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src/rnnlm/sampler.cc 20.5 KB
8dcb6dfcb   Yannick Estève   first commit
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  // rnnlm/sampler.cc
  
  // Copyright 2017  Daniel Povey
  
  // See ../../COPYING for clarification regarding multiple authors
  //
  // 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
  //
  // THIS CODE IS PROVIDED *AS IS* BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
  // KIND, EITHER EXPRESS OR IMPLIED, INCLUDING WITHOUT LIMITATION ANY IMPLIED
  // WARRANTIES OR CONDITIONS OF TITLE, FITNESS FOR A PARTICULAR PURPOSE,
  // MERCHANTABLITY OR NON-INFRINGEMENT.
  // See the Apache 2 License for the specific language governing permissions and
  // limitations under the License.
  
  #include <algorithm>
  #include <numeric>
  #include <queue>
  #include "rnnlm/sampler.h"
  #include "base/kaldi-math.h"
  #include "util/stl-utils.h"
  
  namespace kaldi {
  namespace rnnlm {
  
  
  void SampleWithoutReplacement(const std::vector<double> &probs,
                                std::vector<int32> *sample) {
  
    // This outer loop over 't' will *almost always* just run for t == 0.  The
    // loop is necessary only to handle a pathological case.
    for (int32 t = 0; t < 10; t++) {
      sample->clear();
      int32 n = probs.size();
  
  #define DO_SHUFFLE 0
  
  #if DO_SHUFFLE
      // Removing the random shuffling for now because it turns out that
      // with multiple threads, it has to do locking inside the call to rand(),
      // which is quite slow; and using re-entrant random number generators with
      // this is quite complicated.  Anyway this wasn't necessary.
      // Maybe at some later point we can redo the data structures.
  
  
      // We randomize the order in which we process the indexes,
      // in order to reduce correlations.. not that this will
      // matter for most applications.
      std::vector<int32> order(n);
      for (int32 i = 0; i < n; i++) order[i] = i;
      std::random_shuffle(order.begin(), order.end());
  #endif
  
      double r = RandUniform();  // r <= 0 <= 1.
  
      double c = -r;  // c is a kind of counter, to which we add the probabilities
                      // we we process them..  Whenever it becomes >= 0, we add something
                      // to the sample and subtract 1 from c.
      for (int32 i = 0; i < n; i++) {
  #if DO_SHUFFLE
        int32 j = order[i];
  #else
        int32 j = i;
  #endif
        double p = probs[j];
        c += p;
        if (c >= 0) {
          sample->push_back(j);
          c -= 1.0;
        }
      }
  
      // you can verify by looking at the few lines of code above that
      // 'total_prob' is the total of the 'probs' array.
      double total_prob = c + sample->size() + r;
      int32 k = std::round(total_prob);
      if (std::abs(total_prob - k) > 1.0e-04) {
        // If this happened then the preconditions for this function are
        // violated-- the probs were not well enough normalized.  In double
        // precision the relative rounding error is about 10^-16, so to get an
        // error of 1.0e-04 from rounding we'd have to have 10^12 numbers which in
        // double precision would take 8000 G of memory-- unlikely.
        KALDI_ERR << "The sum of the inputs was " << k << " + "
                  << (total_prob - k)
                  << " which is too far from a whole number.";
      }
      if (sample->size() == k) {
        return;
      } else {
        // The only possible situations where the sample-size != k and we didn't
        // already crash, are when
        // c + r < 0.9999 or c + r > 0.9999.
        // Since -1 <= c < 0 and 0 <= r <= 1, this is only possible when r < 0.0001
        // and c < -0.9999, or r > 0.9999 and c >= -0.0001.
  
        // give it a bit of extra space in the assertion.
        KALDI_ASSERT((r < 0.00011 && c < -0.99985) ||
                     (r > 0.99985 && c > -0.00011));
  
        // .. and continue around the loop.
        // Having 'r' take these values is extremely improbable, so
        // it will be rare to go around the loop more than once.
      }
    }
    KALDI_ERR << "Looped too many times: likely bug.";
  }
  
  
  void CheckDistribution(const Distribution &d) {
    Distribution::const_iterator iter = d.begin(),
        endm1 = d.end() - 1;
    if (d.empty())
      return;
    for (; iter != endm1; ++iter) {
      KALDI_ASSERT(iter->second > 0.0 &&
                   iter->first < (iter+1)->first);
    }
    KALDI_ASSERT(d.back().second > 0.0);
  }
  
  void WeightDistribution(BaseFloat weight,
                          Distribution *d) {
    Distribution::iterator iter = d->begin(),
        end = d->end();
    for (; iter != end; ++iter)
      iter->second *= weight;
  }
  
  
  BaseFloat TotalOfDistribution(const Distribution &d) {
    double tot = 0.0;
    Distribution::const_iterator iter = d.begin(),
        end = d.end();
    for (; iter != end; ++iter)
      tot += iter->second;
    return tot;
  }
  
  
  const double* SampleFromCdf(const double *cdf_start,
                              const double *cdf_end) {
    double tot_prob = *cdf_end - *cdf_start;
    KALDI_ASSERT(cdf_end > cdf_start && tot_prob > 0.0);
    double cutoff = *cdf_start + tot_prob * RandUniform();
    if (cutoff >= *cdf_end) {
      // Mathematically speaking this should not happen; if it happens it is due
      // to roundoff.  It should be extremely rare in any case.
      cutoff = *cdf_start;
    }
    // With respect to the sample where [*cdf_start.. *cdf_end]
    // is [ 0.50, 0.55, 0.65, 0.70 ], suppose the randomly
    // sampled 'cutoff' is 0.68.  The std::upper_bound call
    // below finds the first location in the range
    // [ 0.55, 0.65, 0.70 ] that is > 0.68, which
    // in this case is '0.70'.  We then return that
    // pointer minus one, which is the pointer to 0.65.
    const double *ans = std::upper_bound(cdf_start + 1,
                                         cdf_end + 1,
                                         cutoff) - 1;
    // if the following assertion fails, it means that upper_bound returned
    // cdf_end + 1, which means that *cdf_end was not > 'cutoff'.  But we
    // ensured above that *cdf_end was > cutoff, so this should not happen.
    KALDI_ASSERT(ans != cdf_end);
    // If the following fails, it would be an error in our logic or in
    // std::upper_bound.
    KALDI_ASSERT(ans[1] != ans[0]);
    return ans;
  }
  
  
  // Merges two distributions, summing the probabilities of any elements that
  // occur in both.
  void MergeDistributions(const Distribution &d1,
                          const Distribution &d2,
                          Distribution *d) {
    if (GetVerboseLevel() >= 2) {
      CheckDistribution(d1);
      CheckDistribution(d2);
    }
    d->resize(d1.size() + d2.size());
    // we could write a single function that does the jobs of the
    // two things below, which might improve speed slightly, if
    // this becomes a bottleneck.
    std::merge(d1.begin(), d1.end(), d2.begin(), d2.end(), d->begin());
    MergePairVectorSumming(d);
    if (GetVerboseLevel() >= 2) {
      CheckDistribution(*d);
    }
  
  }
  
  
  void Sampler::SampleWords(
      int32 num_words_to_sample,
      BaseFloat unigram_weight,
      const std::vector<std::pair<int32, BaseFloat> > &higher_order_probs,
      const std::vector<int32> &words_we_must_sample,
      std::vector<std::pair<int32, BaseFloat> > *sample) const {
    CheckDistribution(higher_order_probs);  // TODO: delete this.
    int32 vocab_size = unigram_cdf_.size();
    KALDI_ASSERT(IsSortedAndUniq(words_we_must_sample) &&
                 num_words_to_sample > 0 && num_words_to_sample < vocab_size);
  
    int32 num_words_we_must_sample = words_we_must_sample.size();
    if (num_words_we_must_sample > 0) {
      KALDI_ASSERT(num_words_we_must_sample < vocab_size &&
                   num_words_we_must_sample < num_words_to_sample);
      KALDI_ASSERT(words_we_must_sample.front() >= 0 &&
                   words_we_must_sample.back() < vocab_size);
    }
  
    BaseFloat total_existing_weight = unigram_weight +
        TotalOfDistribution(higher_order_probs);
    // To ensure that all the words we must sample actually get sampled,
    // we need to make sure that they are sampled with probability 1.0.
    // i.e. that after computing alpha, alpha p(i) for all of those words
    // is >= 1.0.  See comment for one of the versions of SampleWords()
    // in the header for more explanation.
    //
    // We can ensure this by making sure that after adding these words
    // each with probability p, each of these words has at least
    // weight T / num_words_to_sample, where 'T' is the new total
    // of the distribution.  I.e., we require that
    //   p > T / num_words_to_sample
    // Since T = total_existing_weight + p * num_words_we_must_sample, we have:
    //   p * num_words_to_sample > total_existing_weight + p * num_words_we_must_sample.
    // i.e.
    //  p > total_existing_weight / (num_words_to_sample - num_words_we_must_sample).
    // To minimize roundoff problems we make p just a little bigger than
    // that, bigger by a factor of 0.1.  So we'll set
    // p = 1.1 * total_existing_weight / (num_words_to_sample - num_words_we_must_sample).
  
    BaseFloat p = 1.1 * total_existing_weight /
        (num_words_to_sample - num_words_we_must_sample);
  
    std::vector<std::pair<int32, BaseFloat> > words_we_must_sample_distribution(
        num_words_we_must_sample);
    for (int32 i = 0 ; i < num_words_we_must_sample; i++) {
      words_we_must_sample_distribution[i].first = words_we_must_sample[i];
      words_we_must_sample_distribution[i].second = p;
    }
  
    std::vector<std::pair<int32, BaseFloat> > merged_distribution;
    MergeDistributions(higher_order_probs,
                       words_we_must_sample_distribution,
                       &merged_distribution);
  
    SampleWords(num_words_to_sample, unigram_weight,
                merged_distribution,
                sample);
    if (GetVerboseLevel() >= 2) {
      std::vector<int32> merged_list(words_we_must_sample);
      for (size_t i = 0; i < sample->size(); i++)
        merged_list.push_back((*sample)[i].first);
      SortAndUniq(&merged_list);
      // if the following assert fails, it means that one of the words
      // that we were required to sample, was not in fact sampled.
      // This implies there was a bug somewhere, or a flaw in
      // our reasoning.
      KALDI_ASSERT(merged_list.size() == sample->size());
    }
  }
  
  Sampler::Sampler(const std::vector<BaseFloat> &unigram_probs) {
    KALDI_ASSERT(!unigram_probs.empty());
    double total = std::accumulate(unigram_probs.begin(),
                                   unigram_probs.end(),
                                   0.0);
    KALDI_ASSERT(std::abs(total - 1.0) < 1.0e-02);
    double inv_total = 1.0 / total;
  
    double sum = 0.0;
    size_t n = unigram_probs.size();
    unigram_cdf_.resize(n + 1);
    unigram_cdf_[0] = 0.0;
    for (size_t i = 0; i < n; i++) {
      sum += unigram_probs[i];
      unigram_cdf_[i + 1] = sum * inv_total;
    }
  }
  
  
  
  void Sampler::SampleWords(
      int32 num_words_to_sample,
      BaseFloat unigram_weight,
      const std::vector<std::pair<int32, BaseFloat> > &higher_order_probs,
      std::vector<std::pair<int32, BaseFloat> > *sample) const {
    int32 vocab_size = unigram_cdf_.size() - 1;
    KALDI_ASSERT(num_words_to_sample > 0 &&
                 num_words_to_sample + 1 < unigram_cdf_.size() &&
                 unigram_weight > 0.0);
    if (!higher_order_probs.empty()) {
      KALDI_ASSERT(higher_order_probs.front().first >= 0 &&
                   higher_order_probs.back().first < vocab_size);
    }
    if (GetVerboseLevel() >= 2) {
      CheckDistribution(higher_order_probs);
    }
  
    std::vector<Interval> intervals;
    double total_p = GetInitialIntervals(unigram_weight, higher_order_probs,
                                         &intervals);
    // you can interpret total_p as sum_i p(i), with reference to the
    // math in the header next to the declaration of SampleWords().
    if (GetVerboseLevel() >= 2) {
      AssertEqual(total_p,
                  unigram_weight + TotalOfDistribution(higher_order_probs));
    }
    NormalizeIntervals(num_words_to_sample, total_p, &intervals);
    SampleFromIntervals(intervals, sample);
  }
  
  
  
  // This hacked version of std::priority_queue allows us to extract all elements
  // of the priority queue to a supplied vector, in an efficient way.  It relies
  // on the fact that std::priority<queue> stores the underlying container as a
  // protected member 'c'.  The only way to do this using the supplied interface
  // of std::priority_queue is to repeatedly pop() the element from the queue, but
  // that is too slow, and it actually had an impact on the speed of the
  // application.
  template <typename T>
  class hacked_priority_queue: public std::priority_queue<T> {
   public:
    void append_all_elements(std::vector<T> *output) const {
      output->insert(output->end(), this->c.begin(), this->c.end());
    }
    // we have to redeclare the constructor.
    template <typename InputIter> hacked_priority_queue(
        InputIter begin, const InputIter end): std::priority_queue<T>(begin, end) { }
  };
  
  
  // static
  void Sampler::NormalizeIntervals(int32 num_words_to_sample,
                                   double total_p,
                                   std::vector<Interval> *intervals) {
    // as mentioned in the header, if the input probabilities of the words
    // (here represented as Intervals)/ are p(i), we define
    //  q(i) = min(alpha p(i), 1.0)
    // where alpha is chosen so that sum_i q(i) == num_words_to_sample.
    // 'current_alpha' is initialized to the alpha that we would
    // have if none of the quantities alpha p(i) were greater than 1.
    // This function computes q(i).
    double current_alpha = num_words_to_sample / total_p;
  
    // 'num_ones' is the number of times the expression min(alpha p(i), 1.0)
    // is >= 1.0.
    int32 num_ones = 0;
    // 'total_remaining_p' is total_p [which equals the sum of p(i)] minus the
    // total of the p(i) for which we already know that alpha p(i) >= 1.
    double total_remaining_p = total_p;
  
    // In general, we will have:
    //  current_alpha = (num_words_to_sample - num_ones) / total_remaining_p.
    // As we update 'num_ones' and 'total_remaining_p', we will continue
    // to update current_alpha, and it will keep getting larger.
    hacked_priority_queue<Interval> queue(intervals->begin(), intervals->end());
  
    // clear 'intervals'; we'll use the space to store the intervals that will
    // have a prob of exactly 1.0, and eventually we'll add the rest.
    intervals->clear();
    while (!queue.empty()) {  // note: we normally won't reach the condition where
                            // queue.empty() here; we'll normally break.
      Interval top = queue.top();
      if (current_alpha * top.prob < 1.0) {
        break;  // we're done.
      } else {
        queue.pop();
        size_t interval_size = top.end - top.start;
        if (interval_size > 1) {
          // it's a range containing more than one thing -> we can split the
          // range.
          size_t half_size = interval_size / 2;
          double start_cdf = top.start[0],
              mid_cdf = top.start[half_size],
              end_cdf = top.end[0],
              total_unigram_prob = end_cdf - start_cdf,
              first_half_unigram_prob = mid_cdf - start_cdf,
              second_half_unigram_prob = (total_unigram_prob -
                                          first_half_unigram_prob),
              top_prob = top.prob;
          KALDI_ASSERT(total_unigram_prob > 0.0 && top_prob > 0.0);
          if (first_half_unigram_prob > 0.0) {
            queue.push(Interval(top_prob * first_half_unigram_prob /
                                total_unigram_prob,
                                top.start,
                                top.start + half_size));
          }
          if (second_half_unigram_prob > 0.0) {
            queue.push(Interval(top_prob * second_half_unigram_prob /
                                total_unigram_prob,
                                top.start + half_size, top.end));
          }
        } else {
          // It's an interval of one thing, we can't split it.
          // It's one of those things that takes the "1.0" in the expression
          // min(alpha p(i), 1.0).
          total_remaining_p -= top.prob;
          num_ones++;
          double new_alpha = (num_words_to_sample - num_ones) / total_remaining_p;
          top.prob = 1.0;
          intervals->push_back(top);
          KALDI_ASSERT(queue.empty() ||
                       (total_remaining_p > 0 && new_alpha > current_alpha));
          current_alpha = new_alpha;
        }
      }
    }
  #if 0
    // The following code is a bit slow but has the advantage of not assuming
    // anything about the internals of class std::priority_queue.
    while (!queue.empty()) {
      Interval top = queue.top();
      top.prob *= current_alpha;
      queue.pop();
      intervals->push_back(top);
    }
  #else
    { // This code is faster but relies on the fact that priority_queue
      // has a protected member 'c' which is the underlying container.
      size_t cur_size = intervals->size();
      queue.append_all_elements(intervals);
      // the next loop scales the 'prob' members of the elements we just
      // added to 'intervals', by current_alpha.
      std::vector<Interval>::iterator iter = intervals->begin() + cur_size,
          end = intervals->end();
      for (; iter != end; ++iter) iter->prob *= current_alpha;
    }
  #endif
  
    if (GetVerboseLevel() >= 2) {
      double tot_prob = 0.0;
      for (size_t i = 0; i < intervals->size(); i++) {
        double p = (*intervals)[i].prob;
        KALDI_ASSERT(p > 0.0 && p <= 1.0);
        tot_prob += p;
      }
      KALDI_ASSERT(tot_prob - num_words_to_sample < 1.0e-04);
    }
  }
  
  void Sampler::SampleFromIntervals(const std::vector<Interval> &intervals,
                                    std::vector<std::pair<int32, BaseFloat> > *samples)  const {
    size_t num_intervals = intervals.size();
    std::vector<double> probs(num_intervals);
    for (size_t i = 0; i < num_intervals; i++)
      probs[i] = intervals[i].prob;
    // 'raw_samples' will contain indexes into the 'intervals' vector,
    // which we need to convert into actual words.
    std::vector<int32> raw_samples;
    SampleWithoutReplacement(probs, &raw_samples);
    size_t num_samples = raw_samples.size();
    samples->resize(num_samples);
    const double *cdf_start = &(unigram_cdf_[0]);
    for (size_t i = 0; i < num_samples; i++) {
      int32 j = raw_samples[i];  // j is interval index.
      const Interval &interval = intervals[j];
      if (interval.end == interval.start + 1) {
        // handle this simple case simply, even though
        // the general case on the other side of the if-statement
        // would give the correct expression.
        int32 word = interval.start - cdf_start;
        (*samples)[i].first = word;
        (*samples)[i].second = interval.prob;
      } else {
        const double *word_ptr = SampleFromCdf(interval.start,
                                               interval.end);
        int32 word = word_ptr - cdf_start;
        // the probability with which this word was sampled is: the probability of
        // sampling from this interval of the unigram, times the probability of
        // this word given the unigram distribution (which equals word[1] -
        // word[0]), divided by the probability of this whole unigram interval.
        // Actually we could more simply compute this, as unigram_weight * alpha *
        // (word_ptr[1] - word_ptr[0]), but alpha and unigram_weight not passed
        // into this function and I'd rather not make linkages between different
        // parts of the code.
        BaseFloat prob = interval.prob *
            (word_ptr[1] - word_ptr[0]) / (*interval.end - *interval.start);
        (*samples)[i].first = word;
        (*samples)[i].second = prob;
      }
    }
  }
  
  
  double Sampler::GetInitialIntervals(
      BaseFloat unigram_weight,
      const std::vector<std::pair<int32, BaseFloat> > &higher_order_probs,
      std::vector<Interval> *intervals) const {
    double ans = 0.0;
    intervals->clear();
    intervals->reserve(higher_order_probs.size() * 2 + 1);
  
    std::vector<std::pair<int32, BaseFloat> >::const_iterator
        h_iter = higher_order_probs.begin(),
        h_end = higher_order_probs.end();
  
    size_t vocab_size = unigram_cdf_.size() - 1;
    size_t cur_start = 0;
    const double *cdf = &(unigram_cdf_[0]);
  
    for (; h_iter != h_end; ++h_iter) {
      int32 w = h_iter->first;
      // include the unigram part of the probability in 'p': we add the unigram,
      // we don't back off to it.
      double p = h_iter->second +
          unigram_weight * (cdf[w + 1] - cdf[w]);
      KALDI_ASSERT(p > 0);
      if (w > cur_start && cdf[w] > cdf[cur_start]) {
        // Before we can add an Interval for (w, p), we have some lower-numbered
        // words to deal with.
        double range_p = unigram_weight * (cdf[w] - cdf[cur_start]);
        intervals->push_back(Interval(range_p,
                                      cdf + cur_start,
                                      cdf + w));
        ans += range_p;
      }
      intervals->push_back(Interval(p, cdf + w, cdf + w + 1));
      ans += p;
      cur_start = w + 1;
    }
    KALDI_ASSERT(cur_start <= vocab_size);
    double range_p = unigram_weight * (cdf[vocab_size] - cdf[cur_start]);
    if (range_p > 0) {
      intervals->push_back(Interval(range_p, cdf + cur_start, cdf + vocab_size));
      ans += range_p;
    }
    return ans;
  }
  
  
  
  }  // namespace rnnlm
  }  // namespace kaldi