Merge pull request #92 from JamesYang007/vectorized_beval

Fully refactored with new vectorized beval method

.circleci/config.yml

@@ -2,21 +2,22 @@ version: 2
 jobs:
   build:
     docker:
-      - image: buildpack-deps:trusty
+      - image: buildpack-deps:bionic
 
     steps:
       - checkout
       - run:
           name: Install sudo
           command: 'apt-get update && apt-get install -y sudo && rm -rf /var/lib/apt/lists/*'
       - run:
-          name: Install ubuntu-toolchain-r/test and g++-7
+          name: Install ubuntu-toolchain-r/test, g++-8, and cmake
           command: |
               sudo apt-get update
               sudo apt-get install -y software-properties-common
               sudo add-apt-repository -y ppa:ubuntu-toolchain-r/test
               sudo apt update
-              sudo apt install g++-7 -y
+              sudo apt install g++-8 -y
+              sudo apt install cmake -y
       - run:
           name: Check g++ version
           command: |
@@ -25,20 +26,6 @@ jobs:
               sudo update-alternatives --config gcc
               gcc --version
               g++ --version
-      - run:
-          name: Install CMake
-          command: |
-              sudo apt-get update
-              version=3.9
-              build=2
-              mkdir ~/temp
-              cd ~/temp
-              wget https://cmake.org/files/v$version/cmake-$version.$build.tar.gz
-              tar -xzvf cmake-$version.$build.tar.gz
-              cd cmake-$version.$build/
-              ./bootstrap
-              make -j$(nproc)
-              sudo make install
       - run:
           name: Install Ninja
           command: |
@@ -60,7 +47,12 @@ jobs:
           command: 'cmake --version; uname -a'
       - run:
           name: Compile
-          command: './clean-build.sh release'
+          command: |
+              mkdir -p build && cd build
+              mkdir -p release && cd release
+              rm -rf ./*
+              cmake ../../ -GNinja
+              cmake --build . -- -j4
       - run:
           name: Execute test suite
-          command: 'cd build/release ; ctest -j12'
+          command: 'cd build/release ; ctest -j6'

benchmark/ad_benchmark.cpp

@@ -49,12 +49,12 @@ static void BM_test1_fastad(benchmark::State& state)
         x.emplace_back(i / 100.);
     }
     std::vector<Var<double>> w(3);
-    auto expr = (w[0] = x[0] * x[1] - x[2] * sin(x[0]),
+    auto expr = ad::bind(
+                (w[0] = x[0] * x[1] - x[2] * sin(x[0]),
                  w[1] = x[1] * w[0] - cos(w[0]) + 
                         ad::sum(x.begin(), x.end(), [](const auto& xi) {return xi;}),
-                 w[2] = w[1] + ad::exp(w[1] - w[0]));
-    std::vector<double> tmp(expr.bind_size());
-    expr.bind(tmp.data());
+                 w[2] = w[1] + ad::exp(w[1] - w[0])) 
+    );
 
     for (auto _ : state) {
         autodiff(expr);

benchmark/constant_eager_benchmark.cpp

@@ -1,5 +1,6 @@
 #include <fastad_bits/reverse/core/var.hpp>
-#include <fastad_bits/reverse/core/math.hpp>
+#include <fastad_bits/reverse/core/unary.hpp>
+#include <fastad_bits/reverse/core/binary.hpp>
 #include <fastad_bits/reverse/core/eval.hpp>
 #include <fastad_bits/reverse/core/pow.hpp>
 #include <fastad_bits/reverse/core/sum.hpp>
@@ -38,16 +39,14 @@ static void BM_normal_repeated_stddev(benchmark::State& state)
     }
 
     int i = 0;
-    auto expr = ad::sum(values.begin(), values.end(),
+    auto expr = ad::bind(ad::sum(values.begin(), values.end(),
         [&](double v) {
             auto&& expr = -ad::constant(0.5) *
                 ad::pow<2>((ad::constant(v) - w * ad::constant(values2[i])) / ad::constant(2.)) -
                 ad::log(ad::constant(2.));
             ++i;
             return expr;
-        });
-    std::vector<double> tmp(expr.bind_size());
-    expr.bind(tmp.data());
+        }));
 
     for (auto _ : state) {
         ad::autodiff(expr);

benchmark/normal_benchmark.cpp

@@ -1,7 +1,7 @@
-#include <fastad_bits/reverse/core/math.hpp>
 #include <fastad_bits/reverse/core/var.hpp>
+#include <fastad_bits/reverse/core/unary.hpp>
+#include <fastad_bits/reverse/core/binary.hpp>
 #include <fastad_bits/reverse/core/eval.hpp>
-#include <fastad_bits/reverse/core/eq.hpp>
 #include <fastad_bits/reverse/core/pow.hpp>
 #include <fastad_bits/reverse/core/sum.hpp>
 #include <fastad_bits/reverse/stat/normal.hpp>
@@ -45,18 +45,15 @@ BENCHMARK_DEFINE_F(normal_fixture, BM_normal_adj_log_pdf)(benchmark::State& stat
 
     VarView<value_t, vec> x(nullptr, nullptr, size);
     VarView<value_t, vec> mu(nullptr, nullptr, size);
-    VarView<value_t, selfadjmat> sigma(nullptr, nullptr, size, size);
+    VarView<value_t, mat> sigma(nullptr, nullptr, size, size);
 
     size_t tot_size = x.size() + mu.size() + sigma.size();
     std::vector<double> val(tot_size, 0);
     std::vector<double> adj(tot_size, 0);
 
-    auto val_next = x.bind(val.data());
-    auto adj_next = x.bind_adj(adj.data());
-    val_next = mu.bind(val_next);
-    adj_next = mu.bind_adj(adj_next);
-    val_next = sigma.bind(val_next);
-    adj_next = sigma.bind_adj(adj_next);
+    auto ptr_pack = x.bind({val.data(), adj.data()});
+    ptr_pack = mu.bind(ptr_pack);
+    ptr_pack = sigma.bind(ptr_pack);
 
     x.get().Random();
     mu.get().Random();
@@ -79,32 +76,21 @@ BENCHMARK_DEFINE_F(normal_fixture, BM_normal_adj_log_pdf_flat)(benchmark::State&
     VarView<value_t, vec> x(nullptr, nullptr, size);
     VarView<value_t, vec> mu(nullptr, nullptr, size);
 
-    size_t tot_size = x.size() + mu.size() + (size * (size + 1))/2;
+    size_t tot_size = x.size() + mu.size() + (size * size);
     std::vector<double> val(tot_size, 0);
     std::vector<double> adj(tot_size, 0);
 
-    auto val_next = x.bind(val.data());
-    auto adj_next = x.bind_adj(adj.data());
-    val_next = mu.bind(val_next);
-    adj_next = mu.bind_adj(adj_next);
+    auto ptr_pack = x.bind({val.data(), adj.data()});
+    ptr_pack = mu.bind(ptr_pack);
 
-    Eigen::MatrixXd mat_vals(size, size);
-    VarView<value_t, selfadjmat> sigma(mat_vals.data(), 
-                                       val_next, 
-                                       adj_next, 
-                                       size);
+    VarView<value_t, mat> sigma(ptr_pack.val, 
+                                ptr_pack.adj,
+                                size, size);
 
     x.get().Random();
     mu.get().Random();
     make_cov(sigma);
 
-    size_t k = 0;
-    for (size_t j = 0; j < sigma.cols(); ++j) {
-        for (size_t i = j; i < sigma.rows(); ++i, ++k) {
-            val_next[k] = sigma.get()(i,j);
-        }
-    }
-
     auto expr = ad::bind(normal_adj_log_pdf(x, mu, sigma));
 
     for (auto _ : state) {

benchmark/prod_benchmark.cpp

@@ -1,8 +1,10 @@
 #include <fastad_bits/reverse/core/var.hpp>
 #include <fastad_bits/reverse/core/eq.hpp>
-#include <fastad_bits/reverse/core/prod.hpp>
-#include <fastad_bits/reverse/core/math.hpp>
+#include <fastad_bits/reverse/core/unary.hpp>
+#include <fastad_bits/reverse/core/binary.hpp>
 #include <fastad_bits/reverse/core/eval.hpp>
+#include <fastad_bits/reverse/core/pow.hpp>
+#include <fastad_bits/reverse/core/prod.hpp>
 #include <benchmark/benchmark.h>
 #ifdef USE_ADEPT
 #include <adept_arrays.h>
@@ -53,9 +55,7 @@ static void BM_prod_fastad(benchmark::State& state)
         , [](const auto& x) {
             return x * x;
         });
-    auto expr = (w4 = prod_expr, w5 = w4 * w4 + ad::cos(w4));
-    std::vector<double> tmp(expr.bind_size());
-    expr.bind(tmp.data());
+    auto expr = ad::bind((w4 = prod_expr, w5 = w4 * w4 + ad::cos(w4)));
 
     for (auto _ : state) {
         autodiff(expr);

benchmark/sum_benchmark.cpp

@@ -1,4 +1,5 @@
-#include <fastad_bits/reverse/core/math.hpp>
+#include <fastad_bits/reverse/core/binary.hpp>
+#include <fastad_bits/reverse/core/unary.hpp>
 #include <fastad_bits/reverse/core/var.hpp>
 #include <fastad_bits/reverse/core/eval.hpp>
 #include <fastad_bits/reverse/core/eq.hpp>
@@ -51,9 +52,7 @@ static void BM_sumnode_fastad(benchmark::State& state)
     }
     Var<double> w4, w5;
     auto sum_expr = ad::sum(vec.begin(), vec.end(), [](const auto& x) {return x * x;});
-    auto expr = (w4=sum_expr, w5 = w4 * w4 + ad::sin(w4));
-    std::vector<double> tmp(expr.bind_size());
-    expr.bind(tmp.data());
+    auto expr = ad::bind((w4=sum_expr, w5 = w4 * w4 + ad::sin(w4)));
 
     for (auto _ : state) {
         autodiff(expr);
@@ -78,16 +77,15 @@ static void BM_sumnode_fastad_large_vectorized(benchmark::State& state)
     }
 
     int i = 0;
-    auto expr = ad::sum(values.begin(), values.end(),
-        [&](double v) {
-            if (i % values2.size() == 0) i = 0;
-            auto&& expr = -ad::constant(0.5) *
-                ad::pow<2>((ad::constant(v) - w[0] * ad::constant(values2[i])) / w[1]);
-            ++i;
-            return expr;
-        });
-    std::vector<double> tmp(expr.bind_size());
-    expr.bind(tmp.data());
+    auto expr = ad::bind(
+        ad::sum(values.begin(), values.end(),
+            [&](double v) {
+                if (i % values2.size() == 0) i = 0;
+                auto&& expr = -ad::constant(0.5) *
+                    ad::pow<2>((ad::constant(v) - w[0] * ad::constant(values2[i])) / w[1]);
+                ++i;
+                return expr;
+            }));
 
     for (auto _ : state) {
         ad::autodiff(expr);

example/main.cpp

@@ -38,8 +38,10 @@ void reverse_simple()
 		, w5 = exp(w4*w3)
 		);
 
-    std::vector<double> tmp(expr.bind_size());
-    expr.bind(tmp.data());
+    auto size_pack = expr.bind_cache_size();
+    std::vector<double> val_buf(size_pack(0));
+    std::vector<double> adj_buf(size_pack(1));
+    expr.bind_cache({val_buf.data(), adj_buf.data()});
 
 	autodiff(expr);
 
@@ -63,8 +65,11 @@ void reverse_vec()
 		, w[1] = w[0] + x[0] * x[1]
 		, w[2] = exp(w[1] * w[0])
 		);
-    std::vector<double> tmp(expr.bind_size());
-    expr.bind(tmp.data());
+
+    auto size_pack = expr.bind_cache_size();
+    std::vector<double> val_buf(size_pack(0));
+    std::vector<double> adj_buf(size_pack(1));
+    expr.bind_cache({val_buf.data(), adj_buf.data()});
 
 	autodiff(expr);
 

include/fastad

@@ -1,36 +1,4 @@
 // Export header file
-
 #pragma once
-
-#include "fastad_bits/forward/core/dualnum.hpp"
-#include "fastad_bits/forward/core/forward.hpp"
-
-#include "fastad_bits/reverse/core/binary.hpp"
-#include "fastad_bits/reverse/core/bind.hpp"
-#include "fastad_bits/reverse/core/constant.hpp"
-#include "fastad_bits/reverse/core/dot.hpp"
-#include "fastad_bits/reverse/core/eq.hpp"
-#include "fastad_bits/reverse/core/eval.hpp"
-#include "fastad_bits/reverse/core/expr_base.hpp"
-#include "fastad_bits/reverse/core/for_each.hpp"
-#include "fastad_bits/reverse/core/glue.hpp"
-#include "fastad_bits/reverse/core/if_else.hpp"
-#include "fastad_bits/reverse/core/math.hpp"
-#include "fastad_bits/reverse/core/norm.hpp"
-#include "fastad_bits/reverse/core/pow.hpp"
-#include "fastad_bits/reverse/core/prod.hpp"
-#include "fastad_bits/reverse/core/sqrt.hpp"
-#include "fastad_bits/reverse/core/sum.hpp"
-#include "fastad_bits/reverse/core/unary.hpp"
-#include "fastad_bits/reverse/core/value_view.hpp"
-#include "fastad_bits/reverse/core/var.hpp"
-#include "fastad_bits/reverse/core/var_view.hpp"
-//#include "fastad_bits/reverse/core/hessian.hpp"
-
-#include "fastad_bits/util/shape_traits.hpp"
-#include "fastad_bits/util/type_traits.hpp"
-
-#include "fastad_bits/reverse/stat/normal.hpp"
-#include "fastad_bits/reverse/stat/uniform.hpp"
-#include "fastad_bits/reverse/stat/bernoulli.hpp"
-#include "fastad_bits/reverse/stat/wishart.hpp"
+#include "fastad_bits/forward.hpp"
+#include "fastad_bits/reverse.hpp"

include/fastad_bits/forward.hpp

@@ -0,0 +1,2 @@
+#pragma once
+#include "forward/core.hpp"

include/fastad_bits/forward/core.hpp

@@ -0,0 +1,3 @@
+#pragma once
+#include "core/dualnum.hpp"
+#include "core/forward.hpp"

include/fastad_bits/reverse.hpp

@@ -0,0 +1,4 @@
+#pragma once
+
+#include "reverse/core.hpp"
+#include "reverse/stat.hpp"

include/fastad_bits/reverse/core.hpp

@@ -0,0 +1,20 @@
+#pragma once
+#include "fastad_bits/reverse/core/binary.hpp"
+#include "fastad_bits/reverse/core/bind.hpp"
+#include "fastad_bits/reverse/core/constant.hpp"
+#include "fastad_bits/reverse/core/dot.hpp"
+#include "fastad_bits/reverse/core/eq.hpp"
+#include "fastad_bits/reverse/core/eval.hpp"
+#include "fastad_bits/reverse/core/expr_base.hpp"
+#include "fastad_bits/reverse/core/for_each.hpp"
+#include "fastad_bits/reverse/core/glue.hpp"
+#include "fastad_bits/reverse/core/if_else.hpp"
+#include "fastad_bits/reverse/core/norm.hpp"
+#include "fastad_bits/reverse/core/pow.hpp"
+#include "fastad_bits/reverse/core/prod.hpp"
+#include "fastad_bits/reverse/core/sum.hpp"
+#include "fastad_bits/reverse/core/unary.hpp"
+#include "fastad_bits/reverse/core/value_view.hpp"
+#include "fastad_bits/reverse/core/var.hpp"
+#include "fastad_bits/reverse/core/var_view.hpp"
+//#include "fastad_bits/reverse/core/hessian.hpp"