multi_binary_cross_entropy when ids vector is provided

paddle/cuda/include/hl_matrix.h

@@ -126,6 +126,36 @@ extern void hl_matrix_cross_entropy_bp(real* grad_d,
                                        int dimM,
                                        int dimN);
 
+/**
+ * @brief  Matrix multi-binary label cross entropy
+ *
+ * @param[in]   output    input matrix (M x N).
+ * @param[out]  entropy   output matrix (M x 1).
+ * @param[in]   mat       input sparse matrix.
+ * @param[in]   dimM      matrix height.
+ * @param[in]   dimN      matrix width.
+ */
+extern void hl_matrix_multi_binary_cross_entropy(real* output,
+                                                 real* entropy,
+                                                 hl_sparse_matrix_s mat,
+                                                 int dimM,
+                                                 int dimN);
+
+/**
+ * @brief  Matrix multi-binary label cross entropy backprop
+ *
+ * @param[in]   output    input matrix (M x N).
+ * @param[out]  grad      output matrix (M x N).
+ * @param[in]   mat       input sparse matrix.
+ * @param[in]   dimM      matrix height.
+ * @param[in]   dimN      matrix width.
+ */
+extern void hl_matrix_multi_binary_cross_entropy_bp(real* output,
+                                                    real* grad,
+                                                    hl_sparse_matrix_s mat,
+                                                    int dimM,
+                                                    int dimN);
+
 /**
  * @brief  Matrix zero memory.
  *

paddle/cuda/include/stub/hl_matrix_stub.h

@@ -57,6 +57,18 @@ inline void hl_matrix_cross_entropy_bp(real* grad_d,
                                        int dimM,
                                        int dimN) {}
 
+inline void hl_matrix_multi_binary_cross_entropy(real* output,
+                                                 real* entropy,
+                                                 hl_sparse_matrix_s mat,
+                                                 int dimM,
+                                                 int dimN) {}
+
+inline void hl_matrix_multi_binary_cross_entropy_bp(real* output,
+                                                    real* grad,
+                                                    hl_sparse_matrix_s mat,
+                                                    int dimM,
+                                                    int dimN) {}
+
 inline void hl_matrix_zero_mem(real* data, int num) {}
 
 inline void hl_param_relu_forward(real* output,

paddle/cuda/src/hl_cuda_matrix.cu

@@ -18,6 +18,7 @@ limitations under the License. */
 #include "hl_matrix_ops.cuh"
 #include "hl_matrix_apply.cuh"
 #include "hl_sequence.h"
+#include "hl_sparse.ph"
 #include "paddle/utils/Logging.h"
 #include "hl_device_functions.cuh"
 #include "hl_gpu_matrix_kernel.cuh"
@@ -317,6 +318,83 @@ void hl_matrix_classification_error(real* A_d,
   CHECK_SYNC("hl_matrix_classification_error");
 }
 
+__global__ void KeMatrixMultiBinaryCrossEntropy(real* output,
+                                                real* entropy,
+                                                int* row,
+                                                int* col,
+                                                int dimM,
+                                                int dimN) {
+  int index = blockIdx.x * blockDim.x + threadIdx.x;
+  if (index < dimM) {
+    for (int i = 0; i < dimN; i ++) {
+      entropy[index] -= log(1 - output[index * dimN + i]);
+    }
+    int *row_col = col + row[index];
+    int col_num = row[index + 1] - row[index];
+    for (int i = 0; i < col_num; i ++) {
+      real o = output[index * dimN + row_col[i]];
+      entropy[index] -= log(o / (1 - o));
+    }
+  }
+}
+
+void hl_matrix_multi_binary_cross_entropy(real* output,
+                                          real* entropy,
+                                          hl_sparse_matrix_s csr_mat,
+                                          int dimM,
+                                          int dimN) {
+  CHECK_NOTNULL(output);
+  CHECK_NOTNULL(entropy);
+  CHECK_NOTNULL(csr_mat);
+  int n_threads = 1024;
+  int blocks = (dimM + n_threads - 1) / n_threads;
+  dim3 threads(n_threads);
+  dim3 grid(blocks);
+  hl_csr_matrix mat = (hl_csr_matrix)(csr_mat->matrix);
+  KeMatrixMultiBinaryCrossEntropy<<< grid, threads, 0, STREAM_DEFAULT >>>
+          (output, entropy, mat->csr_row, mat->csr_col, dimM, dimN);
+  CHECK_SYNC("hl_matrix_multi_binary_cross_entropy failed");
+}
+
+__global__ void KeMatrixMultiBinaryCrossEntropyBp(real* output,
+                                                  real* grad,
+                                                  int* row,
+                                                  int* col,
+                                                  int dimM,
+                                                  int dimN) {
+  int row_idx = blockIdx.x * blockDim.x + threadIdx.x;
+  if (row_idx < dimM) {
+    for (int i = 0; i < dimN; i ++) {
+      int index = row_idx * dimN + i;
+      grad[index] += 1.0 / (1 - output[index]);
+    }
+    int col_num = row[row_idx + 1] - row[row_idx];
+    int *row_col = col + row[row_idx];
+    for (int i = 0; i < col_num; i ++) {
+      int index = row_idx * dimN + row_col[i];
+      grad[index] -= 1.0 / (output[index] * (1 - output[index]));
+    }
+  }
+}
+
+void hl_matrix_multi_binary_cross_entropy_bp(real* output,
+                                             real* grad,
+                                             hl_sparse_matrix_s csr_mat,
+                                             int dimM,
+                                             int dimN) {
+  CHECK_NOTNULL(output);
+  CHECK_NOTNULL(grad);
+  CHECK_NOTNULL(csr_mat);
+  int n_threads = 1024;
+  int blocks = (dimM + n_threads - 1) / n_threads;
+  dim3 threads(n_threads);
+  dim3 grid(blocks);
+  hl_csr_matrix mat = (hl_csr_matrix)(csr_mat->matrix);
+  KeMatrixMultiBinaryCrossEntropyBp<<< grid, threads, 0, STREAM_DEFAULT >>>
+          (output, grad, mat->csr_row, mat->csr_col, dimM, dimN);
+  CHECK_SYNC("hl_matrix_multi_binary_cross_entropy_bp failed");
+}
+
 __global__ void KeMatrixCrossEntropy(real* O,
                                      real* E,
                                      int* label,

paddle/gserver/layers/CostLayer.cpp

@@ -462,6 +462,8 @@ bool MultiBinaryLabelCrossEntropy::init(const LayerMap& layerMap,
 
 void MultiBinaryLabelCrossEntropy::forwardImp(Matrix& output, Argument& label,
                                               Matrix& target) {
+  label.idsToSparseMatrix(output.getWidth(), useGpu_);
+
   if (dynamic_cast<CpuSparseMatrix*>(label.value.get()) ||
       dynamic_cast<GpuSparseMatrix*>(label.value.get())) {
     target.multiBinaryLabelCrossEntropy(output, *label.value);
@@ -476,6 +478,8 @@ void MultiBinaryLabelCrossEntropy::forwardImp(Matrix& output, Argument& label,
 
 void MultiBinaryLabelCrossEntropy::backwardImp(
     Matrix& output, Argument& label, Matrix& outputG) {
+  label.idsToSparseMatrix(output.getWidth(), useGpu_);
+
   if (dynamic_cast<CpuSparseMatrix*>(label.value.get()) ||
       dynamic_cast<GpuSparseMatrix*>(label.value.get())) {
     outputG.multiBinaryLabelCrossEntropyBp(output, *label.value);

paddle/gserver/tests/test_LayerGrad.cpp

@@ -538,9 +538,10 @@ TEST(Layer, multi_binary_label) {
   config.layerConfig.add_inputs();
   config.layerConfig.add_inputs();
 
-  // Not support GPU now
+  for (auto useGpu : {false, true}) {
       testLayerGrad(config, "multi_binary_label_cross_entropy", 100,
-                /* trans */ false, /* useGpu */ false);
+                    /* trans */ false, useGpu);
+  }
 }
 
 TEST(Layer, multi_cross_with_selfnorm) {

paddle/math/Matrix.cpp

@@ -1268,6 +1268,42 @@ void GpuMatrix::bilinearBackward(const Matrix& out,
   }
 }
 
+void GpuMatrix::multiBinaryLabelCrossEntropy(Matrix& output, Matrix& label) {
+    GpuMatrix* output_ptr = dynamic_cast<GpuMatrix*>(&output);
+    auto label_ptr = dynamic_cast<GpuSparseMatrix*>(&label);
+
+    CHECK(output_ptr && label_ptr) << "Invalid argument pointer";
+    CHECK(label_ptr->format_ == SPARSE_CSR) << "Matrix format not supported";
+    CHECK(height_ == output_ptr->height_ && width_ == 1
+          && output_ptr->width_ == label_ptr->getWidth()
+          && output_ptr->height_ == label_ptr->getHeight())
+            << "Matrix dimensions are not equal";
+
+    real* output_d = output_ptr->data_;
+    real* entropy_d = data_;
+    hl_sparse_matrix_s mat_d = label_ptr->sMatrix_.get();
+    hl_matrix_multi_binary_cross_entropy(
+        output_d, entropy_d, mat_d, height_, output_ptr->width_);
+}
+
+void GpuMatrix::multiBinaryLabelCrossEntropyBp(Matrix &output, Matrix &label) {
+    GpuMatrix* output_ptr = dynamic_cast<GpuMatrix*>(&output);
+    auto label_ptr = dynamic_cast<GpuSparseMatrix*>(&label);
+
+    CHECK(output_ptr && label_ptr) << "Invalid argument pointer";
+    CHECK(label_ptr->format_ == SPARSE_CSR) << "Matrix format not supported";
+    CHECK(height_ == output_ptr->height_ && width_ == output_ptr->width_
+          && output_ptr->width_ == label_ptr->getWidth()
+          && output_ptr->height_ == label_ptr->getHeight())
+            << "Matrix dimensions are not equal";
+
+    real* output_d = output_ptr->data_;
+    real* grad_d = data_;
+    hl_sparse_matrix_s mat_d = label_ptr->sMatrix_.get();
+    hl_matrix_multi_binary_cross_entropy_bp(
+        output_d, grad_d, mat_d, height_, width_);
+}
+
 /**
  * CpuMatrix
  */

paddle/math/Matrix.h

@@ -1303,6 +1303,10 @@ public:
                         const size_t numChannels,
                         const real ratioH,
                         const real ratioW);
+
+  void multiBinaryLabelCrossEntropy(Matrix& output, Matrix& label);
+
+  void multiBinaryLabelCrossEntropyBp(Matrix& output, Matrix& label);
 };
 
 class CpuMatrix : public Matrix {

paddle/math/tests/test_matrixCompare.cpp

@@ -2208,7 +2208,6 @@ void testCollectSharedBias(int numSamples, int dim, int channel) {
   MatrixCheckErr(*cpuBias, *check);
 }
 
-
 TEST(Matrix, sharedBias) {
   for (auto numSamples : {1, 100, 520}) {
     for (auto dim : {100 * 16, 100 * 32}) {
@@ -2222,6 +2221,71 @@ TEST(Matrix, sharedBias) {
   }
 }
 
+void testMultiBinaryLabelCrossEntropy(int numSamples, int dim) {
+  MatrixPtr output = std::make_shared<CpuMatrix>(numSamples, dim);
+  MatrixPtr cpuOutput = std::make_shared<CpuMatrix>(numSamples, dim);
+  MatrixPtr gpuOutput = std::make_shared<GpuMatrix>(numSamples, dim);
+
+  MatrixPtr cpuEntropy = std::make_shared<CpuMatrix>(numSamples, 1);
+  MatrixPtr gpuEntropy = std::make_shared<GpuMatrix>(numSamples, 1);
+
+  MatrixPtr cpuGrad = std::make_shared<CpuMatrix>(numSamples, dim);
+  MatrixPtr gpuGrad = std::make_shared<GpuMatrix>(numSamples, dim);
+
+  auto cpuRows = IVector::create(numSamples + 1, false);
+  auto cpuCols = IVector::create(numSamples, false);
+  auto gpuRows = IVector::create(numSamples + 1, true);
+  auto gpuCols = IVector::create(numSamples, true);
+  cpuRows->setElement(0, 0);
+  gpuRows->setElement(0, 0);
+  for (int i = 0; i < numSamples; i ++) {
+    int id = rand() % dim; // NOLINT
+    cpuRows->setElement(i + 1, i + 1);
+    gpuRows->setElement(i + 1, i + 1);
+    cpuCols->setElement(i, id);
+    gpuCols->setElement(i, id);
+  }
+
+  MatrixPtr cpuLabel = std::make_shared<CpuSparseMatrix>
+          (nullptr, cpuRows->getData(), cpuCols->getData(),
+           numSamples, dim, numSamples, NO_VALUE, SPARSE_CSR, false);
+  MatrixPtr gpuLabel = std::make_shared<GpuSparseMatrix>
+          (nullptr, gpuRows->getData(), gpuCols->getData(),
+           numSamples, dim, numSamples, NO_VALUE, SPARSE_CSR, false);
+
+  output->randomizeUniform();
+  cpuOutput->zeroMem();
+  output->softmax(*cpuOutput);
+  gpuOutput->copyFrom(*cpuOutput);
+
+  cpuEntropy->zeroMem();
+  gpuEntropy->zeroMem();
+  cpuEntropy->multiBinaryLabelCrossEntropy(*cpuOutput, *cpuLabel);
+  gpuEntropy->multiBinaryLabelCrossEntropy(*gpuOutput, *gpuLabel);
+
+  MatrixPtr check1 = std::make_shared<CpuMatrix>(numSamples, 1);
+  check1->copyFrom(*gpuEntropy);
+  MatrixCheckErr(*cpuEntropy, *check1);
+
+  cpuGrad->zeroMem();
+  gpuGrad->zeroMem();
+  cpuGrad->multiBinaryLabelCrossEntropyBp(*cpuOutput, *cpuLabel);
+  gpuGrad->multiBinaryLabelCrossEntropyBp(*gpuOutput, *gpuLabel);
+
+  MatrixPtr check2 = std::make_shared<CpuMatrix>(numSamples, dim);
+  check2->copyFrom(*gpuGrad);
+  MatrixCheckErr(*cpuGrad, *check2);
+}
+
+TEST(Matrix, multiBinaryCrossEntropy) {
+  for (auto numSamples : {1, 100, 500}) {
+    for (auto dim : {1000, 10000, 100000}) {
+      VLOG(3) << " numSamples=" << numSamples << " dim=" << dim;
+      testMultiBinaryLabelCrossEntropy(numSamples, dim);
+    }
+  }
+}
+
 int main(int argc, char** argv) {
   testing::InitGoogleTest(&argc, argv);
   initMain(argc, argv);

paddle/parameter/Argument.cpp

@@ -572,4 +572,26 @@ void Argument::subArgFrom(const Argument& input, size_t offset, size_t height,
   }
 }
 
+void Argument::idsToSparseMatrix(int width, bool useGpu) {
+  if (ids) {
+    CHECK(!value);
+    int height = ids->getSize();
+    int nnz = height;
+    auto rows = IVector::create(height + 1, useGpu);
+    auto cols = IVector::create(nnz, useGpu);
+    rows->setElement(0, 0);
+    for (int i = 0; i < height; i ++) {
+      int id = ids->getElement(i);
+      CHECK_LT(id, width);
+      rows->setElement(i + 1, i + 1);
+      cols->setElement(i, id);
+    }
+    value = Matrix::createSparseMatrix(
+        nullptr, rows->getData(), cols->getData(),
+        height, width, nnz, NO_VALUE, SPARSE_CSR, false, useGpu);
+  } else {
+    CHECK(value);
+  }
+}
+
 }  // namespace paddle

paddle/parameter/Argument.h

@@ -286,6 +286,14 @@ struct Argument {
    sequence has sub-sequence degrades to a sequence.
    */
   void degradeSequence(const Argument& input, bool useGpu);
+
+  /*
+    @brief    convert the ids vector to value as a sparse matrix
+              the ids vector keeps valid
+    @param    the matrix width (id range)
+    @useGpu
+  */
+  void idsToSparseMatrix(int width, bool useGpu);
 };
 
 }  // namespace paddle