************************************************************************** * * * 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. * * See the NOTICE file distributed with this work for additional * information regarding copyright ownership. * 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 #include #include #include namespace sd { namespace ops { namespace helpers { /** * gammaLess - compute gamma distributed value for shapes (alpha) from 0 to 1 * @tparam T - any float types are acceptable * @param U - uniform random generated vals * @param alpha - shape of distribution * @param beta - scale of distributed values * @return gamma distributed value */ template T __device__ gammaLess(T const* U, Nd4jLong index, Nd4jLong maxLength, T const alpha, T const beta) { auto d = T(1.0334f) - T(0.0766f) * math::p_exp(T(2.2942f) * alpha); auto a = math::p_pow(T(2.f), alpha) * math::p_pow(T(1.f) - math::p_exp(-d * T(0.5f)), alpha); auto b = alpha * math::p_pow(d, alpha - T(1.f)) * exp(-d); auto c = a + b; T rawX; auto indexV = index; auto underAlpha = T(1.f) / alpha; auto powerAlpha = math::p_pow(T(2.f), alpha - T(1.f)); for (;;) { auto u = (indexV < maxLength)?U[indexV++]:U[0]; if (indexV >= maxLength) indexV = 0LL; // math::atomics::nd4j_atomicAdd(index, 1LL); if (u <= a / c) rawX = -T(2.f) * math::p_log(T(1.f) - T(0.5f) * math::p_pow(c * u, underAlpha)); else rawX = - math::p_log(c * (T(1.f) - u)/(alpha * math::p_pow(d, alpha - T(1.f)))); T v = indexV < maxLength?U[indexV++]:U[0]; if (indexV >= maxLength) indexV = 0LL; // math::atomics::nd4j_atomicAdd(index, 1LL); if (rawX <= d) { auto testVal = (math::p_pow(rawX, alpha - 1.f) * math::p_exp(-T(0.5f) * rawX)) / (powerAlpha * math::p_pow(T(1.f) - math::p_exp(-T(0.5f) * rawX), alpha - T(1.f))); if (testVal < v) continue; break; } else { if (v <= math::p_pow(d / rawX, T(1.f) - alpha)) break; continue; } } return rawX / beta; } /** * gammaGreat - generate gamma distributed value for shape (alpha) greater then 1 * @tparam T - given type (any float type is accepted.) * @param rng - random generator * @param alpha - shape of the gamma distribution (alpha) * @param beta - scale of the gamma distribution (beta) * @return - gamma distributed value with given params */ template T __device__ gammaGreat(T const* U, Nd4jLong index, Nd4jLong maxLength, T const alpha, T const beta) { auto decreasedAlpha = alpha - T(1.f/3.f); auto c = T(1.)/ math::p_sqrt(T(9.f) * decreasedAlpha); // static auto index = 0LL; auto indexV = index; T x; auto normalDistributed = [U, maxLength](Nd4jLong& index) { auto v1 = index < maxLength?U[index++]:U[0]; if (index >= maxLength) index = 0LL; // math::atomics::nd4j_atomicAdd(index, 1LL); auto v2 = index < maxLength?U[index++]:U[0]; if (index >= maxLength) index = 0LL; // math::atomics::nd4j_atomicAdd(index, 1LL); return math::p_cos(T(2.f * 3.141592f) * v2) * math::p_sqrt(T(-2.f) * math::p_log(v1)); }; float normalizedVar; for(;;) { do { x = normalDistributed(indexV); //printf("X = %f\n", x); normalizedVar = T(1.f) + c * x; } while(normalizedVar < T(0.f)); normalizedVar = normalizedVar * normalizedVar * normalizedVar; //v * v * v; auto u = U[indexV++]; if (indexV >= maxLength) indexV = 0LL; // math::atomics::nd4j_atomicAdd(index, 1LL); if( u < T(1.f) - T(.0331f) * (x * x) * (x * x) ) break; //return (d * v / b); if( log(u) < 0.5f * x * x + decreasedAlpha * (1. - normalizedVar + math::p_log(normalizedVar)) ) break; } return (decreasedAlpha * normalizedVar / beta); } /* * fillGammaKernel - fill up output with gamma distributed values * * uList - uniformly distributed values set * uLength - length of uList * alpha - alpha param * beta - beta param * output - distributed output. * */ template static __global__ void fillGammaKernel(T const* uList, Nd4jLong uLength, T const* alpha, const Nd4jLong* alphaShape, T const* beta, const Nd4jLong* betaShape, T* output, const Nd4jLong* outputShape) { // fill up __shared__ Nd4jLong aLength; __shared__ Nd4jLong outLength; if (threadIdx.x == 0) { aLength = shape::length(alphaShape); outLength = shape::length(outputShape) / aLength; } __syncthreads(); for (auto k = blockIdx.x; k < (int)outLength; k += gridDim.x) { auto pos = k * aLength; // auto u = uList[k]; // this is a vector //Nd4jLong index = k; for (auto e = threadIdx.x; e < (int)aLength; e += blockDim.x) { auto aIndex = shape::getIndexOffset(e, alphaShape); auto bIndex = betaShape?shape::getIndexOffset(e, betaShape):-1LL; auto betaV = T(beta != nullptr ? beta[bIndex] : T(1.f)); auto zIndex = shape::getIndexOffset(e + pos, outputShape); output[zIndex] = alpha[aIndex] > T(1.f)?gammaGreat(uList, pos, uLength, alpha[aIndex], betaV):gammaLess(uList, pos, uLength, alpha[aIndex], betaV); } } } template static void fillRandomGamma_(LaunchContext* context, graph::RandomGenerator& rng, NDArray* alpha, NDArray* beta, NDArray* output) { // To fill up output need to broadcast alpha and beta to the same shape and in const 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() * 4LL; // 2-wise greater case for uniform vals auto copyAlpha = alpha; auto copyBeta = beta; if (beta != nullptr) { NDArray alphaBroadcasted(broadcasted, alpha->dataType(), true, context); NDArray betaBroadcasted(broadcasted, beta->dataType(), true, context); copyAlpha = new NDArray(alphaBroadcasted.applyTrueBroadcast(BroadcastOpsTuple::Assign(), *alpha)); copyBeta = new NDArray(betaBroadcasted.applyTrueBroadcast(BroadcastOpsTuple::Assign(), *beta)); // if (!copyAlpha->isActualOnDevice()) copyAlpha->syncToDevice(); // if (!copyBeta->isActualOnDevice()) copyBeta->syncToDevice(); } auto stream = context->getCudaStream(); NDArray uniform = NDArrayFactory::create('c', {shift}, context); uniform.syncToDevice(); // fill up uniform with given length RandomLauncher::fillUniform(context, rng, &uniform, 0.0000000001, 0.9999999999); uniform.syncToDevice(); // uniform.printIndexedBuffer("Uniform"); fillGammaKernel<<<128, 128, 256, *stream>>>(uniform.dataBuffer()->specialAsT(), shift, copyAlpha->dataBuffer()->specialAsT(), copyAlpha->specialShapeInfo(), beta?copyBeta->dataBuffer()->specialAsT():(T const*)nullptr, beta?copyBeta->specialShapeInfo():(Nd4jLong const*)nullptr, output->dataBuffer()->specialAsT(), output->specialShapeInfo()); if (beta != nullptr) { delete copyAlpha; delete copyBeta; //delete broadcasted; } } void fillRandomGamma(LaunchContext* context, graph::RandomGenerator& rng, NDArray* alpha, NDArray* beta, NDArray* output) { if (beta) NDArray::prepareSpecialUse({output}, {alpha, beta}); else NDArray::prepareSpecialUse({output}, {alpha}); BUILD_SINGLE_SELECTOR(output->dataType(), fillRandomGamma_, (context, rng, alpha, beta, output), FLOAT_NATIVE); if (beta) NDArray::registerSpecialUse({output}, {alpha, beta}); else NDArray::prepareSpecialUse({output}, {alpha}); } 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 * init: Let x ← 0, p ← e−λ, s ← p. using uniformly random sequence U (u in U) distributed at [0, 1]. while u > s do: x ← x + 1. p ← p * λ / x. s ← s + p. return x. * */ template static __global__ void fillPoissonKernel(T* uList, Nd4jLong uLength, T* lambda, const Nd4jLong* lambdaShape, T* output, const Nd4jLong* outputShape) { __shared__ Nd4jLong step; if (threadIdx.x == 0) { step = shape::length(lambdaShape); } __syncthreads(); for (auto k = blockIdx.x; k < (int)uLength; k += gridDim.x) { auto pos = k * step; auto u = uList[k]; for (auto e = threadIdx.x; e < step; e += blockDim.x) { auto p = math::nd4j_exp(-lambda[e]); auto s = p; auto x = T(0.f); auto lIndex = shape::getIndexOffset(e, lambdaShape); auto zIndex = shape::getIndexOffset(e + pos, outputShape); while (u > s) { x += T(1.); p *= lambda[lIndex] / x; s += p; } output[zIndex] = x; } } } template static void fillRandomPoisson_(LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output) { auto shift = output->lengthOf() / lambda->lengthOf(); NDArray uniform('c', {shift}, output->dataType()); auto stream = context->getCudaStream(); // fill up uniform with given length RandomLauncher::fillUniform(context, rng, &uniform, 0., 1.); fillPoissonKernel<<<128, 256, 128, *stream>>>(uniform.dataBuffer()->specialAsT(), uniform.lengthOf(), lambda->dataBuffer()->specialAsT(), lambda->specialShapeInfo(), output->dataBuffer()->specialAsT(), output->specialShapeInfo()); } void fillRandomPoisson(LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output) { NDArray::prepareSpecialUse({output}, {lambda}); BUILD_SINGLE_SELECTOR(output->dataType(), fillRandomPoisson_, (context, rng, lambda, output), FLOAT_NATIVE); NDArray::registerSpecialUse({output}, {lambda}); } BUILD_SINGLE_TEMPLATE(template void fillRandomPoisson_, (LaunchContext* context, graph::RandomGenerator& rng, NDArray* lambda, NDArray* output), FLOAT_NATIVE); template static __global__ void fillUniformKernel(graph::RandomGenerator* devRng, T from, T to, T* output, const Nd4jLong* outputShape) { auto start = blockIdx.x * blockDim.x + threadIdx.x; auto step = blockDim.x * gridDim.x; __shared__ Nd4jLong outputLen; if (0 == threadIdx.x) { outputLen = shape::length(outputShape); } __syncthreads(); for (auto i = start; i < outputLen; i += step) { auto zIndex = shape::getIndexOffset(i, outputShape); output[zIndex] = devRng->relativeT(i, from, to); } } template static void fillRandomUniform_(LaunchContext* context, graph::RandomGenerator& rng, NDArray* min, NDArray* max, NDArray* output) { T minVal = T(0); T maxVal = DataTypeUtils::infOrMax(); if (min) minVal = min->t(0); if (max) maxVal = max->t(0); if (output->isR()) RandomLauncher::fillUniform(context, rng, output, minVal, maxVal); else { auto stream = context->getCudaStream(); graph::RandomGenerator *devRng; auto err = cudaMalloc(&devRng, sizeof(graph::RandomGenerator)); if (err != 0) { cuda_exception::build("fillRandomUniform_: Cannot allocate device memory for random generator due error", err); } err = cudaMemcpy(devRng, &rng, sizeof(graph::RandomGenerator), cudaMemcpyHostToDevice); if (err != 0) { cuda_exception::build("fillRandomUniform_: Cannot copy random generator to device", err); } auto outputBuf = output->dataBuffer()->specialAsT(); auto outputShape = output->specialShapeInfo(); fillUniformKernel<<<128, 128, 128, *stream>>>(devRng, minVal, maxVal, outputBuf, outputShape); err = cudaStreamSynchronize(*stream); if (err != 0) { cuda_exception::build("fillRandomUniform_: Cannot successfully finish kernel call", err); } err = cudaFree(devRng); if (err != 0) { cuda_exception::build("fillRandomUniform_: Cannot deallocate device memory for random generator", err); } } } 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 __global__ static void fillMultiNomialCuda_(graph::RandomGenerator* devRng, const void* vx, const Nd4jLong* xShapeInfo, void* vz, const Nd4jLong* zShapeInfo, const Nd4jLong batchValue, const Nd4jLong numOfSamples, const Nd4jLong numOfClassX, const Nd4jLong dimA, const X minVal, const X maxVal) { const X* x = reinterpret_cast(vx); Z* z = reinterpret_cast(vz); __shared__ Nd4jLong xDimAstride, zDimAstride, xDimCstride, zDimCstride, dimC; if (0 == threadIdx.x) { dimC = (0 == dimA) ? 1 : 0; zDimAstride = shape::stride(zShapeInfo)[dimA]; xDimAstride = shape::stride(xShapeInfo)[dimA]; zDimCstride = shape::stride(zShapeInfo)[dimC]; xDimCstride = shape::stride(xShapeInfo)[dimC]; } __syncthreads(); const auto tid = blockIdx.x * blockDim.x + threadIdx.x; for (Nd4jLong index = tid; index < batchValue*numOfSamples; index += gridDim.x * blockDim.x) { Nd4jLong nBatchIndex = index / numOfSamples; Nd4jLong nSampleIndexInBatch = index - (nBatchIndex * numOfSamples); const X* xTad = x + (nBatchIndex * xDimCstride); Z* zTad = z + (nBatchIndex * zDimCstride); Z& arg = zTad[nSampleIndexInBatch * zDimAstride]; X Max = -minVal; Nd4jLong nSamplesPerBatch = nBatchIndex * numOfClassX * numOfSamples; Nd4jLong nClassPerSamples = nSampleIndexInBatch * numOfClassX; for (Nd4jLong nClass = 0; nClass < numOfClassX; nClass++) { Nd4jLong nIndex = nSamplesPerBatch + nClassPerSamples + nClass; X tValue = (xTad[nClass * xDimAstride] - sd::math::nd4j_log(-sd::math::nd4j_log(devRng->relativeT(nIndex, minVal, maxVal)))); if (tValue > Max) { Max = tValue; arg = nClass; } } } } ////////////////////////////////////////////////////////////////////////// template __host__ static void fillMultiNomialCudaLauncher( const int blocksPerGrid, const int threadsPerBlock, const cudaStream_t* stream, graph::RandomGenerator* devRng, const void* vx, const Nd4jLong* xShapeInfo, void* vz, const Nd4jLong* zShapeInfo, const Nd4jLong batchValue, const Nd4jLong numOfSamples, const Nd4jLong numOfClassX, const Nd4jLong dimA){ const X minVal = DataTypeUtils::min(); const X maxVal = 1.0; fillMultiNomialCuda_ <<< blocksPerGrid, threadsPerBlock, 256, * stream >>> ( 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.specialBuffer(), input.specialShapeInfo(), 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); } } } }