Skip to content

Commit

Permalink
Browse files Browse the repository at this point in the history
some change
  • Loading branch information
yuz12012 committed Apr 22, 2017
1 parent fd678a1 commit 0c917d7
Showing 1 changed file with 37 additions and 22 deletions.
59 changes: 37 additions & 22 deletions parallel/para_gibbs.cu
Expand Up @@ -67,10 +67,10 @@ specifically http://docs.nvidia.com/cuda/curand/index.html#topic_1_2_1

__host__ void load_data(int argc, char **argv, int *K, int **y, float **n);

__device__ float sample_a(curandState *state, float a, float b, int K, float sum_logs);
__device__ float sample_b(curandState *state, float a, int K, float flat_sum);
__device__ float sample_a(curandState *state,int id, float a, float b, int K, float sum_logs);
__device__ float sample_b(curandState *state,int id, float a, int K, float flat_sum);
__host__ float rnorm();
__device__ float rnorm(curandState *state );
__device__ float rnorm(curandState *state,int id );
__host__ float rgamma(float a, float b);

__device__ float rgamma(curandState *state, int id, float a, float b);
Expand All @@ -86,6 +86,8 @@ __global__ void seqMetroProcess(int K, int nBlocks, int *y, float *n, curandStat
__device__ void sample_theta_seq(float *theta, float *log_theta, int *y, float *n,
float a, float b, int K, curandState *state);

__global__ void mergePosterior();

int main(int argc, char **argv){

curandState *devStates;
Expand Down Expand Up @@ -124,8 +126,10 @@ int main(int argc, char **argv){
//nBlocks = (K + THREADS_PER_BLOCK - 1) / THREADS_PER_BLOCK;
nBlocks = 500;
setup_kernel<<<nBlocks, THREADS_PER_BLOCK>>>(devStates, 0, K);
printf("alpha, beta\n");
seqMetroProcess<<<nBlocks,1>>>(K,nBlocks,dev_y,dev_n,devStates,dev_theta,dev_log_theta,a,b,trials);

//mergePosterior<<<nBlocks,1>>>();
/*------ Free Memory -------------------------------------------*/

free(y);
Expand All @@ -140,6 +144,11 @@ int main(int argc, char **argv){
return EXIT_SUCCESS;
}

__global__ void mergePosterior(){
printf("\n all blocks finished\n");
}



/*
* Sample each theta from the appropriate gamma distribution
Expand All @@ -163,25 +172,30 @@ __global__ void seqMetroProcess(int K, int nBlocks, int *y, float *n, curandStat
float a, float b, int trials){
/*------ MCMC ----------------------------------------------------*/
int i;
printf("K: %d \n ",&K);

int start = blockIdx.x * K/nBlocks;
int lengthPerBlock = K/nBlocks;
//partition the data
int *yy;
yy = &y[start];
yy = y+start;
float *nn;
nn = &n[start];
nn = n+start;

float *sTheta;
sTheta = &theta[start];
sTheta = theta+start;
float *sLogTheta;
sLogTheta = &log_theta[start];
sLogTheta = log_theta+start;

printf("block id:%d\n",blockIdx.x);
printf("length per block:%d\n",&lengthPerBlock);
printf("start is:%d\n",&start);
printf("partial data under block id: %d \n ",blockIdx.x);
for(int j = 0; j < lengthPerBlock ; j++) {
printf("%d\n ", yy[j]);
}
printf("alpha, beta\n");
printf(" %d \n ", yy);
yy++;
}





Expand All @@ -205,11 +219,12 @@ __global__ void seqMetroProcess(int K, int nBlocks, int *y, float *n, curandStat
sum_logs = sum_logs + *sLogTheta;
sLogTheta++;
}

printf("sum of theta is %f\n",flat_sum);
printf("sum of logtheta is %f\n",sum_logs);

/* Sample hyperparameters. */
a = sample_a(state, a, b, lengthPerBlock, sum_logs);
b = sample_b(state, a, lengthPerBlock, flat_sum);
a = sample_a(state,threadIdx.x, a, b, lengthPerBlock, sum_logs);
b = sample_b(state,threadIdx.x, a, lengthPerBlock, flat_sum);

/* print hyperparameters. */
printf("%f, %f\n", a, b);
Expand Down Expand Up @@ -260,10 +275,10 @@ __host__ void load_data(int argc, char **argv, int *K, int **y, float **n){
* is adjusted at each step.
*/

__device__ float sample_a(curandState *state, float a, float b, int K, float sum_logs){
__device__ float sample_a(curandState *state,int id, float a, float b, int K, float sum_logs){

static float sigma = 2;
float U, log_acceptance_ratio, proposal = rnorm(state) * sigma + a;
float U, log_acceptance_ratio, proposal = rnorm(state,id) * sigma + a;

if(proposal <= 0)
return a;
Expand All @@ -272,7 +287,7 @@ __device__ float sample_a(curandState *state, float a, float b, int K, float sum
K * (proposal - a) * log(b) -
K * (lgamma(proposal) - lgamma(a));

U = curand(state) / float(RAND_MAX);
U = curand(&state[id]) / float(RAND_MAX);

if(log(U) < log_acceptance_ratio){
sigma *= 1.1;
Expand All @@ -288,11 +303,11 @@ __device__ float sample_a(curandState *state, float a, float b, int K, float sum
* Sample b from a gamma distribution.
*/

__device__ float sample_b(curandState *state, float a, int K, float flat_sum){
__device__ float sample_b(curandState *state,int id, float a, int K, float flat_sum){

float hyperA = K * a + 1;
float hyperB = flat_sum;
return rgamma(state,0,hyperA, hyperB);
return rgamma(state,id,hyperA, hyperB);
}


Expand All @@ -317,10 +332,10 @@ __host__ float rnorm(){
}


__device__ float rnorm(curandState *state){
__device__ float rnorm(curandState *state,int id){

float U1 = curand(state) / float(RAND_MAX);
float U2 = curand(state) / float(RAND_MAX);
float U1 = curand(&state[id]) / float(RAND_MAX);
float U2 = curand(&state[id]) / float(RAND_MAX);
float V1 = sqrt(-2 * log(U1)) * cos(2 * PI * U2);
/* float V2 = sqrt(-2 * log(U2)) * cos(2 * PI * U1); */
return V1;
Expand Down

0 comments on commit 0c917d7

Please sign in to comment.