// 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. #include "paddle/fluid/framework/fleet/metrics.h" #include #include #include #include #include "paddle/fluid/framework/lod_tensor.h" #if defined(PADDLE_WITH_PSLIB) namespace paddle { namespace framework { std::shared_ptr Metric::s_instance_ = nullptr; void BasicAucCalculator::init(int table_size) { set_table_size(table_size); // init CPU memory for (int i = 0; i < 2; i++) { _table[i] = std::vector(); } // reset reset(); } void BasicAucCalculator::reset() { // reset CPU counter for (int i = 0; i < 2; i++) { _table[i].assign(_table_size, 0.0); } _local_abserr = 0; _local_sqrerr = 0; _local_pred = 0; } void BasicAucCalculator::add_data(const float* d_pred, const int64_t* d_label, int batch_size, const paddle::platform::Place& place) { thread_local std::vector h_pred; thread_local std::vector h_label; h_pred.resize(batch_size); h_label.resize(batch_size); memcpy(h_pred.data(), d_pred, sizeof(float) * batch_size); memcpy(h_label.data(), d_label, sizeof(int64_t) * batch_size); std::lock_guard lock(_table_mutex); for (int i = 0; i < batch_size; ++i) { add_unlock_data(h_pred[i], h_label[i]); } } void BasicAucCalculator::add_unlock_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(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)); _local_abserr += fabs(pred - label); _local_sqrerr += (pred - label) * (pred - label); _local_pred += pred; ++_table[label][pos]; } // add mask data void BasicAucCalculator::add_mask_data(const float* d_pred, const int64_t* d_label, const int64_t* d_mask, int batch_size, const paddle::platform::Place& place) { thread_local std::vector h_pred; thread_local std::vector h_label; thread_local std::vector h_mask; h_pred.resize(batch_size); h_label.resize(batch_size); h_mask.resize(batch_size); memcpy(h_pred.data(), d_pred, sizeof(float) * batch_size); memcpy(h_label.data(), d_label, sizeof(int64_t) * batch_size); memcpy(h_mask.data(), d_mask, sizeof(int64_t) * batch_size); std::lock_guard lock(_table_mutex); for (int i = 0; i < batch_size; ++i) { if (h_mask[i]) { add_unlock_data(h_pred[i], h_label[i]); } } } void BasicAucCalculator::compute() { #if defined(PADDLE_WITH_GLOO) double area = 0; double fp = 0; double tp = 0; auto gloo_wrapper = paddle::framework::GlooWrapper::GetInstance(); if (!gloo_wrapper->IsInitialized()) { VLOG(0) << "GLOO is not inited"; gloo_wrapper->Init(); } if (gloo_wrapper->Size() > 1) { auto neg_table = gloo_wrapper->AllReduce(_table[0], "sum"); auto pos_table = gloo_wrapper->AllReduce(_table[1], "sum"); for (int i = _table_size - 1; i >= 0; i--) { double newfp = fp + neg_table[i]; double newtp = tp + pos_table[i]; area += (newfp - fp) * (tp + newtp) / 2; fp = newfp; tp = newtp; } } else { 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); } if (gloo_wrapper->Size() > 1) { // allreduce sum std::vector local_abserr_vec(1, _local_abserr); std::vector local_sqrerr_vec(1, _local_sqrerr); std::vector local_pred_vec(1, _local_pred); auto global_abserr_vec = gloo_wrapper->AllReduce(local_abserr_vec, "sum"); auto global_sqrerr_vec = gloo_wrapper->AllReduce(local_sqrerr_vec, "sum"); auto global_pred_vec = gloo_wrapper->AllReduce(local_pred_vec, "sum"); _mae = global_abserr_vec[0] / (fp + tp); _rmse = sqrt(global_sqrerr_vec[0] / (fp + tp)); _predicted_ctr = global_pred_vec[0] / (fp + tp); } else { _mae = _local_abserr / (fp + tp); _rmse = sqrt(_local_sqrerr / (fp + tp)); _predicted_ctr = _local_pred / (fp + tp); } _actual_ctr = tp / (fp + tp); _size = fp + tp; calculate_bucket_error(); #endif } void BasicAucCalculator::calculate_bucket_error() { #if defined(PADDLE_WITH_GLOO) 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; auto gloo_wrapper = paddle::framework::GlooWrapper::GetInstance(); if (gloo_wrapper->Size() > 1) { auto neg_table = gloo_wrapper->AllReduce(_table[0], "sum"); auto pos_table = gloo_wrapper->AllReduce(_table[1], "sum"); for (int i = 0; i < _table_size; i++) { double click = pos_table[i]; double show = neg_table[i] + pos_table[i]; double ctr = static_cast(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; } } } else { 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(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; #endif } void BasicAucCalculator::reset_records() { // reset wuauc_records_ wuauc_records_.clear(); _user_cnt = 0; _size = 0; _uauc = 0; _wuauc = 0; } // add uid data void BasicAucCalculator::add_uid_data(const float* d_pred, const int64_t* d_label, const int64_t* d_uid, int batch_size, const paddle::platform::Place& place) { thread_local std::vector h_pred; thread_local std::vector h_label; thread_local std::vector h_uid; h_pred.resize(batch_size); h_label.resize(batch_size); h_uid.resize(batch_size); memcpy(h_pred.data(), d_pred, sizeof(float) * batch_size); memcpy(h_label.data(), d_label, sizeof(int64_t) * batch_size); memcpy(h_uid.data(), d_uid, sizeof(uint64_t) * batch_size); std::lock_guard lock(_table_mutex); for (int i = 0; i < batch_size; ++i) { add_uid_unlock_data(h_pred[i], h_label[i], static_cast(h_uid[i])); } } void BasicAucCalculator::add_uid_unlock_data(double pred, int label, uint64_t uid) { 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)); WuaucRecord record; record.uid_ = uid; record.label_ = label; record.pred_ = pred; wuauc_records_.emplace_back(std::move(record)); } void BasicAucCalculator::computeWuAuc() { std::sort(wuauc_records_.begin(), wuauc_records_.end(), [](const WuaucRecord& lhs, const WuaucRecord& rhs) { if (lhs.uid_ == rhs.uid_) { if (lhs.pred_ == rhs.pred_) { return lhs.label_ < rhs.label_; } else { return lhs.pred_ > rhs.pred_; } } else { return lhs.uid_ > rhs.uid_; } }); WuaucRocData roc_data; uint64_t prev_uid = 0; size_t prev_pos = 0; for (size_t i = 0; i < wuauc_records_.size(); ++i) { if (wuauc_records_[i].uid_ != prev_uid) { std::vector single_user_recs( wuauc_records_.begin() + prev_pos, wuauc_records_.begin() + i); roc_data = computeSingelUserAuc(single_user_recs); if (roc_data.auc_ != -1) { double ins_num = (roc_data.tp_ + roc_data.fp_); _user_cnt += 1; _size += ins_num; _uauc += roc_data.auc_; _wuauc += roc_data.auc_ * ins_num; } prev_uid = wuauc_records_[i].uid_; prev_pos = i; } } std::vector single_user_recs(wuauc_records_.begin() + prev_pos, wuauc_records_.end()); roc_data = computeSingelUserAuc(single_user_recs); if (roc_data.auc_ != -1) { double ins_num = (roc_data.tp_ + roc_data.fp_); _user_cnt += 1; _size += ins_num; _uauc += roc_data.auc_; _wuauc += roc_data.auc_ * ins_num; } } BasicAucCalculator::WuaucRocData BasicAucCalculator::computeSingelUserAuc( const std::vector& records) { double tp = 0.0; double fp = 0.0; double newtp = 0.0; double newfp = 0.0; double area = 0.0; double auc = -1; size_t i = 0; while (i < records.size()) { newtp = tp; newfp = fp; if (records[i].label_ == 1) { newtp += 1; } else { newfp += 1; } // check i+1 while (i < records.size() - 1 && records[i].pred_ == records[i + 1].pred_) { if (records[i + 1].label_ == 1) { newtp += 1; } else { newfp += 1; } i += 1; } area += (newfp - fp) * (tp + newtp) / 2.0; tp = newtp; fp = newfp; i += 1; } if (tp > 0 && fp > 0) { auc = area / (fp * tp + 1e-9); } else { auc = -1; } return {tp, fp, auc}; } } // namespace framework } // namespace paddle #endif