carray 2.0.1 → 3.0.1

data/lib/carray/bincount_nd.rb

@@ -0,0 +1,358 @@
+# ----------------------------------------------------------------------------
+#
+#  carray/bincount_nd.rb
+#
+#  N-dimensional discrete joint counting — `CArray::BincountND` +
+#  `CArray#bincount_nd`.  The discrete sibling of `CArray#histogram`:
+#  integer labels are counted directly (value == bin index, no edges).
+#
+#  Use this for the *discrete* joint distribution of M integer variables.
+#  For a plain 1-D discrete count use the dedicated `CArray#bincount`; for
+#  *continuous* data use `CArray#histogram` (edges-based binning).
+#
+#  ## Surface (mirrors histogram, edges -> lengths)
+#
+#      data.bincount_nd(lengths: [L0, L1, ...], axis: [-2, -1], weights: w)
+#
+#  Input layout is the same as histogram: fiber_shape + (A,) + (M,), where
+#  the trailing length-M channel axis carries the M integer coordinates of
+#  each sample, and the sample axis (A) is reduced.
+#
+#  ## Bin model (= why outlier is upper-only)
+#
+#  Histogram's edges define *both* a lower (edges[0]) and an upper
+#  (edges[-1]) boundary, hence under + over.  A discrete count has a
+#  structural lower bound of 0 (labels index from 0); `length` L is the
+#  upper cut.  So the only outlier direction is the upper one:
+#
+#      value v in 0..L-1  -> cell v
+#      value v >= L       -> upper overflow cell (index L)
+#      value v < 0        -> ArgumentError (not a valid discrete label)
+#
+#  Storage is therefore extended by +1 per dimension (one overflow cell on
+#  top), unlike histogram's +2.
+#
+#      full_counts shape = fiber_shape + (L_0 + 1, ..., L_{M-1} + 1)
+#      counts            = full_counts[..., 0...L_0, ..., 0...L_{M-1}]
+#      overflow(axis: k) = samples whose dim-k label was >= L_k (marginal)
+#
+#  Weighted accumulation, streaming `add`, `+` composition and mask handling
+#  all follow histogram: a sample is dropped iff any of its channels is masked
+#  (union), and a fully-masked chunk is a no-op.  Labels are integer-only, so
+#  label NaN cannot occur (float label arrays are rejected); weight NaN is
+#  skipped like histogram.
+#
+#  NOTE (implementation): a layout-dependent hybrid, gate-benched
+#  (devel/bench_bincount_nd_gate.rb):
+#    - FLAT (no fiber): Ruby `ravel + bincount`.  The discrete "binning" is a
+#      cheap, vectorisable ravel, so the separate vectorised ravel + the tuned
+#      `bincount` kernel beats fusing it into a scalar scatter loop.
+#    - FIBER: a dedicated C kernel `bincount_nd_count_ki` (ext/carray_histogram.c)
+#      counts each fiber into its own L1-resident counts slice in one pass.
+#      The Ruby path is slower for fibers (one giant cache-cold bincount,
+#      or a per-fiber Ruby loop whose iteration overhead eats the locality);
+#      the C kernel reads labels in their NATIVE int type (no int64 coercion),
+#      giving O(1) peak.
+#  Unlike histogram (where the float binning made a fully-fused kernel win
+#  across the board), discrete binning only justifies C for the fiber case.
+#
+# ----------------------------------------------------------------------------
+
+class CArray
+
+  # Joint counts of M discrete integer variables — the discrete sibling of
+  # {Histogram}, where a value is its own bin index and there are no edges.
+  # Built by `CArray#bincount_nd` rather than constructed directly.
+  #
+  # For a plain 1-D discrete count use `CArray#bincount`; for continuous data
+  # use `CArray#histogram`.
+  class BincountND
+
+    # @overload initialize(lengths:, fiber_shape: [], weights_data_type: nil)
+    #   Allocates a new N-D discrete bincount accumulator.
+    #   @param lengths [Array<Integer>] per-dimension label ranges;
+    #     each must be `>= 1`.
+    #   @param fiber_shape [Array<Integer>] shape of the leading
+    #     axes.
+    #   @param weights_data_type [Symbol, nil] `data_type` for weighted
+    #     accumulators; `nil` for pure counts (int64).
+    #   @return [BincountND]
+    def initialize (lengths:, fiber_shape: [], weights_data_type: nil)
+      @lengths = lengths.map(&:to_i)
+      raise ArgumentError, "lengths must be a non-empty list" if @lengths.empty?
+      @lengths.each_with_index do |l, k|
+        raise ArgumentError, "lengths[#{k}] must be >= 1" if l < 1
+      end
+      @m = @lengths.size
+      @fiber_shape = fiber_shape.map(&:to_i).freeze
+      @weighted = !weights_data_type.nil?
+      @counts_data_type = @weighted ? weights_data_type : :int64
+      ext_dims = @lengths.map { |l| l + 1 }       # +1: upper overflow cell
+      ext_shape = @fiber_shape + ext_dims
+      @full_counts = CArray.public_send(@counts_data_type, *ext_shape).fill(0)
+      @sample_axis  = nil
+      @channel_axis = nil
+    end
+    private_class_method :new
+
+    attr_reader :lengths, :fiber_shape, :full_counts, :m
+
+    # @overload counts
+    #   Returns the in-range counts view with shape
+    #   `fiber_shape + (L_0, ..., L_{M-1})`, excluding the upper
+    #   overflow cell.
+    #   @return [CArray]
+    def counts
+      idx = [nil] * @fiber_shape.size + @lengths.map { |l| 0...l }
+      @full_counts[*idx]
+    end
+
+    # Upper-overflow marginal on dim `axis` (= samples whose dim-axis label
+    # was >= length[axis]); other dims marginalised.  shape = fiber_shape.
+    # For M=1, axis: may be omitted.
+    # @overload overflow(axis: nil)
+    #   Returns the upper-overflow marginal on dimension `axis`
+    #   (samples whose dim-axis label was `>= lengths[axis]`);
+    #   other dimensions are marginalised. For 1-D accumulators
+    #   `axis` may be omitted.
+    #   @param axis [Integer, nil] dimension to marginalise.
+    #   @return [CArray]
+    #   @raise [ArgumentError] when `axis` is required but omitted.
+    def overflow (axis: nil)
+      raise ArgumentError, "axis: keyword required (M=#{@m})" if axis.nil? && @m > 1
+      ax = axis.nil? ? 0 : CArray.normalize_axis(axis, @m, "overflow")
+      base = [nil] * @fiber_shape.size
+      bin_idx = (0...@m).map { |k| k == ax ? @lengths[k] : nil }   # overflow cell on ax
+      slice = @full_counts[*(base + bin_idx)]
+      (@m - 1).times { slice = slice.accumulate(axis: slice.ndim - 1) }
+      slice
+    end
+
+    # @overload total
+    #   Returns the per-fiber sample total (in-range plus overflow)
+    #   with shape `fiber_shape`.
+    #   @return [CArray]
+    def total
+      sum_along_bin_axes(@full_counts)
+    end
+
+    # @overload overflow_total
+    #   Returns the per-fiber count of samples that overflowed on
+    #   any dimension.
+    #   @return [CArray]
+    def overflow_total
+      sum_along_bin_axes(@full_counts) - sum_along_bin_axes(counts)
+    end
+
+    # @overload add(chunk, axis: nil, weights: nil)
+    #   Accumulates `chunk` (per-sample discrete labels) into `self`.
+    #   Locks the sample/channel axes on the first call. Labels must
+    #   be non-negative; labels `>= lengths[k]` fold into the upper
+    #   overflow cell of dim `k`.
+    #   @param chunk [CArray] integer labels with shape
+    #     `fiber_shape + (A, M)`.
+    #   @param axis [Array(Integer, Integer), Integer, nil]
+    #     `[sample, channel]` axis pair.
+    #   @param weights [CArray, nil] per-sample weights (required
+    #     iff weighted accumulator).
+    #   @return [self]
+    #   @raise [ArgumentError] on shape / axis / label / weighted
+    #     mismatch.
+    def add (chunk, axis: nil, weights: nil)
+      # Keep the labels in their native integer type (no int64 coercion): an
+      # int32 label array stays int32 through the ravel, and `bincount` picks
+      # a uint32 output when the table fits.  Forcing int64 would materialise
+      # a cast of the whole chunk.
+      chunk = CArray.wrap_readonly(chunk)
+
+      # M=1 convenience: accept chunks without the trailing channel axis.
+      if @m == 1 && chunk.ndim == @fiber_shape.size + 1
+        chunk = chunk.reshape(*(chunk.shape + [1]))
+        if axis.is_a?(Integer)
+          ax = CArray.normalize_axis(axis, chunk.ndim - 1, "add axis")
+          axis = [ax, chunk.ndim - 1]
+        end
+      end
+
+      ax = axis || [-2, -1]
+      ax = [ax] if ax.is_a?(Integer)
+      raise ArgumentError, "axis must be [sample, channel]" unless ax.is_a?(Array) && ax.size == 2
+      sample_ax  = CArray.normalize_axis(ax[0], chunk.ndim, "sample axis")
+      channel_ax = CArray.normalize_axis(ax[1], chunk.ndim, "channel axis")
+      raise ArgumentError, "same axis used twice" if sample_ax == channel_ax
+
+      if @sample_axis.nil?
+        @sample_axis = sample_ax
+        @channel_axis = channel_ax
+      elsif @sample_axis != sample_ax || @channel_axis != channel_ax
+        raise ArgumentError,
+              "axis mismatch (locked at [#{@sample_axis}, #{@channel_axis}], got [#{sample_ax}, #{channel_ax}])"
+      end
+
+      expected_ndim = @fiber_shape.size + 2
+      unless chunk.ndim == expected_ndim
+        raise ArgumentError,
+              "chunk.ndim=#{chunk.ndim} expected #{expected_ndim} " \
+              "(fiber #{@fiber_shape.inspect} + sample + channel)"
+      end
+      unless chunk.shape[channel_ax] == @m
+        raise ArgumentError, "channel axis length #{chunk.shape[channel_ax]} != M=#{@m}"
+      end
+      chunk_fiber = chunk.shape.dup
+      [sample_ax, channel_ax].sort.reverse.each { |p| chunk_fiber.delete_at(p) }
+      unless chunk_fiber == @fiber_shape
+        raise ArgumentError,
+              "fiber shape mismatch: chunk yields #{chunk_fiber.inspect}, expected #{@fiber_shape.inspect}"
+      end
+
+      return self if chunk.shape[sample_ax] == 0
+
+      if weights
+        raise ArgumentError, "weights given but accumulator is unweighted" unless @weighted
+        weights = CArray.wrap_readonly(weights, @counts_data_type)
+        expected_w_shape = chunk.shape.dup
+        expected_w_shape.delete_at(channel_ax)
+        unless weights.shape == expected_w_shape
+          raise ArgumentError,
+                "weights shape #{weights.shape.inspect} expected #{expected_w_shape.inspect}"
+        end
+      elsif @weighted
+        raise ArgumentError, "weights required (accumulator is weighted)"
+      end
+
+      # --- ravel + bincount --------------------------------------------
+      # Each label is its own bin: clamp to the upper overflow cell and ravel
+      # the M channels into one flat index, then let the dedicated bincount
+      # kernel scatter.  Discrete "binning" is a cheap, vectorisable ravel, so
+      # this beats a hand-fused scalar kernel (bench: a fused C kernel was
+      # ~4.4 vs ~1.6 ns/sample).  With fibers we loop one small ravel+bincount
+      # per fiber so each fiber's counts slice stays L1-resident, rather than
+      # one giant bincount over the whole F*total_ext table (which is cache-
+      # cold and ~1.7x slower).  See devel/bench_bincount_nd_gate.rb.
+      ext_sizes   = @lengths.map { |l| l + 1 }      # +1: upper overflow cell
+      strides_ext = ext_sizes.each_with_index.map { |_, k| ext_sizes[(k + 1)..].inject(1, :*) }
+      total_ext   = ext_sizes.inject(:*)
+      widen       = total_ext > 0x7fffffff          # int64 flat for big joint tables
+
+      # canonical [fiber..., sample, channel] view (channel last); weights to
+      # [fiber..., sample].  Skip the transpose when the layout is already
+      # canonical (the usual case) — a transpose view would force `reshape`
+      # below to materialise a full copy.
+      fiber_axes = (0...chunk.ndim).to_a - [sample_ax, channel_ax]
+      perm   = fiber_axes + [sample_ax, channel_ax]
+      tchunk = perm == (0...chunk.ndim).to_a ? chunk : chunk.transpose(*perm)
+      tweights = nil
+      if weights
+        shift  = ->(p) { p < channel_ax ? p : p - 1 }
+        w_perm = fiber_axes.map(&shift) + [shift.call(sample_ax)]
+        tweights = w_perm == (0...weights.ndim).to_a ? weights : weights.transpose(*w_perm)
+      end
+
+      # One pass for the negative-label check (masked-aware).  `min` returns
+      # UNDEF when every sample is masked: that is a well-defined no-op (all
+      # samples dropped -> counts unchanged), so bail before the label-range
+      # checks below (`chunk.min` / `b.max` would otherwise hit UNDEF and the
+      # FLAT path arithmetic would raise on it).
+      mn = chunk.min
+      return self if mn == UNDEF
+      raise ArgumentError, "bincount_nd: negative label" if mn < 0
+
+      if @fiber_shape.empty?
+        # Flat: the ravel is cheap + vectorisable, so the separate
+        # vectorised ravel + tuned `bincount` beats any fused kernel.
+        # Clamp a channel only when it actually overflows (decided once).
+        ravel = nil
+        (0...@m).each do |k|
+          b = tchunk[nil, k]
+          b = b.clip(0, @lengths[k]) if b.max > @lengths[k] - 1
+          b = b.int64 if widen
+          term = strides_ext[k] == 1 ? b : b * strides_ext[k]
+          ravel = ravel.nil? ? term : ravel + term
+        end
+        chunk_counts = ravel.bincount(weights: tweights, length: total_ext)
+        @full_counts[] = @full_counts + chunk_counts.reshape(*@full_counts.shape)
+      else
+        # Fiber: a dedicated C kernel counts each fiber into its own
+        # L1-resident counts slice in one pass (no per-fiber Ruby loop, no
+        # giant cache-cold bincount, no int coercion).  Clamp is inline in C.
+        tchunk.send(:bincount_nd_count_ki, @full_counts, tweights)
+      end
+      self
+    end
+
+    # @overload +(other)
+    #   Returns a new BincountND whose counts are the element-wise
+    #   sum of `self` and `other`. Both operands must share
+    #   `lengths`, `fiber_shape`, and weighted state.
+    #   @param other [BincountND] compatible accumulator.
+    #   @return [BincountND]
+    #   @raise [ArgumentError] when structure does not match.
+    def + (other)
+      raise ArgumentError, "type mismatch" unless other.is_a?(BincountND)
+      raise ArgumentError, "M mismatch" unless @m == other.m
+      raise ArgumentError, "lengths mismatch" unless @lengths == other.lengths
+      raise ArgumentError, "fiber_shape mismatch" unless @fiber_shape == other.fiber_shape
+      raise ArgumentError, "weighted/unweighted mismatch" unless @weighted == other.weighted?
+
+      result = self.class.send(:new,
+                               lengths: @lengths,
+                               fiber_shape: @fiber_shape,
+                               weights_data_type: @weighted ? @counts_data_type : nil)
+      rf = result.instance_variable_get(:@full_counts)
+      rf[] = @full_counts + other.full_counts
+      result.instance_variable_set(:@sample_axis, @sample_axis)
+      result.instance_variable_set(:@channel_axis, @channel_axis)
+      result
+    end
+
+    protected
+
+    def weighted?
+      @weighted
+    end
+
+    private
+
+    def sum_along_bin_axes (arr)
+      out = arr
+      @m.times { out = out.accumulate(axis: out.ndim - 1) }
+      out
+    end
+
+  end
+
+end
+
+
+class CArray
+
+  # @overload bincount_nd(lengths:, axis: [-2, -1], weights: nil)
+  #   Returns a discrete N-D joint {BincountND} count of `self` with
+  #   shape `fiber_shape + (A, M)`. Each of the `M` channels is an
+  #   integer label in `0..lengths[k]-1`; labels `>= lengths[k]`
+  #   fold into the upper overflow cell, negative labels raise.
+  #   @param lengths [Array<Integer>] per-dimension extents.
+  #   @param axis [Array(Integer, Integer)] `[sample, channel]`
+  #     axis pair.
+  #   @param weights [CArray, nil] optional per-sample weights.
+  #   @return [BincountND]
+  def bincount_nd (lengths:, axis: [-2, -1], weights: nil)
+    raise ArgumentError, "lengths must be an Array of per-dim extents" unless lengths.is_a?(Array)
+    sample_ax  = normalize_axis(axis[0], "bincount_nd sample axis")
+    channel_ax = normalize_axis(axis[1], "bincount_nd channel axis")
+    fiber_shape = shape.dup
+    [sample_ax, channel_ax].sort.reverse.each { |p| fiber_shape.delete_at(p) }
+
+    # Weighted counts are float64-only (the FLAT bincount coerces weights to the
+    # counts data type and the FIBER kernel requires float64 weights/counts), so
+    # the type is fixed here rather than derived from the weights' own type.
+    weights_data_type = (:float64 if weights)
+
+    h = BincountND.send(:new,
+                        lengths: lengths,
+                        fiber_shape: fiber_shape,
+                        weights_data_type: weights_data_type)
+    h.add(self, axis: axis, weights: weights)
+    h
+  end
+end