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numpy-compatible cumsum upstream
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haojin2 committed Aug 29, 2019
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51 changes: 51 additions & 0 deletions python/mxnet/_numpy_op_doc.py
Original file line number Diff line number Diff line change
Expand Up @@ -52,3 +52,54 @@ def _np_zeros_like(a):
Array of zeros with the same shape and type as `a`.
"""
pass


def _np_cumsum(a, axis=None, dtype=None, out=None):
"""Return the cumulative sum of the elements along a given axis.
Parameters
----------
a : array_like
Input array.
axis : int, optional
Axis along which the cumulative sum is computed. The default
(None) is to compute the cumsum over the flattened array.
dtype : dtype, optional
Type of the returned array and of the accumulator in which the
elements are summed. If `dtype` is not specified, it defaults
to the dtype of `a`, unless `a` has an integer dtype with a
precision less than that of the default platform integer. In
that case, the default platform integer is used.
out : ndarray, optional
Alternative output array in which to place the result. It must
have the same shape and buffer length as the expected output
but the type will be cast if necessary. See `doc.ufuncs`
(Section "Output arguments") for more details.
Returns
-------
cumsum_along_axis : ndarray.
A new array holding the result is returned unless `out` is
specified, in which case a reference to `out` is returned. The
result has the same size as `a`, and the same shape as `a` if
`axis` is not None or `a` is a 1-d array.
Examples
--------
>>> a = np.array([[1,2,3], [4,5,6]])
>>> a
array([[1, 2, 3],
[4, 5, 6]])
>>> np.cumsum(a)
array([ 1, 3, 6, 10, 15, 21])
>>> np.cumsum(a, dtype=float) # specifies type of output value(s)
array([ 1., 3., 6., 10., 15., 21.])
>>> np.cumsum(a,axis=0) # sum over rows for each of the 3 columns
array([[1, 2, 3],
[5, 7, 9]])
>>> np.cumsum(a,axis=1) # sum over columns for each of the 2 rows
array([[ 1, 3, 6],
[ 4, 9, 15]])
"""
pass
188 changes: 188 additions & 0 deletions src/operator/numpy/np_cumsum-inl.h
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@@ -0,0 +1,188 @@
/*
* Licensed to the Apache Software Foundation (ASF) under one
* or more contributor license agreements. See the NOTICE file
* distributed with this work for additional information
* regarding copyright ownership. The ASF licenses this file
* to you under the Apache License, Version 2.0 (the
* "License"); you may not use this file except in compliance
* with the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing,
* software distributed under the License is distributed on an
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
* KIND, either express or implied. See the License for the
* specific language governing permissions and limitations
* under the License.
*/

/*!
* \file np_cumsum-inl.h
* \brief Function definition of numpy-compatible cumsum operator
*/

#ifndef MXNET_OPERATOR_NUMPY_NP_CUMSUM_INL_H_
#define MXNET_OPERATOR_NUMPY_NP_CUMSUM_INL_H_

#include <mxnet/base.h>
#include <mxnet/operator_util.h>
#include <vector>
#include "../mxnet_op.h"
#include "../operator_common.h"
#include "../elemwise_op_common.h"

namespace mxnet {
namespace op {

struct CumsumParam : public dmlc::Parameter<CumsumParam> {
dmlc::optional<int> axis;
dmlc::optional<int> dtype;
DMLC_DECLARE_PARAMETER(CumsumParam) {
DMLC_DECLARE_FIELD(axis)
.set_default(dmlc::optional<int>())
.describe("Axis along which the cumulative sum is computed."
" The default (None) is to compute the cumsum over the flattened array.");
DMLC_DECLARE_FIELD(dtype)
.add_enum("float16", mshadow::kFloat16)
.add_enum("float32", mshadow::kFloat32)
.add_enum("float64", mshadow::kFloat64)
.add_enum("int8", mshadow::kInt8)
.add_enum("int32", mshadow::kInt32)
.add_enum("int64", mshadow::kInt64)
.set_default(dmlc::optional<int>())
.describe("Type of the returned array and of the accumulator in which the elements"
" are summed. If dtype is not specified, it defaults to the dtype of a,"
" unless a has an integer dtype with a precision less than that of the"
" default platform integer. In that case, the default platform integer is used.");
}
};

struct cumsum_forward {
template<typename IType, typename OType>
MSHADOW_XINLINE static void Map(int i,
OType *out,
const IType *in,
const int middle,
const int trailing) {
int left = i / trailing, right = i % trailing;
int offset = left * middle * trailing + right;
const IType *lane_in = in + offset;
OType *lane_out = out + offset;
lane_out[0] = OType(lane_in[0]);
for (int j = 1; j < middle; ++j) {
lane_out[j * trailing] = lane_out[(j - 1) * trailing] + OType(lane_in[j * trailing]);
}
}
};

template<typename xpu>
void CumsumForwardImpl(const OpContext& ctx,
const TBlob& in,
const TBlob& out,
const dmlc::optional<int>& axis) {
using namespace mshadow;
using namespace mxnet_op;

CHECK(!axis.has_value() ||
((axis.value() >= -out.shape_.ndim()) && axis.value() < out.shape_.ndim()))
<< "axis value " << axis.value() << " out of range";

int middle = axis.has_value() ? out.shape_[axis.value()] : out.Size();
if (middle == 0 || out.Size() == 0) return;
int trailing = 1;
if (axis.has_value()) {
for (int i = axis.value() + 1; i < out.shape_.ndim(); ++i) {
trailing *= out.shape_[i];
}
}

Stream<xpu> *s = ctx.get_stream<xpu>();
MSHADOW_TYPE_SWITCH(in.type_flag_, IType, {
MSHADOW_TYPE_SWITCH(out.type_flag_, OType, {
Kernel<cumsum_forward, xpu>::Launch(
s, out.Size() / middle, out.dptr<OType>(),
in.dptr<IType>(), middle, trailing);
});
});
}

template<typename xpu>
void CumsumForward(const nnvm::NodeAttrs& attrs,
const OpContext& ctx,
const std::vector<TBlob>& inputs,
const std::vector<OpReqType>& req,
const std::vector<TBlob>& outputs) {
using namespace mshadow;
using namespace mxnet_op;
CHECK_EQ(inputs.size(), 1U);
CHECK_EQ(req.size(), 1U);
CHECK_EQ(outputs.size(), 1U);
const CumsumParam &param = nnvm::get<CumsumParam>(attrs.parsed);

CumsumForwardImpl<xpu>(ctx, inputs[0], outputs[0], param.axis);
}

struct cumsum_backward {
template<typename IType, typename OType>
MSHADOW_XINLINE static void Map(int i,
IType *igrad,
const OType *ograd,
const int middle,
const int trailing) {
int left = i / trailing, right = i % trailing;
int offset = left * middle * trailing + right;
const OType *lane_ograd = ograd + offset;
IType *lane_igrad = igrad + offset;
lane_igrad[(middle - 1) * trailing] = IType(lane_ograd[(middle - 1) * trailing]);
for (int j = middle - 2; j >= 0; --j) {
lane_igrad[j * trailing] = lane_igrad[(j + 1) * trailing] + IType(lane_ograd[j * trailing]);
}
}
};

template<typename xpu>
void CumsumBackwardImpl(const OpContext& ctx,
const TBlob& ograd,
const TBlob& igrad,
const dmlc::optional<int>& axis) {
using namespace mshadow;
using namespace mxnet_op;
int middle = axis.has_value() ? igrad.shape_[axis.value()] : igrad.Size();
if (middle == 0 || igrad.Size() == 0) return;
int trailing = 1;
if (axis.has_value()) {
for (int i = axis.value() + 1; i < igrad.shape_.ndim(); ++i) {
trailing *= igrad.shape_[i];
}
}
Stream<xpu> *s = ctx.get_stream<xpu>();
MSHADOW_TYPE_SWITCH(igrad.type_flag_, IType, {
MSHADOW_TYPE_SWITCH(ograd.type_flag_, OType, {
Kernel<cumsum_backward, xpu>::Launch(
s, igrad.Size() / middle, igrad.dptr<IType>(),
ograd.dptr<OType>(), middle, trailing);
});
});
}

template<typename xpu>
void CumsumBackward(const nnvm::NodeAttrs& attrs,
const OpContext& ctx,
const std::vector<TBlob>& inputs,
const std::vector<OpReqType>& req,
const std::vector<TBlob>& outputs) {
using namespace mshadow;
using namespace mxnet_op;
CHECK_EQ(inputs.size(), 1U);
CHECK_EQ(req.size(), 1U);
CHECK_EQ(outputs.size(), 1U);
const CumsumParam &param = nnvm::get<CumsumParam>(attrs.parsed);

CumsumBackwardImpl<xpu>(ctx, inputs[0], outputs[0], param.axis);
}

} // namespace op
} // namespace mxnet

#endif // MXNET_OPERATOR_NUMPY_NP_CUMSUM_INL_H_
94 changes: 94 additions & 0 deletions src/operator/numpy/np_cumsum.cc
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@@ -0,0 +1,94 @@
/*
* Licensed to the Apache Software Foundation (ASF) under one
* or more contributor license agreements. See the NOTICE file
* distributed with this work for additional information
* regarding copyright ownership. The ASF licenses this file
* to you under the Apache License, Version 2.0 (the
* "License"); you may not use this file except in compliance
* with the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing,
* software distributed under the License is distributed on an
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
* KIND, either express or implied. See the License for the
* specific language governing permissions and limitations
* under the License.
*/

/*!
* \file np_cumsum.cc
* \brief CPU implementation of numpy-compatible cumsum operator
*/

#include "./np_cumsum-inl.h"

namespace mxnet {
namespace op {

inline bool CumsumShape(const nnvm::NodeAttrs& attrs,
mxnet::ShapeVector *in_attrs,
mxnet::ShapeVector *out_attrs) {
CHECK_EQ(in_attrs->size(), 1U);
CHECK_EQ(out_attrs->size(), 1U);
const CumsumParam &param = nnvm::get<CumsumParam>(attrs.parsed);

if (param.axis.has_value()) {
return ElemwiseShape<1, 1>(attrs, in_attrs, out_attrs);
} else {
TShape out_shape(1, in_attrs->at(0).Size());
SHAPE_ASSIGN_CHECK(*out_attrs, 0, out_shape);
return shape_is_known(out_attrs->at(0));
}
}

inline bool CumsumType(const nnvm::NodeAttrs& attrs,
std::vector<int> *in_attrs,
std::vector<int> *out_attrs) {
CHECK_EQ(in_attrs->size(), 1U);
CHECK_EQ(out_attrs->size(), 1U);
const CumsumParam &param = nnvm::get<CumsumParam>(attrs.parsed);

if (param.dtype.has_value()) {
TYPE_ASSIGN_CHECK(*out_attrs, 0, param.dtype.value());
} else {
TYPE_ASSIGN_CHECK(*out_attrs, 0, in_attrs->at(0));
TYPE_ASSIGN_CHECK(*in_attrs, 0, out_attrs->at(0));
}

return out_attrs->at(0) != -1 && in_attrs->at(0) != -1;
}

DMLC_REGISTER_PARAMETER(CumsumParam);

NNVM_REGISTER_OP(_np_cumsum)
.add_alias("cumsum")
.describe(R"code(Return the cumulative sum of the elements along a given axis.)code" ADD_FILELINE)
.set_attr_parser(ParamParser<CumsumParam>)
.set_num_inputs(1)
.set_num_outputs(1)
.set_attr<nnvm::FListInputNames>("FListInputNames",
[](const NodeAttrs& attrs) {
return std::vector<std::string>{"a"};
})
.set_attr<mxnet::FInferShape>("FInferShape", CumsumShape)
.set_attr<nnvm::FInferType>("FInferType", CumsumType)
.set_attr<FCompute>("FCompute<cpu>", CumsumForward<cpu>)
.set_attr<nnvm::FGradient>("FGradient", ElemwiseGradUseNone{"_backward_np_cumsum"})
.set_attr<nnvm::FInplaceOption>("FInplaceOption",
[](const NodeAttrs& attrs) {
return std::vector<std::pair<int, int> >{{0, 0}};
})
.add_argument("a", "NDArray-or-Symbol", "Input ndarray")
.add_arguments(CumsumParam::__FIELDS__());

NNVM_REGISTER_OP(_backward_np_cumsum)
.set_attr_parser(ParamParser<CumsumParam>)
.set_num_inputs(1)
.set_num_outputs(1)
.set_attr<nnvm::TIsBackward>("TIsBackward", true)
.set_attr<FCompute>("FCompute<cpu>", CumsumBackward<cpu>);

} // namespace op
} // namespace mxnet
37 changes: 37 additions & 0 deletions src/operator/numpy/np_cumsum.cu
Original file line number Diff line number Diff line change
@@ -0,0 +1,37 @@
/*
* Licensed to the Apache Software Foundation (ASF) under one
* or more contributor license agreements. See the NOTICE file
* distributed with this work for additional information
* regarding copyright ownership. The ASF licenses this file
* to you under the Apache License, Version 2.0 (the
* "License"); you may not use this file except in compliance
* with the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing,
* software distributed under the License is distributed on an
* "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
* KIND, either express or implied. See the License for the
* specific language governing permissions and limitations
* under the License.
*/

/*!
* \file np_cumsum.cu
* \brief GPU implementation of numpy-compatible cumsum operator
*/

#include "./np_cumsum-inl.h"

namespace mxnet {
namespace op {

NNVM_REGISTER_OP(_np_cumsum)
.set_attr<FCompute>("FCompute<gpu>", CumsumForward<gpu>);

NNVM_REGISTER_OP(_backward_np_cumsum)
.set_attr<FCompute>("FCompute<gpu>", CumsumBackward<gpu>);

} // namespace op
} // namespace mxnet
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