1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347
|
#include "caffe2/operators/batch_box_cox_op.h"
#include "caffe2/core/operator.h"
#include "caffe2/core/tensor.h"
#ifdef CAFFE2_USE_MKL
#include <mkl.h>
#endif // CAFFE2_USE_MKL
namespace caffe2 {
#ifdef CAFFE2_USE_MKL
namespace {
// Helpers for copying parameters.
template <typename T>
void TileArrayIntoVector(const T* a, int D, int K, vector<T>* b) {
b->resize(K * D);
for (int k = 0; k < K; k++) {
std::copy(a, a + D, b->begin() + k * D);
}
}
void TileIndicesInPlace(vector<int>* v, int D, int K) {
int n = v->size();
v->resize(K * n);
for (int k = 1; k < K; k++) {
for (int j = 0; j < n; j++) {
(*v)[k * n + j] = (*v)[j] + k * D;
}
}
}
// MKL VML function templates.
template <typename T>
void PackV(const int N, const T* a, const int* ia, T* y);
template <typename T>
void UnpackV(const int N, const T* a, T* y, const int* iy);
template <typename T>
void Pow(const int N, const T* a, const T* b, T* y);
#define DELEGATE_PACKV_FUNCTION(T, OriginalFunc) \
template <> \
void PackV<T>(const int N, const T* a, const int* ia, T* y) { \
OriginalFunc(N, a, ia, y); \
}
DELEGATE_PACKV_FUNCTION(float, vsPackV)
DELEGATE_PACKV_FUNCTION(double, vdPackV)
#undef DELEGATE_PACKV_FUNCTION
#define DELEGATE_UNPACKV_FUNCTION(T, OriginalFunc) \
template <> \
void UnpackV<T>(const int N, const T* a, T* y, const int* iy) { \
OriginalFunc(N, a, y, iy); \
}
DELEGATE_UNPACKV_FUNCTION(float, vsUnpackV)
DELEGATE_UNPACKV_FUNCTION(double, vdUnpackV)
#undef DELEGATE_UNPACKV_FUNCTION
#define DELEGATE_SIMPLE_BINARY_FUNCTION(T, Funcname, OriginalFunc) \
template <> \
void Funcname<T>(const int N, const T* a, const T* b, T* y) { \
OriginalFunc(N, a, b, y); \
}
DELEGATE_SIMPLE_BINARY_FUNCTION(float, Pow, vsPow)
DELEGATE_SIMPLE_BINARY_FUNCTION(double, Pow, vdPow)
#undef DELEGATE_SIMPLE_BINARY_FUNCTION
} // namespace
#endif // CAFFE2_USE_MKL
template <>
template <typename T>
bool BatchBoxCoxOp<CPUContext>::DoRunWithType() {
auto& data = Input(DATA);
auto& lambda1 = Input(LAMBDA1);
auto& lambda2 = Input(LAMBDA2);
CAFFE_ENFORCE_GE(data.dim(), 1);
auto N = data.size(0);
auto D = data.size_from_dim(1);
auto* output = Output(0, Input(DATA).sizes(), at::dtype<T>());
auto* output_ptr = output->template mutable_data<T>();
if (data.numel() <= 0) {
return true;
}
CAFFE_ENFORCE_EQ(lambda1.numel(), D);
CAFFE_ENFORCE_EQ(lambda2.numel(), D);
const auto* data_ptr = data.template data<T>();
const auto* lambda1_ptr = lambda1.template data<T>();
const auto* lambda2_ptr = lambda2.template data<T>();
const T k_eps = static_cast<T>(1e-6);
#ifdef CAFFE2_USE_MKL
if (min_block_size_ < 1) {
BoxCoxNaive(N, D, data_ptr, lambda1_ptr, lambda2_ptr, k_eps, output_ptr);
} else {
// Find zero-valued columns, since they get special treatment.
nonzeros_.clear();
zeros_.clear();
nonzeros_.reserve(D);
zeros_.reserve(D);
for (int64_t j = 0; j < D; j++) {
if (lambda1_ptr[j] == 0) {
zeros_.push_back(j);
} else {
nonzeros_.push_back(j);
}
}
// Process K rows at a time for effective vectorization with small rows.
const int K = std::min(N, (min_block_size_ + D - 1) / D);
// Avoid copying data if all lambda1 values are zero, or if all are nonzero.
// In each of the three cases here, when K > 1, first process batches of K
// rows by replicating the input parameters K times. Then finish row-by-row.
TypedCachedBuffers<T>& b = GetBuffers<T>();
if (nonzeros_.size() == D) {
int64_t i = 0;
if (K > 1) {
TileArrayIntoVector(lambda1_ptr, D, K, &b.lambda1_);
TileArrayIntoVector(lambda2_ptr, D, K, &b.lambda2_);
TORCH_DCHECK_EQ(K * D, b.lambda1_.size());
TORCH_DCHECK_EQ(K * D, b.lambda2_.size());
for (; i < N - K + 1; i += K, data_ptr += K * D, output_ptr += K * D) {
BoxCoxNonzeroLambda(
K * D,
data_ptr,
b.lambda1_.data(),
b.lambda2_.data(),
k_eps,
output_ptr);
}
}
for (; i < N; i++, data_ptr += D, output_ptr += D) {
BoxCoxNonzeroLambda(
D, data_ptr, lambda1_ptr, lambda2_ptr, k_eps, output_ptr);
}
} else if (zeros_.size() == D) {
int64_t i = 0;
if (K > 1) {
TileArrayIntoVector(lambda2_ptr, D, K, &b.lambda2_z_);
TORCH_DCHECK_EQ(K * D, b.lambda2_z_.size());
for (; i < N - K + 1; i += K, data_ptr += K * D, output_ptr += K * D) {
BoxCoxZeroLambda(
K * D, data_ptr, b.lambda2_z_.data(), k_eps, output_ptr);
}
}
for (; i < N; i++, data_ptr += D, output_ptr += D) {
BoxCoxZeroLambda(D, data_ptr, lambda2_ptr, k_eps, output_ptr);
}
} else { // General case of mixed zero and non-zero lambda1 values.
int n = nonzeros_.size();
if (K > 1) {
TileIndicesInPlace(&nonzeros_, 0, K);
TileIndicesInPlace(&zeros_, 0, K);
}
// Gather parameter values into contiguous memory.
b.lambda1_.resize(nonzeros_.size());
b.lambda2_.resize(nonzeros_.size());
b.lambda2_z_.resize(zeros_.size());
PackV(nonzeros_.size(), lambda1_ptr, nonzeros_.data(), b.lambda1_.data());
PackV(nonzeros_.size(), lambda2_ptr, nonzeros_.data(), b.lambda2_.data());
PackV(zeros_.size(), lambda2_ptr, zeros_.data(), b.lambda2_z_.data());
int64_t i = 0;
b.accumulator_.resize(std::max(nonzeros_.size(), zeros_.size()));
if (K > 1) {
// Truncate to original size, and re-tile with offsets this time.
nonzeros_.resize(n);
zeros_.resize(D - n);
TileIndicesInPlace(&nonzeros_, D, K);
TileIndicesInPlace(&zeros_, D, K);
TORCH_DCHECK_EQ(nonzeros_.size(), b.lambda1_.size());
TORCH_DCHECK_EQ(nonzeros_.size(), b.lambda2_.size());
TORCH_DCHECK_EQ(zeros_.size(), b.lambda2_z_.size());
for (; i < N - K + 1; i += K, data_ptr += K * D, output_ptr += K * D) {
BoxCoxMixedLambda(
data_ptr,
nonzeros_,
zeros_,
b.lambda1_.data(),
b.lambda2_.data(),
b.lambda2_z_.data(),
k_eps,
b.accumulator_.data(),
output_ptr);
}
// Truncate to original size.
nonzeros_.resize(n);
zeros_.resize(D - n);
}
for (; i < N; i++, data_ptr += D, output_ptr += D) {
BoxCoxMixedLambda(
data_ptr,
nonzeros_,
zeros_,
b.lambda1_.data(),
b.lambda2_.data(),
b.lambda2_z_.data(),
k_eps,
b.accumulator_.data(),
output_ptr);
}
}
}
#else // CAFFE2_USE_MKL
BoxCoxNaive(N, D, data_ptr, lambda1_ptr, lambda2_ptr, k_eps, output_ptr);
#endif // CAFFE2_USE_MKL
return true;
}
template <>
template <typename T>
void BatchBoxCoxOp<CPUContext>::BoxCoxNaive(
int64_t N,
int64_t D,
const T* data_ptr,
const T* lambda1_ptr,
const T* lambda2_ptr,
T k_eps,
T* output_ptr) {
for (int64_t i = 0; i < N; i++) {
for (int64_t j = 0; j < D; j++, data_ptr++, output_ptr++) {
T lambda1_v = lambda1_ptr[j];
T lambda2_v = lambda2_ptr[j];
T tmp = std::max(*data_ptr + lambda2_v, k_eps);
if (lambda1_v == 0) {
*output_ptr = std::log(tmp);
} else {
*output_ptr = (std::pow(tmp, lambda1_v) - 1) / lambda1_v;
}
}
}
}
#ifdef CAFFE2_USE_MKL
template <>
template <typename T>
void BatchBoxCoxOp<CPUContext>::BoxCoxNonzeroLambda(
int64_t D,
const T* data_ptr,
const T* lambda1,
const T* lambda2,
T k_eps,
T* out) {
caffe2::math::Add(D, data_ptr, lambda2, out, &context_);
for (int64_t j = 0; j < D; j++) {
out[j] = std::max(out[j], k_eps);
}
Pow(D, out, lambda1, out);
for (int64_t j = 0; j < D; j++) {
out[j] -= 1.0;
}
caffe2::math::Div(D, out, lambda1, out, &context_);
}
template <>
template <typename T>
void BatchBoxCoxOp<CPUContext>::BoxCoxZeroLambda(
int64_t D,
const T* data_ptr,
const T* lambda2,
T k_eps,
T* output_ptr) {
caffe2::math::Add(D, data_ptr, lambda2, output_ptr, &context_);
for (int64_t j = 0; j < D; j++) {
output_ptr[j] = std::max(output_ptr[j], k_eps);
}
caffe2::math::Log(D, output_ptr, output_ptr, &context_);
}
template <>
template <typename T>
void BatchBoxCoxOp<CPUContext>::BoxCoxMixedLambda(
const T* data_ptr,
const vector<int>& nonzeros,
const vector<int>& zeros,
const T* lambda1,
const T* lambda2,
const T* lambda2_z,
T k_eps,
T* buffer,
T* output_ptr) {
PackV(nonzeros.size(), data_ptr, nonzeros.data(), buffer);
BoxCoxNonzeroLambda(nonzeros.size(), buffer, lambda1, lambda2, k_eps, buffer);
UnpackV(nonzeros.size(), buffer, output_ptr, nonzeros.data());
PackV(zeros.size(), data_ptr, zeros.data(), buffer);
BoxCoxZeroLambda(zeros.size(), buffer, lambda2_z, k_eps, buffer);
UnpackV(zeros.size(), buffer, output_ptr, zeros.data());
}
// Helpers to access cached buffers.
#define DEFINE_CACHED_BUFFERS(T, tag) \
template <> \
template <> \
BatchBoxCoxOp<CPUContext>::TypedCachedBuffers<T>& \
BatchBoxCoxOp<CPUContext>::GetBuffers<T>() { \
if (!buffers_ || buffers_->type_ != tag) { \
buffers_.reset(new BatchBoxCoxOp<CPUContext>::TypedCachedBuffers<T>()); \
buffers_->type_ = tag; \
} \
return *static_cast<TypedCachedBuffers<T>*>(buffers_.get()); \
}
DEFINE_CACHED_BUFFERS(float, 1);
DEFINE_CACHED_BUFFERS(double, 2);
#undef DEFINE_CACHED_BUFFERS
#endif // CAFFE2_USE_MKL
namespace {
REGISTER_CPU_OPERATOR(BatchBoxCox, BatchBoxCoxOp<CPUContext>);
OPERATOR_SCHEMA(BatchBoxCox)
.NumInputs(3)
.NumOutputs(1)
.IdenticalTypeAndShapeOfInput(0)
.AllowInplace({{0, 0}})
.SetDoc(R"DOC(
Input `data` is a N * D matrix. Apply box-cox transform for each column.
`lambda1` and `lambda2` is of size D that defines the hyper-parameters for
the transform of each column `x` of the input `data`:
ln(x + lambda2), if lambda1 == 0
((x + lambda2)^lambda1 - 1)/lambda1, if lambda1 != 0
)DOC")
.Input(0, "data", "input float or double N * D matrix")
.Input(1, "lambda1", "tensor of size D with the same type as data")
.Input(2, "lambda2", "tensor of size D with the same type as data")
.Output(0, "output", "output matrix that applied box-cox transform");
GRADIENT_NOT_IMPLEMENTED_YET(BatchBoxCox);
} // namespace
} // namespace caffe2
C10_EXPORT_CAFFE2_OP_TO_C10_CPU(
BatchBoxCox,
"_caffe2::BatchBoxCox(Tensor data, Tensor lambda1, Tensor lambda2, int min_block_size = 256) -> Tensor results",
caffe2::BatchBoxCoxOp<caffe2::CPUContext>);
|