Why conversion to im2col is fast? - deep-learning

Original input activations undergo kernel transformation through im2col to improve memory access patterns. But, when we are converting the original matrix into im2col matrix, then also we are accessing the same original memory patters. So, why im2col operation itself isn't slow?

The main reason for im2col is that the input and kernels can be represented as two big matrices and the convolution can be done in a single matrix multiplication. This speeds up the process because a matrix multiplication can be
parallelized very well.
Just the memory access is not the problem and as you said im2col has to access the original tensors the same way a simple convolution operation would.

Related

CUDA How Does Kernel Fusion Improve Performance on Memory Bound Applications on the GPU?

I've been conducting research on streaming datasets larger than the memory available on the GPU to the device for basic computations. One of the main limitations is the fact that the PCIe bus is generally limited around 8GB/s, and kernel fusion can help reuse data that can be reused and that it can exploit shared memory and locality within the GPU. Most research papers I have found are very difficult to understand and most of them implement fusion in complex applications such as https://ieeexplore.ieee.org/document/6270615 . I've read many papers and they ALL FAIL TO EXPLAIN some simple steps to fuse two kernels together.
My question is how does fusion actually work?. What are the steps one would go through to change a normal kernel to a fused kernel? Also, is it necessary to have more than one kernel in order to fuse it, as fusing is just a fancy term for eliminating some memory bound issues, and exploiting locality and shared memory.
I need to understand how kernel fusion is used for a basic CUDA program, like matrix multiplication, or addition and subtraction kernels. A really simple example (The code is not correct but should give an idea) like:
int *device_A;
int *device_B;
int *device_C;
cudaMalloc(device_A,sizeof(int)*N);
cudaMemcpyAsync(device_A,host_A, N*sizeof(int),HostToDevice,stream);
KernelAdd<<<block,thread,stream>>>(device_A,device_B); //put result in C
KernelSubtract<<<block,thread,stream>>>(device_C);
cudaMemcpyAsync(host_C,device_C, N*sizeof(int),DeviceToHost,stream); //send final result through the PCIe to the CPU
The basic idea behind kernel fusion is that 2 or more kernels will be converted into 1 kernel. The operations are combined. Initially it may not be obvious what the benefit is. But it can provide two related kinds of benefits:
by reusing the data that a kernel may have populated either in registers or shared memory
by reducing (i.e. eliminating) "redundant" loads and stores
Let's use an example like yours, where we have an Add kernel and a multiply kernel, and assume each kernel works on a vector, and each thread does the following:
Load my element of vector A from global memory
Add a constant to, or multiply by a constant, my vector element
Store my element back out to vector A (in global memory)
This operation requires one read per thread and one write per thread. If we did both of them back-to-back, the sequence of operations would look like:
Add kernel:
Load my element of vector A from global memory
Add a value to my vector element
Store my element back out to vector A (in global memory)
Multiply kernel:
Load my element of vector A from global memory
Multiply my vector element by a value
Store my element back out to vector A (in global memory)
We can see that step 3 in the first kernel and step 1 in the second kernel are doing things that aren't really necessary to achieve the final result, but they are necessary due to the design of these (independent) kernels. There is no way for one kernel to pass results to another kernel except via global memory.
But if we combine the two kernels together, we could write a kernel like this:
Load my element of vector A from global memory
Add a value to my vector element
Multiply my vector element by a value
Store my element back out to vector A (in global memory)
This fused kernel does both operations, produces the same result, but instead of 2 global memory load operations and 2 global memory store operations, it only requires 1 of each.
This savings can be very significant for memory-bound operations (like these) on the GPU. By reducing the number of loads and stores required, the overall performance is improved, usually proportional to the reduction in number of load/store operations.
Here is a trivial code example.

Implementing large linear regression models using CUDA

For analysis of 10^6 genetic factors and their GeneXGene interactions (~5x10^11), I have numerous and independent linear regression problems which are probably suitable for analysis on GPUs.
The objective is to exhaustively search for GeneXGene interaction effects in modulating an outcome variable (a brain phenotype) using linear regression with the interaction term included.
As far as I know, the Householder QR factorization could be the solution for fitting regression models, however, given that each regression matrix in this particular work could easily approach the size of ~ 10'000x10, even each single regression matrix does not seem to fit in GPU on-chip memory (shared, registers etc.).
Should I accept this as a problem which is inherently bandwidth-limited and keep the matrices in GPU global memory during regression analysis, or are other strategies possible?
EDIT
Here are more details about the problem:
There will be approximately 10'000 subjects, each with ~1M genetic parameters (genetic matrix:10'000x10^6). The algorithm in each iteration should select two columns of this genetic matrix (10'000x2) and also around 6 other variables unrelated to genetic data (age, gender etc) so the final regression model will be dealing with a matrix like the size of 10'000x[2(genetic factors)+6(covariates)+2(intercept&interaction term)] and an outcome variable vector (10'000x1). This same process will be repeated ~5e11 times each time with a given pair of genetic factors. Those models passing a predefined statistical threshold should be saved as output.
The specific problem is that although there are ~5e11 separate regression models, even a single one does not seem to fit in on-chip memory.
I also guess that sticking with CUDA libraries may not be the solution here as this mandates most of the data manipulation to take place on the CPU side and only sending each QR decomposition to GPU?
You whole data matrix (1e4 x 1e6) may be too large to fit in the global memory, while each of your least squares solving (1e4 x 10) may be too small to fully utilize the GPU.
For each least squares problem, you could use cuSolver for QR factorization and triangular solving.
http://docs.nvidia.com/cuda/cusolver/index.html#cuds-lt-t-gt-geqrf
If the problem size is too small to fully utilize the GPU, you could use concurrent kernel execution to solve multiple equations at the same time.
https://devblogs.nvidia.com/parallelforall/gpu-pro-tip-cuda-7-streams-simplify-concurrency/
For the whole data matrix, if it can not fit into the global memory, you could work on only part of it at a time. For example you could divide the matrix into ten (1e4 x 1e5) blocks, each time you load two of the blocks through PCIe, select all possible two-column combinations from the two blocks respectively, solve the equation and then load another two blocks. Maximize the block size will help you minimize the PCIe data transfer. With proper design, I'm sure the time for PCIe data transfer will be much smaller than solving 1e12 equations. Furthermore you could overlap the data transfer with solver kernel executions.
https://devblogs.nvidia.com/parallelforall/how-overlap-data-transfers-cuda-cc/

Ifft and fft for sparse vectors

I am trying to optimize some code for performance and i notice that i am forced to make a conversion from sparse to full vectors since the built-in ifft and fft functions do not support the sparse matrix type. My signal is however sparse and I want to exploit this fact.
Does anybody have a suggestion what you can do here?
Nithin

CUDA Array summation on the 3rd dimension

I am new to CUDA. While writing a fast 3D array summation program on the 3rd dimension, there are some questions coming into my mind:
The most natural way is to use each matrix entry as threads, and each thread loops over the 3rd dimension. Under this scenario, is the memory considered coalesced? Since neighboring threads access neighboring elements; they only have strides on loop variables.
For improved performance, a reduction on the 3rd dimension certainly helps.
Are there any libraries to use? For 2D summation, using cuBLAS is considered a good choice. I am thinking of a forced type conversion, which cheats the compiler to regard the piece of memory as a 2D array, and using a matrix-vector multiplication from cuBLAS.
That's a coalesced read.
You can use cuBLAS in the same way. Just tell GEMV that the first (uncontracted) dimension is nx*ny.

matrix multiplication in cuda

say I want to multiply two matrices together, 50 by 50. I have 2 ways to arrange threads and blocks.
a) one thread to calculate each element of the result matrix. So I have a loop in thread multiplies one row and one column.
b) one thread to do each multiplication. Each element of the result matrix requires 50 threads. After multiplications are done, I can use binary reduction to sum the results.
I wasn't sure which way to take, so I took b. It wasn't ideal. In fact it was slow. Any idea why? My guess would be there are just too many threads and they are waiting for resource most of time, is that true?
As with so many things in high performance computing, the key to understanding performance here is understanding the use of memory.
If you are using one thread do to do one multiplication, then for that thread you have to pull two pieces of data from memory, multiply them, then do some logarthmic number of adds. That's three memory accesses for a mult and an add and a bit - the arithmatic intensity is very low. The good news is that there are many many threads worth of tasks this way, each of which only needs a tiny bit of memory/registers, which is good for occupancy; but the memory access to work ratio is poor.
The simple one thread doing one dot product approach has the same sort of problem - each multiplication requires two memory accesses to load. The good news is that there's only one store to global memory for the whole dot product, and you avoid the binary reduction which doesn't scale as well and requires a lot of synchronization; the down side is there's way less threads now, which at least your (b) approach had working for you.
Now you know that there should be some way of doing more operations per memory access than this; for square NxN matricies, there's N^3 work to do the multiplication, but only 3xN^2 elements - so you should be able to find a way to do way more than 1 computation per 2ish memory accesses.
The approach taken in the CUDA SDK is the best way - the matricies are broken into tiles, and your (b) approach - one thread per output element - is used. But the key is in how the threads are arranged. By pulling in entire little sub-matricies from slow global memory into shared memory, and doing calculations from there, it's possible to do many multiplications and adds on each number you've read in from memory. This approach is the most successful approach in lots of applications, because getting data - whether it's over a network, or from main memory for a CPU, or off-chip access for a GPU - often takes much longer than processing the data.
There's documents in NVidia's CUDA pages (esp http://developer.nvidia.com/object/cuda_training.html ) which describe their SDK example very nicely.
Have you looked at the CUDA documentation: Cuda Programming Model
Also, sample source code: Matrix Multiplication
Did you look at
$SDK/nvidia-gpu-sdk-3.1/C/src/matrixMul
i.e. the matrix multiplication example in the SDK?
If you don't need to implement this yourself, just use a library -- CUBLAS, MAGMA, etc., provide tuned matrix multiplication implementations.