Paddlebox about box_wrapper (#22497)

Refine PaddleBox Framework, Main functions: 
* Add MetricMsg util class, which can calculate metrics like AUC, bucket_error, COPC.
* Replace FeedPass with new interface: BeginFeedPass & EndFeedPass
* Refactor Pull/Push Sparse Function in box_wrapper.
* Use CUDA Kernel to copy keys and copy feasign between tensor and boxps struct.
* Cache copied keys in pull sparse in order to reuse it in push period.

paddle/fluid/framework/fleet/box_wrapper.cc

@@ -12,7 +12,9 @@
 // See the License for the specific language governing permissions and
 // limitations under the License.
 
+#ifdef PADDLE_WITH_BOX_PS
 #include "paddle/fluid/framework/fleet/box_wrapper.h"
+#include <algorithm>
 #include <ctime>
 #include <memory>
 #include <numeric>
@@ -23,43 +25,101 @@ namespace paddle {
 namespace framework {
 
 std::shared_ptr<BoxWrapper> BoxWrapper::s_instance_ = nullptr;
-#ifdef PADDLE_WITH_BOX_PS
-std::shared_ptr<paddle::boxps::BoxPSBase> BoxWrapper::boxps_ptr_ = nullptr;
-#endif
+cudaStream_t BoxWrapper::stream_list_[8];
+std::shared_ptr<boxps::BoxPSBase> BoxWrapper::boxps_ptr_ = nullptr;
 
-int BoxWrapper::GetDate() const {
-  time_t now = time(0);
-  tm t;
-#ifdef _WIN32
-  localtime_s(&t, &now);
-#else
-  localtime_r(&now, &t);
-#endif
-  char buf[10];
-  snprintf(buf, sizeof(buf), "%04d%02d%02d", (1900 + t.tm_year), (1 + t.tm_mon),
-           t.tm_mday);
-  return atoi(buf);
+void BasicAucCalculator::compute() {
+  double* table[2] = {&_table[0][0], &_table[1][0]};
+
+  double area = 0;
+  double fp = 0;
+  double tp = 0;
+
+  for (int i = _table_size - 1; i >= 0; i--) {
+    double newfp = fp + table[0][i];
+    double newtp = tp + table[1][i];
+    area += (newfp - fp) * (tp + newtp) / 2;
+    fp = newfp;
+    tp = newtp;
+  }
+
+  if (fp < 1e-3 || tp < 1e-3) {
+    _auc = -0.5;  // which means all nonclick or click
+  } else {
+    _auc = area / (fp * tp);
+  }
+
+  _mae = _local_abserr / (fp + tp);
+  _rmse = sqrt(_local_sqrerr / (fp + tp));
+  _actual_ctr = tp / (fp + tp);
+  _predicted_ctr = _local_pred / (fp + tp);
+  _size = fp + tp;
 }
 
-void BoxWrapper::FeedPass(const std::vector<uint64_t>& feasgin_to_box) const {
-#ifdef PADDLE_WITH_BOX_PS
-  int ret = boxps_ptr_->FeedPass(GetDate(), feasgin_to_box);
-  PADDLE_ENFORCE_EQ(ret, 0, "FeedPass failed in BoxPS.");
-#endif
+void BasicAucCalculator::calculate_bucket_error() {
+  double last_ctr = -1;
+  double impression_sum = 0;
+  double ctr_sum = 0.0;
+  double click_sum = 0.0;
+  double error_sum = 0.0;
+  double error_count = 0;
+  double* table[2] = {&_table[0][0], &_table[1][0]};
+  for (int i = 0; i < _table_size; i++) {
+    double click = table[1][i];
+    double show = table[0][i] + table[1][i];
+    double ctr = static_cast<double>(i) / _table_size;
+    if (fabs(ctr - last_ctr) > kMaxSpan) {
+      last_ctr = ctr;
+      impression_sum = 0.0;
+      ctr_sum = 0.0;
+      click_sum = 0.0;
+    }
+    impression_sum += show;
+    ctr_sum += ctr * show;
+    click_sum += click;
+    double adjust_ctr = ctr_sum / impression_sum;
+    double relative_error =
+        sqrt((1 - adjust_ctr) / (adjust_ctr * impression_sum));
+    if (relative_error < kRelativeErrorBound) {
+      double actual_ctr = click_sum / impression_sum;
+      double relative_ctr_error = fabs(actual_ctr / adjust_ctr - 1);
+      error_sum += relative_ctr_error * impression_sum;
+      error_count += impression_sum;
+      last_ctr = -1;
+    }
+  }
+  _bucket_error = error_count > 0 ? error_sum / error_count : 0.0;
+}
+
+void BoxWrapper::FeedPass(int date,
+                          const std::vector<uint64_t>& feasgin_to_box) const {
+  int ret = boxps_ptr_->FeedPass(date, feasgin_to_box);
+  PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                "FeedPass failed in BoxPS."));
+}
+
+void BoxWrapper::BeginFeedPass(int date, boxps::PSAgentBase** agent) const {
+  int ret = boxps_ptr_->BeginFeedPass(date, *agent);
+  PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                "BeginFeedPass failed in BoxPS."));
+}
+
+void BoxWrapper::EndFeedPass(boxps::PSAgentBase* agent) const {
+  int ret = boxps_ptr_->EndFeedPass(agent);
+  PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                "EndFeedPass failed in BoxPS."));
 }
 
 void BoxWrapper::BeginPass() const {
-#ifdef PADDLE_WITH_BOX_PS
   int ret = boxps_ptr_->BeginPass();
-  PADDLE_ENFORCE_EQ(ret, 0, "BeginPass failed in BoxPS.");
-#endif
+  PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                "BeginPass failed in BoxPS."));
 }
 
 void BoxWrapper::EndPass() const {
-#ifdef PADDLE_WITH_BOX_PS
   int ret = boxps_ptr_->EndPass();
-  PADDLE_ENFORCE_EQ(ret, 0, "EndPass failed in BoxPS.");
-#endif
+  PADDLE_ENFORCE_EQ(
+      ret, 0, platform::errors::PreconditionNotMet("EndPass failed in BoxPS."));
 }
 
 void BoxWrapper::PullSparse(const paddle::platform::Place& place,
@@ -67,181 +127,202 @@ void BoxWrapper::PullSparse(const paddle::platform::Place& place,
                             const std::vector<float*>& values,
                             const std::vector<int64_t>& slot_lengths,
                             const int hidden_size) {
-#ifdef PADDLE_WITH_BOX_PS
-  if (platform::is_cpu_place(place) || platform::is_gpu_place(place)) {
-    int64_t total_length =
-        std::accumulate(slot_lengths.begin(), slot_lengths.end(), 0UL);
+  VLOG(3) << "Begin PullSparse";
+  platform::Timer all_timer;
+  platform::Timer pull_boxps_timer;
+  all_timer.Start();
+
+  int64_t total_length =
+      std::accumulate(slot_lengths.begin(), slot_lengths.end(), 0UL);
+  auto buf =
+      memory::AllocShared(place, total_length * sizeof(boxps::FeatureValueGpu));
+  boxps::FeatureValueGpu* total_values_gpu =
+      reinterpret_cast<boxps::FeatureValueGpu*>(buf->ptr());
+
+  if (platform::is_cpu_place(place)) {
+    // Note: Only GPU is supported in paddlebox now, and following code have not
+    // be tested fully yet
     LoDTensor total_keys_tensor;
-    int64_t* total_keys =
-        total_keys_tensor.mutable_data<int64_t>({total_length, 1}, place);
+    uint64_t* total_keys = reinterpret_cast<uint64_t*>(
+        total_keys_tensor.mutable_data<int64_t>({total_length, 1}, place));
     int64_t offset = 0;
+    VLOG(3) << "Begin copy keys, key_num[" << total_length << "]";
     for (size_t i = 0; i < keys.size(); ++i) {
-      if (platform::is_cpu_place(place)) {
-        memory::Copy(boost::get<platform::CPUPlace>(place), total_keys + offset,
-                     boost::get<platform::CPUPlace>(place), keys[i],
-                     slot_lengths[i] * sizeof(uint64_t));
-      } else {
-#if defined(PADDLE_WITH_CUDA) && !defined(_WIN32)
-        memory::Copy(boost::get<platform::CUDAPlace>(place),
-                     total_keys + offset,
-                     boost::get<platform::CUDAPlace>(place), keys[i],
-                     slot_lengths[i] * sizeof(uint64_t), nullptr);
-#else
-        PADDLE_THROW(
-            "Please compile WITH_GPU option, and NCCL doesn't support "
-            "windows.");
-#endif
-      }
+      memory::Copy(boost::get<platform::CPUPlace>(place), total_keys + offset,
+                   boost::get<platform::CPUPlace>(place), keys[i],
+                   slot_lengths[i] * sizeof(uint64_t));
       offset += slot_lengths[i];
     }
-    PADDLE_ENFORCE_EQ(offset, total_length,
-                      "BoxWrapper::PullSparse: total feasign keys length "
-                      "should be equal to the sum of length of all input "
-                      "tensors.");
-
-    // Space allocation for FeatureValue is left for boxps
-    paddle::boxps::FeatureValue* total_values;
-    if (platform::is_cpu_place(place)) {
-      int ret = boxps_ptr_->PullSparseCPU(
-          reinterpret_cast<uint64_t*>(total_keys), &total_values,
-          static_cast<int>(total_length));
-      PADDLE_ENFORCE_EQ(ret, 0, "PullSparseCPU failed in BoxPS.");
-    } else {
-#if defined(PADDLE_WITH_CUDA) && !defined(_WIN32)
-      int ret = boxps_ptr_->PullSparseGPU(
-          reinterpret_cast<uint64_t*>(total_keys), &total_values,
-          static_cast<int>(total_length),
-          boost::get<platform::CUDAPlace>(place).GetDeviceId());
-      PADDLE_ENFORCE_EQ(ret, 0, "PullSparseGPU failed in BoxPS.");
-#endif
-    }
 
+    VLOG(3) << "Begin call PullSparseCPU in BoxPS";
+    pull_boxps_timer.Start();
+    // TODO(hutuxian): should use boxps::FeatureValue in the future
+    int ret = boxps_ptr_->PullSparseCPU(total_keys, total_values_gpu,
+                                        static_cast<int>(total_length));
+    PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                  "PullSparseCPU failed in BoxPS."));
+    pull_boxps_timer.Pause();
+
+    VLOG(3) << "Begin Copy result to tensor, total_length[" << total_length
+            << "]";
     offset = 0;
     for (size_t i = 0; i < values.size(); ++i) {
       int64_t fea_num = slot_lengths[i];
+      VLOG(3) << "Begin Copy slot[" << i << "] fea_num[" << fea_num << "]";
       for (auto j = 0; j < fea_num; ++j) {
-        // Copy the emb from BoxPS to paddle tensor. Since 'show','click','emb'
+        // Copy the emb from BoxPS to paddle tensor. Since
+        // 'show','click','emb'
         // are continuous in memory, so we copy here using the 'show' address
-        if (platform::is_cpu_place(place)) {
-          memory::Copy(
-              boost::get<platform::CPUPlace>(place),
-              values[i] + j * hidden_size,
-              boost::get<platform::CPUPlace>(place),
-              reinterpret_cast<float*>(&((total_values + offset)->show)),
-              sizeof(float) * hidden_size);
-        } else {
-#if defined(PADDLE_WITH_CUDA) && !defined(_WIN32)
-          memory::Copy(
-              boost::get<platform::CUDAPlace>(place),
-              values[i] + j * hidden_size,
-              boost::get<platform::CUDAPlace>(place),
-              reinterpret_cast<float*>(&((total_values + offset)->show)),
-              sizeof(float) * hidden_size, nullptr);
-#endif
-        }
+        memory::Copy(
+            boost::get<platform::CPUPlace>(place), values[i] + j * hidden_size,
+            boost::get<platform::CPUPlace>(place),
+            reinterpret_cast<float*>(&((total_values_gpu + offset)->show)),
+            sizeof(float) * hidden_size);
         ++offset;
       }
     }
-    PADDLE_ENFORCE_EQ(offset, total_length,
-                      "BoxWrapper::PullSparse: total emb values length should "
-                      "be equal to the sum of length of all input tensors.");
+  } else if (platform::is_gpu_place(place)) {
+#if defined(PADDLE_WITH_CUDA) && !defined(_WIN32)
+    VLOG(3) << "Begin copy keys, key_num[" << total_length << "]";
+    int device_id = boost::get<platform::CUDAPlace>(place).GetDeviceId();
+    LoDTensor& total_keys_tensor = keys_tensor[device_id];
+    uint64_t* total_keys = reinterpret_cast<uint64_t*>(
+        total_keys_tensor.mutable_data<int64_t>({total_length, 1}, place));
 
+    // construct slot_level lod info
+    auto slot_lengths_lod = slot_lengths;
+    for (size_t i = 1; i < slot_lengths_lod.size(); i++) {
+      slot_lengths_lod[i] += slot_lengths_lod[i - 1];
+    }
+    auto buf_key = memory::AllocShared(place, keys.size() * sizeof(uint64_t*));
+    auto buf_length =
+        memory::AllocShared(place, slot_lengths.size() * sizeof(int64_t));
+    uint64_t** gpu_keys = reinterpret_cast<uint64_t**>(buf_key->ptr());
+    int64_t* gpu_len = reinterpret_cast<int64_t*>(buf_length->ptr());
+    cudaMemcpy(gpu_keys, keys.data(), keys.size() * sizeof(uint64_t*),
+               cudaMemcpyHostToDevice);
+    cudaMemcpy(gpu_len, slot_lengths_lod.data(),
+               slot_lengths.size() * sizeof(int64_t), cudaMemcpyHostToDevice);
+
+    this->CopyKeys(place, gpu_keys, total_keys, gpu_len,
+                   static_cast<int>(slot_lengths.size()),
+                   static_cast<int>(total_length));
+    VLOG(3) << "Begin call PullSparseGPU in BoxPS";
+    pull_boxps_timer.Start();
+    int ret =
+        boxps_ptr_->PullSparseGPU(total_keys, total_values_gpu,
+                                  static_cast<int>(total_length), device_id);
+    PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                  "PullSparseGPU failed in BoxPS."));
+    pull_boxps_timer.Pause();
+
+    VLOG(3) << "Begin Copy result to tensor, total_length[" << total_length
+            << "]";
+    this->CopyForPull(place, gpu_keys, values, total_values_gpu, gpu_len,
+                      static_cast<int>(slot_lengths.size()), hidden_size,
+                      total_length);
+#else
+    PADDLE_THROW(platform::errors::PreconditionNotMet(
+        "Please compile WITH_GPU option, because NCCL doesn't support "
+        "windows."));
+#endif
   } else {
-    PADDLE_THROW(
-        "PaddleBox: PullSparse Only Support CPUPlace and CUDAPlace Now.");
+    PADDLE_THROW(platform::errors::PreconditionNotMet(
+        "PaddleBox: PullSparse Only Support CPUPlace or CUDAPlace Now."));
   }
-#endif
+  all_timer.Pause();
+  VLOG(1) << "PullSparse total costs: " << all_timer.ElapsedSec()
+          << " s, of which BoxPS costs: " << pull_boxps_timer.ElapsedSec()
+          << " s";
+  VLOG(3) << "End PullSparse";
 }
 
 void BoxWrapper::PushSparseGrad(const paddle::platform::Place& place,
                                 const std::vector<const uint64_t*>& keys,
                                 const std::vector<const float*>& grad_values,
                                 const std::vector<int64_t>& slot_lengths,
-                                const int hidden_size) {
-#ifdef PADDLE_WITH_BOX_PS
-  if (platform::is_cpu_place(place) || platform::is_gpu_place(place)) {
-    int64_t total_length =
-        std::accumulate(slot_lengths.begin(), slot_lengths.end(), 0UL);
+                                const int hidden_size, const int batch_size) {
+  VLOG(3) << "Begin PushSparseGrad";
+  platform::Timer all_timer;
+  platform::Timer push_boxps_timer;
+  all_timer.Start();
+  int64_t total_length =
+      std::accumulate(slot_lengths.begin(), slot_lengths.end(), 0UL);
+  auto buf = memory::AllocShared(
+      place, total_length * sizeof(boxps::FeaturePushValueGpu));
+  boxps::FeaturePushValueGpu* total_grad_values_gpu =
+      reinterpret_cast<boxps::FeaturePushValueGpu*>(buf->ptr());
+  if (platform::is_cpu_place(place)) {
+    // Note: only GPU is supported in paddlebox now, and following code have not
+    // be tested fully yet
     LoDTensor total_keys_tensor;
-    int64_t* total_keys =
-        total_keys_tensor.mutable_data<int64_t>({total_length, 1}, place);
+    uint64_t* total_keys = reinterpret_cast<uint64_t*>(
+        total_keys_tensor.mutable_data<int64_t>({total_length, 1}, place));
     int64_t offset = 0;
+    VLOG(3) << "Begin copy keys, key_num[" << total_length << "]";
     for (size_t i = 0; i < keys.size(); ++i) {
-      if (platform::is_cpu_place(place)) {
-        memory::Copy(boost::get<platform::CPUPlace>(place), total_keys + offset,
-                     boost::get<platform::CPUPlace>(place), keys[i],
-                     slot_lengths[i] * sizeof(uint64_t));
-      } else {
-#if defined(PADDLE_WITH_CUDA) && !defined(_WIN32)
-        memory::Copy(boost::get<platform::CUDAPlace>(place),
-                     total_keys + offset,
-                     boost::get<platform::CUDAPlace>(place), keys[i],
-                     slot_lengths[i] * sizeof(uint64_t), nullptr);
-#else
-        PADDLE_THROW(
-            "Please compile WITH_GPU option, and for now NCCL doesn't support "
-            "windows.");
-#endif
-      }
+      memory::Copy(boost::get<platform::CPUPlace>(place), total_keys + offset,
+                   boost::get<platform::CPUPlace>(place), keys[i],
+                   slot_lengths[i] * sizeof(uint64_t));
       offset += slot_lengths[i];
     }
-    PADDLE_ENFORCE_EQ(offset, total_length,
-                      "BoxWrapper::PushSparseGrad: total feasign keys length "
-                      "should be equal to the sum of length of all input "
-                      "tensors.");
-    auto buf = memory::AllocShared(
-        place, total_length * sizeof(paddle::boxps::FeaturePushValue));
-    paddle::boxps::FeaturePushValue* total_grad_values =
-        reinterpret_cast<paddle::boxps::FeaturePushValue*>(buf->ptr());
     offset = 0;
+    VLOG(3) << "Begin copy grad tensor to BoxPS struct";
     for (size_t i = 0; i < grad_values.size(); ++i) {
       int64_t fea_num = slot_lengths[i];
       for (auto j = 0; j < fea_num; ++j) {
         // Copy the emb grad from paddle tensor to BoxPS. Since
-        // 'show','click','emb' are continuous in memory, so we copy here using
-        // the 'show' address
-        if (platform::is_cpu_place(place)) {
-          memory::Copy(
-              boost::get<platform::CPUPlace>(place),
-              reinterpret_cast<float*>(&((total_grad_values + offset)->show)),
-              boost::get<platform::CPUPlace>(place),
-              grad_values[i] + j * hidden_size, sizeof(float) * hidden_size);
-        } else {
-#if defined(PADDLE_WITH_CUDA) && !defined(_WIN32)
-          memory::Copy(
-              boost::get<platform::CUDAPlace>(place),
-              reinterpret_cast<float*>(&((total_grad_values + offset)->show)),
-              boost::get<platform::CUDAPlace>(place),
-              grad_values[i] + j * hidden_size, sizeof(float) * hidden_size,
-              nullptr);
-#endif
-        }
+        // 'show','click','emb' are continuous in memory, here we copy
+        // using 'show' address
+        memory::Copy(
+            boost::get<platform::CPUPlace>(place),
+            reinterpret_cast<float*>(&((total_grad_values_gpu + offset)->show)),
+            boost::get<platform::CPUPlace>(place),
+            grad_values[i] + j * hidden_size, sizeof(float) * hidden_size);
         ++offset;
       }
     }
-    PADDLE_ENFORCE_EQ(offset, total_length,
-                      "BoxWrapper::PushSparseGrad: total emb grad values "
-                      "length should be equal to the sum of length of all "
-                      "input tensors.");
-    if (platform::is_cpu_place(place)) {
-      int ret = boxps_ptr_->PushSparseCPU(
-          reinterpret_cast<uint64_t*>(total_keys), total_grad_values,
-          static_cast<int>(total_length));
-      PADDLE_ENFORCE_EQ(ret, 0, "PushSparseCPU failed in BoxPS.");
-    } else {
+
+    VLOG(3) << "Begin call PushSparseCPU in BoxPS";
+    push_boxps_timer.Start();
+    int ret = boxps_ptr_->PushSparseCPU(total_keys, total_grad_values_gpu,
+                                        static_cast<int>(total_length));
+    PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                  "PushSparseCPU failed in BoxPS."));
+    push_boxps_timer.Pause();
+  } else if (platform::is_gpu_place(place)) {
 #if defined(PADDLE_WITH_CUDA) && !defined(_WIN32)
-      int ret = boxps_ptr_->PushSparseGPU(
-          reinterpret_cast<uint64_t*>(total_keys), total_grad_values,
-          static_cast<int>(total_length),
-          boost::get<platform::CUDAPlace>(place).GetDeviceId());
-      PADDLE_ENFORCE_EQ(ret, 0, "PushSparseGPU failed in BoxPS.");
+    int device_id = boost::get<platform::CUDAPlace>(place).GetDeviceId();
+    LoDTensor& cached_total_keys_tensor = keys_tensor[device_id];
+    uint64_t* total_keys =
+        reinterpret_cast<uint64_t*>(cached_total_keys_tensor.data<int64_t>());
+    VLOG(3) << "Begin copy grad tensor to boxps struct";
+    this->CopyForPush(place, grad_values, total_grad_values_gpu, slot_lengths,
+                      hidden_size, total_length, batch_size);
+
+    VLOG(3) << "Begin call PushSparseGPU in BoxPS";
+    push_boxps_timer.Start();
+    int ret = boxps_ptr_->PushSparseGPU(
+        total_keys, total_grad_values_gpu, static_cast<int>(total_length),
+        boost::get<platform::CUDAPlace>(place).GetDeviceId());
+    PADDLE_ENFORCE_EQ(ret, 0, platform::errors::PreconditionNotMet(
+                                  "PushSparseGPU failed in BoxPS."));
+    push_boxps_timer.Pause();
+#else
+    PADDLE_THROW(platform::errors::PreconditionNotMet(
+        "Please compile WITH_GPU option, because NCCL doesn't support "
+        "windows."));
 #endif
-    }
   } else {
-    PADDLE_THROW(
-        "PaddleBox: PushSparse Only Support CPUPlace and CUDAPlace Now.");
+    PADDLE_THROW(platform::errors::PreconditionNotMet(
+        "PaddleBox: PushSparseGrad Only Support CPUPlace or CUDAPlace Now."));
   }
-#endif
+  all_timer.Pause();
+  VLOG(1) << "PushSparseGrad total cost: " << all_timer.ElapsedSec()
+          << " s, of which BoxPS cost: " << push_boxps_timer.ElapsedSec()
+          << " s";
+  VLOG(3) << "End PushSparseGrad";
 }
 }  // end namespace framework
 }  // end namespace paddle
+#endif

paddle/fluid/framework/fleet/box_wrapper.cu

+// Copyright (c) 2019 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.
+
+#ifdef PADDLE_WITH_BOX_PS
+#include <algorithm>
+#include <ctime>
+#include <memory>
+#include <numeric>
+#include "paddle/fluid/framework/fleet/box_wrapper.h"
+#include "paddle/fluid/framework/lod_tensor.h"
+#include "paddle/fluid/platform/gpu_info.h"
+
+namespace paddle {
+namespace framework {
+#define CUDA_KERNEL_LOOP(i, n)                                 \
+  for (int i = blockIdx.x * blockDim.x + threadIdx.x; i < (n); \
+       i += blockDim.x * gridDim.x)
+
+__global__ void PullCopy(float** dest, const boxps::FeatureValueGpu* src,
+                         const int64_t* len, int hidden, int slot_num,
+                         int total_len, uint64_t** keys) {
+  CUDA_KERNEL_LOOP(i, total_len) {
+    int low = 0;
+    int high = slot_num - 1;
+    while (low < high) {
+      int mid = (low + high) / 2;
+      if (i < len[mid])
+        high = mid;
+      else
+        low = mid + 1;
+    }
+    int x = low;
+    int y = i - (x ? len[x - 1] : 0);
+    if (*(keys[x] + y) == 0) {
+      *(dest[x] + y * hidden) = 0;
+      *(dest[x] + y * hidden + 1) = 0;
+      *(dest[x] + y * hidden + 2) = 0;
+    } else {
+      *(dest[x] + y * hidden) = (src + i)->show;
+      *(dest[x] + y * hidden + 1) = (src + i)->clk;
+      *(dest[x] + y * hidden + 2) = (src + i)->embed_w;
+    }
+    if ((src + i)->embedding_size == 0 || *(keys[x] + y) == 0) {
+      for (int j = 0; j < 8; j++) {
+        *(dest[x] + y * hidden + 3 + j) = 0;
+      }
+    } else {
+      for (int j = 0; j < 8; j++) {
+        *(dest[x] + y * hidden + 3 + j) = (src + i)->embedx[1 + j];
+      }
+    }
+  }
+}
+
+__global__ void CopyKeysKernel(uint64_t** src_keys, uint64_t* dest_total_keys,
+                               const int64_t* len, int slot_num,
+                               int total_len) {
+  CUDA_KERNEL_LOOP(i, total_len) {
+    int low = 0;
+    int high = slot_num - 1;
+    while (low < high) {
+      int mid = (low + high) / 2;
+      if (i < len[mid])
+        high = mid;
+      else
+        low = mid + 1;
+    }
+    int x = low;
+    int y = i - (x ? len[x - 1] : 0);
+    dest_total_keys[i] = src_keys[x][y];
+  }
+}
+
+__global__ void PushCopy(boxps::FeaturePushValueGpu* dest, float** src,
+                         int64_t* len, int hidden, int slot_num, int total_len,
+                         int bs, int* slot_vector) {
+  CUDA_KERNEL_LOOP(i, total_len) {
+    int low = 0;
+    int high = slot_num - 1;
+    while (low < high) {
+      int mid = (low + high) / 2;
+      if (i < len[mid])
+        high = mid;
+      else
+        low = mid + 1;
+    }
+    int x = low;
+    int y = i - (x ? len[low - 1] : 0);
+    (dest + i)->slot = slot_vector[x];
+    (dest + i)->show = *(src[x] + y * hidden);
+    (dest + i)->clk = *(src[x] + y * hidden + 1);
+    (dest + i)->embed_g = *(src[x] + y * hidden + 2) * -1. * bs;
+    for (int j = 0; j < 8; j++) {
+      (dest + i)->embedx_g[j] = *(src[x] + y * hidden + 3 + j) * -1. * bs;
+    }
+  }
+}
+
+void BoxWrapper::CopyForPull(const paddle::platform::Place& place,
+                             uint64_t** gpu_keys,
+                             const std::vector<float*>& values,
+                             const boxps::FeatureValueGpu* total_values_gpu,
+                             const int64_t* gpu_len, const int slot_num,
+                             const int hidden_size,
+                             const int64_t total_length) {
+  auto stream = dynamic_cast<platform::CUDADeviceContext*>(
+                    platform::DeviceContextPool::Instance().Get(
+                        boost::get<platform::CUDAPlace>(place)))
+                    ->stream();
+  auto buf_value = memory::AllocShared(place, values.size() * sizeof(float*));
+  float** gpu_values = reinterpret_cast<float**>(buf_value->ptr());
+  cudaMemcpy(gpu_values, values.data(), values.size() * sizeof(float*),
+             cudaMemcpyHostToDevice);
+
+  PullCopy<<<(total_length + 512 - 1) / 512, 512, 0, stream>>>(
+      gpu_values, total_values_gpu, gpu_len, hidden_size, slot_num,
+      total_length, gpu_keys);
+  cudaStreamSynchronize(stream);
+}
+
+void BoxWrapper::CopyKeys(const paddle::platform::Place& place,
+                          uint64_t** origin_keys, uint64_t* total_keys,
+                          const int64_t* gpu_len, int slot_num, int total_len) {
+  auto stream = dynamic_cast<platform::CUDADeviceContext*>(
+                    platform::DeviceContextPool::Instance().Get(
+                        boost::get<platform::CUDAPlace>(place)))
+                    ->stream();
+  CopyKeysKernel<<<(total_len + 512 - 1) / 512, 512, 0, stream>>>(
+      origin_keys, total_keys, gpu_len, slot_num, total_len);
+  cudaStreamSynchronize(stream);
+}
+
+void BoxWrapper::CopyForPush(const paddle::platform::Place& place,
+                             const std::vector<const float*>& grad_values,
+                             boxps::FeaturePushValueGpu* total_grad_values_gpu,
+                             const std::vector<int64_t>& slot_lengths,
+                             const int hidden_size, const int64_t total_length,
+                             const int batch_size) {
+  auto stream = dynamic_cast<platform::CUDADeviceContext*>(
+                    platform::DeviceContextPool::Instance().Get(
+                        boost::get<platform::CUDAPlace>(place)))
+                    ->stream();
+  auto slot_lengths_lod = slot_lengths;
+  for (int i = 1; i < slot_lengths_lod.size(); i++) {
+    slot_lengths_lod[i] += slot_lengths_lod[i - 1];
+  }
+  auto buf_grad_value =
+      memory::AllocShared(place, grad_values.size() * sizeof(float*));
+  auto buf_length =
+      memory::AllocShared(place, slot_lengths.size() * sizeof(int64_t));
+  auto buf_slot_vector =
+      memory::AllocShared(place, slot_lengths_lod.size() * sizeof(int));
+
+  float** gpu_values = reinterpret_cast<float**>(buf_grad_value->ptr());
+  int64_t* gpu_len = reinterpret_cast<int64_t*>(buf_length->ptr());
+  int* d_slot_vector = reinterpret_cast<int*>(buf_slot_vector->ptr());
+
+  cudaMemcpy(gpu_values, grad_values.data(),
+             grad_values.size() * sizeof(float*), cudaMemcpyHostToDevice);
+  cudaMemcpy(gpu_len, slot_lengths_lod.data(),
+             slot_lengths.size() * sizeof(int64_t), cudaMemcpyHostToDevice);
+  cudaMemcpy(d_slot_vector, slot_vector_.data(),
+             slot_lengths_lod.size() * sizeof(int), cudaMemcpyHostToDevice);
+
+  PushCopy<<<(total_length + 512 - 1) / 512, 512, 0, stream>>>(
+      total_grad_values_gpu, gpu_values, gpu_len, hidden_size,
+      slot_lengths.size(), total_length, batch_size, d_slot_vector);
+  cudaStreamSynchronize(stream);
+}
+}  // end namespace framework
+}  // end namespace paddle
+#endif

paddle/fluid/framework/fleet/box_wrapper.h

@@ -14,27 +14,117 @@ limitations under the License. */
 
 #pragma once
 
+#ifdef PADDLE_WITH_BOX_PS
+#include <boxps_public.h>
+#endif
 #include <glog/logging.h>
+#include <algorithm>
+#include <atomic>
+#include <ctime>
+#include <deque>
+#include <map>
 #include <memory>
 #include <mutex>  // NOLINT
 #include <string>
+#include <unordered_set>
 #include <vector>
 #include "paddle/fluid/framework/data_set.h"
-#ifdef PADDLE_WITH_BOX_PS
-#include <boxps.h>
-#endif
+#include "paddle/fluid/framework/lod_tensor.h"
 #include "paddle/fluid/platform/gpu_info.h"
 #include "paddle/fluid/platform/place.h"
+#include "paddle/fluid/platform/timer.h"
 
 namespace paddle {
 namespace framework {
 
+#ifdef PADDLE_WITH_BOX_PS
+class BasicAucCalculator {
+ public:
+  BasicAucCalculator() {}
+  void init(int table_size) { set_table_size(table_size); }
+  void reset() {
+    for (int i = 0; i < 2; i++) {
+      _table[i].assign(_table_size, 0.0);
+    }
+    _local_abserr = 0;
+    _local_sqrerr = 0;
+    _local_pred = 0;
+  }
+  void add_data(double pred, int label) {
+    PADDLE_ENFORCE_GE(pred, 0.0, platform::errors::PreconditionNotMet(
+                                     "pred should be greater than 0"));
+    PADDLE_ENFORCE_LE(pred, 1.0, platform::errors::PreconditionNotMet(
+                                     "pred should be lower than 1"));
+    PADDLE_ENFORCE_EQ(
+        label * label, label,
+        platform::errors::PreconditionNotMet(
+            "label must be equal to 0 or 1, but its value is: %d", label));
+    int pos = std::min(static_cast<int>(pred * _table_size), _table_size - 1);
+    PADDLE_ENFORCE_GE(
+        pos, 0,
+        platform::errors::PreconditionNotMet(
+            "pos must be equal or greater than 0, but its value is: %d", pos));
+    PADDLE_ENFORCE_LT(
+        pos, _table_size,
+        platform::errors::PreconditionNotMet(
+            "pos must be less than table_size, but its value is: %d", pos));
+    std::lock_guard<std::mutex> lock(_table_mutex);
+    _local_abserr += fabs(pred - label);
+    _local_sqrerr += (pred - label) * (pred - label);
+    _local_pred += pred;
+    _table[label][pos]++;
+  }
+  void compute();
+  int table_size() const { return _table_size; }
+  double bucket_error() const { return _bucket_error; }
+  double auc() const { return _auc; }
+  double mae() const { return _mae; }
+  double actual_ctr() const { return _actual_ctr; }
+  double predicted_ctr() const { return _predicted_ctr; }
+  double size() const { return _size; }
+  double rmse() const { return _rmse; }
+  std::vector<double>& get_negative() { return _table[0]; }
+  std::vector<double>& get_postive() { return _table[1]; }
+  double& local_abserr() { return _local_abserr; }
+  double& local_sqrerr() { return _local_sqrerr; }
+  double& local_pred() { return _local_pred; }
+  void calculate_bucket_error();
+
+ protected:
+  double _local_abserr = 0;
+  double _local_sqrerr = 0;
+  double _local_pred = 0;
+  double _auc = 0;
+  double _mae = 0;
+  double _rmse = 0;
+  double _actual_ctr = 0;
+  double _predicted_ctr = 0;
+  double _size;
+  double _bucket_error = 0;
+
+ private:
+  void set_table_size(int table_size) {
+    _table_size = table_size;
+    for (int i = 0; i < 2; i++) {
+      _table[i] = std::vector<double>();
+    }
+    reset();
+  }
+  int _table_size;
+  std::vector<double> _table[2];
+  static constexpr double kRelativeErrorBound = 0.05;
+  static constexpr double kMaxSpan = 0.01;
+  std::mutex _table_mutex;
+};
+
 class BoxWrapper {
  public:
   virtual ~BoxWrapper() {}
   BoxWrapper() {}
 
-  void FeedPass(const std::vector<uint64_t>& feasgin_to_box) const;
+  void FeedPass(int date, const std::vector<uint64_t>& feasgin_to_box) const;
+  void BeginFeedPass(int date, boxps::PSAgentBase** agent) const;
+  void EndFeedPass(boxps::PSAgentBase* agent) const;
   void BeginPass() const;
   void EndPass() const;
   void PullSparse(const paddle::platform::Place& place,
@@ -46,7 +136,74 @@ class BoxWrapper {
                       const std::vector<const uint64_t*>& keys,
                       const std::vector<const float*>& grad_values,
                       const std::vector<int64_t>& slot_lengths,
-                      const int hidden_size);
+                      const int hidden_size, const int batch_size);
+  void CopyForPull(const paddle::platform::Place& place, uint64_t** gpu_keys,
+                   const std::vector<float*>& values,
+                   const boxps::FeatureValueGpu* total_values_gpu,
+                   const int64_t* gpu_len, const int slot_num,
+                   const int hidden_size, const int64_t total_length);
+  void CopyForPush(const paddle::platform::Place& place,
+                   const std::vector<const float*>& grad_values,
+                   boxps::FeaturePushValueGpu* total_grad_values_gpu,
+                   const std::vector<int64_t>& slot_lengths,
+                   const int hidden_size, const int64_t total_length,
+                   const int batch_size);
+  void CopyKeys(const paddle::platform::Place& place, uint64_t** origin_keys,
+                uint64_t* total_keys, const int64_t* gpu_len, int slot_num,
+                int total_len);
+  boxps::PSAgentBase* GetAgent() { return p_agent_; }
+  void InitializeGPU(const char* conf_file, const std::vector<int>& slot_vector,
+                     const std::vector<std::string>& slot_omit_in_feedpass) {
+    if (nullptr != s_instance_) {
+      VLOG(3) << "Begin InitializeGPU";
+      std::vector<cudaStream_t*> stream_list;
+      for (int i = 0; i < platform::GetCUDADeviceCount(); ++i) {
+        VLOG(3) << "before get context i[" << i << "]";
+        platform::CUDADeviceContext* context =
+            dynamic_cast<platform::CUDADeviceContext*>(
+                platform::DeviceContextPool::Instance().Get(
+                    platform::CUDAPlace(i)));
+        stream_list_[i] = context->stream();
+        stream_list.push_back(&stream_list_[i]);
+      }
+      VLOG(2) << "Begin call InitializeGPU in BoxPS";
+      // the second parameter is useless
+      s_instance_->boxps_ptr_->InitializeGPU(conf_file, -1, stream_list);
+      p_agent_ = boxps::PSAgentBase::GetIns(feedpass_thread_num_);
+      p_agent_->Init();
+      for (const auto& slot_name : slot_omit_in_feedpass) {
+        slot_name_omited_in_feedpass_.insert(slot_name);
+      }
+      slot_vector_ = slot_vector;
+      keys_tensor.resize(platform::GetCUDADeviceCount());
+    }
+  }
+
+  int GetFeedpassThreadNum() const { return feedpass_thread_num_; }
+
+  void Finalize() {
+    VLOG(3) << "Begin Finalize";
+    if (nullptr != s_instance_) {
+      s_instance_->boxps_ptr_->Finalize();
+    }
+  }
+
+  void SaveBase(const char* batch_model_path, const char* xbox_model_path,
+                boxps::SaveModelStat& stat) {  // NOLINT
+    VLOG(3) << "Begin SaveBase";
+    if (nullptr != s_instance_) {
+      s_instance_->boxps_ptr_->SaveBase(batch_model_path, xbox_model_path,
+                                        stat);
+    }
+  }
+
+  void SaveDelta(const char* xbox_model_path,
+                 boxps::SaveModelStat& stat) {  // NOLINT
+    VLOG(3) << "Begin SaveDelta";
+    if (nullptr != s_instance_) {
+      s_instance_->boxps_ptr_->SaveDelta(xbox_model_path, stat);
+    }
+  }
 
   static std::shared_ptr<BoxWrapper> GetInstance() {
     if (nullptr == s_instance_) {
@@ -54,22 +211,92 @@ class BoxWrapper {
       static std::mutex mutex;
       std::lock_guard<std::mutex> lock(mutex);
       if (nullptr == s_instance_) {
+        VLOG(3) << "s_instance_ is null";
         s_instance_.reset(new paddle::framework::BoxWrapper());
-#ifdef PADDLE_WITH_BOX_PS
-        s_instance_->boxps_ptr_.reset(new paddle::boxps::FakeBoxPS());
-#endif
+        s_instance_->boxps_ptr_.reset(boxps::BoxPSBase::GetIns());
       }
     }
     return s_instance_;
   }
 
+  const std::unordered_set<std::string>& GetOmitedSlot() const {
+    return slot_name_omited_in_feedpass_;
+  }
+
+  struct MetricMsg {
+   public:
+    MetricMsg() {}
+    MetricMsg(const std::string& label_varname, const std::string& pred_varname,
+              int is_join, int bucket_size = 1000000)
+        : label_varname_(label_varname),
+          pred_varname_(pred_varname),
+          is_join_(is_join) {
+      calculator = new BasicAucCalculator();
+      calculator->init(bucket_size);
+    }
+    const std::string& LabelVarname() const { return label_varname_; }
+    const std::string& PredVarname() const { return pred_varname_; }
+    int IsJoin() const { return is_join_; }
+    BasicAucCalculator* GetCalculator() { return calculator; }
+
+   private:
+    std::string label_varname_;
+    std::string pred_varname_;
+    int is_join_;
+    BasicAucCalculator* calculator;
+  };
+
+  int PassFlag() const { return pass_flag_; }
+  void FlipPassFlag() { pass_flag_ = 1 - pass_flag_; }
+  bool NeedMetric() const { return need_metric_; }
+  std::map<std::string, MetricMsg>& GetMetricList() { return metric_lists_; }
+
+  void InitMetric(const std::string& name, const std::string& label_varname,
+                  const std::string& pred_varname, bool is_join,
+                  int bucket_size = 1000000) {
+    metric_lists_.emplace(name, MetricMsg(label_varname, pred_varname,
+                                          is_join ? 1 : 0, bucket_size));
+    need_metric_ = true;
+  }
+
+  const std::vector<float> GetMetricMsg(const std::string& name) {
+    const auto iter = metric_lists_.find(name);
+    PADDLE_ENFORCE_NE(iter, metric_lists_.end(),
+                      platform::errors::InvalidArgument(
+                          "The metric name you provided is not registered."));
+    std::vector<float> metric_return_values_(8, 0.0);
+    auto* auc_cal_ = iter->second.GetCalculator();
+    auc_cal_->calculate_bucket_error();
+    auc_cal_->compute();
+    metric_return_values_[0] = auc_cal_->auc();
+    metric_return_values_[1] = auc_cal_->bucket_error();
+    metric_return_values_[2] = auc_cal_->mae();
+    metric_return_values_[3] = auc_cal_->rmse();
+    metric_return_values_[4] = auc_cal_->actual_ctr();
+    metric_return_values_[5] = auc_cal_->predicted_ctr();
+    metric_return_values_[6] =
+        auc_cal_->actual_ctr() / auc_cal_->predicted_ctr();
+    metric_return_values_[7] = auc_cal_->size();
+    auc_cal_->reset();
+    return metric_return_values_;
+  }
+
  private:
-#ifdef PADDLE_WITH_BOX_PS
-  static std::shared_ptr<paddle::boxps::BoxPSBase> boxps_ptr_;
-#endif
+  static cudaStream_t stream_list_[8];
+  static std::shared_ptr<boxps::BoxPSBase> boxps_ptr_;
+  boxps::PSAgentBase* p_agent_ = nullptr;
+  const int feedpass_thread_num_ = 30;  // magic number
   static std::shared_ptr<BoxWrapper> s_instance_;
-  int GetDate() const;
+  std::unordered_set<std::string> slot_name_omited_in_feedpass_;
+
+  // Metric Related
+  int pass_flag_ = 1;  // join: 1, update: 0
+  bool need_metric_ = false;
+  std::map<std::string, MetricMsg> metric_lists_;
+  std::vector<int> slot_vector_;
+  std::vector<LoDTensor> keys_tensor;  // Cache for pull_sparse
 };
+#endif
 
 class BoxHelper {
  public:
@@ -77,13 +304,17 @@ class BoxHelper {
   virtual ~BoxHelper() {}
 
   void BeginPass() {
+#ifdef PADDLE_WITH_BOX_PS
     auto box_ptr = BoxWrapper::GetInstance();
     box_ptr->BeginPass();
+#endif
   }
 
   void EndPass() {
+#ifdef PADDLE_WITH_BOX_PS
     auto box_ptr = BoxWrapper::GetInstance();
     box_ptr->EndPass();
+#endif
   }
   void LoadIntoMemory() {
     dataset_->LoadIntoMemory();
@@ -103,6 +334,7 @@ class BoxHelper {
   std::shared_ptr<std::thread> feed_data_thread_;
   // notify boxps to feed this pass feasigns from SSD to memory
   void FeedPass() {
+#ifdef PADDLE_WITH_BOX_PS
     auto box_ptr = BoxWrapper::GetInstance();
     auto input_channel_ =
         dynamic_cast<MultiSlotDataset*>(dataset_)->GetInputChannel();
@@ -119,6 +351,7 @@ class BoxHelper {
     input_channel_->Write(pass_data);
     input_channel_->Close();
     box_ptr->FeedPass(feasign_to_box);
+#endif
   }
 };
 

paddle/fluid/operators/pull_box_sparse_op.h

@@ -26,7 +26,6 @@ template <typename T>
 static void PullBoxSparseFunctor(const framework::ExecutionContext &ctx) {
   auto inputs = ctx.MultiInput<framework::Tensor>("Ids");
   auto outputs = ctx.MultiOutput<framework::Tensor>("Out");
-  auto hidden_size = ctx.Attr<int>("size");
   const auto slot_size = inputs.size();
   std::vector<const uint64_t *> all_keys(slot_size);
   // BoxPS only supports float now
@@ -41,33 +40,49 @@ static void PullBoxSparseFunctor(const framework::ExecutionContext &ctx) {
     auto *output = outputs[i]->mutable_data<T>(ctx.GetPlace());
     all_values[i] = output;
   }
+#ifdef PADDLE_WITH_BOX_PS
+  auto hidden_size = ctx.Attr<int>("size");
   auto box_ptr = paddle::framework::BoxWrapper::GetInstance();
   box_ptr->PullSparse(ctx.GetPlace(), all_keys, all_values, slot_lengths,
                       hidden_size);
+#endif
 }
 
 template <typename T>
 static void PushBoxSparseFunctor(const framework::ExecutionContext &ctx) {
-  auto inputs = ctx.MultiInput<framework::Tensor>("Ids");
+  auto inputs = ctx.MultiInput<framework::LoDTensor>("Ids");
   auto d_output =
       ctx.MultiInput<framework::Tensor>(framework::GradVarName("Out"));
-  auto hidden_size = ctx.Attr<int>("size");
   const auto slot_size = inputs.size();
   std::vector<const uint64_t *> all_keys(slot_size);
   std::vector<const float *> all_grad_values(slot_size);
   std::vector<int64_t> slot_lengths(slot_size);
+  int batch_size = -1;
   for (size_t i = 0; i < slot_size; i++) {
     const auto *slot = inputs[i];
     const uint64_t *single_slot_keys =
         reinterpret_cast<const uint64_t *>(slot->data<int64_t>());
     all_keys[i] = single_slot_keys;
     slot_lengths[i] = slot->numel();
+    int cur_batch_size =
+        slot->lod().size() ? slot->lod()[0].size() - 1 : slot->dims()[0];
+    if (batch_size == -1) {
+      batch_size = cur_batch_size;
+    } else {
+      PADDLE_ENFORCE_EQ(batch_size, cur_batch_size,
+                        platform::errors::PreconditionNotMet(
+                            "The batch size of all input slots should be same, "
+                            "please cheack"));
+    }
     const float *grad_value = d_output[i]->data<float>();
     all_grad_values[i] = grad_value;
   }
+#ifdef PADDLE_WITH_BOX_PS
+  auto hidden_size = ctx.Attr<int>("size");
   auto box_ptr = paddle::framework::BoxWrapper::GetInstance();
   box_ptr->PushSparseGrad(ctx.GetPlace(), all_keys, all_grad_values,
-                          slot_lengths, hidden_size);
+                          slot_lengths, hidden_size, batch_size);
+#endif
 }
 
 using LoDTensor = framework::LoDTensor;