multinomial_functor.h

/* Copyright (c) 2022 PaddlePaddle Authors. All Rights Reserved.

 Licensed under the Apache License, Version 2.0 (the "License");
 you may not use this file except in compliance with the License.
 You may obtain a copy of the License at

     http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License. */

#pragma once

#include "paddle/phi/core/device_context.h"
#include "paddle/phi/core/enforce.h"

namespace phi {
namespace funcs {

template <typename T, typename Context>
void MultinomialFunctor(const Context& dev_ctx,
                        int64_t* out_data,
                        const T* in_data,
                        const int64_t num_samples,
                        const bool replacement,
                        const int64_t num_categories,
                        const int64_t num_distributions) {
  std::vector<T> cumulative_probs(num_categories);

  std::uniform_real_distribution<T> dist(0, 1);
  auto engine = dev_ctx.GetHostGenerator()->GetCPUEngine();

  for (int64_t i = 0; i < num_distributions; i++) {
    T probs_sum = 0;
    T prob_value;
    int64_t num_zeros = 0;
    for (int64_t j = 0; j < num_categories; j++) {
      prob_value = in_data[i * num_categories + j];
      PADDLE_ENFORCE_GE(
          prob_value,
          0.0,
          errors::InvalidArgument("The input of multinomial distribution "
                                  "should be >= 0, but got %f.",
                                  prob_value));

      probs_sum += prob_value;
      if (prob_value == 0) {
        num_zeros += 1;
      }
      cumulative_probs[j] = probs_sum;
    }
    PADDLE_ENFORCE_GT(
        probs_sum,
        0.0,
        errors::InvalidArgument("The sum of one multinomial distribution "
                                "probability should be > 0, but got %f.",
                                probs_sum));
    PADDLE_ENFORCE_EQ(
        (replacement || (num_categories - num_zeros >= num_samples)),
        true,
        errors::InvalidArgument("When replacement is False, number of "
                                "samples should be less than non-zero "
                                "categories."));

    for (int64_t j = 0; j < num_categories; j++) {
      cumulative_probs[j] /= probs_sum;
    }

    for (int64_t s = 0; s < num_samples; s++) {
      T uniform_rand = dist(*engine);
      // use binary search to get the selected category sample id.
      // let cumulative_probs[id-1] < uniform_rand < cumulative_probs[id].
      int64_t left = 0;
      int64_t right = num_categories;
      int64_t mid;
      int64_t sample_id;
      T temp_prob;
      cumulative_probs[(num_categories - 1)] = 1;

      while (right > left) {
        mid = left + (right - left) / 2;
        temp_prob = cumulative_probs[mid];
        if (temp_prob < uniform_rand) {
          left = mid + 1;
        } else {
          right = mid;
        }
      }
      sample_id = left;

      out_data[i * num_samples + s] = sample_id;

      // if replacement is false, the selected category should be removed.
      if (!replacement && s < num_samples - 1) {
        T sample_prob;
        T new_prob = 0;
        T new_sum;

        if (sample_id != 0) {
          new_prob = cumulative_probs[sample_id - 1];
        }
        sample_prob = cumulative_probs[sample_id] - new_prob;
        new_sum = 1.0 - sample_prob;

        for (int64_t j = 0; j < num_categories; j++) {
          new_prob = cumulative_probs[j];
          if (j >= sample_id) {
            new_prob -= sample_prob;
          }
          new_prob /= new_sum;
          cumulative_probs[j] = new_prob;
        }
      }
    }
  }
}

}  // namespace funcs
}  // namespace phi