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Transform_Mir.ml
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Transform_Mir.ml
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open Core_kernel
open Middle
let use_opencl = ref false
let opencl_triggers =
String.Map.of_alist_exn
[ ( "normal_id_glm_lpdf"
, ( [0; 1]
, [ (* Array of conditions under which to move to OpenCL *)
([1], (* Argument 1 is data *)
[(1, UnsizedType.UMatrix)])
(* Argument 1 is a matrix *)
] ) )
; ( "bernoulli_logit_glm_lpmf"
, ([0; 1], [([1], [(1, UnsizedType.UMatrix)])]) )
; ( "categorical_logit_glm_lpmf"
, ([0; 1], [([1], [(1, UnsizedType.UMatrix)])]) )
; ( "neg_binomial_2_log_glm_lpmf"
, ([0; 1], [([1], [(1, UnsizedType.UMatrix)])]) )
; ( "ordered_logistic_glm_lpmf"
, ([0; 1], [([1], [(1, UnsizedType.UMatrix)])]) )
; ("poisson_log_glm_lpmf", ([0; 1], [([1], [(1, UnsizedType.UMatrix)])]))
]
let opencl_suffix = "_opencl__"
let to_matrix_cl e =
Expr.Fixed.{e with pattern= FunApp (StanLib, "to_matrix_cl", [e])}
let rec switch_expr_to_opencl available_cl_vars (Expr.Fixed.({pattern; _}) as e)
=
let is_avail = List.mem available_cl_vars ~equal:( = ) in
let to_cl (Expr.Fixed.({pattern; _}) as e) =
match pattern with
| Var s when is_avail s ->
Expr.Fixed.{e with pattern= Var (s ^ opencl_suffix)}
| _ -> to_matrix_cl e
in
let move_cl_args cl_args index arg =
if List.mem ~equal:( = ) cl_args index then to_cl arg else arg
in
let check_type args (i, t) = Expr.Typed.type_of (List.nth_exn args i) = t in
let check_if_data args ind =
let Expr.Fixed.({pattern; _}) = List.nth_exn args ind in
match pattern with Var s when is_avail s -> true | _ -> false
in
let req_met args (data_arg, type_arg) =
List.for_all ~f:(check_if_data args) data_arg
&& List.for_all ~f:(check_type args) type_arg
in
let any_req_met args req_args = List.exists ~f:(req_met args) req_args in
let maybe_map_args args (cl_args, req_args) =
match any_req_met args req_args with
| true -> List.mapi args ~f:(move_cl_args cl_args)
| false -> args
in
let trim_propto f = String.substr_replace_all ~pattern:"_propto_" ~with_:"_" f in
match pattern with
| FunApp (StanLib, f, args) when Map.mem opencl_triggers (trim_propto f) ->
let trigger = Map.find_exn opencl_triggers (trim_propto f) in
{e with pattern= FunApp (StanLib, f, maybe_map_args args trigger)}
| x ->
{ e with
pattern=
Expr.Fixed.Pattern.map (switch_expr_to_opencl available_cl_vars) x }
let rec base_type = function
| SizedType.SArray (t, _) -> base_type t
| SVector _ | SRowVector _ | SMatrix _ -> UnsizedType.UReal
| x -> SizedType.to_unsized x
let pos = "pos__"
let data_read smeta (decl_id, st) =
let unsized = SizedType.to_unsized st in
let scalar = base_type st in
let flat_type = UnsizedType.UArray scalar in
let decl_var =
{ Expr.Fixed.pattern= Var decl_id
; meta= Expr.Typed.Meta.{loc= smeta; type_= unsized; adlevel= DataOnly} }
in
let swrap stmt = {Stmt.Fixed.pattern= stmt; meta= smeta} in
let pos_var = {Expr.Fixed.pattern= Var pos; meta= Expr.Typed.Meta.empty} in
let readfnapp var =
Expr.Helpers.internal_funapp FnReadData
[{var with pattern= Lit (Str, decl_id)}]
Expr.Typed.Meta.{var.meta with type_= flat_type}
in
match unsized with
| UInt | UReal ->
[ Assignment
( (decl_id, unsized, [])
, { Expr.Fixed.pattern=
Indexed (readfnapp decl_var, [Single Expr.Helpers.loop_bottom])
; meta= {decl_var.meta with type_= unsized} } )
|> swrap ]
| UArray UInt | UArray UReal ->
[Assignment ((decl_id, flat_type, []), readfnapp decl_var) |> swrap]
| UFun _ | UMathLibraryFunction ->
raise_s [%message "Cannot read a function type."]
| UVector | URowVector | UMatrix | UArray _ ->
let decl, assign, flat_var =
let decl_id = decl_id ^ "_flat__" in
( Stmt.Fixed.Pattern.Decl
{decl_adtype= AutoDiffable; decl_id; decl_type= Unsized flat_type}
|> swrap
, Assignment ((decl_id, flat_type, []), readfnapp decl_var) |> swrap
, { Expr.Fixed.pattern= Var decl_id
; meta=
Expr.Typed.Meta.{loc= smeta; type_= flat_type; adlevel= DataOnly}
} )
in
let bodyfn var =
let pos_increment =
[ Assignment ((pos, UInt, []), Expr.Helpers.(binop pos_var Plus one))
|> swrap ]
in
let read_indexed _ =
{ Expr.Fixed.pattern= Indexed (flat_var, [Single pos_var])
; meta= Expr.Typed.Meta.{flat_var.meta with type_= scalar} }
in
SList
( Stmt.Helpers.assign_indexed (SizedType.to_unsized st) decl_id smeta
read_indexed var
:: pos_increment )
|> swrap
in
let pos_reset =
Stmt.Fixed.Pattern.Assignment
((pos, UInt, []), Expr.Helpers.loop_bottom)
|> swrap
in
[ Block
[ decl; assign; pos_reset
; Stmt.Helpers.for_scalar_inv st bodyfn decl_var smeta ]
|> swrap ]
let rec base_ut_to_string = function
| UnsizedType.UMatrix -> "matrix"
| UVector -> "vector"
| URowVector -> "row_vector"
| UReal -> "scalar"
| UInt -> "integer"
| UArray t -> base_ut_to_string t
| t ->
raise_s
[%message "Another place where it's weird to get " (t : UnsizedType.t)]
let param_read smeta
( decl_id
, Program.({ out_constrained_st= cst
; out_unconstrained_st= ucst
; out_block; _ }) ) =
if not (out_block = Parameters) then []
else
let decl_id, decl =
match cst = ucst with
| true -> (decl_id, [])
| false ->
let decl_id = decl_id ^ "_in__" in
let d =
Stmt.Fixed.Pattern.Decl
{decl_adtype= AutoDiffable; decl_id; decl_type= Sized ucst}
in
(decl_id, [Stmt.Fixed.{meta= smeta; pattern= d}])
in
let unconstrained_decl_var =
let meta =
Expr.Typed.Meta.create ~loc:smeta
~type_:SizedType.(to_unsized cst)
~adlevel:AutoDiffable ()
in
Expr.Fixed.{meta; pattern= Var decl_id}
in
let bodyfn var =
let readfnapp (var : Expr.Typed.t) =
Expr.(
Helpers.internal_funapp FnReadParam
( { Fixed.pattern=
Lit (Str, base_ut_to_string (SizedType.to_unsized ucst))
; meta= Typed.Meta.empty }
:: SizedType.dims_of ucst )
Typed.Meta.{var.meta with type_= base_type ucst})
in
Stmt.Helpers.assign_indexed (SizedType.to_unsized cst) decl_id smeta
readfnapp var
in
decl @ [Stmt.Helpers.for_eigen ucst bodyfn unconstrained_decl_var smeta]
let escape_name str =
str
|> String.substr_replace_all ~pattern:"." ~with_:"_"
|> String.substr_replace_all ~pattern:"-" ~with_:"_"
let rec add_jacobians Stmt.Fixed.({meta= smeta; pattern}) =
match pattern with
| Assignment (lhs, {pattern= FunApp (CompilerInternal, f, args); meta= emeta})
when Internal_fun.of_string_opt f = Some FnConstrain ->
let var n = Expr.{Fixed.pattern= Var n; meta= Typed.Meta.empty} in
let assign rhs =
Stmt.{Fixed.pattern= Assignment (lhs, rhs); meta= smeta}
in
{ Stmt.Fixed.pattern=
IfElse
( var "jacobian__"
, assign
{ Expr.Fixed.pattern=
FunApp (CompilerInternal, f, args @ [var "lp__"])
; meta= emeta }
, Some
(assign
{ Expr.Fixed.pattern= FunApp (CompilerInternal, f, args)
; meta= emeta }) )
; meta= smeta }
| ptn ->
Stmt.Fixed.{pattern= Pattern.map Fn.id add_jacobians ptn; meta= smeta}
(* Make sure that all if-while-and-for bodies are safely wrapped in a block in such a way that we can insert a location update before.
The blocks make sure that the program with the inserted location update is still well-formed C++ though.
*)
let rec ensure_body_in_block (Stmt.Fixed.({pattern; _}) as stmt) =
let in_block stmt =
let pattern =
Stmt.Fixed.(
match stmt.pattern with
| Block l | SList l -> Pattern.Block l
| _ -> Block [stmt])
in
{stmt with pattern}
in
let ensure_body_in_block_base pattern =
Stmt.Fixed.Pattern.(
match pattern with
| IfElse (_, _, _) | While (_, _) | For _ -> map Fn.id in_block pattern
| _ -> pattern)
in
let pattern =
ensure_body_in_block_base
Stmt.Fixed.(Pattern.map Fn.id ensure_body_in_block pattern)
in
{stmt with pattern}
let rec flatten_slists_list ls =
let flatten_slist stmt =
Stmt.Fixed.(match stmt.pattern with SList ls -> ls | _ -> [stmt])
in
let rec flatten_slists_stmt stmt =
let pattern =
Stmt.Fixed.(
match stmt.pattern with
| Block ls ->
Pattern.Block
(List.concat_map
~f:(Fn.compose flatten_slist flatten_slists_stmt)
ls)
| pattern -> Pattern.map Fn.id flatten_slists_stmt pattern)
in
{stmt with pattern}
in
List.concat_map ls ~f:(fun stmt ->
Stmt.Fixed.(
match stmt.pattern with
| SList ls -> flatten_slists_list ls
| _ -> [stmt]) )
|> List.map ~f:flatten_slists_stmt
let%expect_test "Flatten slists" =
let e pattern = Expr.Fixed.{meta= (); pattern} in
let s pattern = Stmt.Fixed.{meta= (); pattern} in
let stmt =
Stmt.Fixed.Pattern.(
[ SList
[ Block
[ SList
[ While (e (Var "hi"), Block [SList [Break |> s] |> s] |> s)
|> s ]
|> s ]
|> s ]
|> s ]
|> flatten_slists_list)
in
print_s [%sexp (stmt : (unit, unit) Stmt.Fixed.t list)] ;
[%expect
{|
(((pattern
(Block
(((pattern
(While ((pattern (Var hi)) (meta ()))
((pattern (Block (((pattern Break) (meta ()))))) (meta ()))))
(meta ())))))
(meta ()))) |}]
let add_reads vars mkread stmts =
let var_names = String.Map.of_alist_exn vars in
let add_read_to_decl (Stmt.Fixed.({pattern; meta}) as stmt) =
match pattern with
| Decl {decl_id; _} when Map.mem var_names decl_id ->
stmt :: mkread meta (decl_id, Map.find_exn var_names decl_id)
| _ -> [stmt]
in
List.concat_map ~f:add_read_to_decl stmts
let gen_write (decl_id, sizedtype) =
let bodyfn var =
Stmt.Helpers.internal_nrfunapp FnWriteParam [var] Location_span.empty
in
let meta =
{Expr.Typed.Meta.empty with type_= SizedType.to_unsized sizedtype}
in
let expr = Expr.Fixed.{meta; pattern= Var decl_id} in
Stmt.Helpers.for_scalar_inv sizedtype bodyfn expr Location_span.empty
let rec contains_var_expr is_vident accum Expr.Fixed.({pattern; _}) =
accum
||
match pattern with
| Var v when is_vident v -> true
| pattern ->
Expr.Fixed.Pattern.fold (contains_var_expr is_vident) false pattern
(* When a parameter's unconstrained type and its constrained type are different,
we generate a new variable "<param_name>_in__" and read into that. We now need
to change the FnConstrain calls to constrain that variable and assign to the
actual <param_name> var.
*)
let constrain_in_params outvars stmts =
let is_target_var = function
| ( name
, { Program.out_unconstrained_st
; out_constrained_st
; out_block= Parameters; _ } )
when not (out_unconstrained_st = out_constrained_st) ->
Some name
| _ -> None
in
let target_vars =
List.filter_map outvars ~f:is_target_var |> String.Set.of_list
in
let rec change_constrain_target (Stmt.Fixed.({pattern; _}) as s) =
match pattern with
| Assignment (_, {pattern= FunApp (CompilerInternal, f, args); _})
when ( Internal_fun.of_string_opt f = Some FnConstrain
|| Internal_fun.of_string_opt f = Some FnUnconstrain )
&& List.exists args
~f:(contains_var_expr (Set.mem target_vars) false) ->
let rec change_var_expr (Expr.Fixed.({pattern; _}) as e) =
match pattern with
| Var vident when Set.mem target_vars vident ->
{e with pattern= Var (vident ^ "_in__")}
| pattern ->
{e with pattern= Expr.Fixed.Pattern.map change_var_expr pattern}
in
let rec change_var_stmt s =
Stmt.Fixed.
{ s with
pattern= Pattern.map change_var_expr change_var_stmt s.pattern }
in
change_var_stmt s
| pattern ->
Stmt.Fixed.
{s with pattern= Pattern.map Fn.id change_constrain_target pattern}
in
List.map ~f:change_constrain_target stmts
let fn_name_map =
String.Map.of_alist_exn [("integrate_ode", "integrate_ode_rk45")]
let rec map_fn_names s =
let rec map_fn_names_expr e =
let pattern =
Expr.Fixed.(
match e.pattern with
| FunApp (k, f, a) when Map.mem fn_name_map f ->
Pattern.FunApp (k, Map.find_exn fn_name_map f, a)
| expr -> Pattern.map map_fn_names_expr expr)
in
{e with pattern}
in
let stmt =
Stmt.Fixed.(
match s.pattern with
| NRFunApp (k, f, a) when Map.mem fn_name_map f ->
Pattern.NRFunApp (k, Map.find_exn fn_name_map f, a)
| stmt -> Pattern.map map_fn_names_expr map_fn_names stmt)
in
{s with pattern= stmt}
let rec insert_before f to_insert = function
| [] -> to_insert
| hd :: tl ->
if f hd then to_insert @ (hd :: tl)
else hd :: insert_before f to_insert tl
let is_opencl_var = String.is_suffix ~suffix:opencl_suffix
let rec collect_vars_expr is_target accum Expr.Fixed.({pattern; _}) =
Set.union accum
( match pattern with
| Var s when is_target s -> String.Set.of_list [s]
| x ->
Expr.Fixed.Pattern.fold
(collect_vars_expr is_target)
String.Set.empty x )
let collect_opencl_vars s =
let rec go accum s =
Stmt.Fixed.(
Pattern.fold (collect_vars_expr is_opencl_var) go accum s.pattern)
in
go String.Set.empty s
let%expect_test "collect vars expr" =
let mkvar s = Expr.{Fixed.pattern= Var s; meta= Typed.Meta.empty} in
let args = List.map ~f:mkvar ["y"; "x_opencl__"; "z"; "w_opencl__"] in
let fnapp =
Expr.
{Fixed.pattern= FunApp (StanLib, "print", args); meta= Typed.Meta.empty}
in
Stmt.Fixed.{pattern= TargetPE fnapp; meta= Location_span.empty}
|> collect_opencl_vars |> String.Set.sexp_of_t |> print_s ;
[%expect {| (w_opencl__ x_opencl__) |}]
let%expect_test "insert before" =
let l = [1; 2; 3; 4; 5; 6] |> insert_before (( = ) 6) [999] in
[%sexp (l : int list)] |> print_s ;
[%expect {| (1 2 3 4 5 999 6) |}]
let validate_sized decl_id meta transform st =
let check fn x =
Stmt.Helpers.internal_nrfunapp fn
Expr.Helpers.
[str decl_id; str (Fmt.strf "%a" Expression_gen.pp_expr x); x]
meta
in
let nrfunapp fname args =
Stmt.Fixed.{pattern= NRFunApp (CompilerInternal, fname, args); meta}
in
let rec dims_check = function
| SizedType.SInt | SReal -> []
| SArray (st, s) -> check FnValidateSize s :: dims_check st
| SVector s | SRowVector s ->
let fn =
match transform with
| Some Program.Simplex -> Internal_fun.FnValidateSizeSimplex
| Some UnitVector -> FnValidateSizeUnitVector
| _ -> FnValidateSize
in
[check fn s]
| SMatrix (rows, cols) ->
let validate_rows =
match transform with
| Some CholeskyCov ->
nrfunapp "check_greater_or_equal"
Expr.Helpers.
[ str ("cholesky_factor_cov " ^ decl_id)
; str "num rows (must be greater or equal to num cols)"
; rows; cols ]
| _ -> check FnValidateSize rows
in
[validate_rows; check FnValidateSize cols]
in
dims_check st
let rec add_validate_dims outvars stmts =
let transforms =
List.filter_map
~f:(function
| decl_id, Program.({out_block= Parameters; out_trans; _}) ->
Some (decl_id, out_trans)
| _ -> None)
outvars
|> String.Map.of_alist_exn
in
let with_size_checks = function
| Stmt.Fixed.({pattern= Decl {decl_id; decl_type= Sized st; _}; meta}) as
decl ->
let tr = Map.find transforms decl_id in
validate_sized decl_id meta tr st @ [decl]
| stmt -> [validate_dims_stmt stmt]
in
List.concat_map ~f:with_size_checks stmts
and validate_dims_stmt stmt =
let pattern =
match stmt.pattern with
| Stmt.Fixed.Pattern.Block s ->
Stmt.Fixed.Pattern.Block (add_validate_dims [] s)
| SList s -> SList (add_validate_dims [] s)
| While (a, b) -> While (a, validate_dims_stmt b)
| For f -> For {f with body= validate_dims_stmt f.body}
| IfElse (p, t, e) ->
IfElse (p, validate_dims_stmt t, Option.map ~f:validate_dims_stmt e)
| s -> s
in
{stmt with pattern}
let make_fill vident st loc =
let rhs =
Expr.(
Helpers.internal_funapp FnNaN []
@@ Typed.Meta.create ~type_:UReal ~loc ~adlevel:DataOnly ())
in
let ut = SizedType.to_unsized st in
let var =
Expr.(
let meta = {Typed.Meta.empty with type_= ut; loc} in
Fixed.{meta; pattern= Var vident})
in
let bodyfn var =
Stmt.Fixed.
{ pattern=
Assignment ((vident, ut, Expr.Helpers.collect_indices var), rhs)
; meta= loc }
in
Stmt.Helpers.for_scalar st bodyfn var loc
let rec contains_eigen = function
| UnsizedType.UArray t -> contains_eigen t
| UMatrix | URowVector | UVector -> true
| _ -> false
let type_needs_fill decl_id ut =
Utils.is_user_ident decl_id
&& (contains_eigen ut || match ut with UReal -> true | _ -> false)
let rec add_fill no_fill_required = function
| Stmt.Fixed.({pattern= Decl {decl_id; decl_type= Sized st; _}; meta}) as
decl
when (not (Set.mem no_fill_required decl_id))
&& type_needs_fill decl_id (SizedType.to_unsized st) ->
(* I *think* we only need to initialize eigen types and scalars because we already construct
std::vectors with 0s.
*)
Stmt.Fixed.{pattern= SList [decl; make_fill decl_id st meta]; meta}
| {pattern; meta} ->
Stmt.Fixed.
{pattern= Pattern.map Fn.id (add_fill no_fill_required) pattern; meta}
let map_prog_stmt_lists f (p : ('a, 'b) Program.t) =
{ p with
Program.prepare_data= f p.prepare_data
; log_prob= f p.log_prob
; generate_quantities= f p.generate_quantities
; transform_inits= f p.transform_inits }
let trans_prog (p : Program.Typed.t) =
let p = Program.map Fn.id map_fn_names p in
let init_pos =
[ Stmt.Fixed.Pattern.Decl
{decl_adtype= DataOnly; decl_id= pos; decl_type= Sized SInt}
; Assignment ((pos, UInt, []), Expr.Helpers.loop_bottom) ]
|> List.map ~f:(fun pattern ->
Stmt.Fixed.{pattern; meta= Location_span.empty} )
in
let get_pname_cst = function
| name, {Program.out_block= Parameters; out_constrained_st; _} ->
Some (name, out_constrained_st)
| _ -> None
in
let constrained_params = List.filter_map ~f:get_pname_cst p.output_vars in
let param_writes, tparam_writes, gq_writes =
List.map p.output_vars
~f:(fun (name, {out_constrained_st= st; out_block; _}) ->
(out_block, gen_write (name, st)) )
|> List.partition3_map ~f:(fun (b, x) ->
match b with
| Parameters -> `Fst x
| TransformedParameters -> `Snd x
| GeneratedQuantities -> `Trd x )
in
let data_and_params =
List.map ~f:fst constrained_params @ List.map ~f:fst p.input_vars
in
let tparam_start stmt =
Stmt.Fixed.(
match stmt.pattern with
| IfElse (cond, _, _)
when contains_var_expr
(( = ) "emit_transformed_parameters__")
false cond ->
true
| _ -> false)
in
let gq_start Stmt.Fixed.({pattern; _}) =
match pattern with
| IfElse
( { pattern=
FunApp (_, _, [{pattern= Var "emit_generated_quantities__"; _}]); _
}
, _
, _ ) ->
true
| _ -> false
in
let translate_to_open_cl stmts =
if !use_opencl then
let decl Stmt.Fixed.({pattern; _}) =
match pattern with Decl d -> Some d.decl_id | _ -> None
in
let data_var_idents = List.filter_map ~f:decl p.prepare_data in
let switch_expr = switch_expr_to_opencl data_var_idents in
let rec trans_stmt_to_opencl s =
Stmt.Fixed.
{ s with
pattern= Pattern.map switch_expr trans_stmt_to_opencl s.pattern }
in
List.map stmts ~f:trans_stmt_to_opencl
else stmts
in
let functions_block =
List.map
~f:(fun def -> {def with fdbody= validate_dims_stmt def.fdbody})
p.functions_block
in
let generate_quantities =
( p.generate_quantities
|> add_validate_dims p.output_vars
|> add_reads p.output_vars param_read
|> translate_to_open_cl
|> constrain_in_params p.output_vars
|> insert_before tparam_start param_writes
|> insert_before gq_start tparam_writes )
@ gq_writes
in
let log_prob =
p.log_prob |> List.map ~f:add_jacobians
|> add_validate_dims p.output_vars
|> add_reads p.output_vars param_read
|> constrain_in_params p.output_vars
|> translate_to_open_cl
in
let opencl_vars =
String.Set.union_list
(List.concat_map
~f:(List.map ~f:collect_opencl_vars)
[log_prob; generate_quantities])
|> String.Set.to_list
in
let to_matrix_cl_stmts =
List.concat_map opencl_vars ~f:(fun vident ->
let vident_sans_opencl =
String.chop_suffix_exn ~suffix:opencl_suffix vident
in
let type_of_input_var =
match
List.Assoc.find p.input_vars vident_sans_opencl ~equal:String.equal
with
| Some st -> SizedType.to_unsized st
| None -> UnsizedType.UMatrix
in
[ Stmt.Fixed.
{ pattern=
Decl
{ decl_adtype= DataOnly
; decl_id= vident
; decl_type= Type.Unsized type_of_input_var }
; meta= Location_span.empty }
; { pattern=
Assignment
( (vident, type_of_input_var, [])
, to_matrix_cl
{ pattern= Var vident_sans_opencl
; meta= Expr.Typed.Meta.empty } )
; meta= Location_span.empty } ] )
in
let p =
{ p with
functions_block
; log_prob
; prog_name= escape_name p.prog_name
; prepare_data=
init_pos
@ ( add_validate_dims [] p.prepare_data
|> add_reads p.input_vars data_read )
@ to_matrix_cl_stmts
; transform_inits=
init_pos
@ ( add_validate_dims p.output_vars p.transform_inits
|> add_reads constrained_params data_read )
@ List.map ~f:gen_write constrained_params
; generate_quantities }
in
Program.(
p
|> map Fn.id ensure_body_in_block
|> map Fn.id (add_fill (String.Set.of_list data_and_params))
|> map_prog_stmt_lists flatten_slists_list)