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Merged
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Jun 26, 2018
Merged

Adding Factorization Machines #383

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a215156
Adding Factorization Machines
sfilipi Jun 26, 2018
2b27ffe
removing utility script
sfilipi Jun 26, 2018
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9 changes: 9 additions & 0 deletions src/Microsoft.ML.CpuMath/AssemblyInfo.cs
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// Licensed to the .NET Foundation under one or more agreements.
// The .NET Foundation licenses this file to you under the MIT license.
// See the LICENSE file in the project root for more information.

using System.Reflection;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;

[assembly: InternalsVisibleTo("Microsoft.ML.StandardLearners, PublicKey=00240000048000009400000006020000002400005253413100040000010001004b86c4cb78549b34bab61a3b1800e23bfeb5b3ec390074041536a7e3cbd97f5f04cf0f857155a8928eaa29ebfd11cfbbad3ba70efea7bda3226c6a8d370a4cd303f714486b6ebc225985a638471e6ef571cc92a4613c00b8fa65d61ccee0cbe5f36330c9a01f4183559f1bef24cc2917c6d913e3a541333a1d05d9bed22b38cb")]
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@eerhardt eerhardt Jun 26, 2018 •
edited by sfilipi
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Is this necessary? #Pending

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AlignedArray.Items is internal, but gets accessed in FactorizationMachines.

Will get rid of it we move off AlignedArray.

In reply to: 198213276 [](ancestors = 198213276)

94 changes: 94 additions & 0 deletions src/Microsoft.ML.StandardLearners/FactorizationMachine/FactorizationMachineInterface.cs
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// Licensed to the .NET Foundation under one or more agreements.
// The .NET Foundation licenses this file to you under the MIT license.
// See the LICENSE file in the project root for more information.

using Microsoft.ML.Runtime.Internal.CpuMath;
using Microsoft.ML.Runtime.Internal.Utilities;
using System.Runtime.InteropServices;

using System.Security;

namespace Microsoft.ML.Runtime.FactorizationMachine
{
internal unsafe static class FieldAwareFactorizationMachineInterface
{
internal const string NativePath = "FactorizationMachineNative";
public const int CbAlign = 16;

private static bool Compat(AlignedArray a)
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Hi @sfilipi and @wschin , could I ask, was the usage of AlignedArray here intentional, in the sense that without aligned array something bad happens? Or was it just copying over the practices in some existing code? If the latter, could we just as easily have used fixed with simple arrays, and whatnot? Relevant to discussions I've had with @eerhardt ... we want to get rid of AlignedArray.

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In a few small benchmark performance tests I've run, AlignedArray performs worse than using a regular array.

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FFM's core computation is done by SSE code, which requires the memory blocks to be aligned. The main computation doesn't call any member functions of AlighedArray, we just use AlighedArray as something like new operator. Thus, the performance is possibly as good as regular array.

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@eerhardt eerhardt Jun 26, 2018 •
edited by sfilipi
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From my investigation, I concluded that the performance penalty being paid was where we are moving the array elements around in memory to manually align it.

machinelearning/src/Microsoft.ML.CpuMath/AlignedArray.cs

Line 67 in c023727

MoveData(ifltMin);

In my experience, doing this copying is worse performance than just using unaligned reads.

Another way to fix this issue is to use both a preamble and a postamble to get aligned. The idea is to do the operation one element at a time while you are not aligned at the beginning. Then once you hit the alignment, do the vectorization operation as usual. Then at the end, do one element at a time for the last elements that don't fill out a full section. #Pending

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Thanks for the note Eric. Added notes to Issue #146, to address this.

In reply to: 198231400 [](ancestors = 198231400)

{
Contracts.AssertValue(a);
Contracts.Assert(a.Size > 0);
return a.CbAlign == CbAlign;
}

private unsafe static float* Ptr(AlignedArray a, float* p)
{
Contracts.AssertValue(a);
float* q = p + a.GetBase((long)p);
Contracts.Assert(((long)q & (CbAlign - 1)) == 0);
return q;
}

[DllImport(NativePath), SuppressUnmanagedCodeSecurity]
public static extern void CalculateIntermediateVariablesNative(int fieldCount, int latentDim, int count, int* /*const*/ fieldIndices, int* /*const*/ featureIndices,
float* /*const*/ featureValues, float* /*const*/ linearWeights, float* /*const*/ latentWeights, float* latentSum, float* response);
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@Ivanidzo4ka Ivanidzo4ka Jun 20, 2018 •
edited by sfilipi
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/const/ [](start = 51, length = 9)

are this comments here for a reason? #Resolved

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@wschin just remove them, or need to comment on them?

In reply to: 196861706 [](ancestors = 196861706)

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@wschin wschin Jun 20, 2018 •
edited by sfilipi
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I added those comments /*const*/ following another learner's implementation. It also uses C++ and C# together. The comments means "although they are not constant pointers, you should not touch their values." #Resolved

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added this comment to the code.

In reply to: 196948210 [](ancestors = 196948210)


[DllImport(NativePath), SuppressUnmanagedCodeSecurity]
public static extern void CalculateGradientAndUpdateNative(float lambdaLinear, float lambdaLatent, float learningRate, int fieldCount, int latentDim, float weight,
int count, int* /*const*/ fieldIndices, int* /*const*/ featureIndices, float* /*const*/ featureValues, float* /*const*/ latentSum, float slope,
float* linearWeights, float* latentWeights, float* linearAccumulatedSquaredGrads, float* latentAccumulatedSquaredGrads);

public static void CalculateIntermediateVariables(int fieldCount, int latentDim, int count, int[] fieldIndices, int[] featureIndices, float[] featureValues,
float[] linearWeights, AlignedArray latentWeights, AlignedArray latentSum, ref float response)
{
Contracts.AssertNonEmpty(fieldIndices);
Contracts.AssertNonEmpty(featureValues);
Contracts.AssertNonEmpty(featureIndices);
Contracts.AssertNonEmpty(linearWeights);
Contracts.Assert(Compat(latentWeights));
Contracts.Assert(Compat(latentSum));

unsafe
{
fixed (int* pf = &fieldIndices[0])
fixed (int* pi = &featureIndices[0])
fixed (float* px = &featureValues[0])
fixed (float* pw = &linearWeights[0])
fixed (float* pv = &latentWeights.Items[0])
fixed (float* pq = &latentSum.Items[0])
fixed (float* pr = &response)
CalculateIntermediateVariablesNative(fieldCount, latentDim, count, pf, pi, px, pw, Ptr(latentWeights, pv), Ptr(latentSum, pq), pr);
}
}

public static void CalculateGradientAndUpdate(float lambdaLinear, float lambdaLatent, float learningRate, int fieldCount, int latentDim,
float weight, int count, int[] fieldIndices, int[] featureIndices, float[] featureValues, AlignedArray latentSum, float slope,
float[] linearWeights, AlignedArray latentWeights, float[] linearAccumulatedSquaredGrads, AlignedArray latentAccumulatedSquaredGrads)
{
Contracts.AssertNonEmpty(fieldIndices);
Contracts.AssertNonEmpty(featureIndices);
Contracts.AssertNonEmpty(featureValues);
Contracts.Assert(Compat(latentSum));
Contracts.AssertNonEmpty(linearWeights);
Contracts.Assert(Compat(latentWeights));
Contracts.AssertNonEmpty(linearAccumulatedSquaredGrads);
Contracts.Assert(Compat(latentAccumulatedSquaredGrads));

unsafe
{
fixed (int* pf = &fieldIndices[0])
fixed (int* pi = &featureIndices[0])
fixed (float* px = &featureValues[0])
fixed (float* pq = &latentSum.Items[0])
fixed (float* pw = &linearWeights[0])
fixed (float* pv = &latentWeights.Items[0])
fixed (float* phw = &linearAccumulatedSquaredGrads[0])
fixed (float* phv = &latentAccumulatedSquaredGrads.Items[0])
CalculateGradientAndUpdateNative(lambdaLinear, lambdaLatent, learningRate, fieldCount, latentDim, weight, count, pf, pi, px,
Ptr(latentSum, pq), slope, pw, Ptr(latentWeights, pv), phw, Ptr(latentAccumulatedSquaredGrads, phv));
}

}
}
}
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