Background: I'm trying to create a simple bootstrap function for sampling means with replacement. I want to parallelize the function since I will eventually be deploying this on data with millions of data points and will want to have sample sizes much larger. I've ran other examples such as the Mandelbrot example. In the code below you'll see that I have a CPU version of the code, which runs fine as well.
I've read several resources to get this up and running:
The issue: This is my first foray into CUDA programming and I believe I have everything setup correctly. I'm getting this one error that I cannot seem to figure out:
TypingError: cannot determine Numba type of <class 'object'>
I believe the LOC in question is:
bootstrap_rand_gpu[threads_per_block, blocks_per_grid](rng_states, dt_arry_device, n_samp, out_mean_gpu)
Attempts to resolve the issue: I won't go into full detail, but here are the following attempts
Thought it might have something to do with cuda.to_device(). I changed it around and I also called cuda.to_device_array_like(). I've used to_device() for all parameters, and for just a few. I've seen code samples where it's used for every parameter and sometimes not. So I'm not sure what should be done.
I've removed the random number generator for GPUs (create_xoroshiro128p_states) and just used a static value to test.
Explicitly assigning integers with int() (and not). Not sure why I tried this. I read that Numba only supports a limited data types, so I made sure that they were ints
Apologies for messy code. I'm a bit at wits' end on this.
Below is the full code:
import numpy as np
from numpy import random
from numpy.random import randn
import pandas as pd
from timeit import default_timer as timer
from numba import cuda
from numba.cuda.random import create_xoroshiro128p_states, xoroshiro128p_uniform_float32
from numba import *
def bootstrap_rand_cpu(dt_arry, n_samp, boot_samp, out_mean):
for i in range(boot_samp):
rand_idx = random.randint(n_samp-1,size=(50)) #get random array of indices 0-49, with replacement
out_mean[i] = dt_arry[rand_idx].mean()
@cuda.jit
def bootstrap_rand_gpu(rng_states, dt_arry, n_samp, out_mean):
thread_id = cuda.grid(1)
stride = cuda.gridsize(1)
for i in range(thread_id, dt_arry.shape[0], stride):
for k in range(0,n_samp-1,1):
rand_idx_arry[k] = int(xoroshiro128p_uniform_float32(rng_states, thread_id) * 49)
out_mean[thread_id] = dt_arry[rand_idx_arry].mean()
mean = 10
rand_fluc = 3
n_samp = int(50)
boot_samp = int(1000)
dt_arry = (random.rand(n_samp)-.5)*rand_fluc + mean
out_mean_cpu = np.empty(boot_samp)
out_mean_gpu = np.empty(boot_samp)
##################
# RUN ON CPU
##################
start = timer()
bootstrap_rand_cpu(dt_arry, n_samp, boot_samp, out_mean_cpu)
dt = timer() - start
print("CPU Bootstrap mean of " + str(boot_samp) + " mean samples: " + str(out_mean_cpu.mean()))
print("Bootstrap CPU in %f s" % dt)
##################
# RUN ON GPU
##################
threads_per_block = 64
blocks_per_grid = 24
#create random state for each state in the array
rng_states = create_xoroshiro128p_states(threads_per_block * blocks_per_grid, seed=1)
start = timer()
dt_arry_device = cuda.to_device(dt_arry)
out_mean_gpu_device = cuda.to_device(out_mean_gpu)
bootstrap_rand_gpu[threads_per_block, blocks_per_grid](rng_states, dt_arry_device, n_samp, out_mean_gpu_device)
out_mean_gpu_device.copy_to_host()
dt = timer() - start
print("GPU Bootstrap mean of " + str(boot_samp) + " mean samples: " + str(out_mean_gpu.mean()))
print("Bootstrap GPU in %f s" % dt)
You seem to have at least 4 issues:
rand_idx_arry
is undefined..mean()
in cuda device codedt_array.shape[0]
is 50, so you were only populating the first 50 locations in your gpu output array. Just like your host code, the range for this grid-stride loop should be the size of the output array (which is boot_samp
)There may be other issues as well, but when I refactor your code like this to address those issues, it seems to run without error:
$ cat t65.py
#import matplotlib.pyplot as plt
import numpy as np
from numpy import random
from numpy.random import randn
from timeit import default_timer as timer
from numba import cuda
from numba.cuda.random import create_xoroshiro128p_states, xoroshiro128p_uniform_float32
from numba import *
def bootstrap_rand_cpu(dt_arry, n_samp, boot_samp, out_mean):
for i in range(boot_samp):
rand_idx = random.randint(n_samp-1,size=(50)) #get random array of indices 0-49, with replacement
out_mean[i] = dt_arry[rand_idx].mean()
@cuda.jit
def bootstrap_rand_gpu(rng_states, dt_arry, n_samp, out_mean):
thread_id = cuda.grid(1)
stride = cuda.gridsize(1)
for i in range(thread_id, out_mean.shape[0], stride):
my_sum = 0.0
for k in range(0,n_samp-1,1):
my_sum += dt_arry[int(xoroshiro128p_uniform_float32(rng_states, thread_id) * 49)]
out_mean[thread_id] = my_sum/(n_samp-1)
mean = 10
rand_fluc = 3
n_samp = int(50)
boot_samp = int(1000)
dt_arry = (random.rand(n_samp)-.5)*rand_fluc + mean
#plt.plot(dt_arry)
#figureData = plt.figure(1)
#plt.title('Plot ' + str(n_samp) + ' samples')
#plt.plot(dt_arry)
#figureData.show()
out_mean_cpu = np.empty(boot_samp)
out_mean_gpu = np.empty(boot_samp)
##################
# RUN ON CPU
##################
start = timer()
bootstrap_rand_cpu(dt_arry, n_samp, boot_samp, out_mean_cpu)
dt = timer() - start
print("CPU Bootstrap mean of " + str(boot_samp) + " mean samples: " + str(out_mean_cpu.mean()))
print("Bootstrap CPU in %f s" % dt)
#figureMeanCpu = plt.figure(2)
#plt.title('Plot '+ str(boot_samp) + ' bootstrap means - CPU')
#plt.plot(out_mean_cpu)
#figureData.show()
##################
# RUN ON GPU
##################
threads_per_block = 64
blocks_per_grid = 24
#create random state for each state in the array
rng_states = create_xoroshiro128p_states(threads_per_block * blocks_per_grid, seed=1)
start = timer()
dt_arry_device = cuda.to_device(dt_arry)
out_mean_gpu_device = cuda.to_device(out_mean_gpu)
bootstrap_rand_gpu[blocks_per_grid, threads_per_block](rng_states, dt_arry_device, n_samp, out_mean_gpu_device)
out_mean_gpu = out_mean_gpu_device.copy_to_host()
dt = timer() - start
print("GPU Bootstrap mean of " + str(boot_samp) + " mean samples: " + str(out_mean_gpu.mean()))
print("Bootstrap GPU in %f s" % dt)
python t65.py
CPU Bootstrap mean of 1000 mean samples: 10.148048544038735
Bootstrap CPU in 0.037496 s
GPU Bootstrap mean of 1000 mean samples: 10.145088765532936
Bootstrap GPU in 0.416822 s
$
Notes: