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Fix indexing of PCA to use safer types #4255

Merged
merged 15 commits into from
Nov 5, 2021
Merged

Fix indexing of PCA to use safer types #4255

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63e8d25
Initial modification of indexing for PCA
lowener Sep 8, 2021
6116009
Merge branch 'branch-21.12' into 21.10-indexing-pca
lowener Sep 29, 2021
4ff7d62
Add QR Eig
lowener Sep 29, 2021
0f29de9
Fix style
lowener Sep 30, 2021
f07a393
Fix loop in pca mg
lowener Sep 30, 2021
668a32e
Update Copyright and fix cmake
lowener Oct 1, 2021
6510d68
Fix PCA MG struct
lowener Oct 12, 2021
4992034
Test raft eig decomp PR
lowener Oct 12, 2021
ef57c3f
Merge branch 'branch-21.12' into 21.12-indexing-pca
lowener Oct 14, 2021
341229a
Update cov indexing
lowener Oct 16, 2021
944d376
Change sweep data type
lowener Oct 22, 2021
9622727
Fix style
lowener Oct 25, 2021
f217720
Merge branch 'branch-21.12' into 21.12-indexing-pca
lowener Oct 27, 2021
fdf4254
Use 32-bit for n_stream and n_part
lowener Nov 3, 2021
c8bcd00
Reverting get_raft to use main fork and release branch
cjnolet Nov 5, 2021
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6 changes: 3 additions & 3 deletions cpp/cmake/thirdparty/get_raft.cmake
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Original file line number Diff line number Diff line change
Expand Up @@ -56,6 +56,6 @@ set(CUML_BRANCH_VERSION_raft "${CUML_VERSION_MAJOR}.${CUML_VERSION_MINOR}")
# To use a different RAFT locally, set the CMake variable
# CPM_raft_SOURCE=/path/to/local/raft
find_and_configure_raft(VERSION ${CUML_MIN_VERSION_raft}
FORK rapidsai
PINNED_TAG branch-${CUML_BRANCH_VERSION_raft}
)
FORK lowener
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PINNED_TAG 21.12-eig-64
)
14 changes: 7 additions & 7 deletions cpp/include/cuml/decomposition/params.hpp
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Expand Up @@ -31,24 +31,24 @@ enum class solver : int {

class params {
public:
int n_rows;
int n_cols;
std::size_t n_rows;
std::size_t n_cols;
int gpu_id = 0;
};

class paramsSolver : public params {
public:
// math_t tol = 0.0;
float tol = 0.0;
int n_iterations = 15;
int verbose = 0;
float tol = 0.0;
std::uint32_t n_iterations = 15;
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int verbose = 0;
};

template <typename enum_solver = solver>
class paramsTSVDTemplate : public paramsSolver {
public:
int n_components = 1;
enum_solver algorithm = enum_solver::COV_EIG_DQ;
std::size_t n_components = 1;
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enum_solver algorithm = enum_solver::COV_EIG_DQ;
};

/**
Expand Down
8 changes: 4 additions & 4 deletions cpp/include/cuml/decomposition/sign_flip_mg.hpp
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Expand Up @@ -40,17 +40,17 @@ void sign_flip(raft::handle_t& handle,
std::vector<MLCommon::Matrix::Data<float>*>& input_data,
MLCommon::Matrix::PartDescriptor& input_desc,
float* components,
int n_components,
std::size_t n_components,
cudaStream_t* streams,
int n_stream);
std::size_t n_stream);
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void sign_flip(raft::handle_t& handle,
std::vector<MLCommon::Matrix::Data<double>*>& input_data,
MLCommon::Matrix::PartDescriptor& input_desc,
double* components,
int n_components,
std::size_t n_components,
cudaStream_t* streams,
int n_stream);
std::size_t n_stream);
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}; // end namespace opg
}; // end namespace PCA
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12 changes: 6 additions & 6 deletions cpp/include/cuml/decomposition/tsvd_mg.hpp
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Expand Up @@ -37,7 +37,7 @@ namespace opg {
*/
void fit(raft::handle_t& handle,
MLCommon::Matrix::RankSizePair** rank_sizes,
size_t n_parts,
std::size_t n_parts,
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MLCommon::Matrix::floatData_t** input,
float* components,
float* singular_vals,
Expand All @@ -46,7 +46,7 @@ void fit(raft::handle_t& handle,

void fit(raft::handle_t& handle,
MLCommon::Matrix::RankSizePair** rank_sizes,
size_t n_parts,
std::size_t n_parts,
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MLCommon::Matrix::doubleData_t** input,
double* components,
double* singular_vals,
Expand Down Expand Up @@ -104,7 +104,7 @@ void fit_transform(raft::handle_t& handle,
*/
void transform(raft::handle_t& handle,
MLCommon::Matrix::RankSizePair** rank_sizes,
size_t n_parts,
std::size_t n_parts,
MLCommon::Matrix::Data<float>** input,
float* components,
MLCommon::Matrix::Data<float>** trans_input,
Expand All @@ -113,7 +113,7 @@ void transform(raft::handle_t& handle,

void transform(raft::handle_t& handle,
MLCommon::Matrix::RankSizePair** rank_sizes,
size_t n_parts,
std::size_t n_parts,
MLCommon::Matrix::Data<double>** input,
double* components,
MLCommon::Matrix::Data<double>** trans_input,
Expand All @@ -133,7 +133,7 @@ void transform(raft::handle_t& handle,
*/
void inverse_transform(raft::handle_t& handle,
MLCommon::Matrix::RankSizePair** rank_sizes,
size_t n_parts,
std::size_t n_parts,
MLCommon::Matrix::Data<float>** trans_input,
float* components,
MLCommon::Matrix::Data<float>** input,
Expand All @@ -142,7 +142,7 @@ void inverse_transform(raft::handle_t& handle,

void inverse_transform(raft::handle_t& handle,
MLCommon::Matrix::RankSizePair** rank_sizes,
size_t n_parts,
std::size_t n_parts,
MLCommon::Matrix::Data<double>** trans_input,
double* components,
MLCommon::Matrix::Data<double>** input,
Expand Down
28 changes: 18 additions & 10 deletions cpp/src/pca/pca.cuh
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Expand Up @@ -41,10 +41,10 @@ void truncCompExpVars(const raft::handle_t& handle,
math_t* components,
math_t* explained_var,
math_t* explained_var_ratio,
const paramsTSVDTemplate<enum_solver> prms,
const paramsTSVDTemplate<enum_solver>& prms,
cudaStream_t stream)
{
size_t len = prms.n_cols * prms.n_cols;
auto len = prms.n_cols * prms.n_cols;
rmm::device_uvector<math_t> components_all(len, stream);
rmm::device_uvector<math_t> explained_var_all(prms.n_cols, stream);
rmm::device_uvector<math_t> explained_var_ratio_all(prms.n_cols, stream);
Expand All @@ -55,10 +55,18 @@ void truncCompExpVars(const raft::handle_t& handle,
components_all.data(), prms.n_cols, components, prms.n_components, prms.n_cols, stream);
raft::matrix::ratio(
handle, explained_var_all.data(), explained_var_ratio_all.data(), prms.n_cols, stream);
raft::matrix::truncZeroOrigin(
explained_var_all.data(), prms.n_cols, explained_var, prms.n_components, 1, stream);
raft::matrix::truncZeroOrigin(
explained_var_ratio_all.data(), prms.n_cols, explained_var_ratio, prms.n_components, 1, stream);
raft::matrix::truncZeroOrigin(explained_var_all.data(),
prms.n_cols,
explained_var,
prms.n_components,
std::size_t(1),
stream);
raft::matrix::truncZeroOrigin(explained_var_ratio_all.data(),
prms.n_cols,
explained_var_ratio,
prms.n_components,
std::size_t(1),
stream);
}

/**
Expand Down Expand Up @@ -97,12 +105,12 @@ void pcaFit(const raft::handle_t& handle,
ASSERT(prms.n_components > 0,
"Parameter n_components: number of components cannot be less than one");

int n_components = prms.n_components;
auto n_components = prms.n_components;
if (n_components > prms.n_cols) n_components = prms.n_cols;

raft::stats::mean(mu, input, prms.n_cols, prms.n_rows, true, false, stream);

size_t len = prms.n_cols * prms.n_cols;
auto len = prms.n_cols * prms.n_cols;
rmm::device_uvector<math_t> cov(len, stream);

Stats::cov(handle, cov.data(), input, mu, prms.n_cols, prms.n_rows, true, false, true, stream);
Expand Down Expand Up @@ -202,7 +210,7 @@ void pcaInverseTransform(const raft::handle_t& handle,
ASSERT(prms.n_components > 0,
"Parameter n_components: number of components cannot be less than one");

std::size_t components_len = static_cast<std::size_t>(prms.n_cols * prms.n_components);
auto components_len = prms.n_cols * prms.n_components;
rmm::device_uvector<math_t> components_copy{components_len, stream};
raft::copy(components_copy.data(), components, prms.n_cols * prms.n_components, stream);

Expand Down Expand Up @@ -262,7 +270,7 @@ void pcaTransform(const raft::handle_t& handle,
ASSERT(prms.n_components > 0,
"Parameter n_components: number of components cannot be less than one");

std::size_t components_len = static_cast<std::size_t>(prms.n_cols * prms.n_components);
auto components_len = prms.n_cols * prms.n_components;
rmm::device_uvector<math_t> components_copy{components_len, stream};
raft::copy(components_copy.data(), components, prms.n_cols * prms.n_components, stream);

Expand Down
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