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[Enhancement] Add float datatype support to rocAucScore #3074

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merged 24 commits into from
Mar 31, 2025

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@icfaust icfaust commented Feb 16, 2025

Description

The algorithm rocAucScore is currently forced to do all computation in doubles. This does not follow the coding standards of the codebase where it should template both the cpu ISA as well as the datatype (float or double). In order to properly interface to this code outside of DAAL (i.e. oneDAL), it must first maintain a float version as well. While introducing a datatype template, a default value of double is set in order to guarantee compatibility to daal4py. These changes do not have any impact on the performance or operation of daal4py or any code which currently interfaces rocAucScore, therefore performance benchmarking is unnecessary.

This PR is a precursor to enabling a oneDAL algorithm of rocAucScore. This completes issue #2740


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@icfaust icfaust changed the title [Enhancement] Add float datatype support to Roc_auc_score [Enhancement] Add float datatype support to rocAucScore Feb 17, 2025
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icfaust commented Feb 17, 2025

/intelci: run

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Not backward-compatible:

miniconda3/envs/build/lib/python3.11/site-packages/daal4py/__init__.py:54: in <module>
    from daal4py._daal4py import *
E   ImportError: /.../miniconda3/envs/build/lib/python3.11/site-packages/daal4py/_daal4py.cpython-311-x86_64-linux-gnu.so: undefined symbol: _ZN4daal15data_management8internal11rocAucScoreERKNS_8services10interface19SharedPtrINS0_10interface112NumericTableEEES9_

@icfaust icfaust marked this pull request as draft February 17, 2025 13:25
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icfaust commented Feb 17, 2025

This PR will be stopped until CI can track ABI changes, as this requirement is undocumented and not written in the oneDAL development rules, nor the checklist for PRs.

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@icfaust I haven't checked the code in detail, but doesn't the fastest way of calculating this metric involve computations of numbers up to "nrows^2" in a loop where they are added/subtracted to similar numbers? The fp32 data type only has integer-level precision up to 2^23 which is easy to exceed, after which the precision of the calculation might degrade.

icfaust and others added 5 commits March 18, 2025 22:18
commit 35e0b62
Author: Faust, Ian <[email protected]>
Date:   Mon Mar 10 14:56:52 2025 +0100

    renew

commit 1c9299c
Author: Ian Faust <[email protected]>
Date:   Mon Mar 10 07:24:21 2025 +0100

    Update ci.yml

commit c6a7b4a
Author: Ian Faust <[email protected]>
Date:   Mon Mar 10 06:44:43 2025 +0100

    Update ci.yml

commit 18dac73
Author: Ian Faust <[email protected]>
Date:   Thu Mar 6 01:28:24 2025 +0100

    Update ci.yml

commit d84c663
Author: Ian Faust <[email protected]>
Date:   Thu Mar 6 00:53:40 2025 +0100

    Update ci.yml

commit 91a523d
Author: Ian Faust <[email protected]>
Date:   Thu Mar 6 00:05:02 2025 +0100

    Update ci.yml

commit a1048df
Author: Ian Faust <[email protected]>
Date:   Wed Mar 5 23:54:30 2025 +0100

    Update ci.yml

commit b6a84b8
Author: Ian Faust <[email protected]>
Date:   Wed Mar 5 23:18:26 2025 +0100

    Update ci.yml

commit d496c2f
Author: Ian Faust <[email protected]>
Date:   Wed Mar 5 22:18:02 2025 +0100

    Update ci.yml

commit 272fdfe
Author: Ian Faust <[email protected]>
Date:   Wed Mar 5 19:15:04 2025 +0100

    Update ci.yml

commit 05ee213
Author: Ian Faust <[email protected]>
Date:   Wed Mar 5 18:35:28 2025 +0100

    Update ci.yml

commit fd8bf73
Author: Faust, Ian <[email protected]>
Date:   Wed Mar 5 18:17:24 2025 +0100

    remove false comment

commit 71c19df
Author: Faust, Ian <[email protected]>
Date:   Wed Mar 5 18:10:59 2025 +0100

    first try
@icfaust icfaust marked this pull request as ready for review March 24, 2025 11:30
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icfaust commented Mar 24, 2025

@icfaust I haven't checked the code in detail, but doesn't the fastest way of calculating this metric involve computations of numbers up to "nrows^2" in a loop where they are added/subtracted to similar numbers? The fp32 data type only has integer-level precision up to 2^23 which is easy to exceed, after which the precision of the calculation might degrade.

Seems logically sound to me, kept the core computation in double, but now will still interface with float data.

@icfaust icfaust requested a review from Alexsandruss March 26, 2025 12:31
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icfaust commented Mar 30, 2025

/intelci: run

@icfaust icfaust merged commit a00ac10 into uxlfoundation:main Mar 31, 2025
18 of 19 checks passed
@icfaust icfaust deleted the roc_auc_float branch March 31, 2025 17:49
template DAAL_EXPORT double rocAucScore<float>(const NumericTablePtr & truePrediction, const NumericTablePtr & testPrediction);
template DAAL_EXPORT double rocAucScore<double>(const NumericTablePtr & truePrediction, const NumericTablePtr & testPrediction);

// necessary for maintaining ABI
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Should we mark this so it would be easy to identify and remove in 2026.x release?

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