Remove 'sample' parameter from stats::mean API

cpp/include/raft/core/math.hpp

@@ -56,7 +56,11 @@ constexpr RAFT_INLINE_FUNCTION auto abs(T x)
                         !std::is_same_v<long long int, T>,
                       T>
 {
-  return x < T{0} ? -x : x;
+  if constexpr (std::is_unsigned_v<T>) {
+    return x;
+  } else {
+    return x < T{0} ? -x : x;
+  }
 }
 #if defined(_RAFT_HAS_CUDA)
 template <typename T>

cpp/include/raft/linalg/detail/coalesced_reduction-inl.cuh

@@ -42,6 +42,18 @@ struct ReductionThinPolicy {
   static constexpr bool NoSequentialReduce = noLoop;
 };
 
+template <typename Type>
+DI void KahanBabushkaNeumaierSum(Type& sum, Type& compensation, const Type& cur_value)
+{
+  const Type t = sum + cur_value;
+  if (abs(sum) >= abs(cur_value)) {
+    compensation += (sum - t) + cur_value;
+  } else {
+    compensation += (cur_value - t) + sum;
+  }
+  sum = t;
+}
+
 template <typename Policy,
           typename InType,
           typename OutType,
@@ -130,6 +142,99 @@ RAFT_KERNEL __launch_bounds__(Policy::ThreadsPerBlock)
   }
 }
 
+template <typename Policy,
+          typename InType,
+          typename OutType,
+          typename IdxType,
+          typename MainLambda,
+          typename FinalLambda>
+RAFT_KERNEL __launch_bounds__(Policy::ThreadsPerBlock) coalescedSumThinKernel(OutType* dots,
+                                                                              const InType* data,
+                                                                              IdxType D,
+                                                                              IdxType N,
+                                                                              OutType init,
+                                                                              MainLambda main_op,
+                                                                              FinalLambda final_op,
+                                                                              bool inplace = false)
+{
+  /* The strategy to achieve near-SOL memory bandwidth differs based on D:
+   *  - For small D, we need to process multiple rows per logical warp in order to have
+   *    multiple loads per thread and increase bytes in flight and amortize latencies.
+   *  - For large D, we start with a sequential reduction. The compiler partially unrolls
+   *    that loop (e.g. first a loop of stride 16, then 8, 4, and 1).
+   */
+  IdxType i0 = threadIdx.y + (Policy::RowsPerBlock * static_cast<IdxType>(blockIdx.x));
+  if (i0 >= N) return;
+
+  OutType acc[Policy::RowsPerLogicalWarp];
+  OutType thread_c[Policy::RowsPerLogicalWarp];
+
+#pragma unroll
+  for (int k = 0; k < Policy::RowsPerLogicalWarp; k++) {
+    acc[k]      = init;
+    thread_c[k] = 0;
+  }
+
+  if constexpr (Policy::NoSequentialReduce) {
+    IdxType j = threadIdx.x;
+    if (j < D) {
+#pragma unroll
+      for (IdxType k = 0; k < Policy::RowsPerLogicalWarp; k++) {
+        // Only the first row is known to be within bounds. Clamp to avoid out-of-mem read.
+        const IdxType i = raft::min(i0 + k * Policy::NumLogicalWarps, N - 1);
+        // acc[k]          = reduce_op(acc[k], main_op(data[j + (D * i)], j));
+        KahanBabushkaNeumaierSum<OutType>(acc[k], thread_c[k], main_op(data[j + (D * i)], j));
+      }
+    }
+  } else {
+    for (IdxType j = threadIdx.x; j < D; j += Policy::LogicalWarpSize) {
+#pragma unroll
+      for (IdxType k = 0; k < Policy::RowsPerLogicalWarp; k++) {
+        const IdxType i = raft::min(i0 + k * Policy::NumLogicalWarps, N - 1);
+        // acc[k]          = reduce_op(acc[k], main_op(data[j + (D * i)], j));
+        KahanBabushkaNeumaierSum<OutType>(acc[k], thread_c[k], main_op(data[j + (D * i)], j));
+      }
+    }
+  }
+
+  /* This vector reduction has two benefits compared to naive separate reductions:
+   * - It avoids the LSU bottleneck when the number of columns is around 32 (e.g. for 32, 5 shuffles
+   *   are required and there is no initial sequential reduction to amortize that cost).
+   * - It distributes the outputs to multiple threads, enabling a coalesced store when the number of
+   *   rows per logical warp and logical warp size are equal.
+   */
+  raft::logicalWarpReduceVector<Policy::LogicalWarpSize, Policy::RowsPerLogicalWarp>(
+    acc, threadIdx.x, raft::add_op());
+
+  raft::logicalWarpReduceVector<Policy::LogicalWarpSize, Policy::RowsPerLogicalWarp>(
+    thread_c, threadIdx.x, raft::add_op());
+
+  constexpr int reducOutVecWidth =
+    std::max(1, Policy::RowsPerLogicalWarp / Policy::LogicalWarpSize);
+  constexpr int reducOutGroupSize =
+    std::max(1, Policy::LogicalWarpSize / Policy::RowsPerLogicalWarp);
+  constexpr int reducNumGroups = Policy::LogicalWarpSize / reducOutGroupSize;
+
+  if (threadIdx.x % reducOutGroupSize == 0) {
+    const int groupId = threadIdx.x / reducOutGroupSize;
+    if (inplace) {
+#pragma unroll
+      for (int k = 0; k < reducOutVecWidth; k++) {
+        const int reductionId = k * reducNumGroups + groupId;
+        const IdxType i       = i0 + reductionId * Policy::NumLogicalWarps;
+        if (i < N) { dots[i] = final_op(dots[i] + acc[k] + thread_c[k]); }
+      }
+    } else {
+#pragma unroll
+      for (int k = 0; k < reducOutVecWidth; k++) {
+        const int reductionId = k * reducNumGroups + groupId;
+        const IdxType i       = i0 + reductionId * Policy::NumLogicalWarps;
+        if (i < N) { dots[i] = final_op(acc[k] + thread_c[k]); }
+      }
+    }
+  }
+}
+
 template <typename Policy,
           typename InType,
           typename OutType      = InType,
@@ -156,8 +261,13 @@ void coalescedReductionThin(OutType* dots,
     static_cast<int>(Policy::NoSequentialReduce));
   dim3 threads(Policy::LogicalWarpSize, Policy::NumLogicalWarps, 1);
   dim3 blocks(ceildiv<IdxType>(N, Policy::RowsPerBlock), 1, 1);
-  coalescedReductionThinKernel<Policy>
-    <<<blocks, threads, 0, stream>>>(dots, data, D, N, init, main_op, reduce_op, final_op, inplace);
+  if constexpr (std::is_same_v<ReduceLambda, raft::add_op>) {
+    coalescedSumThinKernel<Policy>
+      <<<blocks, threads, 0, stream>>>(dots, data, D, N, init, main_op, final_op, inplace);
+  } else {
+    coalescedReductionThinKernel<Policy><<<blocks, threads, 0, stream>>>(
+      dots, data, D, N, init, main_op, reduce_op, final_op, inplace);
+  }
   RAFT_CUDA_TRY(cudaPeekAtLastError());
 }
 
@@ -240,6 +350,44 @@ RAFT_KERNEL __launch_bounds__(TPB) coalescedReductionMediumKernel(OutType* dots,
   }
 }
 
+template <int TPB,
+          typename InType,
+          typename OutType,
+          typename IdxType,
+          typename MainLambda,
+          typename FinalLambda>
+RAFT_KERNEL __launch_bounds__(TPB) coalescedSumMediumKernel(OutType* dots,
+                                                            const InType* data,
+                                                            IdxType D,
+                                                            IdxType N,
+                                                            OutType init,
+                                                            MainLambda main_op,
+                                                            FinalLambda final_op,
+                                                            bool inplace = false)
+{
+  typedef cub::BlockReduce<OutType, TPB, cub::BLOCK_REDUCE_RAKING> BlockReduce;
+  __shared__ typename BlockReduce::TempStorage temp_storage1;
+  __shared__ typename BlockReduce::TempStorage temp_storage2;
+  OutType thread_data = init;
+  OutType thread_c    = (OutType)0;
+
+  IdxType rowStart = blockIdx.x * D;
+  for (IdxType i = threadIdx.x; i < D; i += TPB) {
+    IdxType idx = rowStart + i;
+    KahanBabushkaNeumaierSum<OutType>(thread_data, thread_c, main_op(data[idx], i));
+  }
+  OutType block_acc = BlockReduce(temp_storage1).Sum(thread_data);
+  OutType block_c   = BlockReduce(temp_storage2).Sum(thread_c);
+
+  if (threadIdx.x == 0) {
+    if (inplace) {
+      dots[blockIdx.x] = final_op(dots[blockIdx.x] + block_acc + block_c);
+    } else {
+      dots[blockIdx.x] = final_op(block_acc + block_c);
+    }
+  }
+}
+
 template <int TPB,
           typename InType,
           typename OutType      = InType,
@@ -259,8 +407,13 @@ void coalescedReductionMedium(OutType* dots,
                               FinalLambda final_op   = raft::identity_op())
 {
   common::nvtx::range<common::nvtx::domain::raft> fun_scope("coalescedReductionMedium<%d>", TPB);
-  coalescedReductionMediumKernel<TPB>
-    <<<N, TPB, 0, stream>>>(dots, data, D, N, init, main_op, reduce_op, final_op, inplace);
+  if constexpr (std::is_same_v<ReduceLambda, raft::add_op>) {
+    coalescedSumMediumKernel<TPB>
+      <<<N, TPB, 0, stream>>>(dots, data, D, N, init, main_op, final_op, inplace);
+  } else {
+    coalescedReductionMediumKernel<TPB>
+      <<<N, TPB, 0, stream>>>(dots, data, D, N, init, main_op, reduce_op, final_op, inplace);
+  }
   RAFT_CUDA_TRY(cudaPeekAtLastError());
 }
 
@@ -322,6 +475,32 @@ RAFT_KERNEL __launch_bounds__(Policy::ThreadsPerBlock)
   if (threadIdx.x == 0) { buffer[Policy::BlocksPerRow * blockIdx.x + blockIdx.y] = acc; }
 }
 
+template <typename Policy, typename InType, typename OutType, typename IdxType, typename MainLambda>
+RAFT_KERNEL __launch_bounds__(Policy::ThreadsPerBlock) coalescedSumThickKernel(
+  OutType* buffer, const InType* data, IdxType D, IdxType N, OutType init, MainLambda main_op)
+{
+  typedef cub::BlockReduce<OutType, Policy::ThreadsPerBlock, cub::BLOCK_REDUCE_RAKING> BlockReduce;
+  __shared__ typename BlockReduce::TempStorage temp_storage1;
+  __shared__ typename BlockReduce::TempStorage temp_storage2;
+
+  OutType thread_data = init;
+  OutType thread_c    = (OutType)0;
+
+  IdxType rowStart = blockIdx.x * D;
+  for (IdxType i = blockIdx.y * Policy::ThreadsPerBlock + threadIdx.x; i < D;
+       i += Policy::BlockStride) {
+    IdxType idx = rowStart + i;
+    KahanBabushkaNeumaierSum<OutType>(thread_data, thread_c, main_op(data[idx], i));
+  }
+
+  OutType block_acc = BlockReduce(temp_storage1).Sum(thread_data);
+  OutType block_c   = BlockReduce(temp_storage2).Sum(thread_c);
+
+  if (threadIdx.x == 0) {
+    buffer[Policy::BlocksPerRow * blockIdx.x + blockIdx.y] = block_acc + block_c;
+  }
+}
+
 template <typename ThickPolicy,
           typename ThinPolicy,
           typename InType,
@@ -355,9 +534,13 @@ void coalescedReductionThick(OutType* dots,
    *  2. coalescedReductionThinKernel reduces [N x BlocksPerRow] to [N x 1]. It doesn't apply any
    *     main_op but applies final_op. If in-place, the existing and new values are reduced.
    */
-
-  coalescedReductionThickKernel<ThickPolicy>
-    <<<blocks, threads, 0, stream>>>(buffer.data(), data, D, N, init, main_op, reduce_op);
+  if constexpr (std::is_same_v<ReduceLambda, raft::add_op>) {
+    coalescedSumThickKernel<ThickPolicy>
+      <<<blocks, threads, 0, stream>>>(buffer.data(), data, D, N, init, main_op);
+  } else {
+    coalescedReductionThickKernel<ThickPolicy>
+      <<<blocks, threads, 0, stream>>>(buffer.data(), data, D, N, init, main_op, reduce_op);
+  }
   RAFT_CUDA_TRY(cudaPeekAtLastError());
 
   coalescedReductionThin<ThinPolicy>(dots,
@@ -391,18 +574,16 @@ void coalescedReductionThickDispatcher(OutType* dots,
 {
   // Note: multiple elements per thread to take advantage of the sequential reduction and loop
   // unrolling
-  if (D < IdxType(32768)) {
-    coalescedReductionThick<ReductionThickPolicy<256, 32>, ReductionThinPolicy<32, 128, 1>>(
-      dots, data, D, N, init, stream, inplace, main_op, reduce_op, final_op);
-  } else {
-    coalescedReductionThick<ReductionThickPolicy<256, 64>, ReductionThinPolicy<32, 128, 1>>(
-      dots, data, D, N, init, stream, inplace, main_op, reduce_op, final_op);
-  }
+  coalescedReductionThick<ReductionThickPolicy<256, 64>, ReductionThinPolicy<32, 128, 1>>(
+    dots, data, D, N, init, stream, inplace, main_op, reduce_op, final_op);
 }
 
 // Primitive to perform reductions along the coalesced dimension of the matrix, i.e. reduce along
 // rows for row major or reduce along columns for column major layout. Can do an inplace reduction
 // adding to original values of dots if requested.
+// In case of an add-reduction, a compensated summation will be performed in order to reduce
+// numerical error. Note that the compensation will only be performed 'per-thread' for performance
+// reasons and therefore not be equivalent to a sequential compensation.
 template <typename InType,
           typename OutType      = InType,
           typename IdxType      = int,
@@ -422,14 +603,17 @@ void coalescedReduction(OutType* dots,
 {
   /* The primitive selects one of three implementations based on heuristics:
    *  - Thin: very efficient when D is small and/or N is large
+   *    At most one warp is processing each row
    *  - Thick: used when N is very small and D very large
-   *  - Medium: used when N is too small to fill the GPU with the thin kernel
+   *    Multiple blocks (32/64) processing each row
+   *  - Medium: everything in between
+   *    One block is processing each row
    */
   const IdxType numSMs = raft::getMultiProcessorCount();
-  if (D <= IdxType(256) || N >= IdxType(4) * numSMs) {
+  if (D <= IdxType(512) || (N >= IdxType(16) * numSMs && D < IdxType(2048))) {
     coalescedReductionThinDispatcher(
       dots, data, D, N, init, stream, inplace, main_op, reduce_op, final_op);
-  } else if (N < numSMs && D >= IdxType(16384)) {
+  } else if (N < numSMs && D >= IdxType(1 << 17)) {
     coalescedReductionThickDispatcher(
       dots, data, D, N, init, stream, inplace, main_op, reduce_op, final_op);
   } else {