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Diffstat (limited to 'ot/gpu/utils.py')
-rw-r--r-- | ot/gpu/utils.py | 101 |
1 files changed, 101 insertions, 0 deletions
diff --git a/ot/gpu/utils.py b/ot/gpu/utils.py new file mode 100644 index 0000000..41e168a --- /dev/null +++ b/ot/gpu/utils.py @@ -0,0 +1,101 @@ +# -*- coding: utf-8 -*- +""" +Utility functions for GPU +""" + +# Author: Remi Flamary <remi.flamary@unice.fr> +# Nicolas Courty <ncourty@irisa.fr> +# Leo Gautheron <https://github.com/aje> +# +# License: MIT License + +import cupy as np # np used for matrix computation +import cupy as cp # cp used for cupy specific operations + + +def euclidean_distances(a, b, squared=False, to_numpy=True): + """ + Compute the pairwise euclidean distance between matrices a and b. + + If the input matrix are in numpy format, they will be uploaded to the + GPU first which can incur significant time overhead. + + Parameters + ---------- + a : np.ndarray (n, f) + first matrix + b : np.ndarray (m, f) + second matrix + to_numpy : boolean, optional (default True) + If true convert back the GPU array result to numpy format. + squared : boolean, optional (default False) + if True, return squared euclidean distance matrix + + Returns + ------- + c : (n x m) np.ndarray or cupy.ndarray + pairwise euclidean distance distance matrix + """ + + a, b = to_gpu(a, b) + + a2 = np.sum(np.square(a), 1) + b2 = np.sum(np.square(b), 1) + + c = -2 * np.dot(a, b.T) + c += a2[:, None] + c += b2[None, :] + + if not squared: + np.sqrt(c, out=c) + if to_numpy: + return to_np(c) + else: + return c + + +def dist(x1, x2=None, metric='sqeuclidean', to_numpy=True): + """Compute distance between samples in x1 and x2 on gpu + + Parameters + ---------- + + x1 : np.array (n1,d) + matrix with n1 samples of size d + x2 : np.array (n2,d), optional + matrix with n2 samples of size d (if None then x2=x1) + metric : str + Metric from 'sqeuclidean', 'euclidean', + + + Returns + ------- + + M : np.array (n1,n2) + distance matrix computed with given metric + + """ + if x2 is None: + x2 = x1 + if metric == "sqeuclidean": + return euclidean_distances(x1, x2, squared=True, to_numpy=to_numpy) + elif metric == "euclidean": + return euclidean_distances(x1, x2, squared=False, to_numpy=to_numpy) + else: + raise NotImplementedError + + +def to_gpu(*args): + """ Upload numpy arrays to GPU and return them""" + if len(args) > 1: + return (cp.asarray(x) for x in args) + else: + return cp.asarray(args[0]) + + +def to_np(*args): + """ convert GPU arras to numpy and return them""" + if len(args) > 1: + return (cp.asnumpy(x) for x in args) + else: + return cp.asnumpy(args[0]) |