[ML] Ensure the performance critical data are 16 byte aligned for data frame analyses

docs/CHANGELOG.asciidoc

@@ -58,6 +58,8 @@
   (See {ml-pull}1126[#1126], issue: {issue}54506[#54506].)
 * Added a {ml} native code build for Linux on AArch64. (See {ml-pull}1132[#1132] and
   {ml-pull}1135[#1135].)
+* Improve data frame analysis runtime by optimising memory alignment for intrinsic
+  operations. (See {ml-pull}1142[#1142].)
 
 == {es} version 7.7.1
 
@@ -66,7 +68,6 @@
 * Fixed background persistence of categorizer state (See {ml-pull}1137[#1137],
   issue: {ml-issue}1136[#1136].)
 
-
 == {es} version 7.7.0
 
 === New Features

include/api/CDataFrameTrainBoostedTreeRunner.h

@@ -52,7 +52,7 @@ class API_EXPORT CDataFrameTrainBoostedTreeRunner : public CDataFrameAnalysisRun
     static const std::string NUM_TOP_FEATURE_IMPORTANCE_VALUES;
     static const std::string TRAINING_PERCENT_FIELD_NAME;
 
-    //Output
+    // Output
     static const std::string IS_TRAINING_FIELD_NAME;
     static const std::string FEATURE_NAME_FIELD_NAME;
     static const std::string IMPORTANCE_FIELD_NAME;

include/core/CAlignment.h

@@ -0,0 +1,114 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+
+#ifndef INCLUDED_ml_core_CAlignment_h
+#define INCLUDED_ml_core_CAlignment_h
+
+#include <core/ImportExport.h>
+
+#include <Eigen/Core>
+
+#include <array>
+#include <cstddef>
+#include <vector>
+
+namespace ml {
+namespace core {
+
+class CORE_EXPORT CAlignment {
+public:
+    //! Alignment types.
+    enum EType {
+        E_Unaligned = 1,
+        E_Aligned8 = 8,
+        E_Aligned16 = 16,
+        E_Aligned32 = 32
+    };
+
+    //! This is an ordering by inclusion, i.e. \p lhs < \p rhs if an address is
+    //! \p rhs aligned implies it is lhs aligned but not vice versa.
+    static bool less(EType lhs, EType rhs) { return bytes(lhs) < bytes(rhs); }
+
+    //! Get the alignment of \p address.
+    template<typename T>
+    static EType maxAlignment(const T* address) {
+        // clang-format off
+        return (isAligned(address, E_Aligned32) ? E_Aligned32 :
+               (isAligned(address, E_Aligned16) ? E_Aligned16 :
+               (isAligned(address, E_Aligned8)  ? E_Aligned8  :
+               (E_Unaligned))));
+        // clang-format on
+    }
+
+    //! Check if \p address has \p alignment.
+    template<typename T>
+    static bool isAligned(const T* address, EType alignment) {
+        return offset(address, alignment) == 0;
+    }
+
+    //! Get the next index in \p buffer which is aligned to \p alignment.
+    template<typename T, std::size_t N>
+    static std::size_t
+    nextAligned(const std::array<T, N>& buffer, std::size_t index, EType alignment) {
+        std::size_t offset_{offset(&buffer[index], alignment)};
+        return offset_ == 0 ? index : index + (bytes(alignment) - offset_) / sizeof(T);
+    }
+
+    //! Get the next index in \p buffer which is aligned to \p alignment.
+    template<typename T>
+    static std::size_t
+    nextAligned(const std::vector<T>& buffer, std::size_t index, EType alignment) {
+        std::size_t offset_{offset(&buffer[index], alignment)};
+        return offset_ == 0 ? index : index + (bytes(alignment) - offset_) / sizeof(T);
+    }
+
+    //! Round up n items of T so they use a multiple of \p alignment size memory.
+    template<typename T>
+    static std::size_t roundup(EType alignment, std::size_t n) {
+        return roundupSizeof<T>(alignment, n) / sizeof(T);
+    }
+
+    //! Round up sizeof(T) up to multiple of \p alignment bytes.
+    template<typename T>
+    static std::size_t roundupSizeof(EType alignment, std::size_t n = 1) {
+        std::size_t bytes_{bytes(alignment)};
+        return ((n * sizeof(T) + bytes_ - 1) / bytes_) * bytes_;
+    }
+
+    //! Print the type.
+    static std::string print(EType type) {
+        switch (type) {
+        case E_Unaligned:
+            return "unaligned";
+        case E_Aligned8:
+            return "aligned 8";
+        case E_Aligned16:
+            return "aligned 16";
+        case E_Aligned32:
+            return "aligned 32";
+        }
+        return "";
+    }
+
+private:
+    template<typename T>
+    static std::size_t offset(const T* address, EType alignment) {
+        return reinterpret_cast<std::size_t>(address) & mask(alignment);
+    }
+
+    static std::size_t mask(EType alignment) { return bytes(alignment) - 1; }
+
+    static std::size_t bytes(EType alignment) {
+        return static_cast<std::size_t>(alignment);
+    }
+};
+
+template<typename T>
+using CAlignedAllocator = Eigen::aligned_allocator<T>;
+}
+}
+
+#endif // INCLUDED_ml_core_CAlignment_h

include/core/CDataFrame.h

@@ -7,6 +7,7 @@
 #ifndef INCLUDED_ml_core_CDataFrame_h
 #define INCLUDED_ml_core_CDataFrame_h
 
+#include <core/CAlignment.h>
 #include <core/CFloatStorage.h>
 #include <core/CPackedBitVector.h>
 #include <core/CVectorRange.h>
@@ -32,7 +33,7 @@ class CTemporaryDirectory;
 
 namespace data_frame_detail {
 
-using TFloatVec = std::vector<CFloatStorage>;
+using TFloatVec = std::vector<CFloatStorage, CAlignedAllocator<CFloatStorage>>;
 using TFloatVecItr = TFloatVec::iterator;
 using TInt32Vec = std::vector<std::int32_t>;
 using TInt32VecCItr = TInt32Vec::const_iterator;
@@ -178,47 +179,54 @@ class CORE_EXPORT CRowIterator final
 //! parallelized in which case each reader reads a disjoint subset of the data
 //! frame's rows.
 //!
-//! Space can be reserved at any point to hold one or more additional columns.
-//! These are not visible until they are written.
+//! Space can be reserved for additional rows and the data frame can be resized
+//! to hold one or more additional columns. Resizing is a heavyweight operation
+//! and should be minimized.
 //!
 //! IMPLEMENTATION:\n
 //! This is a fairly lightweight container which is essentially responsible
 //! for managing the read and write process to some underlying store format.
 //! The store format is determined by the user implementing functionality to
 //! read and write state from the store. For example, these could copy to /
 //! from main memory, "write to" / "read from" disk, etc. A factory function
-//! must be provided to the constructor which effectively that determines the
-//! type of storage used. It is assumed that copying this has no side effects.
+//! for new chunks of storage must be provided to the constructor and this
+//! effectively determines the type of storage used. It is assumed that copying
+//! this function has no side effects.
 //!
 //! The data frame is divided into slices each of which represent a number of
 //! contiguous rows. The idea is that they contain a reasonable amount of memory
 //! so that, for example, they significantly reduce the number of "writes to" /
 //! "reads from" disk (a whole slice being written or read in one go), mean we'll
 //! get good locality of reference and mean there is minimal book keeping overhead
 //! (such as state for vector sizes, pointers to starts of memory blocks, etc).
-//! In addition, it is assumed that access to the individual slices is thread
-//! safe. If they share state the implementation must ensure that access to this
-//! is synchronized.
+//! It is possible to choose an alignment for each row in which case the address
+//! of the start of each row is 8, 16, etc byte aligned. This comes with a memory
+//! overhead as row sizes are then rounded up to the nearest multiple of the
+//! alignment size. Finally, note that it is assumed that access to the individual
+//! slices is thread safe. If they share state the implementation must ensure that
+//! access to this is synchronized.
 //!
-//! Reads and writes of a single row are also done via call backs supplied to the
+//! Reads and writes of a single row are done via call backs supplied to the
 //! readRows and writeRow functions. This is to achieve maximum decoupling from
 //! the calling code for how the underlying values are used or where they come
 //! from. It also means certain operations can be done very efficiently. For example,
 //! a stream can be attached to a row writer function to copy the values directly
-//! into the data frame storage.
+//! into the data frame storage with no marshalling costs.
 //!
-//! Read and writes to storage can optionally happen in a separate thread to the
-//! row reading and writing to deal with the case that these operations can by
-//! time consuming.
+//! Read from and writes to storage can optionally happen in a separate thread
+//! to the row reading and writing to deal with the case that these operations
+//! can by time consuming.
 class CORE_EXPORT CDataFrame final {
 public:
     using TBoolVec = std::vector<bool>;
+    using TSizeVec = std::vector<std::size_t>;
     using TStrVec = std::vector<std::string>;
     using TStrVecVec = std::vector<TStrVec>;
     using TStrCRng = CVectorRange<const TStrVec>;
-    using TFloatVec = std::vector<CFloatStorage>;
+    using TFloatVec = std::vector<CFloatStorage, CAlignedAllocator<CFloatStorage>>;
     using TFloatVecItr = TFloatVec::iterator;
     using TInt32Vec = std::vector<std::int32_t>;
+    using TSizeAlignmentPrVec = std::vector<std::pair<std::size_t, CAlignment::EType>>;
     using TRowRef = data_frame_detail::CRowRef;
     using TRowItr = data_frame_detail::CRowIterator;
     using TRowFunc = std::function<void(TRowItr, TRowItr)>;
@@ -245,6 +253,7 @@ class CORE_EXPORT CDataFrame final {
 public:
     //! \param[in] inMainMemory True if the data frame is stored in main memory.
     //! \param[in] numberColumns The number of columns in the data frame.
+    //! \param[in] rowAlignment The alignment to use for the start of each row.
     //! \param[in] sliceCapacityInRows The capacity of a slice of the data frame
     //! as a number of rows.
     //! \param[in] readAndWriteToStoreSyncStrategy Controls whether reads and
@@ -256,13 +265,15 @@ class CORE_EXPORT CDataFrame final {
     //! the implementers responsibility to ensure these conditions are satisfied.
     CDataFrame(bool inMainMemory,
                std::size_t numberColumns,
+               CAlignment::EType rowAlignment,
                std::size_t sliceCapacityInRows,
                EReadWriteToStorage readAndWriteToStoreSyncStrategy,
                const TWriteSliceToStoreFunc& writeSliceToStore);
 
     //! Overload which manages the setting of slice capacity to a sensible default.
     CDataFrame(bool inMainMemory,
                std::size_t numberColumns,
+               CAlignment::EType rowAlignment,
                EReadWriteToStorage readAndWriteToStoreSyncStrategy,
                const TWriteSliceToStoreFunc& writeSliceToStore);
 
@@ -297,6 +308,18 @@ class CORE_EXPORT CDataFrame final {
     //! \param[in] numberColumns The desired number of columns.
     void resizeColumns(std::size_t numberThreads, std::size_t numberColumns);
 
+    //! Resize to contain \p extraColumns columns.
+    //!
+    //! These are split up into blocks of columns with their required alignment.
+    //! Pads are automatically inserted for alignment and a vector of the start
+    //! position of each block of columns is returned.
+    //!
+    //! \param[in] numberThreads The target number of threads to use.
+    //! \param[in] extraColumns The desired additional columns.
+    //! \return The index of each (block of) columns in \p extraColumns.
+    //! \warning This only supports alignments less than or equal the row alignment.
+    TSizeVec resizeColumns(std::size_t numberThreads, const TSizeAlignmentPrVec& extraColumns);
+
     //! This reads rows using one or more readers.
     //!
     //! One reader is bound to one thread. Each thread reads a disjoint subset
@@ -351,7 +374,7 @@ class CORE_EXPORT CDataFrame final {
         std::vector<READER> readers;
         readers.reserve(result.first.size());
         for (auto& reader_ : result.first) {
-            readers.push_back(std::move(*reader_.target<READER>()));
+            readers.emplace_back(std::move(*reader_.target<READER>()));
         }
 
         return {std::move(readers), result.second};
@@ -412,7 +435,7 @@ class CORE_EXPORT CDataFrame final {
         std::vector<WRITER> writers;
         writers.reserve(result.first.size());
         for (auto& writer_ : result.first) {
-            writers.push_back(std::move(*writer_.target<WRITER>()));
+            writers.emplace_back(std::move(*writer_.target<WRITER>()));
         }
 
         return {std::move(writers), result.second};
@@ -485,7 +508,8 @@ class CORE_EXPORT CDataFrame final {
     //! \p numberColumns columns.
     static std::size_t estimateMemoryUsage(bool inMainMemory,
                                            std::size_t numberRows,
-                                           std::size_t numberColumns);
+                                           std::size_t numberColumns,
+                                           CAlignment::EType alignment);
 
     //! Get the value to use for a missing element in a data frame.
     static constexpr double valueOfMissing() {
@@ -568,6 +592,8 @@ class CORE_EXPORT CDataFrame final {
     std::size_t m_RowCapacity;
     //! The capacity of a slice of the data frame as a number of rows.
     std::size_t m_SliceCapacityInRows;
+    //! The start of row memory alignment.
+    core::CAlignment::EType m_RowAlignment;
 
     //! If true read and write asynchronously to storage.
     EReadWriteToStorage m_ReadAndWriteToStoreSyncStrategy;
@@ -610,12 +636,14 @@ class CORE_EXPORT CDataFrame final {
 //! capacity in rows.
 //! \param[in] readWriteToStoreSyncStrategy Controls whether reads and writes
 //! from slice storage are synchronous or asynchronous.
+//! \param[in] alignment The alignment to use for the start of each row.
 CORE_EXPORT
 std::pair<std::unique_ptr<CDataFrame>, std::shared_ptr<CTemporaryDirectory>>
 makeMainStorageDataFrame(std::size_t numberColumns,
                          boost::optional<std::size_t> sliceCapacity = boost::none,
                          CDataFrame::EReadWriteToStorage readWriteToStoreSyncStrategy =
-                             CDataFrame::EReadWriteToStorage::E_Sync);
+                             CDataFrame::EReadWriteToStorage::E_Sync,
+                         CAlignment::EType alignment = CAlignment::E_Aligned16);
 
 //! Make a data frame which uses disk storage for its slices.
 //!
@@ -627,14 +655,16 @@ makeMainStorageDataFrame(std::size_t numberColumns,
 //! capacity in rows.
 //! \param[in] readWriteToStoreSyncStrategy Controls whether reads and writes
 //! from slice storage are synchronous or asynchronous.
+//! \param[in] alignment The alignment to use for the start of each row.
 CORE_EXPORT
 std::pair<std::unique_ptr<CDataFrame>, std::shared_ptr<CTemporaryDirectory>>
 makeDiskStorageDataFrame(const std::string& rootDirectory,
                          std::size_t numberColumns,
                          std::size_t numberRows,
                          boost::optional<std::size_t> sliceCapacity = boost::none,
                          CDataFrame::EReadWriteToStorage readWriteToStoreSyncStrategy =
-                             CDataFrame::EReadWriteToStorage::E_Async);
+                             CDataFrame::EReadWriteToStorage::E_Async,
+                         CAlignment::EType alignment = CAlignment::E_Aligned16);
 }
 }
 

include/core/CDataFrameRowSlice.h

@@ -7,6 +7,7 @@
 #ifndef INCLUDED_ml_core_CDataFrameRowSlice_h
 #define INCLUDED_ml_core_CDataFrameRowSlice_h
 
+#include <core/CAlignment.h>
 #include <core/CFloatStorage.h>
 #include <core/CompressUtils.h>
 #include <core/ImportExport.h>
@@ -24,7 +25,7 @@ namespace data_frame_row_slice_detail {
 //! \brief The implementation backing a data frame row slice handle.
 class CORE_EXPORT CDataFrameRowSliceHandleImpl {
 public:
-    using TFloatVec = std::vector<CFloatStorage>;
+    using TFloatVec = std::vector<CFloatStorage, CAlignedAllocator<CFloatStorage>>;
     using TInt32Vec = std::vector<std::int32_t>;
     using TImplPtr = std::unique_ptr<CDataFrameRowSliceHandleImpl>;
 
@@ -42,7 +43,7 @@ class CORE_EXPORT CDataFrameRowSliceHandleImpl {
 //! CDataFrame storage.
 class CORE_EXPORT CDataFrameRowSliceHandle {
 public:
-    using TFloatVec = std::vector<CFloatStorage>;
+    using TFloatVec = std::vector<CFloatStorage, CAlignedAllocator<CFloatStorage>>;
     using TFloatVecItr = TFloatVec::iterator;
     using TInt32Vec = std::vector<std::int32_t>;
     using TInt32VecCItr = TInt32Vec::const_iterator;
@@ -83,7 +84,7 @@ class CORE_EXPORT CDataFrameRowSliceHandle {
 //! \brief CDataFrame slice storage interface.
 class CORE_EXPORT CDataFrameRowSlice {
 public:
-    using TFloatVec = std::vector<CFloatStorage>;
+    using TFloatVec = std::vector<CFloatStorage, CAlignedAllocator<CFloatStorage>>;
     using TInt32Vec = std::vector<std::int32_t>;
 
 public:

include/maths/CBoostedTreeImpl.h

@@ -102,8 +102,8 @@ class MATHS_EXPORT CBoostedTreeImpl final {
     //! Get the column containing the dependent variable.
     std::size_t columnHoldingDependentVariable() const;
 
-    //! Get the number of columns in the original data frame.
-    std::size_t numberInputColumns() const;
+    //! Get start indices of the extra columns.
+    const TSizeVec& extraColumns() const;
 
     //! Get the weights to apply to each class's predicted probability when
     //! assigning classes.
@@ -303,7 +303,7 @@ class MATHS_EXPORT CBoostedTreeImpl final {
     mutable CPRNG::CXorOShiro128Plus m_Rng;
     std::size_t m_NumberThreads;
     std::size_t m_DependentVariable = std::numeric_limits<std::size_t>::max();
-    std::size_t m_NumberInputColumns = 0;
+    TSizeVec m_ExtraColumns;
     TLossFunctionUPtr m_Loss;
     CBoostedTree::EClassAssignmentObjective m_ClassAssignmentObjective =
         CBoostedTree::E_MinimumRecall;