RooBatchCompute.cxx

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/*
 * Project: RooFit
 * Authors:
 *   Emmanouil Michalainas, CERN, September 2020
 *
 * Copyright (c) 2021, CERN
 *
 * Redistribution and use in source and binary forms,
 * with or without modification, are permitted according to the terms
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)
 */
 
/**
\file RooBatchCompute.cxx
\class RbcClass
\ingroup Roobatchcompute
 
This file contains the code for cpu computations using the RooBatchCompute library.
**/
 
#include "RooBatchCompute.h"
#include "RooNaNPacker.h"
#include "RooVDTHeaders.h"
#include "Batches.h"
 
#include <ROOT/RConfig.hxx>
 
#ifdef ROOBATCHCOMPUTE_USE_IMT
#include <ROOT/TExecutor.hxx>
#endif
 
#include <Math/Util.h>
 
#include <algorithm>
#include <sstream>
#include <stdexcept>
#include <vector>
 
#ifndef RF_ARCH
#error "RF_ARCH should always be defined"
#endif
 
namespace RooBatchCompute {
namespace RF_ARCH {
 
namespace {
 
void fillBatches(Batches &batches, double *output, size_t nEvents, std::size_t nBatches, ArgSpan extraArgs)
{
   batches.extra = extraArgs.data();
   batches.nEvents = nEvents;
   batches.nBatches = nBatches;
   batches.nExtra = extraArgs.size();
   batches.output = output;
}
 
void fillArrays(std::span<Batch> arrays, VarSpan vars, std::size_t nEvents)
{
   for (std::size_t i = 0; i < vars.size(); i++) {
      arrays[i]._array = vars[i].data();
      arrays[i]._isVector = vars[i].empty() || vars[i].size() >= nEvents;
   }
}
 
inline void advance(Batches &batches, std::size_t nEvents)
{
   for (std::size_t i = 0; i < batches.nBatches; i++) {
      Batch &arg = batches.args[i];
      arg._array += arg._isVector * nEvents;
   }
   batches.output += nEvents;
}
 
} // namespace
 
std::vector<void (*)(Batches &)> getFunctions();
 
/// This class overrides some RooBatchComputeInterface functions, for the
/// purpose of providing a CPU specific implementation of the library.
class RooBatchComputeClass : public RooBatchComputeInterface {
public:
   RooBatchComputeClass() : _computeFunctions(getFunctions())
   {
      // Set the dispatch pointer to this instance of the library upon loading
      dispatchCPU = this;
   }
 
   Architecture architecture() const override { return Architecture::RF_ARCH; };
   std::string architectureName() const override
   {
      // transform to lower case to match the original architecture name passed to the compiler
#ifdef _QUOTEVAL_ // to quote the value of the preprocessor macro instead of the name
#error "It's unexpected that _QUOTEVAL_ is defined at this point!"
#endif
#define _QUOTEVAL_(x) _QUOTE_(x)
      std::string out = _QUOTEVAL_(RF_ARCH);
#undef _QUOTEVAL_
      std::transform(out.begin(), out.end(), out.begin(), [](unsigned char c) { return std::tolower(c); });
      return out;
   };
 
   void compute(Config const &, Computer computer, std::span<double> output, VarSpan vars, ArgSpan extraArgs) override;
   double reduceSum(Config const &, InputArr input, size_t n) override;
   ReduceNLLOutput reduceNLL(Config const &, std::span<const double> probas, std::span<const double> weights,
                             std::span<const double> offsetProbas) override;
 
private:
#ifdef ROOBATCHCOMPUTE_USE_IMT
   void computeIMT(Computer computer, std::span<double> output, VarSpan vars, ArgSpan extraArgs);
#endif
 
   const std::vector<void (*)(Batches &)> _computeFunctions;
};
 
#ifdef ROOBATCHCOMPUTE_USE_IMT
void RooBatchComputeClass::computeIMT(Computer computer, std::span<double> output, VarSpan vars, ArgSpan extraArgs)
{
   std::size_t nEvents = output.size();
 
   if (nEvents == 0)
      return;
   ROOT::Internal::TExecutor ex;
   std::size_t nThreads = ex.GetPoolSize();
 
   std::size_t nEventsPerThread = nEvents / nThreads + (nEvents % nThreads > 0);
 
   // Reset the number of threads to the number we actually need given nEventsPerThread
   nThreads = nEvents / nEventsPerThread + (nEvents % nEventsPerThread > 0);
 
   auto task = [&](std::size_t idx) -> int {
      // Fill a std::vector<Batches> with the same object and with ~nEvents/nThreads
      // Then advance every object but the first to split the work between threads
      Batches batches;
      std::vector<Batch> arrays(vars.size());
      fillBatches(batches, output.data(), nEventsPerThread, vars.size(), extraArgs);
      fillArrays(arrays, vars, nEvents);
      batches.args = arrays.data();
      advance(batches, batches.nEvents * idx);
 
      // Set the number of events of the last Batches object as the remaining events
      if (idx == nThreads - 1) {
         batches.nEvents = nEvents - idx * batches.nEvents;
      }
 
      std::size_t events = batches.nEvents;
      batches.nEvents = bufferSize;
      while (events > bufferSize) {
         _computeFunctions[computer](batches);
         advance(batches, bufferSize);
         events -= bufferSize;
      }
      batches.nEvents = events;
      _computeFunctions[computer](batches);
      return 0;
   };
 
   std::vector<std::size_t> indices(nThreads);
   for (unsigned int i = 1; i < nThreads; i++) {
      indices[i] = i;
   }
   ex.Map(task, indices);
}
#endif
 
/** Compute multiple values using optimized functions.
This method creates a Batches object and passes it to the correct compute function.
In case Implicit Multithreading is enabled, the events to be processed are equally
divided among the tasks to be generated and computed in parallel.
\param computer An enum specifying the compute function to be used.
\param output The array where the computation results are stored.
\param vars A std::span containing pointers to the variables involved in the computation.
\param extraArgs An optional std::span containing extra double values that may participate in the computation. **/
void RooBatchComputeClass::compute(Config const &, Computer computer, std::span<double> output, VarSpan vars,
                                   ArgSpan extraArgs)
{
   // In the original implementation of this library, the evaluation was done
   // multi-threaded in implicit multi-threading was enabled in ROOT with
   // ROOT::EnableImplicitMT().
   //
   // However, this multithreaded mode was not carefully validated and is
   // therefore not production ready. One would first have to study the
   // overhead for different numbers of cores, number of events, and model
   // complexity. The, we should only consider implicit multithreading here if
   // there is no performance penalty for any scenario, to not surprise the
   // users with unexpected slowdows!
   //
   // Note that the priority of investigating this is not high, because RooFit
   // R & D efforts currently go in the direction of parallelization at the
   // level of the gradient components, or achieving single-threaded speedup
   // with automatic differentiation. Furthermore, the single-threaded
   // performance of the new CPU evaluation backend with the RooBatchCompute
   // library, is generally much faster than the legacy evaluation backend
   // already, even if the latter uses multi-threading.
#ifdef ROOBATCHCOMPUTE_USE_IMT
   if (ROOT::IsImplicitMTEnabled()) {
      computeIMT(computer, output, vars, extraArgs);
   }
#endif
 
   std::size_t nEvents = output.size();
 
   // Fill a std::vector<Batches> with the same object and with ~nEvents/nThreads
   // Then advance every object but the first to split the work between threads
   Batches batches;
   std::vector<Batch> arrays(vars.size());
   fillBatches(batches, output.data(), nEvents, vars.size(), extraArgs);
   fillArrays(arrays, vars, nEvents);
   batches.args = arrays.data();
 
   std::size_t events = batches.nEvents;
   batches.nEvents = bufferSize;
   while (events > bufferSize) {
      _computeFunctions[computer](batches);
      advance(batches, bufferSize);
      events -= bufferSize;
   }
   batches.nEvents = events;
   _computeFunctions[computer](batches);
}
 
namespace {
 
inline std::pair<double, double> getLog(double prob, ReduceNLLOutput &out)
{
   if (std::abs(prob) > 1e6) {
      out.nLargeValues++;
   }
 
   if (prob <= 0.0) {
      out.nNonPositiveValues++;
      return {std::log(prob), -prob};
   }
 
   if (std::isnan(prob)) {
      out.nNaNValues++;
      return {prob, RooNaNPacker::unpackNaN(prob)};
   }
 
   return {std::log(prob), 0.0};
}
 
} // namespace
 
double RooBatchComputeClass::reduceSum(Config const &, InputArr input, size_t n)
{
   return ROOT::Math::KahanSum<double, 4u>::Accumulate(input, input + n).Sum();
}
 
ReduceNLLOutput RooBatchComputeClass::reduceNLL(Config const &, std::span<const double> probas,
                                                std::span<const double> weights, std::span<const double> offsetProbas)
{
   ReduceNLLOutput out;
 
   double badness = 0.0;
 
   ROOT::Math::KahanSum<double> nllSum;
 
   for (std::size_t i = 0; i < probas.size(); ++i) {
 
      const double eventWeight = weights.size() > 1 ? weights[i] : weights[0];
 
      if (0. == eventWeight)
         continue;
 
      std::pair<double, double> logOut = getLog(probas[i], out);
      double term = logOut.first;
      badness += logOut.second;
 
      if (!offsetProbas.empty()) {
         term -= std::log(offsetProbas[i]);
      }
 
      term *= -eventWeight;
 
      nllSum.Add(term);
   }
 
   out.nllSum = nllSum.Sum();
   out.nllSumCarry = nllSum.Carry();
 
   if (badness != 0.) {
      // Some events with evaluation errors. Return "badness" of errors.
      out.nllSum = RooNaNPacker::packFloatIntoNaN(badness);
      out.nllSumCarry = 0.0;
   }
 
   return out;
}
 
/// Static object to trigger the constructor which overwrites the dispatch pointer.
static RooBatchComputeClass computeObj;
 
} // End namespace RF_ARCH
} // End namespace RooBatchCompute