haojin2 commented on a change in pull request #17234: Op Quantile/Percentile 
[Numpy]
URL: https://github.com/apache/incubator-mxnet/pull/17234#discussion_r369860563
 
 

 ##########
 File path: src/operator/numpy/np_percentile_op-inl.h
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements.  See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership.  The ASF licenses this file
+ * to you 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
+ *
+ * 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.
+ */
+/*!
+ * Copyright (c) 2019 by Contributors
+ * \file np_percentile_op-inl.h
+*/
+
+#ifndef MXNET_OPERATOR_NUMPY_NP_PERCENTILE_OP_INL_H_
+#define MXNET_OPERATOR_NUMPY_NP_PERCENTILE_OP_INL_H_
+
+#include <vector>
+#include "../tensor/ordering_op-inl.h"
+#include "../tensor/matrix_op-inl.h"
+#include "../../common/utils.h"
+#include "../mshadow_op.h"
+#include "../operator_common.h"
+#include "../elemwise_op_common.h"
+#include "np_broadcast_reduce_op.h"
+
+namespace mxnet {
+namespace op {
+
+namespace percentile_enum {
+enum PercentileType {kLinear, kLower, kHigher, kMidpoint, kNearest};
+}  // percentile_enum
+
+struct NumpyPercentileParam : public dmlc::Parameter<NumpyPercentileParam> {
+  dmlc::optional<mxnet::Tuple<int>> axis;
+  int interpolation;
+  bool keepdims;
+  DMLC_DECLARE_PARAMETER(NumpyPercentileParam) {
+    DMLC_DECLARE_FIELD(axis)
+      .set_default(dmlc::optional<mxnet::Tuple<int>>())
+      .describe("Axis or axes along which a sum is performed. The default, 
axis=None, will sum "
+                "all of the elements of the input array. If axis is negative 
it counts from the "
+                "last to the first axis.");
+    DMLC_DECLARE_FIELD(interpolation).set_default(percentile_enum::kLinear)
+      .add_enum("linear", percentile_enum::kLinear)
+      .add_enum("lower", percentile_enum::kLower)
+      .add_enum("higher", percentile_enum::kHigher)
+      .add_enum("midpoint", percentile_enum::kMidpoint)
+      .add_enum("nearest", percentile_enum::kNearest)
+      .describe("his optional parameter specifies the interpolation method to 
use when the"
+                "desired percentile lies between two data points i < j");
+    DMLC_DECLARE_FIELD(keepdims).set_default(false)
+      .describe("If this is set to `True`, the reduced axes are left "
+                "in the result as dimension with size one.");
+  }
+};
+
+template<int NDim>
+struct percentile_take {
+  template<typename DType, typename QType, typename OType>
+  MSHADOW_XINLINE static void Map(int i,
+                                  OType* out,
+                                  const QType* q,
+                                  const DType* a_sort,
+                                  const int interpolation,
+                                  mshadow::Shape<NDim> t_shape,
+                                  mshadow::Shape<NDim> r_shape) {
+    using namespace mshadow;
+    using namespace mxnet_op;
+
+    auto r_coord = unravel(i, r_shape);
+    size_t q_idx = r_coord[0];
+
+    Shape<NDim> t_coord(t_shape);
+
+    for (int j = 0; j < NDim-1; ++j) {
+      t_coord[j] = r_coord[j+1];
+    }
+
+    float idx = q[q_idx] * (t_shape[NDim-1]-1) / 100.0;
+    int integral_idx = -1;
+    if (interpolation == percentile_enum::kLower) {
+      integral_idx = floor(idx);
+    } else if (interpolation == percentile_enum::kHigher) {
+      integral_idx = ceil(idx);
+    } else if (interpolation == percentile_enum::kMidpoint) {
+      idx = (floor(idx) + ceil(idx)) / 2;
+    } else if (interpolation == percentile_enum::kNearest) {
+      integral_idx = round(idx);
+    }
+
+    if (integral_idx >= 0) {
+      t_coord[NDim-1] = integral_idx;
+      size_t t_idx = ravel(t_coord, t_shape);
+      out[i] = static_cast<OType> (a_sort[t_idx]);
+    } else {
+      int idx_below = floor(idx);
+      int idx_above = idx_below + 1;
+      idx_above = idx_above > t_shape[NDim-1] - 1 ? t_shape[NDim-1] - 1 : 
idx_above;
+      float weight_above = idx - idx_below;
+      float weight_below = 1 - weight_above;
+      t_coord[NDim-1] = idx_below;
+      size_t t_idx1 = ravel(t_coord, t_shape);
+      size_t t_idx2 = t_idx1 + (idx_above - idx_below);
+      OType x1 = static_cast<OType>(a_sort[t_idx1] * weight_below);
+      OType x2 = static_cast<OType>(a_sort[t_idx2] * weight_above);
+      out[i] = x1 + x2;
+    }
+  }
+};
+
+template<typename QType, typename xpu>
+bool CheckInvalidInput(mshadow::Stream<xpu> *s,
+                       const QType *data,
+                       const size_t& data_size,
+                       char* is_valid_ptr);
+
+template<typename xpu>
+void NumpyPercentileForward(const nnvm::NodeAttrs& attrs,
+                            const OpContext &ctx,
+                            const std::vector<TBlob> &inputs,
+                            const std::vector<OpReqType> &req,
+                            const std::vector<TBlob> &outputs) {
+  if (req[0] == kNullOp) return;
+  using namespace mxnet;
+  using namespace mxnet_op;
+  CHECK_EQ(inputs.size(), 2U);
+  CHECK_EQ(outputs.size(), 1U);
+
+  Stream<xpu> *s = ctx.get_stream<xpu>();
+  const TBlob &data = inputs[0];
+  const TBlob &percentile = inputs[1];
+  const TBlob &out = outputs[0];
+  const NumpyPercentileParam& param = 
nnvm::get<NumpyPercentileParam>(attrs.parsed);
+  const int interpolation = param.interpolation;
+  dmlc::optional<mxnet::Tuple<int>> axis = param.axis;
+
+  auto small = NumpyReduceAxesShapeImpl(data.shape_, axis, false);
+
+  TShape r_shape;
+  r_shape = TShape(small.ndim()+1, 1);
+  r_shape[0] = percentile.Size();
+  for (int i = 1; i < r_shape.ndim(); ++i) {
+    r_shape[i] = small[i-1];
+  }
+  // Origin axes
+  TShape axes;
+  if (!axis.has_value()) {
+    axes = TShape(data.shape_.ndim(), 1);
+    for (int i = 0; i < data.shape_.ndim(); ++i) {
+      axes[i] = i;
+    }
+  } else {
+    auto axis_tuple = axis.value();
+    axes = TShape(axis_tuple.ndim(), 1);
+    for (int i = 0; i < axis_tuple.ndim(); ++i) {
+      if (axis_tuple[i] < 0) {
+        axes[i] = axis_tuple[i] + data.shape_.ndim();
+      } else {
+        axes[i] = axis_tuple[i];
+      }
+    }
+  }
+  // Transpose the axes
+  TShape t_axes(data.shape_.ndim(), 1);
+  int j = 0;
+  for (int i = 0; i < t_axes.ndim(); ++i) {
+    bool red = false;
+    for (int k = 0; k < axes.ndim(); ++k) {
+      if (axes[k] == i) {
+        red = true;
+      }
+    }
+    if (!red) {
+      t_axes[j] = i;
+      j++;
+    }
+  }
+  for (int jj = j; jj < t_axes.ndim(); ++jj) {
+    t_axes[jj] = axes[jj-j];
+  }
+  // Transpose Shape with reduced dims at dim [-1]
+  TShape t_shape(small.ndim()+1, 1);
+  for (int i = 0; i < small.ndim(); ++i) {
+    t_shape[i] = small[i];
+  }
+  size_t red_size = 1;
+  for (int i = 0; i < axes.ndim(); ++i) {
+    red_size *= data.shape_[axes[i]];
+  }
+  t_shape[t_shape.ndim()-1] = red_size;
+  // Transpose Shape extension
+  TShape t_shape_ex(data.shape_.ndim(), 1);
+  for (int i = 0; i < data.shape_.ndim(); ++i) {
+    t_shape_ex[i] = data.shape_[t_axes[i]];
+  }
+  TopKParam topk_param = TopKParam();
+  topk_param.axis = dmlc::optional<int>(-1);
+  topk_param.is_ascend = true;
+  topk_param.k = 0;
+  topk_param.ret_typ = topk_enum::kReturnValue;
+
+  MSHADOW_TYPE_SWITCH(data.type_flag_, DType, {
+    size_t temp_size;  // Used by Sort
+    size_t topk_workspace_size = TopKWorkspaceSize<xpu, DType>(data, 
topk_param, &temp_size);
+
+    size_t temp_data_size = data.Size() * sizeof(DType);
+    size_t idx_size = data.Size() * sizeof(index_t);
+    size_t temp_mem_size = 2 * temp_data_size + idx_size;
+    size_t workspace_size = topk_workspace_size * 2 + temp_mem_size + 8;
+
+    Tensor<xpu, 1, char> temp_mem =
+      ctx.requested[0].get_space_typed<xpu, 1, char>(Shape1(workspace_size), 
s);
+
+    char* workspace_curr_ptr = temp_mem.dptr_;
+    DType* trans_ptr, *sort_ptr;
+    index_t* idx_ptr;
+
+    char* is_valid_ptr = reinterpret_cast<char*>(workspace_curr_ptr);
+    MSHADOW_TYPE_SWITCH(percentile.type_flag_, QType, {
+      bool is_valid = CheckInvalidInput<QType, xpu>(s, 
percentile.dptr<QType>(),
+                                                    percentile.Size(), 
is_valid_ptr);
+      CHECK(is_valid)<< "ValueError: percentile exceeds the valid range";
+    })   // check the invalid percentile
+    workspace_curr_ptr += 8;
+
+    if (sizeof(DType) >= sizeof(index_t)) {
+      trans_ptr = reinterpret_cast<DType*>(workspace_curr_ptr);
+      sort_ptr = reinterpret_cast<DType*>(workspace_curr_ptr + temp_data_size);
+      idx_ptr = reinterpret_cast<index_t*>(workspace_curr_ptr + 2 * 
temp_data_size);
+    } else {
+      idx_ptr = reinterpret_cast<index_t*>(workspace_curr_ptr);
+      trans_ptr = reinterpret_cast<DType*>(workspace_curr_ptr + idx_size);
+      sort_ptr = reinterpret_cast<DType*>(workspace_curr_ptr + temp_data_size 
+ idx_size);
+    }
+    workspace_curr_ptr += 2 * temp_data_size + idx_size;
+
+    TBlob a_trans = TBlob(trans_ptr, t_shape_ex, xpu::kDevMask);
+    TransposeImpl<xpu>(ctx.run_ctx, data, a_trans, t_axes);
+    TBlob a_sort = TBlob(sort_ptr, t_shape, xpu::kDevMask);
+    TBlob a_idx = TBlob(idx_ptr, t_shape, xpu::kDevMask);
+    std::vector<OpReqType> req_TopK = {kWriteTo, kNullOp};
+    TBlob src = a_trans.reshape(t_shape);
+    std::vector<TBlob> ret = {a_sort, a_idx};
+
+    TopKImplwithWorkspace<xpu, DType, index_t>(ctx.run_ctx, req_TopK, src, 
ret, topk_param,
+                                               workspace_curr_ptr, temp_size, 
s);
+    MSHADOW_TYPE_SWITCH(percentile.type_flag_, QType, {
+      MSHADOW_TYPE_SWITCH(out.type_flag_, OType, {
 
 Review comment:
   change this to `MSHADOW_SGL_DBL_TYPE_SWITCH`

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