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Quan (Andy) Gan 929d863447 [Feature] Sparse-sparse matrix multiplication, addition, and masking (#2753)
* test

* more stuff

* add test

* fixes

* optimize algo

* replace unordered_map with arrays

* lint

* lint x2

* oops

* disable gpu csrmm tests

* remove gpu invocation

* optimize with openmp

* remove python functions

* add back with docstrings

* lint

* lint

* update python interface

* functionize

* functionize

* lint

* lint
2021-03-24 17:24:41 +08:00

490 行
16 KiB
Python

"""Module for sparse matrix operators."""
# pylint: disable= invalid-name
from __future__ import absolute_import
from . import ndarray as nd
from ._ffi.function import _init_api
from .base import DGLError
from . import backend as F
def infer_broadcast_shape(op, shp1, shp2):
r"""Check the shape validity, and infer the output shape given input shape and operator.
Note the both :attr:`shp1`, :attr:`shp2` and the returned shape are feature
shapes (i.e. we remove the first dimension, which correspond to graph statistics
such as number of nodes, number of edges, etc.).
We allow applying op on operands with different shapes, according to the
broadcasting semantics of Numpy/Scipy:
https://numpy.org/doc/stable/user/basics.broadcasting.html
Parameters
----------
op : str
The binary op's name, could be `add`, `sub`, `mul`, `div`, `dot`, `copy_lhs`, `copy_rhs`.
shp1 : tuple[int]
The shape of lhs operand.
shp2 : tuple[int]
The shape of rhs operand.
Returns
-------
tuple[int]
shape after broadcasting
"""
pad_shp1, pad_shp2 = shp1, shp2
if op == "dot":
if shp1[-1] != shp2[-1]:
raise DGLError("Dot operator is only available for arrays with the "
"same size on last dimension, but got {} and {}."
.format(shp1, shp2))
if op == "copy_lhs":
return shp1
if op == "copy_rhs":
return shp2
# operands are padded to have the same dimensionality with leading 1's.
if len(shp1) > len(shp2):
pad_shp2 = (1,) * (len(shp1) - len(shp2)) + shp2
elif len(shp1) < len(shp2):
pad_shp1 = (1,) * (len(shp2) - len(shp1)) + shp1
for d1, d2 in zip(pad_shp1, pad_shp2):
if d1 != d2 and d1 != 1 and d2 != 1:
raise DGLError("Feature shapes {} and {} are not valid for broadcasting."
.format(shp1, shp2))
rst = tuple(max(d1, d2) for d1, d2 in zip(pad_shp1, pad_shp2))
return rst[:-1] + (1,) if op == "dot" else rst
def to_dgl_nd(x):
"""Convert framework-specific tensor/None to dgl ndarray."""
return nd.NULL['int64'] if x is None else F.zerocopy_to_dgl_ndarray(x)
def to_dgl_nd_for_write(x):
"""Convert framework-specific tensor/None to dgl ndarray for write."""
return nd.NULL['int64'] if x is None else F.zerocopy_to_dgl_ndarray_for_write(x)
target_mapping = {
'u': 0,
'e': 1,
'v': 2,
'src': 0,
'edge': 1,
'dst': 2
}
def _gspmm(gidx, op, reduce_op, u, e):
r""" Generalized Sparse Matrix Multiplication interface. It takes the result of
:attr:`op` on source node feature and edge feature, leads to a message on edge.
Then aggregates the message by :attr:`reduce_op` on destination nodes.
.. math::
x_v = \psi_{(u, v, e)\in \mathcal{G}}(\rho(x_u, x_e))
where :math:`x_v` is the returned feature on destination nodes, and :math`x_u`,
:math:`x_e` refers to :attr:`u`, :attr:`e` respectively. :math:`\rho` means binary
operator :attr:`op` and :math:`\psi` means reduce operator :attr:`reduce_op`,
:math:`\mathcal{G}` is the graph we apply gspmm on: :attr:`g`.
Note that this function does not handle gradients.
Parameters
----------
gidx : HeteroGraphIndex
The input graph index.
op : str
The binary op's name, could be ``add``, ``sub``, ``mul``, ``div``, ``copy_lhs``,
``copy_rhs``.
reduce_op : str
Reduce operator, could be ``sum``, ``max``, ``min``.
u : tensor or None
The feature on source nodes, could be None if op is ``copy_rhs``.
e : tensor or None
The feature on edges, could be None if op is ``copy_lhs``.
Returns
-------
tuple
The returned tuple is composed of two elements:
- The first element refers to the result tensor.
- The second element refers to a tuple composed of arg_u and arg_e
(which is useful when reducer is `min`/`max`).
Notes
-----
This function does not handle gradients.
"""
if gidx.number_of_etypes() != 1:
raise DGLError("We only support gspmm on graph with one edge type")
use_u = op != 'copy_rhs'
use_e = op != 'copy_lhs'
if use_u and use_e:
if F.dtype(u) != F.dtype(e):
raise DGLError("The node features' data type {} doesn't match edge"
" features' data type {}, please convert them to the"
" same type.".format(F.dtype(u), F.dtype(e)))
# deal with scalar features.
expand_u, expand_e = False, False
if use_u:
if F.ndim(u) == 1:
u = F.unsqueeze(u, -1)
expand_u = True
if use_e:
if F.ndim(e) == 1:
e = F.unsqueeze(e, -1)
expand_e = True
ctx = F.context(u) if use_u else F.context(e)
dtype = F.dtype(u) if use_u else F.dtype(e)
u_shp = F.shape(u) if use_u else (0,)
e_shp = F.shape(e) if use_e else (0,)
_, dsttype = gidx.metagraph.find_edge(0)
v_shp = (gidx.number_of_nodes(dsttype), ) +\
infer_broadcast_shape(op, u_shp[1:], e_shp[1:])
v = F.zeros(v_shp, dtype, ctx)
use_cmp = reduce_op in ['max', 'min']
arg_u, arg_e = None, None
idtype = getattr(F, gidx.dtype)
if use_cmp:
if use_u:
arg_u = F.zeros(v_shp, idtype, ctx)
if use_e:
arg_e = F.zeros(v_shp, idtype, ctx)
arg_u_nd = to_dgl_nd_for_write(arg_u)
arg_e_nd = to_dgl_nd_for_write(arg_e)
if gidx.number_of_edges(0) > 0:
_CAPI_DGLKernelSpMM(gidx, op, reduce_op,
to_dgl_nd(u if use_u else None),
to_dgl_nd(e if use_e else None),
to_dgl_nd_for_write(v),
arg_u_nd,
arg_e_nd)
# NOTE(zihao): actually we can avoid the following step, because arg_*_nd
# refers to the data that stores arg_*. After we call _CAPI_DGLKernelSpMM,
# arg_* should have already been changed. But we found this doesn't work
# under Tensorflow when index type is int32. (arg_u and arg_e would be
# all zero).
# The workaround is proposed by Jinjing, and we still need to investigate
# where the problem is.
arg_u = None if arg_u is None else F.zerocopy_from_dgl_ndarray(arg_u_nd)
arg_e = None if arg_e is None else F.zerocopy_from_dgl_ndarray(arg_e_nd)
# To deal with scalar node/edge features.
if (expand_u or not use_u) and (expand_e or not use_e):
v = F.squeeze(v, -1)
if expand_u and use_cmp:
arg_u = F.squeeze(arg_u, -1)
if expand_e and use_cmp:
arg_e = F.squeeze(arg_e, -1)
return v, (arg_u, arg_e)
def _gsddmm(gidx, op, lhs, rhs, lhs_target='u', rhs_target='v'):
r""" Generalized Sampled-Dense-Dense Matrix Multiplication interface. It
takes the result of :attr:`op` on source node feature and destination node
feature, leads to a feature on edge.
.. math::
x_{e} = \phi(x_u, x_e, x_v), \forall (u,e,v)\in \mathcal{G}
where :math:`x_{e}` is the returned feature on edges and :math:`x_u`,
:math:`x_v` refers to :attr:`u`, :attr:`v` respectively. :math:`\phi`
is the binary operator :attr:`op`, and :math:`\mathcal{G}` is the graph
we apply gsddmm on: :attr:`g`.
Parameters
----------
gidx : HeteroGraphIndex
The input graph index.
op : str
Binary operator, could be ``add``, ``sub``, ``mul``, ``div``, ``dot``,
``copy_lhs``, ``copy_rhs``.
lhs : tensor or None
Left hand operand.
rhs : tensor or None
Right hand operand.
lhs_target : str
The target of left hand operand, could be ``src``, ``edge``, ``dst``
or their alias ``u``, ``e``, ``v``.
rhs_target : str
The target of right hand operand, could be ``src``, ``edge``, ``dst``
or their alias ``u``, ``e``, ``v``.
Returns
-------
tensor
The result tensor.
Notes
-----
This function does not handle gradients.
"""
if gidx.number_of_etypes() != 1:
raise DGLError("We only support gsddmm on graph with one edge type")
use_lhs = op != 'copy_rhs'
use_rhs = op != 'copy_lhs'
if use_lhs and use_rhs:
if F.dtype(lhs) != F.dtype(rhs):
raise DGLError("The operands data type don't match: {} and {}, please convert them"
" to the same type.".format(F.dtype(lhs), F.dtype(rhs)))
# deal with scalar features.
expand_lhs, expand_rhs = False, False
if use_lhs:
if F.ndim(lhs) == 1:
lhs = F.unsqueeze(lhs, -1)
expand_lhs = True
if use_rhs:
if F.ndim(rhs) == 1:
rhs = F.unsqueeze(rhs, -1)
expand_rhs = True
lhs_target = target_mapping[lhs_target]
rhs_target = target_mapping[rhs_target]
ctx = F.context(lhs) if use_lhs else F.context(rhs)
dtype = F.dtype(lhs) if use_lhs else F.dtype(rhs)
lhs_shp = F.shape(lhs) if use_lhs else (0,)
rhs_shp = F.shape(rhs) if use_rhs else (0,)
out_shp = (gidx.number_of_edges(0), ) +\
infer_broadcast_shape(op, lhs_shp[1:], rhs_shp[1:])
out = F.zeros(out_shp, dtype, ctx)
if gidx.number_of_edges(0) > 0:
_CAPI_DGLKernelSDDMM(gidx, op,
to_dgl_nd(lhs if use_lhs else None),
to_dgl_nd(rhs if use_rhs else None),
to_dgl_nd_for_write(out),
lhs_target, rhs_target)
if (expand_lhs or not use_lhs) and (expand_rhs or not use_rhs):
out = F.squeeze(out, -1)
return out
def _segment_reduce(op, feat, offsets):
r"""Segment reduction operator.
It aggregates the value tensor along the first dimension by segments.
The argument ``offsets`` specifies the start offset of each segment (and
the upper bound of the last segment). Zero-length segments are allowed.
.. math::
y_i = \Phi_{j=\mathrm{offsets}_i}^{\mathrm{offsets}_{i+1}-1} x_j
where :math:`\Phi` is the reduce operator.
Parameters
----------
op : str
Aggregation method. Can be ``sum``, ``max``, ``min``.
x : Tensor
Value to aggregate.
offsets : Tensor
The start offsets of segments.
Returns
-------
tuple(Tensor)
The first tensor correspond to aggregated tensor of shape
``(len(seglen), value.shape[1:])``, and the second tensor records
the argmin/max at each position for computing gradients.
Notes
-----
This function does not handle gradients.
"""
n = F.shape(offsets)[0] - 1
out_shp = (n,) + F.shape(feat)[1:]
ctx = F.context(feat)
dtype = F.dtype(feat)
idtype = F.dtype(offsets)
out = F.zeros(out_shp, dtype, ctx)
arg = None
if op in ['min', 'max']:
arg = F.zeros(out_shp, idtype, ctx)
arg_nd = to_dgl_nd_for_write(arg)
_CAPI_DGLKernelSegmentReduce(op,
to_dgl_nd(feat),
to_dgl_nd(offsets),
to_dgl_nd_for_write(out),
arg_nd)
arg = None if arg is None else F.zerocopy_from_dgl_ndarray(arg_nd)
return out, arg
def _scatter_add(x, idx, m):
r""" Scatter add operator (on first dimension) implementation.
Math: y[idx[i], *] += x[i, *]
Parameters
----------
x : Tensor
The input feature.
idx : Tensor
The indices array.
m : int
The length of output.
Returns
-------
Tensor
The output tensor.
"""
out_shp = (m,) + F.shape(x)[1:]
ctx = F.context(x)
dtype = F.dtype(x)
out = F.zeros(out_shp, dtype, ctx)
_CAPI_DGLKernelScatterAdd(to_dgl_nd(x),
to_dgl_nd(idx),
to_dgl_nd_for_write(out))
return out
def _bwd_segment_cmp(feat, arg, m):
r""" Backward phase of segment reduction (for 'min'/'max' reduction).
It computes the gradient of input feature given output gradient of
the segment reduction result.
Parameters
----------
feat : Tensor
The output gradient
arg : Tensor
The ArgMin/Max tensor produced by segment_reduce op.
m : int
The length of input gradients' first dimension.
Returns
-------
Tensor
The input gradient.
"""
out_shp = (m,) + F.shape(feat)[1:]
ctx = F.context(feat)
dtype = F.dtype(feat)
out = F.zeros(out_shp, dtype, ctx)
_CAPI_DGLKernelBwdSegmentCmp(to_dgl_nd(feat),
to_dgl_nd(arg),
to_dgl_nd_for_write(out))
return out
class CSRMatrix(object):
"""Device- and backend-agnostic sparse matrix in CSR format.
Parameters
----------
data : Tensor
The data array.
indices : Tensor
The column indices array.
indptr : Tensor
The row index pointer array.
num_rows : int
The number of rows.
num_cols : int
The number of columns.
"""
def __init__(self, data, indices, indptr, num_rows, num_cols):
self.indptr = indptr
self.indices = indices
self.data = data
self.shape = (num_rows, num_cols)
def csrmm(A, B):
"""Sparse-sparse matrix multiplication.
This is an internal function whose interface is subject to changes.
Parameters
----------
A : dgl.sparse.CSRMatrix
The left operand
B : dgl.sparse.CSRMatrix
The right operand
Returns
-------
dgl.sparse.CSRMatrix
The result
"""
A_indptr = F.zerocopy_from_numpy(A.indptr)
A_indices = F.zerocopy_from_numpy(A.indices)
A_data = F.zerocopy_from_numpy(A.data)
B_indptr = F.zerocopy_from_numpy(B.indptr)
B_indices = F.zerocopy_from_numpy(B.indices)
B_data = F.zerocopy_from_numpy(B.data)
C_indptr, C_indices, C_data = _CAPI_DGLCSRMM(
A.shape[0], A.shape[1], B.shape[1],
F.to_dgl_nd(A_indptr),
F.to_dgl_nd(A_indices),
F.to_dgl_nd(A_data),
F.to_dgl_nd(B_indptr),
F.to_dgl_nd(B_indices),
F.to_dgl_nd(B_data))
return CSRMatrix(
F.from_dgl_nd(C_data),
F.from_dgl_nd(C_indices),
F.from_dgl_nd(C_indptr),
A.shape[0],
B.shape[1])
def csrsum(As):
"""Sparse-sparse matrix summation.
This is an internal function whose interface is subject to changes.
Parameters
----------
As : List[dgl.sparse.CSRMatrix]
List of scipy sparse matrices in CSR format.
Returns
-------
dgl.sparse.CSRMatrix
The result
"""
A_indptr = [F.zerocopy_from_numpy(x.indptr) for x in As]
A_indices = [F.zerocopy_from_numpy(x.indices) for x in As]
A_data = [F.zerocopy_from_numpy(x.data) for x in As]
C_indptr, C_indices, C_data = _CAPI_DGLCSRSum(
As[0].shape[0], As[0].shape[1],
[F.to_dgl_nd(x) for x in A_indptr],
[F.to_dgl_nd(x) for x in A_indices],
[F.to_dgl_nd(x) for x in A_data])
return CSRMatrix(
F.from_dgl_nd(C_data),
F.from_dgl_nd(C_indices),
F.from_dgl_nd(C_indptr),
As[0].shape[0], As[0].shape[1])
def csrmask(A, B):
"""Sparse-sparse matrix masking operation that computes ``A[B != 0]``.
This is an internal function whose interface is subject to changes.
Parameters
----------
A : dgl.sparse.CSRMatrix
The left operand
B : dgl.sparse.CSRMatrix
The right operand
Returns
-------
Tensor
The result
"""
A_indptr = F.zerocopy_from_numpy(A.indptr)
A_indices = F.zerocopy_from_numpy(A.indices)
A_data = F.zerocopy_from_numpy(A.data)
B_indptr = F.zerocopy_from_numpy(B.indptr)
B_indices = F.zerocopy_from_numpy(B.indices)
B_data = _CAPI_DGLCSRMask(
A.shape[0], A.shape[1],
F.to_dgl_nd(A_indptr),
F.to_dgl_nd(A_indices),
F.to_dgl_nd(A_data),
F.to_dgl_nd(B_indptr),
F.to_dgl_nd(B_indices))
return F.from_dgl_nd(B_data)
_init_api("dgl.sparse")