[TMVA] Add operations needed for performing optimizer updates:

* Implement ConstAdd, ConstMult, ReciprocalElementWise, SquareElementWise, SqrtElementWise in CPU and Reference architectures. * Add Unit Tests for them in CPU architecture. * Add ROOT Style docs and clang format the code.
root-project · Jul 15, 2018 · dc6f823 · dc6f823
1 parent 15ed1fb
commit dc6f823
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Showing 8 changed files with 472 additions and 29 deletions.
diff --git a/tmva/tmva/inc/TMVA/DNN/Architectures/Cpu.h b/tmva/tmva/inc/TMVA/DNN/Architectures/Cpu.h
@@ -479,6 +479,31 @@ class TCpu
 
    /** Check two matrices for equality, taking floating point arithmetic errors into account. */
    static bool AlmostEquals(const TCpuMatrix<Scalar_t> &A, const TCpuMatrix<Scalar_t> &B, double epsilon = 0.1);
+
+   /** Add the constant \p beta to all the elements of matrix \p A and write the
+    * result into \p A.
+    */
+   static void ConstAdd(TCpuMatrix<Scalar_t> &A, Scalar_t beta);
+
+   /** Multiply the constant \p beta to all the elements of matrix \p A and write the
+    * result into \p A.
+    */
+   static void ConstMult(TCpuMatrix<Scalar_t> &A, Scalar_t beta);
+
+   /** Reciprocal each element of the matrix \p A and write the result into
+    * \p A
+    */
+   static void ReciprocalElementWise(TCpuMatrix<Scalar_t> &A);
+
+   /** Square each element of the matrix \p A and write the result into
+    * \p A
+    */
+   static void SquareElementWise(TCpuMatrix<Scalar_t> &A);
+
+   /** Square root each element of the matrix \p A and write the result into
+    * \p A
+    */
+   static void SqrtElementWise(TCpuMatrix<Scalar_t> &A);
 };
 
 //____________________________________________________________________________

diff --git a/tmva/tmva/inc/TMVA/DNN/Architectures/Reference.h b/tmva/tmva/inc/TMVA/DNN/Architectures/Reference.h
@@ -472,6 +472,36 @@ class TReference
     */
    static void SumColumns(TMatrixT<AReal> &B, const TMatrixT<AReal> &A);
 
+   /** In-place Hadamard (element-wise) product of matrices \p A and \p B
+    *  with the result being written into \p A.
+    */
+   static void Hadamard(TMatrixT<AReal> &A, const TMatrixT<AReal> &B);
+
+   /** Add the constant \p beta to all the elements of matrix \p A and write the
+    * result into \p A.
+    */
+   static void ConstAdd(TMatrixT<AReal> &A, AReal beta);
+
+   /** Multiply the constant \p beta to all the elements of matrix \p A and write the
+    * result into \p A.
+    */
+   static void ConstMult(TMatrixT<AReal> &A, AReal beta);
+
+   /** Reciprocal each element of the matrix \p A and write the result into
+    * \p A
+    */
+   static void ReciprocalElementWise(TMatrixT<AReal> &A);
+
+   /** Square each element of the matrix \p A and write the result into
+    * \p A
+    */
+   static void SquareElementWise(TMatrixT<AReal> &A);
+
+   /** Square root each element of the matrix \p A and write the result into
+    * \p A
+    */
+   static void SqrtElementWise(TMatrixT<AReal> &A);
+
    //____________________________________________________________________________
    //
    // AutoEncoder Propagation

diff --git a/tmva/tmva/src/DNN/Architectures/Cpu/Arithmetic.cxx b/tmva/tmva/src/DNN/Architectures/Cpu/Arithmetic.cxx
@@ -199,6 +199,45 @@ void TCpu<Real_t>::Copy(std::vector<TCpuMatrix<Real_t>> &B,
    }
 }
 
+//____________________________________________________________________________
+template <typename Real_t>
+void TCpu<Real_t>::ConstAdd(TCpuMatrix<Real_t> &A, Real_t beta)
+{
+   auto f = [beta](Real_t x) { return x + beta; };
+   A.Map(f);
+}
+
+//____________________________________________________________________________
+template <typename Real_t>
+void TCpu<Real_t>::ConstMult(TCpuMatrix<Real_t> &A, Real_t beta)
+{
+   auto f = [beta](Real_t x) { return x * beta; };
+   A.Map(f);
+}
+
+//____________________________________________________________________________
+template <typename Real_t>
+void TCpu<Real_t>::ReciprocalElementWise(TCpuMatrix<Real_t> &A)
+{
+   auto f = [](Real_t x) { return 1.0 / x; };
+   A.Map(f);
+}
+
+//____________________________________________________________________________
+template <typename Real_t>
+void TCpu<Real_t>::SquareElementWise(TCpuMatrix<Real_t> &A)
+{
+   auto f = [](Real_t x) { return x * x; };
+   A.Map(f);
+}
+
+//____________________________________________________________________________
+template <typename Real_t>
+void TCpu<Real_t>::SqrtElementWise(TCpuMatrix<Real_t> &A)
+{
+   auto f = [](Real_t x) { return sqrt(x); };
+   A.Map(f);
+}
 
 } // DNN
 } // TMVA
diff --git a/tmva/tmva/src/DNN/Architectures/Reference.cxx b/tmva/tmva/src/DNN/Architectures/Reference.cxx
@@ -19,6 +19,7 @@
 
 #include "Reference/Propagation.cxx"
 #include "Reference/ActivationFunctions.cxx"
+#include "Reference/Arithmetic.cxx"
 #include "Reference/OutputFunctions.cxx"
 #include "Reference/LossFunctions.cxx"
 #include "Reference/Regularization.cxx"

diff --git a/tmva/tmva/src/DNN/Architectures/Reference/Arithmetic.cxx b/tmva/tmva/src/DNN/Architectures/Reference/Arithmetic.cxx
@@ -0,0 +1,102 @@
+// @(#)root/tmva/tmva/dnn:$Id$
+// Author: Ravi Kiran S
+
+/*************************************************************************
+ * Copyright (C) 2018, Ravi Kiran S                                      *
+ * All rights reserved.                                                  *
+ *                                                                       *
+ * For the licensing terms see $ROOTSYS/LICENSE.                         *
+ * For the list of contributors see $ROOTSYS/README/CREDITS.             *
+ *************************************************************************/
+
+//////////////////////////////////////////////////////////////////
+// Implementation of the Helper arithmetic functions for the    //
+// reference implementation.                                    //
+//////////////////////////////////////////////////////////////////
+
+#include "TMVA/DNN/Architectures/Reference.h"
+#include <math.h>
+
+namespace TMVA {
+namespace DNN {
+
+//______________________________________________________________________________
+template <typename AReal>
+void TReference<AReal>::SumColumns(TMatrixT<AReal> &B, const TMatrixT<AReal> &A)
+{
+   B = 0.0;
+   for (Int_t i = 0; i < A.GetNrows(); i++) {
+      for (Int_t j = 0; j < A.GetNcols(); j++) {
+         B(0, j) += A(i, j);
+      }
+   }
+}
+
+//______________________________________________________________________________
+template <typename AReal>
+void TReference<AReal>::Hadamard(TMatrixT<AReal> &A, const TMatrixT<AReal> &B)
+{
+   for (Int_t i = 0; i < A.GetNrows(); i++) {
+      for (Int_t j = 0; j < A.GetNcols(); j++) {
+         A(i, j) *= B(i, j);
+      }
+   }
+}
+
+//______________________________________________________________________________
+template <typename AReal>
+void TReference<AReal>::ConstAdd(TMatrixT<AReal> &A, AReal beta)
+{
+   for (Int_t i = 0; i < A.GetNrows(); i++) {
+      for (Int_t j = 0; j < A.GetNcols(); j++) {
+         A(i, j) += beta;
+      }
+   }
+}
+
+//______________________________________________________________________________
+template <typename AReal>
+void TReference<AReal>::ConstMult(TMatrixT<AReal> &A, AReal beta)
+{
+   for (Int_t i = 0; i < A.GetNrows(); i++) {
+      for (Int_t j = 0; j < A.GetNcols(); j++) {
+         A(i, j) *= beta;
+      }
+   }
+}
+
+//______________________________________________________________________________
+template <typename AReal>
+void TReference<AReal>::ReciprocalElementWise(TMatrixT<AReal> &A)
+{
+   for (Int_t i = 0; i < A.GetNrows(); i++) {
+      for (Int_t j = 0; j < A.GetNcols(); j++) {
+         A(i, j) = 1.0 / A(i, j);
+      }
+   }
+}
+
+//______________________________________________________________________________
+template <typename AReal>
+void TReference<AReal>::SquareElementWise(TMatrixT<AReal> &A)
+{
+   for (Int_t i = 0; i < A.GetNrows(); i++) {
+      for (Int_t j = 0; j < A.GetNcols(); j++) {
+         A(i, j) *= A(i, j);
+      }
+   }
+}
+
+//______________________________________________________________________________
+template <typename AReal>
+void TReference<AReal>::SqrtElementWise(TMatrixT<AReal> &A)
+{
+   for (Int_t i = 0; i < A.GetNrows(); i++) {
+      for (Int_t j = 0; j < A.GetNcols(); j++) {
+         A(i, j) = sqrt(A(i, j));
+      }
+   }
+}
+
+} // namespace DNN
+} // namespace TMVA
diff --git a/tmva/tmva/src/DNN/Architectures/Reference/Propagation.cxx b/tmva/tmva/src/DNN/Architectures/Reference/Propagation.cxx
@@ -104,17 +104,6 @@ void TReference<AReal>::Copy(std::vector<TMatrixT<AReal>> &A, const std::vector<
    }
 }
 
-template <typename AReal>
-void TReference<AReal>::SumColumns(TMatrixT<AReal> &B, const TMatrixT<AReal> &A)
-{
-   B = 0.0;
-   for (Int_t i = 0; i < A.GetNrows(); i++) {
-      for (Int_t j = 0; j < A.GetNcols(); j++) {
-         B(0, j) += A(i, j);
-      }
-   }
-}
-
 //______________________________________________________________________________
 template <typename AReal>
 void TReference<AReal>::Im2col(TMatrixT<AReal> &A, TMatrixT<AReal> &B, size_t imgHeight, size_t imgWidth,