jacobian

commit ecc13627b7bc17e1c378d6055615a198dbc242d0
parent 9669a81f1601729e5580b9b57b83284fa270fd6a
Author: David Freifeld <freifeld.david@gmail.com>
Date:   Thu, 30 Jul 2020 17:38:51 -0700

Pursuing eigen functions in softmax

Diffstat:
A
tests/simd_simple.cpp
 | 
38
++++++++++++++++++++++++++++++++++++++

1 file changed, 38 insertions(+), 0 deletions(-)
diff --git a/tests/simd_simple.cpp b/tests/simd_simple.cpp
@@ -0,0 +1,38 @@
+#include <Eigen/Dense>
+#include <ctime>
+#include <iostream>
+#include <cmath>
+
+float sigmoid(float x) {return 1.0/(1+exp(-x));}
+float sigmoid_deriv(float x) {return 1.0/(1+exp(-x)) * (1 - 1.0/(1+exp(-x)));}
+
+int main()
+{
+  int sz;
+  std::cin >> sz;
+  Eigen::MatrixXf a = Eigen::MatrixXf::Random(1, sz);
+  Eigen::MatrixXf::Index maxRow, maxCol;
+  float max = a.maxCoeff(&maxRow, &maxCol);
+  Eigen::MatrixXf m1 = ((a.array() - max) / ((a.array() - max).exp().sum())).matrix();
+  auto softmax_simd_start = std::chrono::high_resolution_clock::now();
+  Eigen::MatrixXf a1 = (1 + (-1 * a.array()).exp()).pow(-1).matrix();
+  auto softmax_simd_end = std::chrono::high_resolution_clock::now();
+  auto softmax_start = std::chrono::high_resolution_clock::now();
+  float sum = 0;
+  Eigen::MatrixXf::Index maxRow2, maxCol2;
+  float max2 = a.maxCoeff(&maxRow2, &maxCol2);
+  Eigen::MatrixXf m2 = (a.array() - max2).matrix();
+  for (int j = 0; j < m2.cols(); j++) {
+    sum += exp(m2(0,j));
+  }
+  for (int j = 0; j < m2.cols(); j++) {
+    m2(0,j) = exp(m2(0,j))/sum;
+  }
+  auto softmax_end = std::chrono::high_resolution_clock::now();
+  std::cout << m1 << " | " << m1.sum() << "\n\n" << m2 << " | " << m2.sum() << "\n\n";
+  if (m1.isApprox(m2)) std::cout << "Softmax matrices are equal!\n\n";
+
+  double eigen_time = std::chrono::duration_cast<std::chrono::nanoseconds>(softmax_simd_end - softmax_simd_start).count();
+  double normal_time = std::chrono::duration_cast<std::chrono::nanoseconds>(softmax_end - softmax_start).count();
+  std::cout << "SOFTMAX:\n\tEIGEN FUNCTIONS (SOME SIMD): " << eigen_time << "\n\tNORMAL ITERATIVE METHOD: " << normal_time << "\n\tSPEEDUP FACTOR: " << normal_time/eigen_time << "\n";
+}