deeplearning4j/deeplearning4j

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libnd4j/include/ops/declarable/generic/linalg/lstsq.cpp

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/*
 *  ******************************************************************************
 *  *
 *  *
 *  * This program and the accompanying materials are made available under the
 *  * terms of the Apache License, Version 2.0 which is available at
 *  * https://www.apache.org/licenses/LICENSE-2.0.
 *  *
 *  * See the NOTICE file distributed with this work for additional
 *  * information regarding copyright ownership.
 *  * Unless required by applicable law or agreed to in writing, software
 *  * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
 *  * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
 *  * License for the specific language governing permissions and limitations
 *  * under the License.
 *  *
 *  * SPDX-License-Identifier: Apache-2.0
 *  *****************************************************************************
 */

//
// Created by GS <sgazeos@gmail.com> at 01/28/2020
//

#include <system/op_boilerplate.h>
#if NOT_EXCLUDED(OP_lstsq)

#include <ops/declarable/CustomOperations.h>
#include <ops/declarable/helpers/lstsq.h>

namespace sd {
namespace ops {

CUSTOM_OP_IMPL(lstsq, 2, 1, false, 0, 0) {
  auto a = INPUT_VARIABLE(0);
  auto b = INPUT_VARIABLE(1);
  auto z = OUTPUT_NULLIFIED(0);
  bool fastFlag = true;
  double l2_factor = 0.;
  if (block.numB() > 0) {
    fastFlag = B_ARG(0);
  }
  if (block.numT() > 0) {
    l2_factor = T_ARG(0);
  }
  REQUIRE_TRUE(a->rankOf() >= 2, 0, "lstsq: The rank of input left tensor should not be less than 2, but %i is given",
               a->rankOf());
  REQUIRE_TRUE(b->rankOf() >= 2, 0, "lstsq: The rank of input right tensor should not be less than 2, but %i is given",
               b->rankOf());

  //            REQUIRE_TRUE(a->sizeAt(-1) == a->sizeAt(-2), 0, "lstsq: The last two dimmensions should be equal, but %i
  //            and %i are given", a->sizeAt(-1), a->sizeAt(-2));
  REQUIRE_TRUE(
      a->sizeAt(-2) == b->sizeAt(-2), 0,
      "lstsq: The last dimmension of left part should be equal to prelast of right part, but %i and %i are given",
      a->sizeAt(-1), b->sizeAt(-2));
  // REQUIRE_TRUE(l2_factor == 0., 0, "lstsq: Implementation of operation is not finished for factor difference from
  // 0.");
  if (a->isEmpty() || b->isEmpty() || z->isEmpty()) return sd::Status::OK;

  auto res = helpers::leastSquaresSolveFunctor(block.launchContext(), a, b, l2_factor, fastFlag, z);

  return res;
}

CUSTOM_OP_IMPL(solve_ls, 2, 1, false, 0, 0) {
  auto a = INPUT_VARIABLE(0);
  auto b = INPUT_VARIABLE(1);
  auto z = OUTPUT_NULLIFIED(0);
  bool fastFlag = true;
  double l2_factor = 0.;
  if (block.numB() > 0) {
    fastFlag = B_ARG(0);
  }
  if (block.numT() > 0) {
    l2_factor = T_ARG(0);
  }
  REQUIRE_TRUE(a->rankOf() >= 2, 0, "lstsq: The rank of input left tensor should not be less than 2, but %i is given",
               a->rankOf());
  REQUIRE_TRUE(b->rankOf() >= 2, 0, "lstsq: The rank of input right tensor should not be less than 2, but %i is given",
               b->rankOf());

  //            REQUIRE_TRUE(a->sizeAt(-1) == a->sizeAt(-2), 0, "lstsq: The last two dimmensions should be equal, but %i
  //            and %i are given", a->sizeAt(-1), a->sizeAt(-2));
  REQUIRE_TRUE(
      a->sizeAt(-2) == b->sizeAt(-2), 0,
      "lstsq: The last dimmension of left part should be equal to prelast of right part, but %i and %i are given",
      a->sizeAt(-1), b->sizeAt(-2));
  // REQUIRE_TRUE(l2_factor == 0., 0, "lstsq: Implementation of operation is not finished for factor difference from
  // 0.");
  auto res = sd::Status::OK;
  if (a->isEmpty() || b->isEmpty() || z->isEmpty()) return res;

  res = helpers::leastSquaresSolveFunctor(block.launchContext(), a, b, l2_factor, fastFlag, z);

  return res;
}

DECLARE_SYN(MatrixSolveLs, lstsq);

DECLARE_SHAPE_FN(lstsq) {
  auto in0 = inputShape->at(0);
  auto in1 = inputShape->at(1);
  auto shapeOf = ShapeUtils::shapeAsVector(in1);
  auto rank = shapeOf.size();
  shapeOf[rank - 2] = shape::sizeAt(in0, static_cast<sd::LongType>(-1));

  if (shape::isEmpty(in0) || shape::isEmpty(in1)) {
    shapeOf[rank - 1] = 0;  // set output shape to empty
  }
  auto resShape = ConstantShapeHelper::getInstance().createShapeInfo(
      ArrayOptions::dataType(in0), shape::order(in1),
      shapeOf);
  if (shapeOf[rank - 1] == 0) {
    resShape = ConstantShapeHelper::getInstance().emptyShapeInfo(ArrayOptions::dataType(in0));
  }
  return SHAPELIST(resShape);
}

DECLARE_TYPES(lstsq) {
  getOpDescriptor()->setAllowedInputTypes({ALL_FLOATS})->setAllowedOutputTypes({ALL_FLOATS})->setSameMode(false);
}
DECLARE_SHAPE_FN(solve_ls) {
  auto in0 = inputShape->at(0);
  auto in1 = inputShape->at(1);
  auto shapeOf = ShapeUtils::shapeAsVector(in1);
  auto rank = shapeOf.size();
  shapeOf[rank - 2] = shape::sizeAt(in0, static_cast<sd::LongType>(-1));

  if (shape::isEmpty(in0) || shape::isEmpty(in1)) {
    shapeOf[rank - 1] = 0;  // set output shape to empty
  }
  auto resShape = ConstantShapeHelper::getInstance().createShapeInfo(
      ArrayOptions::dataType(in0), shape::order(in1),
      shapeOf);  // ShapeBuilders::copyShapeInfoAndType(in1, in0, true, block.workspace());
  if (shapeOf[rank - 1] == 0) {
    resShape = ConstantShapeHelper::getInstance().emptyShapeInfo(ArrayOptions::dataType(in1));
    //                ArrayOptions::setPropertyBit(resShape, ARRAY_EMPTY);
  }
  return SHAPELIST(resShape);
}

DECLARE_TYPES(solve_ls) {
  getOpDescriptor()->setAllowedInputTypes({ALL_FLOATS})->setAllowedOutputTypes({ALL_FLOATS})->setSameMode(false);
}
}  // namespace ops
}  // namespace sd

#endif