feature: rng primitive refactoring #3040

Alexandr-Solovev · 2025-01-10T13:50:35Z

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.

Testing

I have run it locally and tested the changes extensively.
All CI jobs are green or I have provided justification why they aren't.
I have extended testing suite if new functionality was introduced in this PR.

Performance

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.
I have provided justification why performance has changed or why changes are not expected.
I have provided justification why quality metrics have changed or why changes are not expected.
I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.

Alexandr-Solovev · 2025-01-10T13:52:07Z

/intelci: run

Alexandr-Solovev · 2025-01-13T12:31:46Z

/intelci: run

Alexandr-Solovev · 2025-01-22T09:33:37Z

/intelci: run

Alexandr-Solovev · 2025-01-22T12:25:39Z

/intelci: run

Alexandr-Solovev · 2025-01-22T15:11:03Z

/intelci: run

Alexandr-Solovev · 2025-01-22T20:53:43Z

/intelci: run

Alexandr-Solovev · 2025-01-23T13:11:52Z

/intelci: run

Alexandr-Solovev · 2025-01-23T13:19:57Z

/intelci: run

cpp/daal/src/algorithms/engines/mrg32k3a/mrg32k3a_batch_container.h

cpp/daal/src/algorithms/engines/mrg32k3a/mrg32k3a_batch_impl.h

cpp/daal/src/externals/service_rng_mkl.h

cpp/daal/src/externals/service_rng_openrng.h

cpp/daal/src/externals/service_rng_ref.h

cpp/oneapi/dal/backend/primitives/rng/dpc_engine_collection.hpp

Alexandr-Solovev · 2025-01-23T15:11:42Z

/intelci: run

Vika-F · 2025-01-24T08:30:39Z

cpp/oneapi/dal/backend/primitives/rng/dpc_engine.hpp

+/// @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`.


Please move those to the constructor's description.

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

cpp/oneapi/dal/backend/primitives/rng/dpc_engine.hpp

Vika-F · 2025-01-24T09:16:29Z

cpp/oneapi/dal/backend/primitives/rng/dpc_engine_collection.hpp

+              seed_(seed) {
+        engines_.reserve(count_);
+        for (Size i = 0; i < count_; ++i) {
+            engines_.push_back(dpc_engine<EngineType>(queue, seed_));


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

cpp/oneapi/dal/backend/primitives/rng/dpc_engine_dpc.cpp

Alexandr-Solovev · 2025-01-24T09:24:42Z

/intelci: run

cpp/oneapi/dal/backend/primitives/rng/host_engine.hpp

Vika-F · 2025-01-24T09:26:46Z

cpp/oneapi/dal/backend/primitives/rng/host_engine.hpp

+///
+/// @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`.


The came comment as for dpc_engine apply here: need to add descriptions to the methods and functions; need to fix rule of five.

cpp/oneapi/dal/backend/primitives/rng/test/rng_dpc.cpp

Alexandr-Solovev · 2025-01-28T10:31:56Z

/intelci: run

Alexandr-Solovev · 2025-01-30T14:43:33Z

/intelci: run

Alexandr-Solovev · 2025-01-30T14:43:47Z

/intelci: run

Alexandr-Solovev · 2025-01-30T17:47:40Z

/intelci: run

icfaust

This is a review just for the DAAL side of things, will do a second review for the DAL side. DAAL looks rather straightforward, and looks as though oneDAL requires the most attention.

icfaust · 2025-01-31T05:45:23Z

cpp/daal/include/algorithms/engines/mrg32k3a/mrg32k3a.h

@@ -0,0 +1,183 @@
+/* file: mrg32k3a.h */
+/*******************************************************************************
+* Copyright contributors to the oneDAL project


The files in cpp/daal/include/* seems to follow exactly the layout of the other RNG engines, so I have glanced through to make sure that they are the same, but didn't look super close. @Alexandr-Solovev let me know if there is anything specific to mrg32k3a or philox4x32x10 in these folders that are different. This implies that there isn't any architectural change to the RNG engines on the DAAL side of things outside of the inclusion of the two new ones. Is that so? (on second glance, it looks that we are doing a better standardization of the error codes, but thats it?)

icfaust · 2025-01-31T05:50:01Z

cpp/daal/src/algorithms/engines/mrg32k3a/mrg32k3a.cpp

@@ -0,0 +1,60 @@
+/* file: mrg32k3a.cpp */


Overall structure in the daal/src/* also looks to match. I will focus on reviewing the batch_impl.h files.

icfaust · 2025-01-31T05:55:31Z

cpp/daal/src/algorithms/engines/mrg32k3a/mrg32k3a_batch_impl.h

+    {
+        switch (technique)
+        {
+        case engines::internal::family: return false;


Not anything you need to change in your PR, but I find it a bit odd that all of the RNGs in DAAL define or try unused skipping methods entirely even if the technique isn't known to be implemented (i.e. false) rather than just setting the errorcode directly. Am I misunderstanding things?

icfaust · 2025-01-31T05:58:08Z

cpp/daal/src/algorithms/engines/mt2203/mt2203_kernel.h

@@ -19,8 +19,8 @@
 //  Declaration of template function that calculate mt2203s.
 //--

-#ifndef __MCG59_KERNEL_H__


This is crazy, especially for something that is so widely used in the codebase. Good catch.

david-cortes-intel · 2025-01-31T07:53:49Z

cpp/oneapi/dal/backend/primitives/rng/device_engine_collection.hpp

+
+#ifdef ONEDAL_DATA_PARALLEL
+
+template <engine_type EngineType = engine_type::mt2203>


Will the change of default engine be left for a different PR?

Vika-F · 2025-01-31T09:55:00Z

cpp/oneapi/dal/backend/primitives/rng/device_engine.hpp

+    /// Constructor that initializes the mt2203 generator for use on the GPU.
+    /// @param[in] queue The SYCL queue to manage device operations.
+    /// @param[in] seed The initial seed for the generator.
+    gen_mt2203(sycl::queue queue, std::int64_t seed) : _gen(queue, seed, 0) {}


One more parameter should be added to the constructor.
Because mt2203 is a set of 6024 Mersenne Twister RNGs.

Suggested change

gen_mt2203(sycl::queue queue, std::int64_t seed) : _gen(queue, seed, 0) {}

gen_mt2203(sycl::queue queue, std::int64_t seed, std::int64_t engine_idx = 0) : _gen(queue, seed, engine_idx) {}

Vika-F · 2025-01-31T10:02:46Z

cpp/oneapi/dal/backend/primitives/rng/device_engine_collection.hpp

+        for (std::int64_t i = 0; i < count_; ++i) {
+            engines_.push_back(device_engine<EngineType>(queue, base_seed_ + i));
+        }


More correctly will be to initialize the collection with the different RNGs for mt2203:

Suggested change

for (std::int64_t i = 0; i < count_; ++i) {

engines_.push_back(device_engine<EngineType>(queue, base_seed_ + i));

}

if (EngineType == engine_type::mt2203)

{

for (std::int64_t i = 0; i < count_; ++i) {

engines_.push_back(device_engine<EngineType>(queue, base_seed_, i));

}

}

else

{

for (std::int64_t i = 0; i < count_; ++i) {

engines_.push_back(device_engine<EngineType>(queue, base_seed_ + i));

}

}

Vika-F · 2025-01-31T10:04:45Z

cpp/oneapi/dal/backend/primitives/rng/device_engine_dpc.cpp

+        throw domain_error(dal::detail::error_messages::unsupported_data_type());
+    }
+    oneapi::mkl::rng::uniform<Type> distr(a, b);
+    auto event = generate_rng(distr, engine_, count, dst, deps);


Why not returning the event?
Skip ahead for CPU can be just moved upper in the code.

Vika-F · 2025-01-31T10:07:36Z

cpp/oneapi/dal/backend/primitives/rng/host_engine.hpp

+        }
+    }
+
+    explicit host_engine(const daal::algorithms::engines::EnginePtr& eng) : host_engine_(eng) {


I do not think that this is a proper fix to rule of three. Because a copy constructor should accept the object of the same type host_engine.

Vika-F · 2025-01-31T10:14:19Z

cpp/oneapi/dal/backend/primitives/rng/device_engine_dpc.cpp

+    engine_.skip_ahead_cpu(count);
+}
+
+//Currently only CPU impl


Please add more meaningful comments.
What is the buffer is not obvious, for example.

Suggested change

//Currently only CPU impl

/// Generates a sequence of uniformly distributed random numbers from the interval [a, b).

/// The numbers in the sequence do not repeat.

/// In current version the data generation is only available on CPU.

///

/// @tparam Type ...

///

/// @param queue ...

Alexandr-Solovev · 2025-01-31T10:41:45Z

/intelci: run

inc 1

f9c8265

minor fixes

0ce01a6

minor fix

b6e5135

minor fix for macros

91929f3

Alexandr-Solovev added 2 commits January 22, 2025 04:42

add dpc files

50b34e6

minor fix

86d1a8e

Alexandr-Solovev changed the title ~~inc 1~~ feature: rng primitive refactoring Jan 22, 2025

Alexandr-Solovev added the dpc++ Issue/PR related to DPC++ functionality label Jan 22, 2025

fixes

7a31362

Alexandr-Solovev marked this pull request as ready for review January 22, 2025 20:53

Alexandr-Solovev requested review from Alexsandruss and samir-nasibli as code owners January 22, 2025 20:53

Merge branch 'uxlfoundation:main' into dev/asolovev_test_rng_incremental

e850e09

fix for bazel tests

418e741

Vika-F reviewed Jan 23, 2025

View reviewed changes

fix comments

3d44f9e