Merge branch 'master' into v9.10

.github/workflows/build_macos.yml

@@ -27,7 +27,7 @@ jobs:
       - name: Install dependencies
         run: brew install cmake boost flatbuffers ninja
       - name: Configure
-        run: cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=${{matrix.build_type}} -DWARNINGS=Off -DVW_BUILD_VW_C_WRAPPER=Off -DBUILD_TESTING=On -DBUILD_EXPERIMENTAL_BINDING=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On -DVW_INSTALL=Off
+        run: cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=${{matrix.build_type}} -DWARNINGS=Off -DVW_BUILD_VW_C_WRAPPER=Off -DBUILD_TESTING=On -DBUILD_EXPERIMENTAL_BINDING=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On -DVW_INSTALL=Off -DSTD_INV_SQRT=ON
       - name: Build
         run: cmake --build build --target all
       - name: Unit tests

.github/workflows/valgrind.yml

@@ -21,7 +21,7 @@ jobs:
           submodules: recursive
       - name: Build C++ VW binary
         run: |
-          cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=Release -DBUILD_EXPERIMENTAL_BINDING=On -DVW_FEAT_FLATBUFFERS=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On
+          cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=Release -DBUILD_EXPERIMENTAL_BINDING=On -DVW_FEAT_FLATBUFFERS=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On -DSTD_INV_SQRT=ON
           cmake --build build
       - name: Upload vw binary
         uses: actions/upload-artifact@v2

.github/workflows/vendor_build.yml

@@ -49,6 +49,7 @@ jobs:
           -DWARNINGS=On
           -DWARNING_AS_ERROR=On
           -DVW_CXX_STANDARD=17
+          -DSTD_INV_SQRT=ON
       - name: Build
         run: cmake --build build
       - name: Unit tests
@@ -85,6 +86,7 @@ jobs:
           -DVW_ZLIB_SYS_DEP=Off
           -DVW_BOOST_MATH_SYS_DEP=Off
           -DVW_INSTALL=Off
+          -DSTD_INV_SQRT=ON
       - name: Build
         run: cmake --build "${{ env.CMAKE_BUILD_DIR }}" --config ${{ matrix.build_type }}
       - name: Test run_tests.py
@@ -118,6 +120,7 @@ jobs:
           -DVW_ZLIB_SYS_DEP=Off
           -DVW_BOOST_MATH_SYS_DEP=Off
           -DVW_INSTALL=Off
+          -DSTD_INV_SQRT=ON
       - name: Build
         run: cmake --build build
       - name: Unit tests

.scripts/linux/build-static-java.sh

@@ -12,6 +12,6 @@ cd build
 # /usr/local/bin/gcc + g++ is 9.2.0 version
 cmake -E env LDFLAGS="-Wl,--exclude-libs,ALL -static-libgcc -static-libstdc++" cmake .. -DCMAKE_BUILD_TYPE=Release -DWARNINGS=Off -DBUILD_JAVA=On -DBUILD_DOCS=Off -DVW_FEAT_FLATBUFFERS=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On\
  -DBUILD_PYTHON=Off -DSTATIC_LINK_VW_JAVA=On -DCMAKE_C_COMPILER=/usr/local/bin/gcc -DCMAKE_CXX_COMPILER=/usr/local/bin/g++ \
- -DBUILD_TESTING=Off -DVW_ZLIB_SYS_DEP=Off -DBUILD_SHARED_LIBS=Off -DVW_BUILD_LAS_WITH_SIMD=Off
+ -DBUILD_TESTING=Off -DVW_ZLIB_SYS_DEP=Off -DBUILD_SHARED_LIBS=Off -DVW_BUILD_LAS_WITH_SIMD=Off -DSTD_INV_SQRT=ON
 NUM_PROCESSORS=$(nproc)
 make vw_jni -j ${NUM_PROCESSORS}

.scripts/linux/build-with-coverage.sh

@@ -6,5 +6,5 @@ SCRIPT_DIR="$(cd "$(dirname "$0")" && pwd)"
 REPO_DIR=$SCRIPT_DIR/../../
 cd $REPO_DIR
 
-cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=Debug -DVW_GCOV=ON -DWARNINGS=OFF -DBUILD_JAVA=Off -DBUILD_PYTHON=Off -DBUILD_TESTING=On -DVW_FEAT_FLATBUFFERS=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On
+cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=Debug -DVW_GCOV=ON -DWARNINGS=OFF -DBUILD_JAVA=Off -DBUILD_PYTHON=Off -DBUILD_TESTING=On -DVW_FEAT_FLATBUFFERS=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On -DSTD_INV_SQRT=ON
 cmake --build build

.scripts/linux/build.sh

@@ -9,5 +9,5 @@ cd $REPO_DIR
 # If parameter 1 is not supplied, it defaults to Release
 BUILD_CONFIGURATION=${1:-Release}
 
-cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=${BUILD_CONFIGURATION} -DWARNINGS=Off -DWARNING_AS_ERROR=On -DVW_BUILD_VW_C_WRAPPER=Off -DBUILD_JAVA=On -DBUILD_PYTHON=Off -DBUILD_TESTING=On -DBUILD_EXPERIMENTAL_BINDING=On -DVW_FEAT_FLATBUFFERS=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On
+cmake -S . -B build -G Ninja -DCMAKE_BUILD_TYPE=${BUILD_CONFIGURATION} -DWARNINGS=Off -DWARNING_AS_ERROR=On -DVW_BUILD_VW_C_WRAPPER=Off -DBUILD_JAVA=On -DBUILD_PYTHON=Off -DBUILD_TESTING=On -DBUILD_EXPERIMENTAL_BINDING=On -DVW_FEAT_FLATBUFFERS=On -DVW_FEAT_CSV=On -DVW_FEAT_CB_GRAPH_FEEDBACK=On -DSTD_INV_SQRT=ON
 cmake --build build --target all

CMakeLists.txt

@@ -178,6 +178,7 @@ option(VW_BUILD_VW_C_WRAPPER "Enable building the c_wrapper project" ON)
 option(vw_BUILD_NET_CORE "Build .NET Core targets" OFF)
 option(vw_BUILD_NET_FRAMEWORK "Build .NET Framework targets" OFF)
 option(VW_BUILD_WASM "Add WASM target" OFF)
+option(STD_INV_SQRT "Use standard library inverse square root" OFF)
 
 if(VW_INSTALL AND NOT VW_ZLIB_SYS_DEP)
   message(WARNING "Installing with a vendored version of zlib is not recommended. Use VW_ZLIB_SYS_DEP to use a system dependency or specify VW_INSTALL=OFF to silence this warning.")

CMakePresets.json

@@ -100,6 +100,10 @@
         "VW_FEAT_CB_GRAPH_FEEDBACK": {
           "type": "BOOL",
           "value": "On"
+        },
+        "STD_INV_SQRT": {
+          "type": "BOOL",
+          "value": "On"
         }
       }
     },
@@ -208,6 +212,10 @@
         "VCPKG_TARGET_TRIPLET": {
           "type": "STRING",
           "value": "wasm32-emscripten"
+        },
+        "STD_INV_SQRT": {
+          "type": "BOOL",
+          "value": "On"
         }
       }
     }

setup.py

@@ -82,6 +82,7 @@ def build_cmake(self, ext):
             "-DBUILD_TESTING=Off",
             "-DWARNINGS=Off",
             "-DVW_FEAT_CB_GRAPH_FEEDBACK=On",
+            "-DSTD_INV_SQRT=On",
         ]
 
         # This doesn't work as expected for Python3.6 and 3.7 on Windows.

vowpalwabbit/core/CMakeLists.txt

@@ -440,6 +440,10 @@ if (MSVC_IDE)
   target_sources(vw_core PRIVATE $<BUILD_INTERFACE:${CMAKE_CURRENT_LIST_DIR}/vw_types.natvis> )
 endif()
 
+if(STD_INV_SQRT)
+  target_compile_definitions(vw_core PUBLIC STD_INV_SQRT)
+endif()
+
 # Clang-cl on Windows has issues with our usage of SIMD types. Turn it off explicitly for Windows + clang-cl to mitigate.
 # See issue #
 if(WIN32 AND CMAKE_CXX_COMPILER_ID MATCHES "Clang")

vowpalwabbit/core/src/reductions/gd.cc

@@ -136,6 +136,53 @@ void sync_weights(VW::workspace& all)
   all.sd->contraction = 1.;
 }
 
+VW_WARNING_STATE_PUSH
+VW_WARNING_DISABLE_UNUSED_FUNCTION
+inline float quake_inv_sqrt(float x)
+{
+  // Carmack/Quake/SGI fast method:
+  float xhalf = 0.5f * x;
+  static_assert(sizeof(int) == sizeof(float), "Floats and ints are converted between, they must be the same size.");
+  int i = reinterpret_cast<int&>(x);  // store floating-point bits in integer
+  i = 0x5f3759d5 - (i >> 1);          // initial guess for Newton's method
+  x = reinterpret_cast<float&>(i);    // convert new bits into float
+  x = x * (1.5f - xhalf * x * x);     // One round of Newton's method
+  return x;
+}
+VW_WARNING_STATE_POP
+
+static inline float inv_sqrt(float x)
+{
+// Standard library used in CI because SSE2 path has floating point differences in github machines
+#if defined(STD_INV_SQRT)
+  return 1.f / std::sqrt(x);
+#endif
+#if !defined(VW_NO_INLINE_SIMD)
+#  if defined(__ARM_NEON__)
+  // Propagate into vector
+  float32x2_t v1 = vdup_n_f32(x);
+  // Estimate
+  float32x2_t e1 = vrsqrte_f32(v1);
+  // N-R iteration 1
+  float32x2_t e2 = vmul_f32(e1, vrsqrts_f32(v1, vmul_f32(e1, e1)));
+  // N-R iteration 2
+  float32x2_t e3 = vmul_f32(e2, vrsqrts_f32(v1, vmul_f32(e2, e2)));
+  // Extract result
+  return vget_lane_f32(e3, 0);
+#  elif defined(__SSE2__)
+  __m128 eta = _mm_load_ss(&x);
+  eta = _mm_rsqrt_ss(eta);
+  _mm_store_ss(&x, eta);
+#  else
+  x = quake_inv_sqrt(x);
+#  endif
+#else
+  x = quake_inv_sqrt(x);
+#endif
+
+  return x;
+}
+
 VW_WARNING_STATE_PUSH
 VW_WARNING_DISABLE_COND_CONST_EXPR
 template <bool sqrt_rate, bool feature_mask_off, size_t adaptive, size_t normalized, size_t spare>
@@ -580,7 +627,7 @@ inline float compute_rate_decay(power_data& s, float& fw)
   float rate_decay = 1.f;
   if (adaptive)
   {
-    if (sqrt_rate) { rate_decay = 1.0f / std::sqrt(w[adaptive]); }
+    if (sqrt_rate) { rate_decay = inv_sqrt(w[adaptive]); }
     else { rate_decay = powf(w[adaptive], s.minus_power_t); }
   }
   if VW_STD17_CONSTEXPR (normalized != 0)