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xcp ref implementation #2895

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merged 7 commits into from
Oct 22, 2024
Merged

xcp ref implementation #2895

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478255a
Added xcp ref implementation
DhanusML Sep 10, 2024
0293b6f
refactor and check for malloc fail
DhanusML Sep 13, 2024
9617b65
review changes
DhanusML Sep 23, 2024
988389d
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Sep 23, 2024
a7a74df
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Oct 9, 2024
4a60b17
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Oct 14, 2024
bd6aa89
Merge branch 'oneapi-src:main' into dhanus/xcp
DhanusML Oct 21, 2024
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117 changes: 115 additions & 2 deletions cpp/daal/src/externals/service_stat_ref.h
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Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@
#define __SERVICE_STAT_REF_H__

#include "src/externals/service_memory.h"
#include "src/externals/service_blas_ref.h"

typedef void (*func_type)(DAAL_INT, DAAL_INT, DAAL_INT, void *);
extern "C"
Expand Down Expand Up @@ -99,6 +100,62 @@ struct RefStatistics<double, cpu>
__int64 method)
{
int errcode = 0;
daal::internal::ref::OpenBlas<double, cpu> blasInst;
const double accWtOld = *nPreviousObservations;
const double accWt = *nPreviousObservations + nVectors;
constexpr DAAL_INT one = 1;
if (accWtOld != 0)
{
double * const sumOld = daal::services::internal::service_malloc<double, cpu>(nFeatures, sizeof(double));
DAAL_CHECK_MALLOC(sumOld);
for (DAAL_INT i = 0; i < nFeatures; ++i)
{
sumOld[i] = sum[i];
}
// S_old S_old^t/accWtOld
const double alpha = 1.0 / accWtOld;
const double beta = 1.0;
constexpr char transa = 'N';
constexpr char transb = 'N';
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sumOld, &nFeatures, sumOld, &one, &beta, crossProduct, &nFeatures);
daal::services::daal_free(sumOld);
}
for (DAAL_INT i = 0; i < nVectors; ++i)
{
for (DAAL_INT j = 0; j < nFeatures; ++j) // if accWtOld = 0, overwrite sum
{
if (accWtOld != 0)
{
sum[j] += data[i * nFeatures + j];
}
else
{
if (i == 0)
sum[j] = data[i * nFeatures + j]; //overwrite the current sum
else
sum[j] += data[i * nFeatures + j];
}
}
}

// -S S^t/accWt
{
const double alpha = -1.0 / accWt;
const double beta = accWtOld != 0 ? 1.0 : 0.0;
constexpr char transa = 'N';
constexpr char transb = 'N';
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sum, &nFeatures, sum, &one, &beta, crossProduct, &nFeatures);
}

// X X^t
{
constexpr double alpha = 1.0;
constexpr double beta = 1.0;
constexpr char transa = 'N';
constexpr char transb = 'T';
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &nVectors, &alpha, data, &nFeatures, data, &nFeatures, &beta, crossProduct,
&nFeatures);
}

return errcode;
}
Expand All @@ -124,7 +181,7 @@ struct RefStatistics<double, cpu>
// E(x-\mu)^2 = E(x^2) - \mu^2
int errcode = 0;
double * sum = (double *)daal::services::internal::service_calloc<double, cpu>(nFeatures, sizeof(double));
if (!sum) return -4;
DAAL_CHECK_MALLOC(sum);
daal::services::internal::service_memset<double, cpu>(variance, double(0), nFeatures);
DAAL_INT feature_ptr, vec_ptr;
double wtInv = (double)1 / nVectors;
Expand Down Expand Up @@ -210,6 +267,62 @@ struct RefStatistics<float, cpu>
__int64 method)
{
int errcode = 0;
daal::internal::ref::OpenBlas<float, cpu> blasInst;
const float accWtOld = *nPreviousObservations;
const float accWt = *nPreviousObservations + nVectors;
constexpr DAAL_INT one = 1;
if (accWtOld != 0)
{
float * const sumOld = daal::services::internal::service_malloc<float, cpu>(nFeatures, sizeof(float));
DAAL_CHECK_MALLOC(sumOld);
for (DAAL_INT i = 0; i < nFeatures; ++i)
{
sumOld[i] = sum[i];
}
// S_old S_old^t/accWtOld
const float alpha = 1.0 / accWtOld;
const float beta = 1.0;
constexpr char transa = 'N';
constexpr char transb = 'N';
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sumOld, &nFeatures, sumOld, &one, &beta, crossProduct, &nFeatures);
daal::services::daal_free(sumOld);
}
for (DAAL_INT i = 0; i < nVectors; ++i)
{
for (DAAL_INT j = 0; j < nFeatures; ++j) // if accWtOld = 0, overwrite sum
{
if (accWtOld != 0)
{
sum[j] += data[i * nFeatures + j];
}
else
{
if (i == 0)
sum[j] = data[i * nFeatures + j]; //overwrite the current sum
else
sum[j] += data[i * nFeatures + j];
}
}
}

// -S S^t/accWt
{
const float alpha = -1.0 / accWt;
const float beta = accWtOld != 0 ? 1.0 : 0.0;
constexpr char transa = 'N';
constexpr char transb = 'N';
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &one, &alpha, sum, &nFeatures, sum, &one, &beta, crossProduct, &nFeatures);
}

// X X^t
{
constexpr float alpha = 1.0;
constexpr float beta = 1.0;
constexpr char transa = 'N';
constexpr char transb = 'T';
blasInst.xgemm(&transa, &transb, &nFeatures, &nFeatures, &nVectors, &alpha, data, &nFeatures, data, &nFeatures, &beta, crossProduct,
&nFeatures);
}

return errcode;
}
Expand All @@ -235,7 +348,7 @@ struct RefStatistics<float, cpu>
// E(x-\mu)^2 = E(x^2) - \mu^2
int errcode = 0;
float * sum = (float *)daal::services::internal::service_calloc<float, cpu>(nFeatures, sizeof(float));
if (!sum) return -4;
DAAL_CHECK_MALLOC(sum);
daal::services::internal::service_memset<float, cpu>(variance, float(0), nFeatures);
DAAL_INT feature_ptr, vec_ptr;
float wtInv = (float)1 / nVectors;
Expand Down