def test_dim_over_nm_v2_zero(self, avail_mem):
tot_n = 400_000
tot_m = 2_000
n, m = select_dim_over_nm_v2(tot_n,
tot_m,
coef_nm=0,
coef_n=0,
coef_m=0,
rest=0,
max_mem=avail_mem)
created = 0
do_check(created, avail_mem, n, tot_n, m, tot_m)
n, m = select_dim_over_nm_v2(tot_n,
tot_m,
coef_nm=1.3,
coef_n=0,
coef_m=0,
rest=9890,
max_mem=avail_mem)
created = 1.3 * n * m + 9890
do_check(created, avail_mem, n, tot_n, m, tot_m)
n, m = select_dim_over_nm_v2(tot_n,
tot_m,
coef_nm=0,
coef_n=2.0,
coef_m=0,
rest=9890,
max_mem=avail_mem)
created = 2 * n + 9890
do_check(created, avail_mem, n, tot_n, m, tot_m)
def test_dim_over_nm_v2_notenough(self, avail_mem):
tot_n = 40_000
tot_m = 2_000
tot_d = 30_720
tot_t = 10
with pytest.raises(MemoryError):
select_dim_over_nm_v2(tot_n,
tot_m,
coef_nm=1.0,
coef_n=tot_d + tot_t,
coef_m=tot_d + tot_t,
rest=0,
max_mem=avail_mem)
with pytest.raises(MemoryError):
select_dim_over_nm_v2(tot_n,
tot_m,
coef_nm=0.1,
coef_n=0,
coef_m=0,
rest=12312,
max_mem=avail_mem)
def test_dim_over_nm_v2(self, avail_mem):
tot_n = 40_000
tot_m = 2_000
tot_d = 30_720
tot_t = 10
n, m = select_dim_over_nm_v2(tot_n,
tot_m,
coef_nm=1.0,
coef_n=tot_d + tot_t,
coef_m=tot_d + tot_t,
rest=0,
max_mem=avail_mem)
created = n * m + n * tot_t + n * tot_d + m * tot_d + m * tot_t
do_check(created, avail_mem, n, tot_n, m, tot_m)
def fmmv_cpu_sparse(X1: SparseTensor,
X2: SparseTensor,
v: torch.Tensor,
kernel: 'falkon.kernels.Kernel',
out: Optional[torch.Tensor],
opt: BaseOptions):
opt = _setup_opt(opt, is_cpu=True)
dtype = X1.dtype
ntot, dtot = X1.size()
mtot, T = v.size()
# Create output matrix
if out is None:
out = torch.empty(ntot, T, dtype=dtype)
out.fill_(0.0)
avail_mem = _get_cpu_ram(opt, 0.95) / sizeof_dtype(dtype)
# Narrowing X1, X2: n + m
# Prepare - not computable, depends on kernel
# ker_chunk : n*m
# finalize : 0 (if can be implemented in place, kernel-dependent)
n, m = select_dim_over_nm_v2(max_n=ntot, max_m=mtot, coef_nm=1, coef_n=1, coef_m=1, rest=0,
max_mem=avail_mem)
ker_chunk = create_same_stride((n, m), out, dtype, device='cpu')
for i in range(0, ntot, n):
ic = min(n, ntot - i)
cur_out = out[i:i + ic, :]
X1_chunk = X1.narrow_rows(i, ic)
for j in range(0, mtot, m):
jc = min(m, mtot - j)
X2_chunk = X2.narrow_rows(j, jc)
cur_ker_chunk = ker_chunk[:ic, :jc]
cur_ker_chunk.fill_(0.0)
ddd = kernel._prepare_sparse(X1_chunk, X2_chunk)
kernel._apply_sparse(X1_chunk, X2_chunk.transpose_csc(), cur_ker_chunk)
kernel._finalize(cur_ker_chunk, ddd)
# Multiply by the vector v
cur_out.addmm_(cur_ker_chunk, v.narrow(0, j, jc))
return out
def _sparse_fmm(proc_idx, queue, device_id):
a: ArgsFmm = queue.get()
X1: SparseTensor = a.X1
X2: SparseTensor = a.X2
out = a.out
kernel, gpu_dtype = a.kernel, a.gpu_dtype
max_mem = a.max_mem
ntot, dtot = X1.shape
mtot = X2.size(0)
avail_mem = max_mem / sizeof_dtype(gpu_dtype)
# Memory usage:
# X1_chunk : ntot + 2 * D * ntot * density
# X2_chunk : dtot + 2 * D * mtot * density (because is transposed)
# sparse_out : ntot + 2 * ntot * mtot * density (assume density=1 here)
# ker_gpu : mtot * ntot
n, m = select_dim_over_nm_v2(max_n=ntot,
max_m=mtot,
coef_nm=3,
coef_n=2 + 2 * dtot * X1.density,
coef_m=2 * dtot * X2.density,
rest=dtot,
max_mem=avail_mem)
tc_device = torch.device('cuda:%d' % (int(device_id)))
with torch.cuda.device(tc_device):
# Initialize GPU buffers
g_out = create_same_stride((n, m), out, gpu_dtype, tc_device)
cpu_buf = None
if X1.dtype != gpu_dtype:
cpu_buf = create_same_stride((n, m),
out,
gpu_dtype,
'cpu',
pin_memory=True)
for j in range(0, mtot, m):
jc = min(m, mtot - j)
X2_chunk = X2.narrow_rows(j, jc).to(dtype=gpu_dtype)
X2_chunk_d = SparseTensor.from_scipy(
X2_chunk.transpose_csc().to_scipy().tocsr(copy=False)) \
.index_to_int() \
.to(device=tc_device)
for i in range(0, ntot, n):
ic = min(n, ntot - i)
X1_chunk = X1.narrow_rows(i, ic).to(dtype=gpu_dtype)
X1_chunk_d = X1_chunk.index_to_int().to(device=tc_device)
cur_g_out = g_out.narrow(0, 0, ic).narrow(1, 0, jc)
cur_g_out.fill_(0.0)
ddd = kernel._prepare_sparse(X1_chunk, X2_chunk)
cur_g_out = kernel._apply_sparse(X1_chunk_d, X2_chunk_d,
cur_g_out)
cur_g_out = kernel._finalize(cur_g_out, ddd)
copy_to_host_noorder(ic, jc, cur_g_out, 0, 0, out, i, j,
cpu_buf)
del ddd, X1_chunk_d, X1_chunk
del X2_chunk, X2_chunk_d
del g_out
return out
def sparse_fmmv(proc_idx, queue, device_id):
a: ArgsFmmv = queue.get()
X1: SparseTensor = a.X1
X2: SparseTensor = a.X2
v, out = a.v, a.out
kernel, max_mem = a.kernel, a.max_mem
dtype = X1.dtype
cuda_inputs = X1.is_cuda
ntot, dtot = X1.shape
mtot, T = v.size()
avail_mem = max_mem / sizeof_dtype(dtype)
# Memory needs:
# X1_chunk : N + 2*D*N*density
# X2_chunk : D + 2*D*M*density (because is transposed)
# sparse_out : N + 2*N*M*(density) (assume density = 1)
# ker_gpu : M*N
# mmv_gpu : N*T
# v_gpu : M*T
# Other: GPU buffer
n, m = select_dim_over_nm_v2(max_n=ntot,
max_m=mtot,
coef_nm=3,
coef_n=2 + 2 * dtot * X1.density + T,
coef_m=2 * dtot * X2.density + T,
rest=dtot,
max_mem=avail_mem)
ddev = torch.device('cuda:%d' % int(device_id))
with tcd.device(ddev):
# First collect necessary memory
mem_needed = mtot * T + n * T + n * m
# Create flat tensor
flat_gpu_tn = torch.empty(size=(mem_needed, ),
dtype=dtype,
device=ddev)
# Extract the sub-tensors
flat_offset = 0
v_gpu = extract_same_stride(flat_gpu_tn,
size=(mtot, T),
other=v,
offset=flat_offset)
flat_offset += np.prod(v_gpu.shape)
copy_to_device_noorder(mtot, T, v, 0, 0, v_gpu, 0, 0)
mmv_gpu = extract_same_stride(flat_gpu_tn,
size=(n, T),
other=out,
offset=flat_offset)
flat_offset += np.prod(mmv_gpu.shape)
# ker_gpu should be fortran-ordered due to cusparse csr2dense function
ker_gpu = extract_fortran(flat_gpu_tn, size=(n, m), offset=flat_offset)
flat_offset += np.prod(ker_gpu.shape)
for i in range(0, ntot, n):
ic = min(n, ntot - i)
cur_mmv_gpu = mmv_gpu[:ic] # n x T
cur_mmv_gpu.fill_(0.0)
X1_chunk = X1.narrow_rows(i, ic)
X1_chunk_d = X1_chunk.index_to_int().to(device=ddev)
for j in range(0, mtot, m):
jc = min(m, mtot - j)
X2_chunk = X2.narrow_rows(j, jc)
# Prepare sparse on CPU
ddd = kernel._prepare_sparse(X1_chunk, X2_chunk)
# Transpose X2-chunk and convert it to CSR. This uses lots of RAM
X2_chunk_d = SparseTensor.from_scipy(
X2_chunk.transpose_csc().to_scipy().tocsr(copy=False)) \
.index_to_int() \
.to(device=ddev)
cur_ker_gpu = ker_gpu[:ic, :jc]
cur_ker_gpu.fill_(0.0)
# Run the matrix multiplication (kernel apply)
cur_ker_gpu = kernel._apply_sparse(X1_chunk_d, X2_chunk_d,
cur_ker_gpu)
cur_ker_gpu = kernel._finalize(cur_ker_gpu, ddd)
# Multiply by the vector v
cur_mmv_gpu.addmm_(cur_ker_gpu, v_gpu.narrow(0, j, jc))
del ddd, X2_chunk, X2_chunk_d
# send result to CPU
if not cuda_inputs:
copy_to_host_noorder(ic, T, cur_mmv_gpu, 0, 0, out, i, 0)
del X1_chunk, X1_chunk_d
return out
def distk_fmmv(proc_idx, queue, device_id):
a: ArgsFmmv = queue.get()
X1, X2, v, out = a.X1, a.X2, a.v, a.out
kernel: L2DistanceKernel = a.kernel
max_mem = a.max_mem
N, D = X1.shape
M = X2.shape[0]
T = v.shape[1]
dtype = X1.dtype
cuda_inputs = X1.is_cuda
# GPU memory usage:
# X1s : n x D
# X2s : m x D
# vs : m x T
# nm : n x m
# out : n x T
# -----------
# total: n*m + n * (D + T) + m * (D + T) = R
avail_mem = max_mem / sizeof_dtype(dtype)
n, m = select_dim_over_nm_v2(max_n=N,
max_m=M,
coef_nm=1,
coef_n=D + T,
coef_m=D + T,
rest=0,
max_mem=avail_mem)
ddev = torch.device('cuda:%d' % int(device_id))
with tcd.device(ddev):
mem_needed = n * m
if not cuda_inputs:
mem_needed += n * T + n * D + m * D + m * T
flat_gpu_tn = torch.empty(size=(mem_needed, ),
dtype=dtype,
device=ddev)
flat_offset = 0
nm_gpu = extract_same_stride(flat_gpu_tn,
size=(n, m),
other=X1,
offset=flat_offset)
flat_offset += np.prod(nm_gpu.shape)
if not cuda_inputs:
out_gpu = extract_same_stride(flat_gpu_tn,
size=(n, T),
other=out,
offset=flat_offset)
flat_offset += np.prod(out_gpu.shape)
X1s_gpu = extract_same_stride(flat_gpu_tn,
size=(n, D),
other=X1,
offset=flat_offset)
flat_offset += np.prod(X1s_gpu.shape)
X2s_gpu = extract_same_stride(flat_gpu_tn,
size=(m, D),
other=X2,
offset=flat_offset)
flat_offset += np.prod(X2s_gpu.shape)
vs_gpu = extract_same_stride(flat_gpu_tn,
size=(m, T),
other=v,
offset=flat_offset)
flat_offset += np.prod(vs_gpu.shape)
for i in range(0, N, n):
nb = min(n, N - i)
if cuda_inputs:
cur_X1s_gpu = X1.narrow(0, i, nb) # n x D
else:
cur_X1s_gpu = copy_to_device_noorder(nb, D, X1, i, 0, X1s_gpu,
0, 0)
sq1 = torch.norm(cur_X1s_gpu, p=2, dim=1, keepdim=True).pow_(2)
if cuda_inputs:
cur_out_gpu = out.narrow(0, i, nb) # n x T
else:
cur_out_gpu = out_gpu.narrow(0, 0, nb) # n x T
cur_out_gpu.fill_(0.0)
for j in range(0, M, m):
mb = min(m, M - j)
if cuda_inputs:
cur_X2s_gpu = X2.narrow(0, j, mb) # m x D
cur_vs_gpu = v.narrow(0, j, mb) # m x T
else:
cur_X2s_gpu = copy_to_device_noorder(
mb, D, X2, j, 0, X2s_gpu, 0, 0) # m x D
cur_vs_gpu = copy_to_device_noorder(
mb, T, v, j, 0, vs_gpu, 0, 0) # m x T
cur_nm_gpu = nm_gpu[:nb, :mb] # n x m
sq2 = torch.norm(cur_X2s_gpu, p=2, dim=1, keepdim=True).pow_(2)
torch.mm(cur_X1s_gpu, cur_X2s_gpu.T, out=cur_nm_gpu)
cur_nm_gpu.mul_(-2.0)
cur_nm_gpu.add_(sq1)
cur_nm_gpu.add_(sq2.T)
cur_nm_gpu.clamp_min_(0)
kernel._transform(cur_nm_gpu)
# Multiply by the vector v
cur_out_gpu.addmm_(cur_nm_gpu, cur_vs_gpu) # n x T
if not cuda_inputs:
# send result to CPU
copy_to_host_noorder(nb, T, out_gpu, 0, 0, out, i, 0)
return out