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DistributionTemplates.h
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DistributionTemplates.h
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#pragma once
#include <ATen/core/Tensor.h>
#include <ATen/Dispatch.h>
#include <ATen/Dispatch_v2.h>
#include <ATen/Generator.h>
#include <ATen/ExpandUtils.h>
#include <ATen/Tensor.h>
#include <ATen/MemoryOverlap.h>
#include <ATen/NamedTensorUtils.h>
#include <ATen/native/Resize.h>
#include <ATen/native/TensorIterator.h>
#include <cmath>
#include <limits>
#include <optional>
#ifndef AT_PER_OPERATOR_HEADERS
#include <ATen/Functions.h>
#else
#include <ATen/ops/empty_like.h>
#include <ATen/ops/empty.h>
#include <ATen/ops/full.h>
#include <ATen/ops/view_as_real.h>
#endif
namespace at::native::templates {
// ==================================================== Random ========================================================
// The purpose of `update_from` and `update_to` is to find the closest valid int64_t number that can be used as actual `from`.
// The current implementation of `random_` uses uint64_t arithmetics and casts the result to the target dtype(scalar_t).
// This casting can result in generating numbers that happen to be greater or equal to `to` value. For instance:
//
// auto actual = torch::empty({3, 3}, torch::half);
// actual.random_(0, 65504);
//
// If random's uint64_t arithmetics produces 65503 as a random value after casting to torch::half it becomes 65504
// and violates the requirement that random value must be less than `to`. To resolve this issue `update_from` and `update_to`
// moves `from` to the right and `to` to the left to the next closest value that won't go outside [from, to) after casting to
// the target dtype. For `to` = 65504 it moves left for (1 << (log2(to) - 11 + 1)) = 32 and becomes 65472, which is previous
// available number for torch::half dtype.
template<typename scalar_t>
int64_t update_from(int64_t from) {
static_assert(
std::is_floating_point<scalar_t>::value ||
std::is_same<scalar_t, at::Half>::value ||
std::is_same<scalar_t, at::BFloat16>::value, "scalar_t must be floating-point type");
const auto from_plus_1 = static_cast<int64_t>(static_cast<scalar_t>(from + 1));
if (from_plus_1 < from) {
int64_t from_ = std::abs(from + 1);
int n = 0;
while (from_ >>= 1) ++n;
// NOLINTNEXTLINE(clang-analyzer-core.UndefinedBinaryOperatorResult)
from = from_plus_1 + (1LL << (n - std::numeric_limits<scalar_t>::digits + 1));
}
return from;
}
template<typename scalar_t>
int64_t update_to(int64_t to) {
static_assert(
std::is_floating_point<scalar_t>::value ||
std::is_same<scalar_t, at::Half>::value ||
std::is_same<scalar_t, at::BFloat16>::value, "scalar_t must be floating-point type");
const auto to_minus_1 = static_cast<int64_t>(static_cast<scalar_t>(to - 1));
if (to_minus_1 >= to) {
int64_t to_ = std::abs(to - 1);
int n = 0;
while (to_ >>= 1) ++n;
// NOLINTNEXTLINE(clang-analyzer-core.UndefinedBinaryOperatorResult)
to = to_minus_1 - (1LL << (n - std::numeric_limits<scalar_t>::digits + 1));
}
return to;
}
// Return earlier for not invoking kernel.
// See https://github.com/pytorch/pytorch/issues/103418 for more details
#define CHECK_EMPTY_AND_RETURN(tensor) \
if (tensor.numel() == 0) { \
return tensor; \
}
template<template<typename> class random_kernel, typename RNG>
at::Tensor& random_impl(at::Tensor& self, std::optional<Generator> generator) {
CHECK_EMPTY_AND_RETURN(self);
auto iter = at::TensorIterator::borrowing_nullary_op(self);
random_kernel<RNG>()(iter, generator);
return self;
}
#define CHECK_OUT_OF_BOUNDS(var, name, min, max, dtype) \
TORCH_CHECK(var >= min && var <= max, name , " is out of bounds for ", dtype); \
#define WARN_OUT_OF_BOUNDS(var, name, digits, dtype) \
if (var < -(1LL << digits) || var > (1LL << digits)) { \
TORCH_WARN(name , " is out of bounds [-(2^", digits, "), 2^", digits, "]. ", \
"Due to precision limitations ", dtype, " can support discrete uniform distribution only within this range. ", \
"This warning will become an error in version 1.7 release, please fix the code in advance"); \
}
inline void check_from_to_in_range(int64_t from, int64_t to_inc, caffe2::TypeMeta dtype) {
const auto scalar_type = typeMetaToScalarType(dtype);
if (isFloatingType(scalar_type)) {
AT_DISPATCH_FLOATING_TYPES_AND2(at::ScalarType::Half, at::ScalarType::BFloat16, scalar_type, "check_random_fp_bounds", [&] {
const auto min = static_cast<double>(std::numeric_limits<scalar_t>::lowest());
const auto max = static_cast<double>(std::numeric_limits<scalar_t>::max());
CHECK_OUT_OF_BOUNDS(from, "from", min, max, dtype);
CHECK_OUT_OF_BOUNDS(to_inc, "to - 1", min, max, dtype);
constexpr auto digits = std::numeric_limits<scalar_t>::digits;
WARN_OUT_OF_BOUNDS(from, "from", digits, dtype);
WARN_OUT_OF_BOUNDS(to_inc, "to - 1", digits, dtype);
});
} else if (scalar_type == kUInt64) {
// When you do a comparison between int64_t and uint64_t, the usual
// arithmetic conversions say that the int64_t value is promoted to
// unsigned. But this conversion wraps around: if I had -1 as my int64_t,
// then it will promote to 0xFFFFFFFFFFFFFFFF in uint64_t. This is never
// the right thing to do.
CHECK_OUT_OF_BOUNDS(from, "from", 0, INT64_MAX, dtype);
CHECK_OUT_OF_BOUNDS(to_inc, "to - 1", 0, INT64_MAX, dtype);
} else if (isIntegralType(scalar_type, /*includeBool=*/true)) {
AT_DISPATCH_V2(scalar_type, "check_random_integral_bounds", AT_WRAP([&]() {
const auto min = static_cast<int64_t>(std::numeric_limits<scalar_t>::lowest());
const auto max = static_cast<int64_t>(std::numeric_limits<scalar_t>::max());
CHECK_OUT_OF_BOUNDS(from, "from", min, max, dtype);
CHECK_OUT_OF_BOUNDS(to_inc, "to - 1", min, max, dtype);
}), AT_EXPAND(AT_INTEGRAL_TYPES), kUInt16, kUInt32, kBool);
} else {
TORCH_CHECK(false, "check_random_bounds handles only integral, floating-point and boolean types");
}
}
template<template<typename> class random_from_to_kernel, typename RNG>
at::Tensor& random_from_to_impl(at::Tensor& self, int64_t from, std::optional<int64_t> to_opt, std::optional<Generator> generator) {
uint64_t range = 0;
auto iter = at::TensorIterator::borrowing_nullary_op(self);
if (to_opt.has_value()) {
// [from, to)
int64_t to = *to_opt;
TORCH_CHECK(from < to, "random_ expects 'from' to be less than 'to', but got from=", from, " >= to=", to);
if (isFloatingType(iter.dtype())) {
AT_DISPATCH_FLOATING_TYPES_AND2(at::ScalarType::Half, at::ScalarType::BFloat16, self.scalar_type(), "random_update_from_to", [&] {
from = update_from<scalar_t>(from);
to = update_to<scalar_t>(to);
TORCH_CHECK(from < to, "random_ expects 'from' casted to dtype to be less than 'to' casted to dtype, but got from=", from, " >= to=", to);
});
}
check_from_to_in_range(from, to - 1, self.dtype());
CHECK_EMPTY_AND_RETURN(self);
range = static_cast<uint64_t>(to) - static_cast<uint64_t>(from);
random_from_to_kernel<RNG>()(iter, range, from, generator);
} else if (from != std::numeric_limits<int64_t>::lowest()) {
// [from, std::numeric_limits<int64_t>::max()]
int64_t to_inc = 0;
if (isFloatingType(iter.dtype())) {
AT_DISPATCH_FLOATING_TYPES_AND2(at::ScalarType::Half, at::ScalarType::BFloat16, self.scalar_type(), "random_from_to_range_calc", [&] {
constexpr int64_t scalar_t_max = static_cast<int64_t>(1) << std::numeric_limits<scalar_t>::digits;
to_inc = scalar_t_max > std::numeric_limits<int64_t>::max() ? std::numeric_limits<int64_t>::max() : static_cast<int64_t>(scalar_t_max);
from = update_from<scalar_t>(from);
TORCH_CHECK(from < to_inc, "random_ expects 'from' casted to dtype to be less than or equal to 'to_inc' casted to dtype, but got from=", from, " > to_inc=", to_inc);
});
} else if (isIntegralType(iter.dtype(), /*includeBool=*/true)) {
AT_DISPATCH_V2(self.scalar_type(), "random_from_to_range_calc", AT_WRAP([&] {
if constexpr (std::is_same_v<scalar_t, bool>) {
to_inc = static_cast<int64_t>(true);
} else {
to_inc = static_cast<int64_t>(std::numeric_limits<scalar_t>::max());
}
}), AT_EXPAND(AT_INTEGRAL_TYPES_V2), kBool);
} else {
TORCH_CHECK(false, "random_from_to_impl handles only integral, floating-point and boolean types");
}
check_from_to_in_range(from, to_inc, self.dtype());
CHECK_EMPTY_AND_RETURN(self);
range = static_cast<uint64_t>(to_inc) - static_cast<uint64_t>(from) + 1;
random_from_to_kernel<RNG>()(iter, range, from, generator);
} else {
// [std::numeric_limits<int64_t>::lowest(), std::numeric_limits<int64_t>::max()]
// range = 2^64
CHECK_EMPTY_AND_RETURN(self);
random_from_to_kernel<RNG>()(iter, generator);
}
return self;
}
// ==================================================== Normal ========================================================
#define CHECK_NORMAL_TENSOR_STD(std) \
do { \
TORCH_CHECK( \
!std.is_complex(), \
"normal expects standard deviation to be non-complex"); \
TORCH_CHECK( \
std.numel() == 0 || std.is_meta() || std.min().ge(0).item<bool>(), \
"normal expects all elements of std >= 0.0"); \
} while (0)
#define CHECK_NORMAL_STD(std) \
TORCH_CHECK(std >= 0.0, "normal expects std >= 0.0, but found std ", std);
template<template<typename> class normal_kernel, typename RNG>
Tensor& normal_impl_(Tensor& self, double mean, double std, std::optional<Generator> gen) {
CHECK_NORMAL_STD(std);
CHECK_EMPTY_AND_RETURN(self);
if (self.is_complex()) {
auto float_tensor = at::view_as_real(self);
// variance for normal distribution of the real and imaginary values
// is half of the input variance
normal_kernel<RNG>()(float_tensor, mean, std/(std::sqrt(2)), gen);
} else {
normal_kernel<RNG>()(self, mean, std, gen);
}
return self;
}
template<template<typename> class normal_kernel, typename RNG>
Tensor& normal_out_impl(Tensor& output, const Tensor& mean, double std, std::optional<Generator> gen) {
CHECK_NORMAL_STD(std);
auto std_tensor = at::empty_like(output, MemoryFormat::Contiguous);
auto shape = at::infer_size(mean.sizes(), std_tensor.sizes());
at::native::resize_output(output, shape);
normal_impl_<normal_kernel, RNG>(output, 0, std, gen);
output.add_(mean);
return output;
}
template<template<typename> class normal_kernel, typename RNG>
Tensor& normal_out_impl(Tensor& output, double mean, const Tensor& std, std::optional<Generator> gen) {
CHECK_NORMAL_TENSOR_STD(std);
auto mean_tensor = at::full({}, mean, output.options());
auto shape = at::infer_size(mean_tensor.sizes(), std.sizes());
at::native::resize_output(output, shape);
normal_impl_<normal_kernel, RNG>(output, 0, 1, gen);
// CUDA NB: addcmul_out copies the tensor to be added into the output.
// The previous function here was addcmul_out(output, mean_tensor, output, std, 1);
// The third argument is not a constant reference and hence the samples in output are overwritten.
// Consequently, the computation performed is mean_tensor + mean_tensor * std instead of mean_tensor + output * std
output.mul_(std).add_(mean_tensor);
return output;
}
template<template<typename> class normal_kernel, typename RNG>
Tensor& normal_out_impl(Tensor& output, const Tensor& mean, const Tensor& std, std::optional<Generator> gen) {
CHECK_NORMAL_TENSOR_STD(std);
auto shape = at::infer_size(mean.sizes(), std.sizes());
at::native::resize_output(output, shape);
normal_impl_<normal_kernel, RNG>(output, 0, 1, gen);
// CUDA NB: addcmul_out copies the tensor to be added into the output.
// The previous function here was addcmul_out(output, mean, output, std, 1);
// The third argument is not a constant reference and hence the samples in output are overwritten.
// Consequently, the computation performed is mean + mean * std instead of mean + output * std
output.mul_(std).add_(mean);
return output;
}
template<template<typename> class normal_kernel, typename RNG>
Tensor normal_impl(const Tensor& mean, double std, std::optional<Generator> gen) {
CHECK_NORMAL_STD(std);
Tensor ret = at::empty_like(mean, MemoryFormat::Contiguous);
normal_out_impl<normal_kernel, RNG>(ret, mean, std, gen);
return ret;
}
template<template<typename> class normal_kernel, typename RNG>
Tensor normal_impl(double mean, const Tensor& std, std::optional<Generator> gen) {
CHECK_NORMAL_TENSOR_STD(std);
Tensor ret = at::empty_like(std, MemoryFormat::Contiguous);
normal_out_impl<normal_kernel, RNG>(ret, mean, std, gen);
return ret;
}
template<template<typename> class normal_kernel, typename RNG>
Tensor normal_impl(const Tensor& mean, const Tensor& std, std::optional<Generator> gen) {
CHECK_NORMAL_TENSOR_STD(std);
auto shape = at::infer_size(mean.sizes(), std.sizes());
Tensor ret = at::empty(shape, mean.options(), MemoryFormat::Contiguous);
normal_out_impl<normal_kernel, RNG>(ret, mean, std, gen);
return ret;
}
// ==================================================== Uniform =======================================================
template<template<typename> class uniform_kernel, typename RNG>
at::Tensor& uniform_impl_(at::Tensor& self, double from, double to, std::optional<Generator> generator) {
if (self.is_complex()) {
CHECK_EMPTY_AND_RETURN(self);
auto float_tensor = at::view_as_real(self);
uniform_impl_<uniform_kernel, RNG>(float_tensor, from, to, generator);
} else {
AT_DISPATCH_FLOATING_TYPES_AND2(at::ScalarType::Half, at::ScalarType::BFloat16, self.scalar_type(), "check_uniform_bounds", [&] {
[[maybe_unused]] const auto dtype = self.dtype();
const auto min = static_cast<double>(std::numeric_limits<scalar_t>::lowest());
const auto max = static_cast<double>(std::numeric_limits<scalar_t>::max());
CHECK_OUT_OF_BOUNDS(from, "from", min, max, dtype);
CHECK_OUT_OF_BOUNDS(to, "to", min, max, dtype);
TORCH_CHECK(from <= to, "uniform_ expects to return a [from, to) range, but found from=", from, " > to=", to);
TORCH_CHECK((to - from) <= std::numeric_limits<scalar_t>::max(),
"uniform_ expects to-from <= std::numeric_limits<", toString(self.scalar_type()),
">::max(), but found to=", to, " and from=", from,
" which result in to-from to exceed the limit");
from = std::min(std::max(from, min), max);
to = std::max(std::min(to, max), min);
});
CHECK_EMPTY_AND_RETURN(self);
auto iter = at::TensorIterator::borrowing_nullary_op(self);
uniform_kernel<RNG>()(iter, from, to, generator);
}
return self;
}
// ================================================== LogNormal =======================================================
template<template<typename> class log_normal_kernel, typename RNG>
at::Tensor& log_normal_impl_(at::Tensor& self, double mean, double std, std::optional<Generator> gen) {
TORCH_CHECK(std > 0.0, "log_normal_ expects std > 0.0, but found std=", std);
CHECK_EMPTY_AND_RETURN(self);
auto iter = TensorIterator::borrowing_nullary_op(self);
log_normal_kernel<RNG>()(iter, mean, std, gen);
return self;
}
// =================================================== Geometric ======================================================
template<template<typename> class geometric_kernel, typename RNG>
Tensor& geometric_impl_(Tensor& self, double p, std::optional<Generator> gen) {
TORCH_CHECK(0 < p && p < 1, "geometric_ expects p to be in (0, 1), but got p=", p);
CHECK_EMPTY_AND_RETURN(self);
auto iter = TensorIterator::borrowing_nullary_op(self);
geometric_kernel<RNG>()(iter, p, gen);
return self;
}
// ================================================== Exponential =====================================================
template<template<typename> class exponential_kernel, typename RNG>
Tensor& exponential_impl_(Tensor& self, double lambda, std::optional<Generator> gen) {
TORCH_CHECK(lambda > 0.0, "exponential_ expects lambda > 0.0, but found lambda=", lambda);
CHECK_EMPTY_AND_RETURN(self);
auto iter = TensorIterator::borrowing_nullary_op(self);
exponential_kernel<RNG>()(iter, lambda, gen);
return self;
}
// ==================================================== Cauchy ========================================================
template<template<typename> class cauchy_kernel, typename RNG>
Tensor& cauchy_impl_(Tensor& self, double median, double sigma, std::optional<Generator> gen) {
// TODO: instead of variable name 'sigma', use 'gamma' or 'scale'
// the variance, squared sigma, is undefined for cauchy distribution
TORCH_CHECK(sigma > 0.0, "cauchy_ expects sigma > 0.0, but found sigma=", sigma);
TORCH_CHECK(at::isFloatingType(self.scalar_type()), "Cauchy distribution is a continuous probability distribution. dtype must be a floating point but you specified ", self.dtype());
CHECK_EMPTY_AND_RETURN(self);
auto iter = TensorIterator::borrowing_nullary_op(self);
cauchy_kernel<RNG>()(iter, median, sigma, gen);
return self;
}
// ==================================================== Bernoulli =====================================================
template<template<typename> class bernoulli_tensor_kernel, typename RNG>
Tensor& bernoulli_impl_(Tensor& self, const Tensor& p_, std::optional<Generator> gen) {
CHECK_EMPTY_AND_RETURN(self);
NoNamesGuard guard;
at::assert_no_internal_overlap(self);
bernoulli_tensor_kernel<RNG>()(self, p_, gen);
return self;
}
template<template<typename> class bernoulli_scalar_kernel, typename RNG>
Tensor& bernoulli_impl_(Tensor& self, double p, std::optional<Generator> gen) {
TORCH_CHECK(0 <= p && p <= 1, "bernoulli_ expects p to be in [0, 1], but got p=", p);
CHECK_EMPTY_AND_RETURN(self);
at::assert_no_internal_overlap(self);
bernoulli_scalar_kernel<RNG>()(self, p, gen);
return self;
}
template<template<typename> class bernoulli_tensor_kernel, typename RNG>
Tensor& bernoulli_out_impl(Tensor& result, const Tensor& self, std::optional<Generator> gen) {
// result.resize_as_(self) requires self to have same dtype as result, so we
// use resize_ instead.
// TODO: Fix resize_as_. See pytorch/pytorch#11665.
result.resize_(self.sizes());
bernoulli_impl_<bernoulli_tensor_kernel, RNG>(result, self, gen);
namedinference::propagate_names(result, self);
return result;
}
#undef CHECK_OUT_OF_BOUNDS
#undef WARN_OUT_OF_BOUNDS
} // namespace at::native::templates