[BUG] Incorrect precision of floating values are being written to csv

[galipremsagar]

Describe the bug
While writing a float64 or float32 column to csv cudf is truncating or just writing upto precision 9 for both float64 and float32. This is leading to data truncation incase of float64 and incorrect data representation incase of float32.

Steps/Code to reproduce bug
For float64:

In[55]: pdf = pd.DataFrame({'a':[1.1234567891234564367]})
In[56]: pdf
Out[56]: 
          a
0  1.123457
In[57]: pdf.to_csv()
Out[57]: ',a\n0,1.1234567891234564\n'         # Notice how pandas allows 16 digits after decimal for float64
In[58]: gdf = cudf.DataFrame({'a':[1.1234567891234564367]})
In[59]: gdf
Out[59]: 
          a
0  1.123457
In[60]: gdf.to_csv()
Out[60]: ',a\n0,1.123456789\n'               # cudf seems to be allowing only 9 digits after decimal for float64
In[61]: pdf['a']
Out[61]: 
0    1.123457
Name: a, dtype: float64
In[62]: gdf['a']
Out[62]: 

0    1.123457
Name: a, dtype: float64

For float32:

In[41]: pdf = pd.DataFrame({'a':pd.Series([1.123456789123456], dtype='float32')})
In[42]: pdf
Out[42]: 
          a
0  1.123457
In[43]: pdf.to_csv()
Out[43]: ',a\n0,1.1234568\n'                # Notice how pandas allows 7 digits after decimal for float32
In[44]: gdf = cudf.DataFrame({'a':cudf.Series([1.123456789123456], dtype='float32')})
In[45]: gdf
Out[45]: 
          a
0  1.123457
In[46]: gdf.to_csv()
Out[46]: ',a\n0,1.123456836\n'         # cudf seems to allow upto 9 digits for float32

Expected behavior
Ideally we should be matching pandas behavior here as the resolutions of float32 and float64 are 1e-06 and 1e-15 respectively:

In[67]: np.finfo('float64')
Out[67]: finfo(resolution=1e-15, min=-1.7976931348623157e+308, max=1.7976931348623157e+308, dtype=float64)
In[68]: np.finfo('float32')
Out[68]: finfo(resolution=1e-06, min=-3.4028235e+38, max=3.4028235e+38, dtype=float32)

This difference in precision could lead to inequality while comparing data, for example:

cudf.txt
pandas.txt

Diff of these two files: https://www.diffchecker.com/qaAbEXt7

In[69]: df1 = pd.read_csv('cudf.txt')
In[70]: df2 = pd.read_csv('pandas.txt')
In[71]: df1
Out[71]: 
      Unnamed: 0              0
0              0            NaN
1              1  1.454085e+308
2              2 -1.237198e+308
3              3  7.527956e+307
4              4  7.821195e+307
          ...            ...
9576        9576 -1.138957e+308
9577        9577            NaN
9578        9578  5.832193e+307
9579        9579 -9.524882e+307
9580        9580 -6.446848e+307

[9581 rows x 2 columns]
In[72]: df2
Out[72]: 
      Unnamed: 0              0
0              0            NaN
1              1  1.454085e+308
2              2 -1.237198e+308
3              3  7.527956e+307
4              4  7.821195e+307
          ...            ...
9576        9576 -1.138957e+308
9577        9577            NaN
9578        9578  5.832193e+307
9579        9579 -9.524882e+307
9580        9580 -6.446848e+307

[9581 rows x 2 columns]
In[73]: df1.equals(df2)
Out[73]: False
In[74]: df1 == df2
Out[74]: 
      Unnamed: 0      0
0           True  False
1           True  False
2           True  False
3           True  False
4           True  False
          ...    ...
9576        True  False
9577        True  False
9578        True  False
9579        True  False
9580        True  False

[9581 rows x 2 columns]
In[75]: df3 = df2.copy(deep=True)
In[76]: df2 == df3
Out[76]: 
      Unnamed: 0      0
0           True  False
1           True   True
2           True   True
3           True   True
4           True   True
          ...    ...
9576        True   True
9577        True  False
9578        True   True
9579        True   True
9580        True   True

[9581 rows x 2 columns]

Environment overview (please complete the following information)

• Environment location: Bare-metal
• Method of cuDF install: from source(0.16)

Environment details
Please run and paste the output of the cudf/print_env.sh script here, to gather any other relevant environment details

Click here to see environment details

 **git***
 commit fd59ee71ac16a27bc66f7a6ac34f11abf359071e (HEAD -> csv_fuzz_tests)
 Merge: a66c8d02c9 78370a852c
 Author: galipremsagar <sagarprem75@gmail.com>
 Date:   Sun Oct 4 10:39:49 2020 -0500
 
 Merge remote-tracking branch 'upstream/branch-0.16' into csv_fuzz_tests
 **git submodules***
 
 ***OS Information***
 DISTRIB_ID=Ubuntu
 DISTRIB_RELEASE=20.04
 DISTRIB_CODENAME=focal
 DISTRIB_DESCRIPTION="Ubuntu 20.04.1 LTS"
 NAME="Ubuntu"
 VERSION="20.04.1 LTS (Focal Fossa)"
 ID=ubuntu
 ID_LIKE=debian
 PRETTY_NAME="Ubuntu 20.04.1 LTS"
 VERSION_ID="20.04"
 HOME_URL="https://www.ubuntu.com/"
 SUPPORT_URL="https://help.ubuntu.com/"
 BUG_REPORT_URL="https://bugs.launchpad.net/ubuntu/"
 PRIVACY_POLICY_URL="https://www.ubuntu.com/legal/terms-and-policies/privacy-policy"
 VERSION_CODENAME=focal
 UBUNTU_CODENAME=focal
 Linux pgali-HP-Z8-G4-Workstation 5.4.0-48-generic #52-Ubuntu SMP Thu Sep 10 10:58:49 UTC 2020 x86_64 x86_64 x86_64 GNU/Linux
 
 ***GPU Information***
 Sun Oct  4 12:04:42 2020
 +-----------------------------------------------------------------------------+
 | NVIDIA-SMI 450.66       Driver Version: 450.66       CUDA Version: 11.0     |
 |-------------------------------+----------------------+----------------------+
 | GPU  Name        Persistence-M| Bus-Id        Disp.A | Volatile Uncorr. ECC |
 | Fan  Temp  Perf  Pwr:Usage/Cap|         Memory-Usage | GPU-Util  Compute M. |
 |                               |                      |               MIG M. |
 |===============================+======================+======================|
 |   0  Quadro RTX 8000     Off  | 00000000:22:00.0 Off |                  Off |
 | 33%   33C    P8     5W / 260W |   2392MiB / 48601MiB |      0%      Default |
 |                               |                      |                  N/A |
 +-------------------------------+----------------------+----------------------+
 |   1  Quadro RTX 8000     Off  | 00000000:2D:00.0  On |                  Off |
 | 33%   36C    P8    24W / 260W |    567MiB / 48592MiB |     11%      Default |
 |                               |                      |                  N/A |
 +-------------------------------+----------------------+----------------------+
 
 +-----------------------------------------------------------------------------+
 | Processes:                                                                  |
 |  GPU   GI   CI        PID   Type   Process name                  GPU Memory |
 |        ID   ID                                                   Usage      |
 |=============================================================================|
 |    0   N/A  N/A       986      G   /usr/lib/xorg/Xorg                  4MiB |
 |    0   N/A  N/A      1766      G   /usr/lib/xorg/Xorg                  4MiB |
 |    0   N/A  N/A      9601      C   .../envs/cudf_dev/bin/python      597MiB |
 |    0   N/A  N/A     12915      C   python                            595MiB |
 |    0   N/A  N/A     13516      C   python                            595MiB |
 |    0   N/A  N/A     14098      C   python                            591MiB |
 |    1   N/A  N/A       986      G   /usr/lib/xorg/Xorg                 39MiB |
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 |    1   N/A  N/A     15310      G   /usr/lib/firefox/firefox            3MiB |
 +-----------------------------------------------------------------------------+
 
 ***CPU***
 Architecture:                    x86_64
 CPU op-mode(s):                  32-bit, 64-bit
 Byte Order:                      Little Endian
 Address sizes:                   46 bits physical, 48 bits virtual
 CPU(s):                          12
 On-line CPU(s) list:             0-11
 Thread(s) per core:              2
 Core(s) per socket:              6
 Socket(s):                       1
 NUMA node(s):                    1
 Vendor ID:                       GenuineIntel
 CPU family:                      6
 Model:                           85
 Model name:                      Intel(R) Xeon(R) Gold 6128 CPU @ 3.40GHz
 Stepping:                        4
 CPU MHz:                         1258.060
 CPU max MHz:                     3700.0000
 CPU min MHz:                     1200.0000
 BogoMIPS:                        6800.00
 Virtualization:                  VT-x
 L1d cache:                       192 KiB
 L1i cache:                       192 KiB
 L2 cache:                        6 MiB
 L3 cache:                        19.3 MiB
 NUMA node0 CPU(s):               0-11
 Vulnerability Itlb multihit:     KVM: Vulnerable
 Vulnerability L1tf:              Mitigation; PTE Inversion
 Vulnerability Mds:               Mitigation; Clear CPU buffers; SMT vulnerable
 Vulnerability Meltdown:          Mitigation; PTI
 Vulnerability Spec store bypass: Mitigation; Speculative Store Bypass disabled via prctl and seccomp
 Vulnerability Spectre v1:        Mitigation; usercopy/swapgs barriers and __user pointer sanitization
 Vulnerability Spectre v2:        Mitigation; Full generic retpoline, IBPB conditional, IBRS_FW, STIBP conditional, RSB filling
 Vulnerability Srbds:             Not affected
 Vulnerability Tsx async abort:   Mitigation; Clear CPU buffers; SMT vulnerable
 Flags:                           fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 invpcid_single pti intel_ppin ssbd mba ibrs ibpb stibp tpr_shadow vnmi flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 hle avx2 smep bmi2 erms invpcid rtm cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req pku ospke md_clear flush_l1d
 
 ***CMake***
 /home/pgali/anaconda3/envs/cudf_dev/bin/cmake
 cmake version 3.18.2
 
 CMake suite maintained and supported by Kitware (kitware.com/cmake).
 
 ***g++***
 /usr/bin/g++
 g++ (Ubuntu 9.3.0-10ubuntu2) 9.3.0
 Copyright (C) 2019 Free Software Foundation, Inc.
 This is free software; see the source for copying conditions.  There is NO
 warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 
 
 ***nvcc***
 /usr/local/cuda/bin/nvcc
 nvcc: NVIDIA (R) Cuda compiler driver
 Copyright (c) 2005-2020 NVIDIA Corporation
 Built on Wed_Jul_22_19:09:09_PDT_2020
 Cuda compilation tools, release 11.0, V11.0.221
 Build cuda_11.0_bu.TC445_37.28845127_0
 
 ***Python***
 /home/pgali/anaconda3/envs/cudf_dev/bin/python
 Python 3.7.8
 
 ***Environment Variables***
 PATH                            : /home/pgali/anaconda3/envs/cudf_dev/bin:/home/pgali/anaconda3/condabin:/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/usr/local/games:/snap/bin:/usr/local/cuda/bin
 LD_LIBRARY_PATH                 : :/usr/local/cuda/lib64:/usr/local/cuda/extras/CUPTI/lib64
 NUMBAPRO_NVVM                   :
 NUMBAPRO_LIBDEVICE              :
 CONDA_PREFIX                    : /home/pgali/anaconda3/envs/cudf_dev
 PYTHON_PATH                     :
 
 ***conda packages***
 /home/pgali/anaconda3/condabin/conda
 # packages in environment at /home/pgali/anaconda3/envs/cudf_dev:
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 pygments                  2.7.1                      py_0    conda-forge
 pyopenssl                 19.1.0                     py_1    conda-forge
 pyparsing                 2.4.7              pyh9f0ad1d_0    conda-forge
 pyrsistent                0.17.3           py37h8f50634_0    conda-forge
 pysocks                   1.7.1            py37hc8dfbb8_1    conda-forge
 pytest                    6.0.2            py37hc8dfbb8_0    conda-forge
 python                    3.7.8           h6f2ec95_1_cpython    conda-forge
 python-dateutil           2.8.1                      py_0    conda-forge
 python_abi                3.7                     1_cp37m    conda-forge
 pytz                      2020.1             pyh9f0ad1d_0    conda-forge
 pyyaml                    5.3.1            py37h8f50634_0    conda-forge
 pyzmq                     19.0.2           py37hac76be4_0    conda-forge
 rapidjson                 1.1.0             he1b5a44_1002    conda-forge
 re2                       2020.08.01           he1b5a44_1    conda-forge
 readline                  8.0                  he28a2e2_2    conda-forge
 recommonmark              0.6.0                      py_0    conda-forge
 regex                     2020.7.14        py37h8f50634_0    conda-forge
 requests                  2.24.0             pyh9f0ad1d_0    conda-forge
 rhash                     1.3.6             h14c3975_1001    conda-forge
 rmm                       0.16.0a200922   cuda_11.0_py37_ge3ce8c5_384    rapidsai-nightly
 send2trash                1.5.0                      py_0    conda-forge
 setuptools                49.6.0           py37hc8dfbb8_1    conda-forge
 six                       1.15.0             pyh9f0ad1d_0    conda-forge
 snappy                    1.1.8                he1b5a44_3    conda-forge
 snowballstemmer           2.0.0                      py_0    conda-forge
 sortedcontainers          2.2.2              pyh9f0ad1d_0    conda-forge
 spdlog                    1.7.0                hc9558a2_2    conda-forge
 sphinx                    3.2.1                      py_0    conda-forge
 sphinx-copybutton         0.3.0              pyh9f0ad1d_0    conda-forge
 sphinx-markdown-tables    0.0.14             pyh9f0ad1d_1    conda-forge
 sphinx_rtd_theme          0.5.0              pyh9f0ad1d_0    conda-forge
 sphinxcontrib-applehelp   1.0.2                      py_0    conda-forge
 sphinxcontrib-devhelp     1.0.2                      py_0    conda-forge
 sphinxcontrib-htmlhelp    1.0.3                      py_0    conda-forge
 sphinxcontrib-jsmath      1.0.1                      py_0    conda-forge
 sphinxcontrib-qthelp      1.0.3                      py_0    conda-forge
 sphinxcontrib-serializinghtml 1.1.4                      py_0    conda-forge
 sphinxcontrib-websupport  1.2.4              pyh9f0ad1d_0    conda-forge
 sqlite                    3.33.0               h4cf870e_0    conda-forge
 streamz                   0.5.6                    pypi_0    pypi
 tblib                     1.6.0                      py_0    conda-forge
 terminado                 0.9.1            py37hc8dfbb8_0    conda-forge
 testpath                  0.4.4                      py_0    conda-forge
 thrift-compiler           0.13.0               hbe8ec66_6    conda-forge
 thrift-cpp                0.13.0                        6    conda-forge
 tk                        8.6.10               hed695b0_0    conda-forge
 toml                      0.10.1             pyh9f0ad1d_0    conda-forge
 toolz                     0.10.0                     py_0    conda-forge
 tornado                   6.0.4            py37h8f50634_1    conda-forge
 traitlets                 5.0.4                      py_0    conda-forge
 typed-ast                 1.4.1            py37h516909a_0    conda-forge
 typing_extensions         3.7.4.2                    py_0    conda-forge
 urllib3                   1.25.10                    py_0    conda-forge
 virtualenv                20.0.20          py37hc8dfbb8_1    conda-forge
 wcwidth                   0.2.5              pyh9f0ad1d_1    conda-forge
 webencodings              0.5.1                      py_1    conda-forge
 wheel                     0.35.1             pyh9f0ad1d_0    conda-forge
 xz                        5.2.5                h516909a_1    conda-forge
 yaml                      0.2.5                h516909a_0    conda-forge
 zeromq                    4.3.2                he1b5a44_3    conda-forge
 zict                      2.0.0                      py_0    conda-forge
 zipp                      3.1.0                      py_0    conda-forge
 zlib                      1.2.11            h516909a_1009    conda-forge
 zstd                      1.4.5                h6597ccf_2    conda-forge

Additional context
Surfaced while running fuzz tests #6001

[davidwendt]

This 9 digits of precision (actually 10 significant digits) is hardcoded in the float-to-string conversion cudf::strings::from_floats() used by cuio's CSV writer.

[github-actions]

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