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Fix SSE inner_product calculation. #45

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0830a3d
Fix SSE inner_product calculation.
jyhsia5174 Jul 3, 2021
93f093d
1. Add calc_loss function
jyhsia5174 Jul 3, 2021
1a6586f
Merge branch 'master' of https://github.com/jyhsia5174/libmf
jyhsia5174 Jul 3, 2021
47e723c
Fix output model trailing whitespace.
jyhsia5174 Jul 8, 2021
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125 changes: 106 additions & 19 deletions mf.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -598,7 +598,7 @@ mf_float Utility::inner_product(mf_float *p, mf_float *q, mf_int k)
XMM = _mm_add_ps(XMM, _mm_mul_ps(
_mm_load_ps(p+d), _mm_load_ps(q+d)));
__m128 XMMtmp = _mm_add_ps(XMM, _mm_movehl_ps(XMM, XMM));
XMM = _mm_add_ps(XMM, _mm_shuffle_ps(XMMtmp, XMMtmp, 1));
XMM = _mm_add_ps(XMMtmp, _mm_shuffle_ps(XMMtmp, XMMtmp, 1));
mf_float product;
_mm_store_ss(&product, XMM);
return product;
Expand Down Expand Up @@ -976,8 +976,7 @@ void Utility::grid_shuffle_scale_problem_on_disk(
mf_float* Utility::malloc_aligned_float(mf_long size)
{
// Check if conversion from mf_long to size_t causes overflow.
if (size >= 0 && sizeof(unsigned long) >= sizeof(mf_long) &&
(unsigned long)size > numeric_limits<std::size_t>::max() / sizeof(mf_float) + 1)
if (size > numeric_limits<std::size_t>::max() / sizeof(mf_float) + 1)
throw bad_alloc();
// [REVIEW] I hope one day we can use C11 aligned_alloc to replace
// platform-depedent functions below. Both of Windows and OSX currently
Expand Down Expand Up @@ -1028,7 +1027,7 @@ mf_model* Utility::init_model(mf_int fun,
model->Q = nullptr;

mf_float scale = (mf_float)sqrt(1.0/k_real);
default_random_engine generator;
default_random_engine generator(0); // (exp) fix random seed to zero.
uniform_real_distribution<mf_float> distribution(0.0, 1.0);

try
Expand Down Expand Up @@ -1115,11 +1114,11 @@ mf_model* Utility::init_model(mf_int m, mf_int n, mf_int k)

vector<mf_int> Utility::gen_random_map(mf_int size)
{
default_random_engine generator;
srand(0);
vector<mf_int> map(size, 0);
for(mf_int i = 0; i < size; ++i)
map[i] = i;
shuffle(map.begin(), map.end(), generator);
random_shuffle(map.begin(), map.end());
return map;
}

Expand Down Expand Up @@ -2893,6 +2892,27 @@ shared_ptr<SolverBase> SolverFactory::get_solver(
return solver;
}

mf_double calc_loss(vector<BlockBase*> &blocks, mf_model &model){
mf_node *N;
mf_float *p;
mf_float *q;
mf_double loss = 0;
for(mf_int i = 0; i < (mf_long)blocks.size(); ++i){
BlockBase* block = blocks[i];
block->reload();
while(block->move_next())
{
N = block->get_current();
p = model.P+(mf_long)N->u*model.k;
q = model.Q+(mf_long)N->v*model.k;
mf_double z = Utility::inner_product(p,q,model.k);
z = N->r-z;
loss += z*z;
}
}
return loss;
}

void fpsg_core(
Utility &util,
Scheduler &sched,
Expand Down Expand Up @@ -2950,6 +2970,8 @@ void fpsg_core(
}
cout.width(13);
cout << "obj";
cout.width(10);
cout << "time";
cout << "\n";
}

Expand All @@ -2959,6 +2981,21 @@ void fpsg_core(
vector<shared_ptr<SolverBase>> solvers(param.nr_threads);
vector<thread> threads;
threads.reserve(param.nr_threads);

if(true){ // (exp) toggle init model check
mf_double init_reg2 = util.calc_reg2(*model, param.lambda_p2,
param.lambda_q2, omega_p, omega_q);
cerr << "initial reg: ";
cerr.width(15);
cerr << fixed << setprecision(4) << 0.5*init_reg2;
mf_double init_loss = calc_loss(block_ptrs, *model);
cerr.width(15);
cerr << "initial loss: ";
cerr.width(15);
cerr << fixed << setprecision(4) << 0.5*init_loss << endl;
}

double st = omp_get_wtime();
for(mf_int i = 0; i < param.nr_threads; ++i)
{
solvers[i] = SolverFactory::get_solver(sched, block_ptrs,
Expand All @@ -2978,7 +3015,7 @@ void fpsg_core(
param.lambda_q1, omega_p, omega_q);
mf_double reg2 = util.calc_reg2(*model, param.lambda_p2,
param.lambda_q2, omega_p, omega_q);
mf_double tr_loss = sched.get_loss();
mf_double tr_loss = calc_loss(block_ptrs, *model); // (exp) mf_double tr_loss = sched.get_loss();
mf_double tr_error = sched.get_error()/tr->nnz;

switch(param.fun)
Expand Down Expand Up @@ -3025,7 +3062,9 @@ void fpsg_core(
cout << fixed << setprecision(4) << va_error;
}
cout.width(13);
cout << fixed << setprecision(4) << scientific << reg+tr_loss;
cout << fixed << setprecision(4) << scientific << 0.5*(reg+tr_loss);
cout.width(10);
cout << fixed << setprecision(2) << omp_get_wtime() - st;
cout << "\n" << flush;
}

Expand Down Expand Up @@ -3081,10 +3120,10 @@ try
vector<Block> blocks(param.nr_bins*param.nr_bins);
vector<BlockBase*> block_ptrs(param.nr_bins*param.nr_bins);
vector<mf_node*> ptrs;
vector<mf_int> p_map;
vector<mf_int> q_map;
vector<mf_int> inv_p_map;
vector<mf_int> inv_q_map;
vector<mf_int> p_map, p_map_cp;
vector<mf_int> q_map, q_map_cp;
vector<mf_int> inv_p_map, inv_p_map_cp;
vector<mf_int> inv_q_map, inv_q_map_cp;
vector<mf_int> omega_p;
vector<mf_int> omega_q;
mf_float avg = 0;
Expand All @@ -3109,12 +3148,12 @@ try
if(param.fun == P_L2_MFR ||
param.fun == P_L1_MFR ||
param.fun == P_KL_MFR)
scale = max((mf_float)1e-4, std_dev);
scale = 1.0; // (exp) disable scale scale = max((mf_float)1e-4, std_dev);

p_map = Utility::gen_random_map(tr->m);
q_map = Utility::gen_random_map(tr->n);
inv_p_map = Utility::gen_inv_map(p_map);
inv_q_map = Utility::gen_inv_map(q_map);
p_map = p_map_cp = Utility::gen_random_map(tr->m);
q_map = q_map_cp = Utility::gen_random_map(tr->n);
inv_p_map = inv_p_map_cp = Utility::gen_inv_map(p_map);
inv_q_map = inv_q_map_cp = Utility::gen_inv_map(q_map);
omega_p = vector<mf_int>(tr->m, 0);
omega_q = vector<mf_int>(tr->n, 0);

Expand All @@ -3128,6 +3167,12 @@ try
tr->m, tr->n, param.k, avg/scale, omega_p, omega_q),
[] (mf_model *ptr) { mf_destroy_model(&ptr); });

if(true){ // (exp) toggle save model
Utility::shuffle_model(*model, inv_p_map_cp, inv_q_map_cp);
mf_save_initial_model(model.get());
Utility::shuffle_model(*model, p_map_cp, q_map_cp); // (exp) shuffle model base
}

for(mf_int i = 0; i < (mf_long)blocks.size(); ++i)
block_ptrs[i] = &blocks[i];

Expand Down Expand Up @@ -4071,10 +4116,10 @@ CrossValidatorBase::CrossValidatorBase(mf_parameter param_, mf_int nr_folds_)
mf_double CrossValidatorBase::do_cross_validation()
{
vector<mf_int> cv_blocks;
default_random_engine generator;
srand(0);
for(mf_int block = 0; block < nr_bins*nr_bins; ++block)
cv_blocks.push_back(block);
shuffle(cv_blocks.begin(), cv_blocks.end(), generator);
random_shuffle(cv_blocks.begin(), cv_blocks.end());

if(!quiet)
{
Expand Down Expand Up @@ -4352,6 +4397,48 @@ mf_int mf_save_model(mf_model const *model, char const *path)
return 0;
}

// (exp) save init model for matlab libmf code.
mf_int mf_save_initial_model(mf_model const *model)
{
ofstream fp("P.model");
ofstream fq("Q.model");
if(!fp.is_open())
return 1;

if(!fq.is_open())
return 1;

auto write = [&] (ofstream &f, mf_float *ptr, mf_int size, char prefix)
{
for(mf_int i = 1; i < size; ++i) // (exp) the data index is started from index 1
{
mf_float *ptr1 = ptr + (mf_long)i*model->k;
if(isnan(ptr1[0]))
{
f << 0 << " ";
for(mf_int d = 1; d < model->k; ++d)
f << " " << 0;
}
else
{
f << ptr1[0] << " ";
for(mf_int d = 1; d < model->k; ++d)
f << " " << ptr1[d];
}
f << endl;
}

};

write(fp, model->P, model->m, 'p');
write(fq, model->Q, model->n, 'q');

fp.close();
fq.close();

return 0;
}

mf_model* mf_load_model(char const *path)
{
ifstream f(path);
Expand Down
1 change: 1 addition & 0 deletions mf.h
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Original file line number Diff line number Diff line change
Expand Up @@ -72,6 +72,7 @@ struct mf_model
mf_problem read_problem(std::string path);

mf_int mf_save_model(struct mf_model const *model, char const *path);
mf_int mf_save_initial_model(struct mf_model const *model);

struct mf_model* mf_load_model(char const *path);

Expand Down