Add random source that matches PyTorch

This added random source that matches PyTorch on CPU. In particular, it
matches: `torch.randn([], dtype=torch.float)` result.

PyTorch's RNG is a bit convoluted and not claimed to be version-stable
(will open a separate issue in PyTorch repo on this). However, the
current implementation on CPU is fairly straightforward^*.

1. If it is less than 16 elements, it uses Gaussian distribution sampled
   from MT19937 for double + Box-Muller transformation.

2. If it is more than 16 (16 included), it first do uniform sampling
   with whatever the resulting data type would be (in this case, torch.float),
   and then apply Box-Muller transformation over 16-element segment at a
   type, treating the first floating-point and the 8th as a pair, so on
   so forth.

3. If it is not a multiple of 16, trace back from the end for 16
   elements and redo step 2.
pull/124/head
Liu Liu 1 year ago
parent 00390a6418
commit bf5dca85ea

@ -0,0 +1,152 @@
// For licensing see accompanying LICENSE.md file.
// Copyright (C) 2022 Apple Inc. All Rights Reserved.
import Foundation
import CoreML
/// A random source consistent with PyTorch
///
/// This implementation matches:
/// https://github.com/pytorch/pytorch/blob/master/aten/src/ATen/core/DistributionsHelper.h
/// https://github.com/pytorch/pytorch/blob/master/aten/src/ATen/native/cpu/DistributionTemplates.h
/// https://github.com/pytorch/pytorch/blob/master/aten/src/ATen/native/cpu/DistributionKernels.cpp
/// https://github.com/pytorch/pytorch/blob/master/aten/src/ATen/core/TransformationHelper.h
///
@available(iOS 16.2, macOS 13.1, *)
struct TorchRandomSource: RandomNumberGenerator {
struct State {
var key = [UInt32](repeating: 0, count: 624)
var pos: Int = 0
var nextGauss: Double? = nil
}
var state: State
/// Initialize with a random seed
///
/// - Parameters
/// - seed: Seed for underlying Mersenne Twister 19937 generator
/// - Returns random source
init(seed: UInt32) {
state = .init()
var s = seed & 0xffff_ffff
for i in 0..<state.key.count {
state.key[i] = s
s = UInt32((UInt64(1_812_433_253) * UInt64(s ^ (s >> 30)) + UInt64(i) + 1) & 0xffff_ffff)
}
state.pos = state.key.count
state.nextGauss = nil
}
/// Generate next UInt32 using fast 32bit Mersenne Twister
mutating func nextUInt32() -> UInt32 {
let n = 624
let m = 397
let matrixA: UInt64 = 0x9908_b0df
let upperMask: UInt32 = 0x8000_0000
let lowerMask: UInt32 = 0x7fff_ffff
var y: UInt32
if state.pos == state.key.count {
for i in 0..<(n - m) {
y = (state.key[i] & upperMask) | (state.key[i + 1] & lowerMask)
state.key[i] = state.key[i + m] ^ (y >> 1) ^ UInt32((UInt64(~(y & 1)) + 1) & matrixA)
}
for i in (n - m)..<(n - 1) {
y = (state.key[i] & upperMask) | (state.key[i + 1] & lowerMask)
state.key[i] = state.key[i + (m - n)] ^ (y >> 1) ^ UInt32((UInt64(~(y & 1)) + 1) & matrixA)
}
y = (state.key[n - 1] & upperMask) | (state.key[0] & lowerMask)
state.key[n - 1] = state.key[m - 1] ^ (y >> 1) ^ UInt32((UInt64(~(y & 1)) + 1) & matrixA)
state.pos = 0
}
y = state.key[state.pos]
state.pos += 1
y ^= (y >> 11)
y ^= (y << 7) & 0x9d2c_5680
y ^= (y << 15) & 0xefc6_0000
y ^= (y >> 18)
return y
}
mutating func next() -> UInt64 {
let high = nextUInt32()
let low = nextUInt32()
return (UInt64(high) << 32) | UInt64(low)
}
/// Generate next random double value
mutating func nextDouble() -> Double {
let a = next()
return Double(a & 9_007_199_254_740_991) * (1.0 / 9007199254740992.0)
}
/// Generate next random float value
mutating func nextFloat() -> Float {
let a = nextUInt32()
return Float(a & 16_777_215) * (1.0 / 16777216.0)
}
/// Generate next random value from a standard normal
mutating func nextGauss() -> Double {
if let nextGauss = state.nextGauss {
state.nextGauss = nil
return nextGauss
}
// Box-Muller transform
let u1: Double = nextDouble()
let u2: Double = 1 - nextDouble()
let radius = sqrt(-2.0 * log(u2))
let theta = 2.0 * .pi * u1
state.nextGauss = radius * sin(theta)
return radius * cos(theta)
}
/// Generates an array of random values from a normal distribution with given mean and standard deviation.
/// This simulates torch.randn([1, 4, 64, 64], dtype=torch.float), note that for dtype=torch.double, it
/// will be slightly different.
mutating func normalArray(count: Int, mean: Double = 0.0, stdev: Double = 1.0) -> [Double] {
// If it is smaller than 16 elements, Torch generates from Box-Muller transform directly.
// Note that even if this is used to generate Float, it will use Double underneath.
guard count >= 16 else {
return (0..<count).map { _ in nextGauss() * stdev + mean }
}
// Otherwise, Torch first fill a uniform distribution array, then do Box-Muller
// transformation over this array.
var data = (0..<count).map { _ in Double(nextFloat()) }
for i in stride(from: 0, to: count - 15, by: 16) {
for j in 0..<8 {
let u1 = 1 - data[i + j]
let u2 = data[i + j + 8]
let radius = sqrt(-2.0 * log(u1))
let theta = 2.0 * .pi * u2
data[i + j] = radius * cos(theta) * stdev + mean
data[i + j + 8] = radius * sin(theta) * stdev + mean
}
}
if count % 16 != 0 {
for i in (count - 16)..<count {
data[i] = nextDouble()
}
let i = count - 16
for j in 0..<8 {
let u1 = 1 - data[i + j]
let u2 = data[i + j + 8]
let radius = sqrt(-2.0 * log(u1))
let theta = 2.0 * .pi * u2
data[i + j] = radius * cos(theta) * stdev + mean
data[i + j + 8] = radius * sin(theta) * stdev + mean
}
}
return data
}
/// Generate a shaped array with scalars from a normal distribution with given mean and standard deviation.
mutating func normalShapedArray(_ shape: [Int], mean: Double = 0.0, stdev: Double = 1.0) -> MLShapedArray<Double> {
let count = shape.reduce(1, *)
return .init(scalars: normalArray(count: count, mean: mean, stdev: stdev), shape: shape)
}
}
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