fixbug in ftlr

satchelwu · Dec 20, 2018 · 90b872a · 90b872a
1 parent 6db4f25
commit 90b872a
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Showing 4 changed files with 188 additions and 10 deletions.
diff --git a/angel-ps/core/src/main/java/com/tencent/angel/ml/math2/ufuncs/OptFuncs.java b/angel-ps/core/src/main/java/com/tencent/angel/ml/math2/ufuncs/OptFuncs.java
@@ -83,14 +83,14 @@ public static Matrix iftrldelta(Matrix m1, Matrix m2, double alpha) {
   }
 
   public static Matrix ftrldelta(Matrix m1, Matrix m2, double alpha) {
-    return BinaryMatrixExecutor.apply(m1, false, m2, false, new FtrlDelta(true, alpha));
+    return BinaryMatrixExecutor.apply(m1, false, m2, false, new FtrlDelta(false, alpha));
   }
 
   public static Vector iftrldelta(Vector v1, Vector v2, double alpha) {
     return BinaryExecutor.apply(v1, v2, new FtrlDelta(true, alpha));
   }
 
   public static Vector ftrldelta(Vector v1, Vector v2, double alpha) {
-    return BinaryExecutor.apply(v1, v2, new FtrlDelta(true, alpha));
+    return BinaryExecutor.apply(v1, v2, new FtrlDelta(false, alpha));
   }
 }
diff --git a/angel-ps/core/src/test/java/com/tencent/angel/ml/math2/matrix/BlasMatrixTest/BalsTest.scala b/angel-ps/core/src/test/java/com/tencent/angel/ml/math2/matrix/BlasMatrixTest/BalsTest.scala
@@ -0,0 +1,178 @@
+package com.tencent.angel.ml.math2.matrix.BlasMatrixTest
+
+import com.tencent.angel.ml.math2.MFactory
+import com.tencent.angel.ml.math2.matrix.{BlasDoubleMatrix, BlasFloatMatrix}
+import com.tencent.angel.ml.math2.ufuncs.Ufuncs
+import org.scalatest.FunSuite
+
+class BalsTest extends FunSuite {
+  val data1 = Array[Double](
+    1.3, 2.7, 3.2, 5.1,
+    3.0, 8.0, 9.5, 4.7,
+    2.6, 8.3, 5.5, 8.9)
+
+  val data2 = Array[Double](
+    1.2, 5.7,
+    3.1, 4.1,
+    3.8, 3.5,
+    8.4, 3.6)
+
+  val data1f = Array[Float](
+    1.3f, 2.7f, 3.2f, 5.1f,
+    3.0f, 8.0f, 9.5f, 4.7f,
+    2.6f, 8.3f, 5.5f, 8.9f)
+
+  val data2f = Array[Float](
+    1.2f, 5.7f,
+    3.1f, 4.1f,
+    3.8f, 3.5f,
+    8.4f, 3.6f)
+
+  test("Double-NN") {
+    val mat1 = MFactory.denseDoubleMatrix(3, 4, data1)
+    val mat2 = MFactory.denseDoubleMatrix(4, 2, data2)
+    val res = Ufuncs.dot(mat1, false, mat2, false).asInstanceOf[BlasDoubleMatrix]
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0
+        (0 until 4).foreach { k =>
+          tmp += data1(rId * 4 + k) * data2(2 * k + cId)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+
+  }
+
+  test("Double-NT") {
+    val mat1 = MFactory.denseDoubleMatrix(3, 4, data1)
+    val mat2 = MFactory.denseDoubleMatrix(2, 4, data2)
+    val res = Ufuncs.dot(mat1, false, mat2, true).asInstanceOf[BlasDoubleMatrix]
+
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0
+        (0 until 4).foreach { k =>
+          tmp += data1(rId * 4 + k) * data2(cId * 4 + k)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+  }
+
+  test("Double-TN") {
+    val mat1 = MFactory.denseDoubleMatrix(4, 3, data1)
+    val mat2 = MFactory.denseDoubleMatrix(4, 2, data2)
+    val res = Ufuncs.dot(mat1, true, mat2, false).asInstanceOf[BlasDoubleMatrix]
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0
+        (0 until 4).foreach { k =>
+          tmp += data1(k * 3 + rId) * data2(2 * k + cId)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+  }
+
+  test("Double-TT") {
+    val mat1 = MFactory.denseDoubleMatrix(4, 3, data1)
+    val mat2 = MFactory.denseDoubleMatrix(2, 4, data2)
+    val res = Ufuncs.dot(mat1, true, mat2, true).asInstanceOf[BlasDoubleMatrix]
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0
+        (0 until 4).foreach { k =>
+          tmp += data1(k * 3 + rId) * data2(cId * 4 +  k)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+  }
+
+  test("Float-NN") {
+    val mat1 = MFactory.denseFloatMatrix(3, 4, data1f)
+    val mat2 = MFactory.denseFloatMatrix(4, 2, data2f)
+    val res = Ufuncs.dot(mat1, false, mat2, false).asInstanceOf[BlasFloatMatrix]
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0f
+        (0 until 4).foreach { k =>
+          tmp += data1f(rId * 4 + k) * data2f(2 * k + cId)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+
+  }
+
+  test("Float-NT") {
+    val mat1 = MFactory.denseFloatMatrix(3, 4, data1f)
+    val mat2 = MFactory.denseFloatMatrix(2, 4, data2f)
+    val res = Ufuncs.dot(mat1, false, mat2, true).asInstanceOf[BlasFloatMatrix]
+
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0f
+        (0 until 4).foreach { k =>
+          tmp += data1f(rId * 4 + k) * data2f(cId * 4 + k)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+  }
+
+  test("Float-TN") {
+    val mat1 = MFactory.denseFloatMatrix(4, 3, data1f)
+    val mat2 = MFactory.denseFloatMatrix(4, 2, data2f)
+    val res = Ufuncs.dot(mat1, true, mat2, false).asInstanceOf[BlasFloatMatrix]
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0f
+        (0 until 4).foreach { k =>
+          tmp += data1f(k * 3 + rId) * data2f(2 * k + cId)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+  }
+
+  test("Float-TT") {
+    val mat1 = MFactory.denseFloatMatrix(4, 3, data1f)
+    val mat2 = MFactory.denseFloatMatrix(2, 4, data2f)
+    val res = Ufuncs.dot(mat1, true, mat2, true).asInstanceOf[BlasFloatMatrix]
+
+    (0 until 3).foreach { rId =>
+      (0 until 2).foreach { cId =>
+        var tmp = 0.0f
+        (0 until 4).foreach { k =>
+          tmp += data1f(k * 3 + rId) * data2f(cId * 4 +  k)
+        }
+
+        println(f"$tmp%.2f, ${res.get(rId, cId)}%.2f, ${tmp == res.get(rId, cId)}")
+        assert(tmp == res.get(rId, cId))
+      }
+    }
+  }
+}
diff --git a/angel-ps/mllib/src/main/java/com/tencent/angel/ml/psf/optimizer/FTRLUpdateFunc.java b/angel-ps/mllib/src/main/java/com/tencent/angel/ml/psf/optimizer/FTRLUpdateFunc.java
@@ -63,17 +63,17 @@ void update(Vector[] rows, int factor, double[] scalars) {
     for (int f = 0; f < factor; f++) {
       Vector weight = rows[f];
       Vector zModel = rows[f + factor];
-      Vector nModel = rows[f + 2 * factor];
+      Vector qModel = rows[f + 2 * factor];
       Vector gradient = rows[f + 3 * factor];
 
-      Vector delta = OptFuncs.ftrldelta(nModel, gradient, alpha);
-      Ufuncs.iaxpy2(nModel, gradient, 1);
-      zModel.iadd(gradient.sub(delta.mul(weight)));
+      Vector sigma = OptFuncs.ftrldelta(qModel, gradient, alpha);
+      Ufuncs.iaxpy2(qModel, gradient, 1);
+      zModel.iadd(gradient.sub(sigma.mul(weight)));
 
-      Vector newWeight = Ufuncs.ftrlthreshold(zModel, nModel, alpha, beta, lambda1, lambda2);
+      Vector newWeight = Ufuncs.ftrlthreshold(zModel, qModel, alpha, beta, lambda1, lambda2);
       weight.setStorage(newWeight.getStorage());
 
-      gradient.clear();
+      gradient.imul(0.0);
     }
   }
 }
diff --git a/angel-ps/mllib/src/main/scala/com/tencent/angel/ml/core/network/layers/PlaceHolder.scala b/angel-ps/mllib/src/main/scala/com/tencent/angel/ml/core/network/layers/PlaceHolder.scala
@@ -27,13 +27,13 @@ import com.tencent.angel.ml.math2.vector._
 import com.tencent.angel.ml.math2.{MFactory, VFactory}
 import it.unimi.dsi.fastutil.ints.IntOpenHashSet
 import it.unimi.dsi.fastutil.longs.LongOpenHashSet
-import org.apache.commons.logging.LogFactory
+import org.apache.commons.logging.{Log, LogFactory}
 
 import scala.util.Sorting.quickSort
 
 
 class PlaceHolder(val conf: SharedConf) extends Serializable {
-  val LOG = LogFactory.getLog(classOf[PlaceHolder])
+  private val LOG: Log = LogFactory.getLog(classOf[PlaceHolder])
 
   def this() = this(SharedConf.get())