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feature: rng primitive refactoring #3040

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@Alexandr-Solovev Alexandr-Solovev commented Jan 10, 2025

Description

Add a comprehensive description of proposed changes

List associated issue number(s) if exist(s): #6 (for example)

Documentation PR (if needed): #1340 (for example)

Benchmarks PR (if needed): IntelPython/scikit-learn_bench#155 (for example)


PR should start as a draft, then move to ready for review state after CI is passed and all applicable checkboxes are closed.
This approach ensures that reviewers don't spend extra time asking for regular requirements.

You can remove a checkbox as not applicable only if it doesn't relate to this PR in any way.
For example, PR with docs update doesn't require checkboxes for performance while PR with any change in actual code should have checkboxes and justify how this code change is expected to affect performance (or justification should be self-evident).

Checklist to comply with before moving PR from draft:

PR completeness and readability

  • I have reviewed my changes thoroughly before submitting this pull request.
  • I have commented my code, particularly in hard-to-understand areas.
  • I have updated the documentation to reflect the changes or created a separate PR with update and provided its number in the description, if necessary.
  • Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
  • I have added a respective label(s) to PR if I have a permission for that.
  • I have resolved any merge conflicts that might occur with the base branch.

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  • I have run it locally and tested the changes extensively.
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  • I have measured performance for affected algorithms using scikit-learn_bench and provided at least summary table with measured data, if performance change is expected.
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  • I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.

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/intelci: run

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/intelci: run

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/intelci: run

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/intelci: run

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/intelci: run

@Alexandr-Solovev Alexandr-Solovev changed the title inc 1 feature: rng primitive refactoring Jan 22, 2025
@Alexandr-Solovev Alexandr-Solovev added the dpc++ Issue/PR related to DPC++ functionality label Jan 22, 2025
@Alexandr-Solovev Alexandr-Solovev marked this pull request as ready for review January 22, 2025 20:53
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/intelci: run

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/intelci: run

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/intelci: run

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/intelci: run

Comment on lines 72 to 73
/// @param[in] queue The SYCL queue used to manage device operations.
/// @param[in] seed The initial seed for the random number generator. Defaults to `777`.
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Please move those to the constructor's description.

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It would be also good to provide the descriptions to every public method, not only to the class.

Comment on lines +159 to +160
template <typename Type, typename Size, engine_method EngineType>
void uniform(Size count, Type* dst, dpc_engine<EngineType>& engine_, Type a, Type b) {
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Is it necessary to have Size as a template parameter?

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Please provide descriptions to all those APIs. Because from the first glance it is not clear which of them are for CPU only.

seed_(seed) {
engines_.reserve(count_);
for (Size i = 0; i < count_; ++i) {
engines_.push_back(dpc_engine<EngineType>(queue, seed_));
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This initialization looks meaningless for mt2203. Because different engine_idx should also be provided to have independent sequences of random numbers:
https://www.intel.com/content/www/us/en/docs/onemkl/developer-reference-dpcpp/2023-0/oneapi-mkl-rng-mt2203.html

Comment on lines 82 to 90
#define INSTANTIATE_(F, Size, EngineType) \
template ONEDAL_EXPORT void uniform(sycl::queue& queue, \
Size count_, \
F* dst, \
dpc_engine<EngineType>& engine_, \
F a, \
F b, \
const event_vector& deps);

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@Vika-F Vika-F Jan 24, 2025

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It would be better to just add uniform_without_replacement and shuffle instantiations to this macro.
You'll not need INSTANTIATE_uniform_without_replacement_FLOAT and other similar macros then.

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/intelci: run

@@ -0,0 +1,132 @@
/*******************************************************************************
* Copyright 2021 Intel Corporation
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Suggested change
* Copyright 2021 Intel Corporation
* Copyright contributors to the oneDAL project

///
/// @tparam EngineType The RNG engine type to be used. Defaults to `engine_method::mt2203`.
///
/// @param[in] seed The initial seed for the random number generator. Defaults to `777`.
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The came comment as for dpc_engine apply here: need to add descriptions to the methods and functions; need to fix rule of five.


for (std::int64_t el = 0; el < arr_2_host.get_count(); el++) {
// Due to MKL inside generates floats on GPU and doubles on CPU, it makes sense to add minor eps.
REQUIRE(abs(val_arr_1_host_ptr[el] - val_arr_2_host_ptr[el]) < 0.1);
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Looks like 0.1 is a too big difference.

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