add sparse kernel of sgd operator

paddle/operators/sgd_op.cc

@@ -21,7 +21,7 @@ class SGDOp : public framework::OperatorWithKernel {
  public:
   using framework::OperatorWithKernel::OperatorWithKernel;
 
-  void InferShape(framework::InferShapeContext *ctx) const override {
+  void InferShape(framework::InferShapeContext* ctx) const override {
     PADDLE_ENFORCE(ctx->HasInput("Param"),
                    "Input(Param) of SGDOp should not be null.");
     PADDLE_ENFORCE(ctx->HasInput("Grad"),
@@ -35,15 +35,15 @@ class SGDOp : public framework::OperatorWithKernel {
     PADDLE_ENFORCE_EQ(framework::product(lr_dims), 1,
                       "Learning rate should have 1 element");
     auto param_dim = ctx->GetInputDim("Param");
-    PADDLE_ENFORCE_EQ(param_dim, ctx->GetInputDim("Grad"),
-                      "Two input of SGD Op's dimension must be same.");
+    // TODO(qijun): check dimensions of Param and Grad at complie
+    // and run time.
     ctx->SetOutputDim("ParamOut", param_dim);
   }
 };
 
 class SGDOpMaker : public framework::OpProtoAndCheckerMaker {
  public:
-  SGDOpMaker(framework::OpProto *proto, framework::OpAttrChecker *op_checker)
+  SGDOpMaker(framework::OpProto* proto, framework::OpAttrChecker* op_checker)
       : OpProtoAndCheckerMaker(proto, op_checker) {
     AddInput("Param", "Input parameter");
     AddInput("LearningRate", "Learning rate of SGD");
@@ -58,6 +58,38 @@ param_out = param - learning_rate * grad;
 )DOC");
   }
 };
+
+template <typename T>
+struct SparseSGDFunctor<platform::CPUPlace, T> {
+  void operator()(const platform::DeviceContext& ctx,
+                  const framework::SelectedRows& input,
+                  const framework::Tensor& learning_rate,
+                  framework::Tensor* output) {
+    auto in_height = input.height();
+    auto out_dims = output->dims();
+    PADDLE_ENFORCE_EQ(in_height, out_dims[0]);
+
+    auto& in_value = input.value();
+    auto& in_rows = input.rows();
+
+    int64_t in_row_numel = in_value.numel() / in_rows.size();
+    PADDLE_ENFORCE_EQ(in_row_numel, output->numel() / in_height);
+
+    auto* in_data = in_value.data<T>();
+    auto* out_data = output->data<T>();
+    auto* lr = learning_rate.data<T>();
+
+    for (size_t i = 0; i < in_rows.size(); i++) {
+      for (int64_t j = 0; j < in_row_numel; j++) {
+        out_data[in_rows[i] * in_row_numel + j] -=
+            lr[0] * in_data[i * in_row_numel + j];
+      }
+    }
+  }
+};
+
+template struct SparseSGDFunctor<platform::CPUPlace, float>;
+
 }  // namespace operators
 }  // namespace paddle
 

paddle/operators/sgd_op.cu

@@ -14,6 +14,66 @@
 
 #define EIGEN_USE_GPU
 #include "paddle/operators/sgd_op.h"
+#include "paddle/platform/cuda_helper.h"
+
+namespace paddle {
+namespace operators {
+
+namespace {
+template <typename T>
+__global__ void SparseSGDFunctorKernel(const T* selected_rows,
+                                       const int64_t* rows,
+                                       const T* learning_rate, T* tensor_out,
+                                       int64_t row_numel, int block_size) {
+  const int ty = blockIdx.y;
+  int tid = threadIdx.x;
+
+  selected_rows += ty * row_numel;
+  tensor_out += rows[ty] * row_numel;
+
+  for (int index = tid; index < row_numel; index += block_size) {
+    // Since index in rows of SelectedRows can be duplicate, we have to use
+    // Atomic Operation to avoid concurrent write error.
+    paddle::platform::CudaAtomicSub(tensor_out + index,
+                                    learning_rate[0] * selected_rows[index]);
+  }
+}
+}  // namespace
+
+template <typename T>
+struct SparseSGDFunctor<platform::GPUPlace, T> {
+  void operator()(const platform::DeviceContext& ctx,
+                  const framework::SelectedRows& input,
+                  const framework::Tensor& learning_rate,
+                  framework::Tensor* output) {
+    auto in_height = input.height();
+    auto out_dims = output->dims();
+    PADDLE_ENFORCE_EQ(in_height, out_dims[0]);
+
+    auto& in_value = input.value();
+    auto& in_rows = input.rows();
+
+    int64_t in_row_numel = in_value.numel() / in_rows.size();
+    PADDLE_ENFORCE_EQ(in_row_numel, output->numel() / in_height);
+
+    auto* in_data = in_value.data<T>();
+    auto* out_data = output->data<T>();
+
+    int block_size = 256;
+    dim3 threads(block_size, 1);
+    dim3 grid(1, in_rows.size());
+    SparseSGDFunctorKernel<
+        T><<<grid, threads, 0,
+             reinterpret_cast<const platform::CUDADeviceContext&>(context)
+                 .stream()>>>(in_data, in_rows.data(), learning_rate.data<T>(),
+                              out_data, in_row_numel, block_size);
+  }
+};
+
+template struct SparseSGDFunctor<platform::GPUPlace, float>;
+
+}  // namespace operators
+}  // namespace paddle
 
 namespace ops = paddle::operators;
 REGISTER_OP_GPU_KERNEL(sgd,

paddle/operators/sgd_op.h

@@ -15,20 +15,31 @@ limitations under the License. */
 #pragma once
 #include "paddle/framework/eigen.h"
 #include "paddle/framework/op_registry.h"
+#include "paddle/framework/selected_rows.h"
 
 namespace paddle {
 namespace operators {
 
+template <typename Place, typename T>
+struct SparseSGDFunctor {
+  void operator()(const platform::DeviceContext& ctx,
+                  const framework::SelectedRows& input,
+                  const framework::Tensor& learning_rate,
+                  framework::Tensor* output);
+};
+
 template <typename Place, typename T>
 class SGDOpKernel : public framework::OpKernel<T> {
  public:
   void Compute(const framework::ExecutionContext& ctx) const override {
-    auto param = ctx.Input<framework::Tensor>("Param");
-    auto grad = ctx.Input<framework::Tensor>("Grad");
-    auto param_out = ctx.Output<framework::Tensor>("ParamOut");
-    auto learning_rate = ctx.Input<framework::Tensor>("LearningRate");
+    auto* param = ctx.Input<framework::Tensor>("Param");
+    auto* param_out = ctx.Output<framework::Tensor>("ParamOut");
+    auto* learning_rate = ctx.Input<framework::Tensor>("LearningRate");
 
+    auto* grad_var = ctx.InputVar("Grad");
+    if (grad_var->IsType<framework::Tensor>()) {
       param_out->mutable_data<T>(ctx.GetPlace());
+      auto* grad = ctx.Input<framework::Tensor>("Grad");
 
       auto p = framework::EigenVector<T>::Flatten(*param);
       auto g = framework::EigenVector<T>::Flatten(*grad);
@@ -38,8 +49,18 @@ class SGDOpKernel : public framework::OpKernel<T> {
 
       Eigen::DSizes<int, 1> grad_dsize(grad->numel());
       o.device(place) = p - lr.broadcast(grad_dsize) * g;
+    } else if (grad_var->IsType<framework::SelectedRows>()) {
+      // TODO(qijun): In Sparse SGD operator, in-place update is enforced.
+      // This manual optimization brings difficulty to track data dependency.
+      // It's better to find a more elegant solution.
+      PADDLE_ENFORCE_EQ(param, param_out);
+      auto* grad = ctx.Input<framework::SelectedRows>("Grad");
+      SparseSGDFunctor<Place, T> functor;
+      functor(ctx.device_context(), *grad, *learning_rate, param_out);
+    } else {
+      PADDLE_THROW("Unsupported Variable Type of Grad");
+    }
   }
 };
-
 }  // namespace operators
 }  // namespace paddle